EL4Y.DE vs. D6RQ.DE
EL4Y.DE (Deka STOXX Europe 50 UCITS ETF) and D6RQ.DE (Deka MSCI USA Climate Change ESG UCITS ETF) are both exchange-traded funds - EL4Y.DE is a Europe Equities fund tracking the STOXX® Europe 50, 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, EL4Y.DE returned 11.26%/yr vs 17.54%/yr for D6RQ.DE. A 0.59 correlation means they provide meaningful diversification when combined. EL4Y.DE charges 0.19%/yr vs 0.25%/yr for D6RQ.DE.
Performance
EL4Y.DE vs. D6RQ.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 D6RQ.DE's 14.41% 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%
D6RQ.DE
- 1D
- -0.56%
- 1M
- 7.43%
- YTD
- 14.41%
- 6M
- 13.29%
- 1Y
- 33.08%
- 3Y*
- 23.10%
- 5Y*
- 17.54%
- 10Y*
- —
EL4Y.DE vs. D6RQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EL4Y.DE Deka STOXX Europe 50 UCITS ETF | 7.24% | 18.13% | 7.64% | 14.59% | -1.21% | 25.48% | 3.33% |
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 EL4Y.DE and D6RQ.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.59 |
The correlation between EL4Y.DE and D6RQ.DE has been stable across timeframes, ranging from 0.50 to 0.59 - a consistent structural relationship.
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Return for Risk
EL4Y.DE vs. D6RQ.DE — Risk / Return Rank
EL4Y.DE
D6RQ.DE
EL4Y.DE vs. D6RQ.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 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.
| EL4Y.DE | D6RQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.39 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.69 | -0.96 |
| Martin ratioReturn relative to average drawdown | 6.12 | 7.85 | -1.73 |
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 | D6RQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 2.23 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.97 | -0.17 |
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 | 1.09 | -0.44 |
Drawdowns
EL4Y.DE vs. D6RQ.DE - Drawdown Comparison
The maximum EL4Y.DE drawdown since its inception was -32.48%, which is greater than D6RQ.DE's maximum drawdown of -27.29%. Use the drawdown chart below to compare losses from any high point for EL4Y.DE and D6RQ.DE.
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Drawdown Indicators
| EL4Y.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.48% | -27.29% | -5.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.47% | -12.28% | +2.81% |
Max Drawdown (3Y)Largest decline over 3 years | -17.13% | -27.29% | +10.16% |
Max Drawdown (5Y)Largest decline over 5 years | -17.13% | -27.29% | +10.16% |
Max Drawdown (10Y)Largest decline over 10 years | -32.48% | — | — |
Current DrawdownCurrent decline from peak | -1.67% | -0.84% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -5.23% | -5.82% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 4.22% | -1.53% |
Volatility
EL4Y.DE vs. D6RQ.DE - Volatility Comparison
Deka STOXX Europe 50 UCITS ETF (EL4Y.DE) has a higher volatility of 4.38% compared to Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) at 4.06%. This indicates that EL4Y.DE's price experiences larger fluctuations and is considered to be riskier 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
| EL4Y.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 4.06% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 10.35% | +0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.40% | 14.84% | -1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 17.79% | -3.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.74% | 17.56% | -1.82% |
EL4Y.DE vs. D6RQ.DE - Expense Ratio Comparison
EL4Y.DE has a 0.19% 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
EL4Y.DE vs. D6RQ.DE - Dividend Comparison
EL4Y.DE's dividend yield for the trailing twelve months is around 2.32%, 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% |
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 D6RQ.DE have a correlation of 0.52, 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 0.25% for D6RQ.DE.
EL4Y.DE is categorized as Europe Equities, while D6RQ.DE is Large Cap Blend Equities. EL4Y.DE tracks STOXX® Europe 50, while D6RQ.DE tracks MSCI USA Climate Change ESG Select. Their fees differ too: 0.19% for EL4Y.DE and 0.25% for D6RQ.DE.
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