ELFW.DE vs. D6RD.DE
ELFW.DE (Deka MSCI World UCITS ETF Dist) and D6RD.DE (Deka Future Energy ESG UCITS ETF) are both exchange-traded funds - ELFW.DE is a Global Equities fund tracking the MSCI World, while D6RD.DE is a Energy Equities fund tracking the Solactive Future Energy ESG. Both are passively managed. Over the past 3 years, ELFW.DE returned 17.24%/yr vs 9.84%/yr for D6RD.DE. A 0.57 correlation means they provide meaningful diversification when combined. ELFW.DE charges 0.31%/yr vs 0.55%/yr for D6RD.DE.
Performance
ELFW.DE vs. D6RD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ELFW.DE achieves a 10.68% return, which is significantly lower than D6RD.DE's 48.10% return.
ELFW.DE
- 1D
- -0.02%
- 1M
- 3.61%
- YTD
- 10.68%
- 6M
- 10.77%
- 1Y
- 23.36%
- 3Y*
- 17.24%
- 5Y*
- 12.52%
- 10Y*
- —
D6RD.DE
- 1D
- -2.87%
- 1M
- 13.40%
- YTD
- 48.10%
- 6M
- 49.56%
- 1Y
- 100.22%
- 3Y*
- 9.84%
- 5Y*
- —
- 10Y*
- —
ELFW.DE vs. D6RD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ELFW.DE Deka MSCI World UCITS ETF Dist | 10.68% | 7.57% | 25.71% | 19.97% | -2.10% |
D6RD.DE Deka Future Energy ESG UCITS ETF | 48.10% | 24.03% | -13.45% | -18.15% | -5.96% |
Correlation
The correlation between ELFW.DE and D6RD.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2022 | 0.57 |
The correlation between ELFW.DE and D6RD.DE has been stable across timeframes, ranging from 0.54 to 0.60 - a consistent structural relationship.
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Return for Risk
ELFW.DE vs. D6RD.DE — Risk / Return Rank
ELFW.DE
D6RD.DE
ELFW.DE vs. D6RD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka MSCI World UCITS ETF Dist (ELFW.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.
| ELFW.DE | D6RD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.58 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.49 | 11.04 | -7.54 |
| Martin ratioReturn relative to average drawdown | 14.07 | 39.49 | -25.42 |
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
| ELFW.DE | D6RD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 3.82 | -1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.20 | +0.57 |
Drawdowns
ELFW.DE vs. D6RD.DE - Drawdown Comparison
The maximum ELFW.DE drawdown since its inception was -33.59%, smaller than the maximum D6RD.DE drawdown of -59.57%. Use the drawdown chart below to compare losses from any high point for ELFW.DE and D6RD.DE.
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Drawdown Indicators
| ELFW.DE | D6RD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.59% | -59.57% | +25.98% |
Max Drawdown (1Y)Largest decline over 1 year | -6.68% | -8.91% | +2.23% |
Max Drawdown (3Y)Largest decline over 3 years | -21.81% | -45.63% | +23.82% |
Max Drawdown (5Y)Largest decline over 5 years | -21.81% | — | — |
Current DrawdownCurrent decline from peak | -0.35% | -2.87% | +2.52% |
Average DrawdownAverage peak-to-trough decline | -4.73% | -35.16% | +30.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 2.49% | -0.83% |
Volatility
ELFW.DE vs. D6RD.DE - Volatility Comparison
The current volatility for Deka MSCI World UCITS ETF Dist (ELFW.DE) is 2.60%, while Deka Future Energy ESG UCITS ETF (D6RD.DE) has a volatility of 10.63%. This indicates that ELFW.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
| ELFW.DE | D6RD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 10.63% | -8.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.74% | 18.24% | -10.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.14% | 25.71% | -14.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 26.13% | -11.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 26.13% | -10.06% |
ELFW.DE vs. D6RD.DE - Expense Ratio Comparison
ELFW.DE has a 0.31% expense ratio, which is lower than D6RD.DE's 0.55% expense ratio.
Dividends
ELFW.DE vs. D6RD.DE - Dividend Comparison
ELFW.DE's dividend yield for the trailing twelve months is around 0.89%, more than D6RD.DE's 0.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
D6RD.DE Deka Future Energy ESG UCITS ETF | 0.34% | 0.59% | 0.72% | 0.81% | 0.08% | 0.00% | 0.00% | 0.00% |
ELFW.DE Deka MSCI World UCITS ETF Dist | 0.89% | 1.01% | 1.04% | 1.37% | 1.65% | 0.96% | 1.29% | 1.53% |
Frequently Asked Questions
ELFW.DE and D6RD.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ELFW.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ELFW.DE is cheaper with a 0.31% expense ratio, compared with 0.55% for D6RD.DE.
ELFW.DE is categorized as Global Equities, while D6RD.DE is Energy Equities. ELFW.DE tracks MSCI World, while D6RD.DE tracks Solactive Future Energy ESG. Their fees differ too: 0.31% for ELFW.DE and 0.55% for D6RD.DE.
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