QDVR.DE vs. D6RQ.DE
QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) and D6RQ.DE (Deka MSCI USA Climate Change ESG UCITS ETF) are both Large Cap Blend Equities funds - QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels while D6RQ.DE tracks the MSCI USA Climate Change ESG Select. Both are passively managed. Over the past 5 years, QDVR.DE returned 12.24%/yr vs 17.54%/yr for D6RQ.DE. Their correlation of 0.88 suggests significant overlap in exposure. QDVR.DE charges 0.20%/yr vs 0.25%/yr for D6RQ.DE.
Performance
QDVR.DE vs. D6RQ.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with QDVR.DE having a 14.85% return and D6RQ.DE slightly lower at 14.41%.
QDVR.DE
- 1D
- 0.06%
- 1M
- 6.37%
- YTD
- 14.85%
- 6M
- 15.24%
- 1Y
- 22.43%
- 3Y*
- 14.58%
- 5Y*
- 12.24%
- 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*
- —
QDVR.DE vs. D6RQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 14.85% | -0.76% | 20.30% | 20.26% | -14.38% | 43.66% | 12.31% |
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 QDVR.DE and D6RQ.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.88 |
The correlation between QDVR.DE and D6RQ.DE has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.
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Return for Risk
QDVR.DE vs. D6RQ.DE — Risk / Return Rank
QDVR.DE
D6RQ.DE
QDVR.DE vs. D6RQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.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.
| QDVR.DE | D6RQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.39 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 2.69 | +0.39 |
| Martin ratioReturn relative to average drawdown | 10.29 | 7.85 | +2.44 |
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
| QDVR.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.23 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.97 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 1.09 | -0.19 |
Drawdowns
QDVR.DE vs. D6RQ.DE - Drawdown Comparison
The maximum QDVR.DE drawdown since its inception was -32.87%, 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 QDVR.DE and D6RQ.DE.
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Drawdown Indicators
| QDVR.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.87% | -27.29% | -5.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -12.28% | +5.04% |
Max Drawdown (3Y)Largest decline over 3 years | -23.91% | -27.29% | +3.38% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -27.29% | +3.38% |
Current DrawdownCurrent decline from peak | 0.00% | -0.84% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -5.82% | +1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 4.22% | -2.04% |
Volatility
QDVR.DE vs. D6RQ.DE - Volatility Comparison
The current volatility for iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) is 3.67%, while Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) has a volatility of 4.06%. This indicates that QDVR.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
| QDVR.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 4.06% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 10.35% | -1.33% |
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 | 15.53% | 17.79% | -2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 17.56% | -1.22% |
QDVR.DE vs. D6RQ.DE - Expense Ratio Comparison
QDVR.DE has a 0.20% 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
QDVR.DE vs. D6RQ.DE - Dividend Comparison
QDVR.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% |
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QDVR.DE and D6RQ.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVR.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVR.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for D6RQ.DE.
QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while D6RQ.DE tracks MSCI USA Climate Change ESG Select. They also come from different issuers: iShares and Deka. Their fees differ too: 0.20% for QDVR.DE and 0.25% for D6RQ.DE.
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