FUSR.DE vs. D6RQ.DE
FUSR.DE (Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc) and D6RQ.DE (Deka MSCI USA Climate Change ESG UCITS ETF) are both Large Cap Blend Equities funds - FUSR.DE tracks the Fidelity Sustainable Research Enhanced US Equity while D6RQ.DE tracks the MSCI USA Climate Change ESG Select. Both are passively managed. Over the past 5 years, FUSR.DE returned 14.75%/yr vs 17.54%/yr for D6RQ.DE. Their correlation of 0.94 suggests significant overlap in exposure. FUSR.DE charges 0.30%/yr vs 0.25%/yr for D6RQ.DE.
Performance
FUSR.DE vs. D6RQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FUSR.DE achieves a 10.99% return, which is significantly lower than D6RQ.DE's 14.41% return.
FUSR.DE
- 1D
- 0.07%
- 1M
- 4.38%
- YTD
- 10.99%
- 6M
- 10.70%
- 1Y
- 26.84%
- 3Y*
- 19.47%
- 5Y*
- 14.75%
- 10Y*
- —
D6RQ.DE
- 1D
- -0.56%
- 1M
- 8.70%
- YTD
- 14.41%
- 6M
- 14.10%
- 1Y
- 33.24%
- 3Y*
- 23.10%
- 5Y*
- 17.54%
- 10Y*
- —
FUSR.DE vs. D6RQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FUSR.DE Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc | 10.99% | 5.18% | 33.40% | 24.94% | -16.94% | 38.09% | 12.03% |
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 FUSR.DE and D6RQ.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.94 |
The correlation between FUSR.DE and D6RQ.DE has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.
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Return for Risk
FUSR.DE vs. D6RQ.DE — Risk / Return Rank
FUSR.DE
D6RQ.DE
FUSR.DE vs. D6RQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.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.
| FUSR.DE | D6RQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.39 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 2.69 | +0.71 |
| Martin ratioReturn relative to average drawdown | 12.17 | 7.85 | +4.32 |
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
| FUSR.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 2.23 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.97 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 1.09 | -0.06 |
Drawdowns
FUSR.DE vs. D6RQ.DE - Drawdown Comparison
The maximum FUSR.DE drawdown since its inception was -24.29%, smaller than the maximum D6RQ.DE drawdown of -27.29%. Use the drawdown chart below to compare losses from any high point for FUSR.DE and D6RQ.DE.
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Drawdown Indicators
| FUSR.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.29% | -27.29% | +3.00% |
Max Drawdown (1Y)Largest decline over 1 year | -7.85% | -12.28% | +4.43% |
Max Drawdown (3Y)Largest decline over 3 years | -24.29% | -27.29% | +3.00% |
Max Drawdown (5Y)Largest decline over 5 years | -24.29% | -27.29% | +3.00% |
Current DrawdownCurrent decline from peak | -0.25% | -0.84% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -5.82% | +1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 4.22% | -2.02% |
Volatility
FUSR.DE vs. D6RQ.DE - Volatility Comparison
The current volatility for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) is 2.62%, while Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) has a volatility of 4.06%. This indicates that FUSR.DE experiences smaller price fluctuations and is considered to be less risky 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
| FUSR.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 4.06% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 10.35% | -1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 14.84% | -2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.84% | 17.79% | -1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 17.56% | -1.57% |
FUSR.DE vs. D6RQ.DE - Expense Ratio Comparison
FUSR.DE has a 0.30% expense ratio, which is higher than D6RQ.DE's 0.25% expense ratio.
Dividends
FUSR.DE vs. D6RQ.DE - Dividend Comparison
FUSR.DE has not paid dividends to shareholders, while D6RQ.DE's dividend yield for the trailing twelve months is around 0.37%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 0.37% | 0.53% | 0.39% | 0.60% | 0.80% | 0.46% | 0.25% |
FUSR.DE Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FUSR.DE and D6RQ.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D6RQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D6RQ.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for FUSR.DE.
FUSR.DE tracks Fidelity Sustainable Research Enhanced US Equity, while D6RQ.DE tracks MSCI USA Climate Change ESG Select. They also come from different issuers: Fidelity and Deka. Their fees differ too: 0.30% for FUSR.DE and 0.25% for D6RQ.DE.
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