EL4V.DE vs. D6RP.DE
EL4V.DE (Deka Deutsche Börse EUROGOV Germany 10+ UCITS ETF) and D6RP.DE (Deka MSCI World Climate Change ESG UCITS ETF) are both exchange-traded funds - EL4V.DE is a European Government Bonds fund tracking the Deutsche Börse EUROGOV Germany 10+ Index, 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, EL4V.DE returned -8.68%/yr vs 13.52%/yr for D6RP.DE. At a 0.03 correlation, their price movements are largely independent. EL4V.DE charges 0.15%/yr vs 0.26%/yr for D6RP.DE.
Performance
EL4V.DE vs. D6RP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4V.DE achieves a -0.97% return, which is significantly lower than D6RP.DE's 12.57% return.
EL4V.DE
- 1D
- -0.29%
- 1M
- -1.59%
- 6M
- -1.93%
- YTD
- -0.97%
- 1Y
- -3.20%
- 3Y*
- -2.20%
- 5Y*
- -8.68%
- 10Y*
- -3.65%
D6RP.DE
- 1D
- 0.00%
- 1M
- 1.17%
- 6M
- 12.17%
- YTD
- 12.57%
- 1Y
- 25.19%
- 3Y*
- 19.90%
- 5Y*
- 13.52%
- 10Y*
- —
EL4V.DE vs. D6RP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EL4V.DE Deka Deutsche Börse EUROGOV Germany 10+ UCITS ETF | -0.97% | -8.19% | -2.86% | 6.90% | -32.41% | -4.81% | 2.96% |
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 12.57% | 6.56% | 34.46% | 27.65% | -19.59% | 35.02% | 13.55% |
Correlation
The correlation between EL4V.DE and D6RP.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2020 | 0.03 |
Over the past year, EL4V.DE and D6RP.DE have become more correlated (0.26) than their long-term average of 0.03, meaning their price movements have been converging.
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Return for Risk
EL4V.DE vs. D6RP.DE — Risk / Return Rank
EL4V.DE
D6RP.DE
EL4V.DE vs. D6RP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka Deutsche Börse EUROGOV Germany 10+ UCITS ETF (EL4V.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EL4V.DE | D6RP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.24 | ||
| Sortino ratioReturn per unit of downside risk | -3.07 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.32 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 2.60 | -3.10 |
| Martin ratioReturn relative to average drawdown | -0.92 | 9.03 | -9.94 |
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Drawdowns
EL4V.DE vs. D6RP.DE - Drawdown Comparison
The maximum EL4V.DE drawdown since its inception was -43.83%, which is greater than D6RP.DE's maximum drawdown of -23.89%. Use the drawdown chart below to compare losses from any high point for EL4V.DE and D6RP.DE.
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Drawdown Indicators
| EL4V.DE | D6RP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.83% | -23.89% | -19.94% |
Max Drawdown (1Y)Largest decline over 1 year | -6.63% | -9.63% | +3.00% |
Max Drawdown (3Y)Largest decline over 3 years | -14.80% | -23.89% | +9.09% |
Max Drawdown (5Y)Largest decline over 5 years | -40.13% | -23.89% | -16.24% |
Max Drawdown (10Y)Largest decline over 10 years | -43.83% | — | — |
Current DrawdownCurrent decline from peak | -42.50% | -0.55% | -41.95% |
Average DrawdownAverage peak-to-trough decline | -13.95% | -5.00% | -8.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 2.78% | +0.80% |
Volatility
EL4V.DE vs. D6RP.DE - Volatility Comparison
The current volatility for Deka Deutsche Börse EUROGOV Germany 10+ UCITS ETF (EL4V.DE) is 2.19%, while Deka MSCI World Climate Change ESG UCITS ETF (D6RP.DE) has a volatility of 3.58%. This indicates that EL4V.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
| EL4V.DE | D6RP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.19% | 3.58% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 5.85% | 10.16% | -4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.71% | 13.83% | -6.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.68% | 16.04% | -3.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.87% | 15.73% | -4.86% |
EL4V.DE vs. D6RP.DE - Expense Ratio Comparison
EL4V.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
EL4V.DE vs. D6RP.DE - Dividend Comparison
EL4V.DE's dividend yield for the trailing twelve months is around 2.30%, more than D6RP.DE's 0.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 0.73% | 0.79% | 0.70% | 1.04% | 1.23% | 0.79% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EL4V.DE Deka Deutsche Börse EUROGOV Germany 10+ UCITS ETF | 2.30% | 2.06% | 2.00% | 2.29% | 2.45% | 1.79% | 1.84% | 2.06% | 2.35% | 1.03% | 2.57% | 2.79% |
Frequently Asked Questions
EL4V.DE and D6RP.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4V.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4V.DE is cheaper with a 0.15% expense ratio, compared with 0.26% for D6RP.DE.
EL4V.DE is categorized as European Government Bonds, while D6RP.DE is Global Equities. EL4V.DE tracks Deutsche Börse EUROGOV Germany 10+ Index, while D6RP.DE tracks MSCI World Climate Change ESG Select. Their fees differ too: 0.15% for EL4V.DE and 0.26% for D6RP.DE.
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