EL4U.DE vs. D6RP.DE
EL4U.DE (Deka Deutsche Boerse EUROGOV Germany 5-10 UCITS ETF) and D6RP.DE (Deka MSCI World Climate Change 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 D6RP.DE is a Global Equities fund tracking the MSCI World Climate Change ESG Select. Both are passively managed. Over the past 5 years, EL4U.DE returned -2.41%/yr vs 14.58%/yr for D6RP.DE. At a 0.05 correlation, their price movements are largely independent. EL4U.DE charges 0.15%/yr vs 0.26%/yr for D6RP.DE.
Performance
EL4U.DE vs. D6RP.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 D6RP.DE's 11.26% 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%
D6RP.DE
- 1D
- -0.24%
- 1M
- 5.33%
- YTD
- 11.26%
- 6M
- 11.08%
- 1Y
- 26.62%
- 3Y*
- 19.96%
- 5Y*
- 14.58%
- 10Y*
- —
EL4U.DE vs. D6RP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EL4U.DE Deka Deutsche Boerse EUROGOV Germany 5-10 UCITS ETF | -0.04% | -0.07% | 0.17% | 6.10% | -16.19% | -2.26% | 0.36% |
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 11.26% | 6.56% | 34.46% | 27.65% | -19.59% | 35.02% | 12.21% |
Correlation
The correlation between EL4U.DE and D6RP.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.05 |
The correlation between EL4U.DE and D6RP.DE shifts across timeframes, from 0.05 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EL4U.DE vs. D6RP.DE — Risk / Return Rank
EL4U.DE
D6RP.DE
EL4U.DE vs. D6RP.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 MSCI World Climate Change ESG UCITS ETF (D6RP.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 | D6RP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.19 | ||
| Sortino ratioReturn per unit of downside risk | -3.01 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.36 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 2.76 | -2.99 |
| Martin ratioReturn relative to average drawdown | -0.55 | 9.69 | -10.24 |
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 | D6RP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.20 | 1.99 | -2.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.40 | 0.90 | -1.30 |
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 | 1.04 | -0.74 |
Drawdowns
EL4U.DE vs. D6RP.DE - Drawdown Comparison
The maximum EL4U.DE drawdown since its inception was -21.23%, smaller than the maximum D6RP.DE drawdown of -23.89%. Use the drawdown chart below to compare losses from any high point for EL4U.DE and D6RP.DE.
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Drawdown Indicators
| EL4U.DE | D6RP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.23% | -23.89% | +2.66% |
Max Drawdown (1Y)Largest decline over 1 year | -3.24% | -9.63% | +6.39% |
Max Drawdown (3Y)Largest decline over 3 years | -4.40% | -23.89% | +19.49% |
Max Drawdown (5Y)Largest decline over 5 years | -19.24% | -23.89% | +4.65% |
Max Drawdown (10Y)Largest decline over 10 years | -21.23% | — | — |
Current DrawdownCurrent decline from peak | -15.12% | -0.72% | -14.40% |
Average DrawdownAverage peak-to-trough decline | -5.52% | -5.13% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 2.75% | -1.38% |
Volatility
EL4U.DE vs. D6RP.DE - Volatility Comparison
The current volatility for Deka Deutsche Boerse EUROGOV Germany 5-10 UCITS ETF (EL4U.DE) is 1.63%, while Deka MSCI World Climate Change ESG UCITS ETF (D6RP.DE) has a volatility of 3.50%. This indicates that EL4U.DE experiences smaller price fluctuations and is considered to be less risky than D6RP.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 | D6RP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.63% | 3.50% | -1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 3.21% | 9.55% | -6.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.88% | 13.33% | -9.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.93% | 15.97% | -10.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.84% | 15.78% | -10.94% |
EL4U.DE vs. D6RP.DE - Expense Ratio Comparison
EL4U.DE has a 0.15% expense ratio, which is lower than D6RP.DE's 0.26% 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
EL4U.DE vs. D6RP.DE - Dividend Comparison
EL4U.DE's dividend yield for the trailing twelve months is around 1.83%, more than D6RP.DE's 0.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 0.69% | 0.79% | 0.70% | 1.04% | 1.23% | 0.79% | 0.34% | 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 D6RP.DE have a correlation of 0.21, 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 0.26% for D6RP.DE.
EL4U.DE is categorized as European Government Bonds, while D6RP.DE is Global Equities. EL4U.DE tracks Deutsche Börse EUROGOV® Germany 5-10, while D6RP.DE tracks MSCI World Climate Change ESG Select. Their fees differ too: 0.15% for EL4U.DE and 0.26% for D6RP.DE.
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