UC99.L vs. D6RP.DE
UC99.L (UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis) and D6RP.DE (Deka MSCI World Climate Change ESG UCITS ETF) are both exchange-traded funds - UC99.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, 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, UC99.L returned 12.76%/yr vs 12.82%/yr for D6RP.DE. Their correlation of 0.86 suggests significant overlap in exposure. UC99.L charges 0.25%/yr vs 0.26%/yr for D6RP.DE.
Performance
UC99.L vs. D6RP.DE - Performance Comparison
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Different Trading Currencies
UC99.L is traded in GBp, while D6RP.DE is traded in EUR. To make them comparable, the D6RP.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, UC99.L achieves a 10.79% return, which is significantly higher than D6RP.DE's 7.91% return.
UC99.L
- 1D
- -0.18%
- 1M
- -0.26%
- 6M
- 10.60%
- YTD
- 10.79%
- 1Y
- 23.86%
- 3Y*
- 17.49%
- 5Y*
- 12.76%
- 10Y*
- 15.71%
- ALL TIME*
- 17.33%
D6RP.DE
- 1D
- 0.00%
- 1M
- -2.95%
- 6M
- 8.82%
- YTD
- 7.91%
- 1Y
- 20.28%
- 3Y*
- 18.25%
- 5Y*
- 12.82%
- 10Y*
- —
- ALL TIME*
- 15.04%
UC99.L vs. D6RP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
UC99.L UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 10.79% | 9.22% | 23.54% | 28.83% | -14.41% | 29.84% | 9.62% |
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 7.91% | 12.11% | 28.60% | 25.10% | -15.18% | 25.49% | 13.23% |
Correlation
The correlation between UC99.L and D6RP.DE is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2020 | 0.86 |
The correlation between UC99.L and D6RP.DE has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.
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Return for Risk
UC99.L vs. D6RP.DE — Risk / Return Rank
UC99.L
D6RP.DE
UC99.L vs. D6RP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.L) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UC99.L | D6RP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.27 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.94 | +0.62 |
| Martin ratioReturn relative to average drawdown | 9.16 | 6.46 | +2.70 |
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Drawdowns
UC99.L vs. D6RP.DE - Drawdown Comparison
The maximum UC99.L drawdown since its inception was -23.04%, roughly equal to the maximum D6RP.DE drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for UC99.L and D6RP.DE.
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Drawdown Indicators
| UC99.L | D6RP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.04% | -22.99% | -0.05% |
Max Drawdown (1Y)Largest decline over 1 year | -9.29% | -10.43% | +1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -23.04% | -22.99% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -23.04% | -22.99% | -0.05% |
Max Drawdown (10Y)Largest decline over 10 years | -23.04% | — | — |
Current DrawdownCurrent decline from peak | -2.10% | -2.95% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -4.01% | -4.28% | +0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 3.13% | -0.53% |
Volatility
UC99.L vs. D6RP.DE - Volatility Comparison
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.L) and Deka MSCI World Climate Change ESG UCITS ETF (D6RP.DE) have volatilities of 3.76% and 3.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UC99.L | D6RP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 3.75% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.00% | 9.99% | -0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 13.33% | -0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.11% | 15.61% | +0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 15.41% | +0.98% |
UC99.L vs. D6RP.DE - Expense Ratio Comparison
UC99.L has a 0.25% expense ratio, which is lower than D6RP.DE's 0.26% 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
UC99.L vs. D6RP.DE - Dividend Comparison
UC99.L's dividend yield for the trailing twelve months is around 0.41%, less than D6RP.DE's 0.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 0.74% | 0.79% | 0.70% | 1.04% | 1.23% | 0.79% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% |
UC99.L UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 0.41% | 0.46% | 0.67% | 0.85% | 0.79% | 0.78% | 0.98% | 0.78% | 1.27% | 0.93% | 1.00% |
Frequently Asked Questions
UC99.L and D6RP.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UC99.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UC99.L is cheaper with a 0.25% expense ratio, compared with 0.26% for D6RP.DE.
UC99.L is categorized as Large Cap Blend Equities, while D6RP.DE is Global Equities. UC99.L tracks Russell 1000 TR USD, while D6RP.DE tracks MSCI World Climate Change ESG Select. They also come from different issuers: UBS and Deka. Their fees differ too: 0.25% for UC99.L and 0.26% for D6RP.DE.
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