ELFB.DE vs. D6RP.DE
Compare and contrast key facts about Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) and Deka MSCI World Climate Change ESG UCITS ETF (D6RP.DE).
ELFB.DE and D6RP.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ELFB.DE is a passively managed fund by Deka that tracks the performance of the Solactive Eurozone Sustainability. It was launched on Aug 4, 2015. D6RP.DE is a passively managed fund by Deka that tracks the performance of the MSCI World Climate Change ESG Select. It was launched on Jun 19, 2020. Both ELFB.DE and D6RP.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ELFB.DE vs. D6RP.DE - Performance Comparison
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ELFB.DE vs. D6RP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ELFB.DE Deka Oekom Euro Nachhaltigkeit UCITS ETF | -3.31% | 34.04% | 20.63% | 31.85% | -15.46% | 31.62% | 11.07% |
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | -5.19% | 6.56% | 34.46% | 27.65% | -19.59% | 35.02% | 12.21% |
Returns By Period
In the year-to-date period, ELFB.DE achieves a -3.31% return, which is significantly higher than D6RP.DE's -5.19% return.
ELFB.DE
- 1D
- -0.84%
- 1M
- -1.58%
- YTD
- -3.31%
- 6M
- 1.47%
- 1Y
- 17.62%
- 3Y*
- 22.02%
- 5Y*
- 14.87%
- 10Y*
- 11.78%
D6RP.DE
- 1D
- -0.03%
- 1M
- -1.65%
- YTD
- -5.19%
- 6M
- -2.56%
- 1Y
- 11.92%
- 3Y*
- 16.54%
- 5Y*
- 11.34%
- 10Y*
- —
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ELFB.DE vs. D6RP.DE - Expense Ratio Comparison
ELFB.DE has a 0.40% expense ratio, which is higher than D6RP.DE's 0.26% expense ratio.
Return for Risk
ELFB.DE vs. D6RP.DE — Risk / Return Rank
ELFB.DE
D6RP.DE
ELFB.DE vs. D6RP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.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.
| ELFB.DE | D6RP.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.66 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.00 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.14 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 1.90 | -0.09 |
Martin ratioReturn relative to average drawdown | 6.90 | 6.75 | +0.15 |
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
| ELFB.DE | D6RP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.66 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.70 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.87 | -0.37 |
Correlation
The correlation between ELFB.DE and D6RP.DE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ELFB.DE vs. D6RP.DE - Dividend Comparison
ELFB.DE's dividend yield for the trailing twelve months is around 2.29%, more than D6RP.DE's 0.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ELFB.DE Deka Oekom Euro Nachhaltigkeit UCITS ETF | 2.29% | 2.18% | 2.63% | 2.73% | 3.03% | 1.78% | 1.12% | 3.22% | 3.60% | 2.56% | 2.77% |
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 0.81% | 0.79% | 0.70% | 1.04% | 1.23% | 0.79% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ELFB.DE vs. D6RP.DE - Drawdown Comparison
The maximum ELFB.DE drawdown since its inception was -42.72%, 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 ELFB.DE and D6RP.DE.
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Drawdown Indicators
| ELFB.DE | D6RP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.72% | -23.89% | -18.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -9.63% | -2.92% |
Max Drawdown (5Y)Largest decline over 5 years | -29.56% | -23.89% | -5.67% |
Max Drawdown (10Y)Largest decline over 10 years | -42.72% | — | — |
Current DrawdownCurrent decline from peak | -8.97% | -6.68% | -2.29% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -5.25% | -1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 2.71% | +0.58% |
Volatility
ELFB.DE vs. D6RP.DE - Volatility Comparison
Deka Oekom Euro Nachhaltigkeit UCITS ETF (ELFB.DE) has a higher volatility of 7.81% compared to Deka MSCI World Climate Change ESG UCITS ETF (D6RP.DE) at 4.83%. This indicates that ELFB.DE's price experiences larger fluctuations and is considered to be riskier 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
| ELFB.DE | D6RP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.81% | 4.83% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 13.03% | 9.99% | +3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.55% | 17.93% | +2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.43% | 15.92% | +3.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.12% | 15.83% | +5.29% |