EL4U.DE vs. D6RD.DE
EL4U.DE (Deka Deutsche Boerse EUROGOV Germany 5-10 UCITS ETF) and D6RD.DE (Deka Future Energy ESG UCITS ETF) are both exchange-traded funds - EL4U.DE is a European Government Bonds fund tracking the Deutsche Börse EUROGOV® Germany 5-10, while D6RD.DE is a Energy Equities fund tracking the Solactive Future Energy ESG. Both are passively managed. Over the past 3 years, EL4U.DE returned 1.40%/yr vs 9.84%/yr for D6RD.DE. At a 0.15 correlation, their price movements are largely independent. EL4U.DE charges 0.15%/yr vs 0.55%/yr for D6RD.DE.
Performance
EL4U.DE vs. D6RD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4U.DE achieves a -0.04% return, which is significantly lower than D6RD.DE's 48.10% return.
EL4U.DE
- 1D
- 0.12%
- 1M
- 0.04%
- YTD
- -0.04%
- 6M
- -0.25%
- 1Y
- -0.34%
- 3Y*
- 1.40%
- 5Y*
- -2.41%
- 10Y*
- -0.90%
D6RD.DE
- 1D
- -2.87%
- 1M
- 13.40%
- YTD
- 48.10%
- 6M
- 49.56%
- 1Y
- 100.22%
- 3Y*
- 9.84%
- 5Y*
- —
- 10Y*
- —
EL4U.DE vs. D6RD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EL4U.DE Deka Deutsche Boerse EUROGOV Germany 5-10 UCITS ETF | -0.04% | -0.07% | 0.17% | 6.10% | -8.78% |
D6RD.DE Deka Future Energy ESG UCITS ETF | 48.10% | 24.03% | -13.45% | -18.15% | -5.96% |
Correlation
The correlation between EL4U.DE and D6RD.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2022 | 0.15 |
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Return for Risk
EL4U.DE vs. D6RD.DE — Risk / Return Rank
EL4U.DE
D6RD.DE
EL4U.DE vs. D6RD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka Deutsche Boerse EUROGOV Germany 5-10 UCITS ETF (EL4U.DE) and Deka Future Energy ESG UCITS ETF (D6RD.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.
| EL4U.DE | D6RD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.02 | ||
| Sortino ratioReturn per unit of downside risk | -4.83 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.58 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 11.04 | -11.27 |
| Martin ratioReturn relative to average drawdown | -0.55 | 39.49 | -40.05 |
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
| EL4U.DE | D6RD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.20 | 3.82 | -4.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.40 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.20 | +0.11 |
Drawdowns
EL4U.DE vs. D6RD.DE - Drawdown Comparison
The maximum EL4U.DE drawdown since its inception was -21.23%, smaller than the maximum D6RD.DE drawdown of -59.57%. Use the drawdown chart below to compare losses from any high point for EL4U.DE and D6RD.DE.
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Drawdown Indicators
| EL4U.DE | D6RD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.23% | -59.57% | +38.34% |
Max Drawdown (1Y)Largest decline over 1 year | -3.24% | -8.91% | +5.67% |
Max Drawdown (3Y)Largest decline over 3 years | -4.40% | -45.63% | +41.23% |
Max Drawdown (5Y)Largest decline over 5 years | -19.24% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -21.23% | — | — |
Current DrawdownCurrent decline from peak | -15.12% | -2.87% | -12.25% |
Average DrawdownAverage peak-to-trough decline | -5.52% | -35.16% | +29.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 2.49% | -1.12% |
Volatility
EL4U.DE vs. D6RD.DE - Volatility Comparison
The current volatility for Deka Deutsche Boerse EUROGOV Germany 5-10 UCITS ETF (EL4U.DE) is 1.63%, while Deka Future Energy ESG UCITS ETF (D6RD.DE) has a volatility of 10.63%. This indicates that EL4U.DE experiences smaller price fluctuations and is considered to be less risky than D6RD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EL4U.DE | D6RD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.63% | 10.63% | -9.00% |
Volatility (6M)Calculated over the trailing 6-month period | 3.21% | 18.24% | -15.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.88% | 25.71% | -21.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.93% | 26.13% | -20.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.84% | 26.13% | -21.29% |
EL4U.DE vs. D6RD.DE - Expense Ratio Comparison
EL4U.DE has a 0.15% expense ratio, which is lower than D6RD.DE's 0.55% expense ratio.
Dividends
EL4U.DE vs. D6RD.DE - Dividend Comparison
EL4U.DE's dividend yield for the trailing twelve months is around 1.83%, more than D6RD.DE's 0.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D6RD.DE Deka Future Energy ESG UCITS ETF | 0.34% | 0.59% | 0.72% | 0.81% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EL4U.DE Deka Deutsche Boerse EUROGOV Germany 5-10 UCITS ETF | 1.83% | 1.96% | 1.38% | 1.59% | 1.12% | 1.13% | 0.91% | 1.03% | 1.00% | 1.38% | 1.53% | 1.71% |
Frequently Asked Questions
EL4U.DE and D6RD.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4U.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4U.DE is cheaper with a 0.15% expense ratio, compared with 0.55% for D6RD.DE.
EL4U.DE is categorized as European Government Bonds, while D6RD.DE is Energy Equities. EL4U.DE tracks Deutsche Börse EUROGOV® Germany 5-10, while D6RD.DE tracks Solactive Future Energy ESG. Their fees differ too: 0.15% for EL4U.DE and 0.55% for D6RD.DE.
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