SXR4.DE vs. D6RQ.DE
SXR4.DE (iShares MSCI USA UCITS ETF (Acc)) and D6RQ.DE (Deka MSCI USA Climate Change ESG UCITS ETF) are both Large Cap Blend Equities funds - SXR4.DE tracks the MSCI USA while D6RQ.DE tracks the MSCI USA Climate Change ESG Select. Both are passively managed. Over the past 5 years, SXR4.DE returned 14.32%/yr vs 17.54%/yr for D6RQ.DE. With a 0.96 correlation, they move nearly in lockstep. SXR4.DE charges 0.07%/yr vs 0.25%/yr for D6RQ.DE.
Performance
SXR4.DE vs. D6RQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR4.DE achieves a 11.29% return, which is significantly lower than D6RQ.DE's 14.41% return.
SXR4.DE
- 1D
- -0.10%
- 1M
- 4.53%
- YTD
- 11.29%
- 6M
- 10.68%
- 1Y
- 25.15%
- 3Y*
- 19.00%
- 5Y*
- 14.32%
- 10Y*
- 14.76%
D6RQ.DE
- 1D
- -0.56%
- 1M
- 7.43%
- YTD
- 14.41%
- 6M
- 13.29%
- 1Y
- 33.08%
- 3Y*
- 23.10%
- 5Y*
- 17.54%
- 10Y*
- —
SXR4.DE vs. D6RQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXR4.DE iShares MSCI USA UCITS ETF (Acc) | 11.29% | 4.62% | 32.33% | 23.44% | -15.85% | 38.32% | 11.70% |
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 SXR4.DE and D6RQ.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.96 |
The correlation between SXR4.DE and D6RQ.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
SXR4.DE vs. D6RQ.DE — Risk / Return Rank
SXR4.DE
D6RQ.DE
SXR4.DE vs. D6RQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF (Acc) (SXR4.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.
| SXR4.DE | D6RQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.39 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 2.69 | +0.72 |
| Martin ratioReturn relative to average drawdown | 11.92 | 7.85 | +4.07 |
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
| SXR4.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 2.23 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.97 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 1.09 | -0.31 |
Drawdowns
SXR4.DE vs. D6RQ.DE - Drawdown Comparison
The maximum SXR4.DE drawdown since its inception was -34.16%, 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 SXR4.DE and D6RQ.DE.
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Drawdown Indicators
| SXR4.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -27.29% | -6.87% |
Max Drawdown (1Y)Largest decline over 1 year | -7.36% | -12.28% | +4.92% |
Max Drawdown (3Y)Largest decline over 3 years | -23.63% | -27.29% | +3.66% |
Max Drawdown (5Y)Largest decline over 5 years | -23.63% | -27.29% | +3.66% |
Max Drawdown (10Y)Largest decline over 10 years | -34.16% | — | — |
Current DrawdownCurrent decline from peak | -0.40% | -0.84% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -5.82% | +0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 4.22% | -2.11% |
Volatility
SXR4.DE vs. D6RQ.DE - Volatility Comparison
The current volatility for iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) is 2.73%, while Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) has a volatility of 4.06%. This indicates that SXR4.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
| SXR4.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 4.06% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 10.35% | -2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.70% | 14.84% | -3.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 17.79% | -2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 17.56% | -1.33% |
SXR4.DE vs. D6RQ.DE - Expense Ratio Comparison
SXR4.DE has a 0.07% 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
SXR4.DE vs. D6RQ.DE - Dividend Comparison
SXR4.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% |
SXR4.DE iShares MSCI USA UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, SXR4.DE and D6RQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SXR4.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR4.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for D6RQ.DE.
SXR4.DE tracks MSCI USA, while D6RQ.DE tracks MSCI USA Climate Change ESG Select. They also come from different issuers: iShares and Deka. Their fees differ too: 0.07% for SXR4.DE and 0.25% for D6RQ.DE.
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