EL4S.DE vs. D6RQ.DE
EL4S.DE (Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF) and D6RQ.DE (Deka MSCI USA Climate Change ESG UCITS ETF) are both exchange-traded funds - EL4S.DE is a European Government Bonds fund tracking the Deutsche Börse EUROGOV® Germany 1-3, while D6RQ.DE is a Large Cap Blend Equities fund tracking the MSCI USA Climate Change ESG Select. Both are passively managed. Over the past 5 years, EL4S.DE returned 0.36%/yr vs 17.54%/yr for D6RQ.DE. At a correlation of -0.01, they often move in opposite directions. EL4S.DE charges 0.15%/yr vs 0.25%/yr for D6RQ.DE.
Performance
EL4S.DE vs. D6RQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4S.DE achieves a 0.11% return, which is significantly lower than D6RQ.DE's 14.41% return.
EL4S.DE
- 1D
- 0.02%
- 1M
- 0.06%
- YTD
- 0.11%
- 6M
- 0.17%
- 1Y
- 0.70%
- 3Y*
- 2.24%
- 5Y*
- 0.36%
- 10Y*
- -0.20%
D6RQ.DE
- 1D
- -0.56%
- 1M
- 7.43%
- YTD
- 14.41%
- 6M
- 13.29%
- 1Y
- 33.08%
- 3Y*
- 23.10%
- 5Y*
- 17.54%
- 10Y*
- —
EL4S.DE vs. D6RQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EL4S.DE Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF | 0.11% | 1.65% | 2.75% | 2.51% | -4.56% | -0.97% | -0.36% |
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 14.41% | 4.36% | 42.08% | 34.15% | -22.07% | 41.44% | 12.56% |
Correlation
The correlation between EL4S.DE and D6RQ.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | -0.01 |
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Return for Risk
EL4S.DE vs. D6RQ.DE — Risk / Return Rank
EL4S.DE
D6RQ.DE
EL4S.DE vs. D6RQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.DE) and Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| EL4S.DE | D6RQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.39 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 2.69 | -2.11 |
| Martin ratioReturn relative to average drawdown | 1.87 | 7.85 | -5.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EL4S.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 2.23 | -1.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.97 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.30 | 1.09 | -1.39 |
Drawdowns
EL4S.DE vs. D6RQ.DE - Drawdown Comparison
The maximum EL4S.DE drawdown since its inception was -13.04%, smaller than the maximum D6RQ.DE drawdown of -27.29%. Use the drawdown chart below to compare losses from any high point for EL4S.DE and D6RQ.DE.
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Drawdown Indicators
| EL4S.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.04% | -27.29% | +14.25% |
Max Drawdown (1Y)Largest decline over 1 year | -1.03% | -12.28% | +11.25% |
Max Drawdown (3Y)Largest decline over 3 years | -1.03% | -27.29% | +26.26% |
Max Drawdown (5Y)Largest decline over 5 years | -5.86% | -27.29% | +21.43% |
Max Drawdown (10Y)Largest decline over 10 years | -9.46% | — | — |
Current DrawdownCurrent decline from peak | -6.04% | -0.84% | -5.20% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -5.82% | -0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.32% | 4.22% | -3.90% |
Volatility
EL4S.DE vs. D6RQ.DE - Volatility Comparison
The current volatility for Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.DE) is 0.44%, while Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) has a volatility of 4.06%. This indicates that EL4S.DE experiences smaller price fluctuations and is considered to be less risky than D6RQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EL4S.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.44% | 4.06% | -3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 0.97% | 10.35% | -9.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.10% | 14.84% | -13.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.46% | 17.79% | -16.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.12% | 17.56% | -16.44% |
EL4S.DE vs. D6RQ.DE - Expense Ratio Comparison
EL4S.DE has a 0.15% expense ratio, which is lower than D6RQ.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EL4S.DE vs. D6RQ.DE - Dividend Comparison
EL4S.DE's dividend yield for the trailing twelve months is around 1.48%, more than D6RQ.DE's 0.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 0.37% | 0.53% | 0.39% | 0.60% | 0.80% | 0.46% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EL4S.DE Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF | 1.48% | 1.20% | 0.83% | 0.60% | 0.88% | 0.94% | 0.78% | 1.06% | 0.99% | 1.63% | 1.46% | 1.60% |
Frequently Asked Questions
EL4S.DE and D6RQ.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4S.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4S.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for D6RQ.DE.
EL4S.DE is categorized as European Government Bonds, while D6RQ.DE is Large Cap Blend Equities. EL4S.DE tracks Deutsche Börse EUROGOV® Germany 1-3, while D6RQ.DE tracks MSCI USA Climate Change ESG Select. Their fees differ too: 0.15% for EL4S.DE and 0.25% for D6RQ.DE.
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