EL4Y.DE vs. D6RD.DE
EL4Y.DE (Deka STOXX Europe 50 UCITS ETF) and D6RD.DE (Deka Future Energy ESG UCITS ETF) are both exchange-traded funds - EL4Y.DE is a Europe Equities fund tracking the STOXX® Europe 50, while D6RD.DE is a Energy Equities fund tracking the Solactive Future Energy ESG. Both are passively managed. Over the past 3 years, EL4Y.DE returned 12.17%/yr vs 9.84%/yr for D6RD.DE. At a 0.47 correlation, their price movements are largely independent. EL4Y.DE charges 0.19%/yr vs 0.55%/yr for D6RD.DE.
Performance
EL4Y.DE vs. D6RD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4Y.DE achieves a 7.24% return, which is significantly lower than D6RD.DE's 48.10% return.
EL4Y.DE
- 1D
- 0.78%
- 1M
- 0.70%
- YTD
- 7.24%
- 6M
- 9.68%
- 1Y
- 16.54%
- 3Y*
- 12.17%
- 5Y*
- 11.26%
- 10Y*
- 9.26%
D6RD.DE
- 1D
- -2.87%
- 1M
- 13.40%
- YTD
- 48.10%
- 6M
- 49.56%
- 1Y
- 100.22%
- 3Y*
- 9.84%
- 5Y*
- —
- 10Y*
- —
EL4Y.DE vs. D6RD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EL4Y.DE Deka STOXX Europe 50 UCITS ETF | 7.24% | 18.13% | 7.64% | 14.59% | 7.87% |
D6RD.DE Deka Future Energy ESG UCITS ETF | 48.10% | 24.03% | -13.45% | -18.15% | -5.96% |
Correlation
The correlation between EL4Y.DE and D6RD.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2022 | 0.47 |
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Return for Risk
EL4Y.DE vs. D6RD.DE — Risk / Return Rank
EL4Y.DE
D6RD.DE
EL4Y.DE vs. D6RD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka STOXX Europe 50 UCITS ETF (EL4Y.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.
| EL4Y.DE | D6RD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.60 | ||
| Sortino ratioReturn per unit of downside risk | -2.74 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.58 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 11.04 | -9.30 |
| Martin ratioReturn relative to average drawdown | 6.12 | 39.49 | -33.38 |
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
| EL4Y.DE | D6RD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 3.82 | -2.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.20 | +0.44 |
Drawdowns
EL4Y.DE vs. D6RD.DE - Drawdown Comparison
The maximum EL4Y.DE drawdown since its inception was -32.48%, smaller than the maximum D6RD.DE drawdown of -59.57%. Use the drawdown chart below to compare losses from any high point for EL4Y.DE and D6RD.DE.
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Drawdown Indicators
| EL4Y.DE | D6RD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.48% | -59.57% | +27.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.47% | -8.91% | -0.56% |
Max Drawdown (3Y)Largest decline over 3 years | -17.13% | -45.63% | +28.50% |
Max Drawdown (5Y)Largest decline over 5 years | -17.13% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.48% | — | — |
Current DrawdownCurrent decline from peak | -1.67% | -2.87% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -5.23% | -35.16% | +29.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 2.49% | +0.20% |
Volatility
EL4Y.DE vs. D6RD.DE - Volatility Comparison
The current volatility for Deka STOXX Europe 50 UCITS ETF (EL4Y.DE) is 4.38%, while Deka Future Energy ESG UCITS ETF (D6RD.DE) has a volatility of 10.63%. This indicates that EL4Y.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
| EL4Y.DE | D6RD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 10.63% | -6.25% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 18.24% | -7.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.40% | 25.71% | -12.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 26.13% | -12.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.74% | 26.13% | -10.39% |
EL4Y.DE vs. D6RD.DE - Expense Ratio Comparison
EL4Y.DE has a 0.19% expense ratio, which is lower than D6RD.DE's 0.55% expense ratio.
Dividends
EL4Y.DE vs. D6RD.DE - Dividend Comparison
EL4Y.DE's dividend yield for the trailing twelve months is around 2.32%, 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% |
EL4Y.DE Deka STOXX Europe 50 UCITS ETF | 2.32% | 2.61% | 2.93% | 2.60% | 2.77% | 2.45% | 2.71% | 3.11% | 3.82% | 3.38% | 3.49% | 3.65% |
Frequently Asked Questions
EL4Y.DE and D6RD.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4Y.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4Y.DE is cheaper with a 0.19% expense ratio, compared with 0.55% for D6RD.DE.
EL4Y.DE is categorized as Europe Equities, while D6RD.DE is Energy Equities. EL4Y.DE tracks STOXX® Europe 50, while D6RD.DE tracks Solactive Future Energy ESG. Their fees differ too: 0.19% for EL4Y.DE and 0.55% for D6RD.DE.
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