ELFC.DE vs. D6RP.DE
ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) and D6RP.DE (Deka MSCI World Climate Change ESG UCITS ETF) are both exchange-traded funds - ELFC.DE is a Europe Equities fund tracking the EURO iSTOXX® ex Financials High Dividend 50, 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, ELFC.DE returned 10.14%/yr vs 14.58%/yr for D6RP.DE. At a 0.49 correlation, their price movements are largely independent. ELFC.DE charges 0.30%/yr vs 0.26%/yr for D6RP.DE.
Performance
ELFC.DE vs. D6RP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ELFC.DE achieves a 12.62% return, which is significantly higher than D6RP.DE's 11.26% return.
ELFC.DE
- 1D
- -0.33%
- 1M
- 0.92%
- YTD
- 12.62%
- 6M
- 12.29%
- 1Y
- 20.13%
- 3Y*
- 12.09%
- 5Y*
- 10.14%
- 10Y*
- 8.86%
D6RP.DE
- 1D
- -0.24%
- 1M
- 6.97%
- YTD
- 11.26%
- 6M
- 11.65%
- 1Y
- 26.71%
- 3Y*
- 19.96%
- 5Y*
- 14.58%
- 10Y*
- —
ELFC.DE vs. D6RP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 12.62% | 17.73% | -0.16% | 15.69% | 1.54% | 21.96% | 9.25% |
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 ELFC.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 | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.49 |
Over the past year, the correlation between ELFC.DE and D6RP.DE has dropped to 0.26 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
ELFC.DE vs. D6RP.DE — Risk / Return Rank
ELFC.DE
D6RP.DE
ELFC.DE vs. D6RP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.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.
| ELFC.DE | D6RP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.36 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 2.76 | +0.24 |
| Martin ratioReturn relative to average drawdown | 8.42 | 9.69 | -1.27 |
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
| ELFC.DE | D6RP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 1.99 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.90 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 1.04 | -0.49 |
Drawdowns
ELFC.DE vs. D6RP.DE - Drawdown Comparison
The maximum ELFC.DE drawdown since its inception was -37.68%, 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 ELFC.DE and D6RP.DE.
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Drawdown Indicators
| ELFC.DE | D6RP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.68% | -23.89% | -13.79% |
Max Drawdown (1Y)Largest decline over 1 year | -6.71% | -9.63% | +2.92% |
Max Drawdown (3Y)Largest decline over 3 years | -15.02% | -23.89% | +8.87% |
Max Drawdown (5Y)Largest decline over 5 years | -16.85% | -23.89% | +7.04% |
Max Drawdown (10Y)Largest decline over 10 years | -37.68% | — | — |
Current DrawdownCurrent decline from peak | -1.60% | -0.72% | -0.88% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -5.13% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 2.75% | -0.36% |
Volatility
ELFC.DE vs. D6RP.DE - Volatility Comparison
The current volatility for Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) is 2.62%, while Deka MSCI World Climate Change ESG UCITS ETF (D6RP.DE) has a volatility of 3.50%. This indicates that ELFC.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
| ELFC.DE | D6RP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 3.50% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 9.55% | -1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 13.33% | -2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.76% | 15.97% | -2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 15.78% | +0.62% |
ELFC.DE vs. D6RP.DE - Expense Ratio Comparison
ELFC.DE has a 0.30% expense ratio, which is higher than D6RP.DE's 0.26% expense ratio.
Dividends
ELFC.DE vs. D6RP.DE - Dividend Comparison
ELFC.DE's dividend yield for the trailing twelve months is around 4.08%, more than D6RP.DE's 0.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 4.08% | 4.45% | 4.66% | 4.66% | 4.91% | 3.85% | 2.83% | 3.64% | 4.20% | 3.53% | 3.57% |
Frequently Asked Questions
ELFC.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, D6RP.DE is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D6RP.DE is cheaper with a 0.26% expense ratio, compared with 0.30% for ELFC.DE.
ELFC.DE is categorized as Europe Equities, while D6RP.DE is Global Equities. ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50, while D6RP.DE tracks MSCI World Climate Change ESG Select. Their fees differ too: 0.30% for ELFC.DE and 0.26% for D6RP.DE.
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