PortfoliosLab logoPortfoliosLab logo
WNDY.DE vs. D6RD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WNDY.DE vs. D6RD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) and Deka Future Energy ESG UCITS ETF (D6RD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WNDY.DE achieves a 17.83% return, which is significantly lower than D6RD.DE's 48.10% return.


WNDY.DE

1D
-2.17%
1M
-7.39%
YTD
17.83%
6M
17.94%
1Y
39.82%
3Y*
-0.54%
5Y*
10Y*

D6RD.DE

1D
-2.87%
1M
13.40%
YTD
48.10%
6M
49.56%
1Y
100.22%
3Y*
9.84%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WNDY.DE vs. D6RD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WNDY.DE
Global X Wind Energy UCITS ETF USD Accumulating
17.83%17.05%-14.98%-22.01%-12.57%
D6RD.DE
Deka Future Energy ESG UCITS ETF
48.10%24.03%-13.45%-18.15%-5.96%

Correlation

The correlation between WNDY.DE and D6RD.DE is 0.52, 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

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2022

0.58

The correlation between WNDY.DE and D6RD.DE has been stable across timeframes, ranging from 0.52 to 0.59 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WNDY.DE vs. D6RD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WNDY.DE
WNDY.DE Risk / Return Rank: 6767
Overall Rank
WNDY.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
WNDY.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
WNDY.DE Omega Ratio Rank: 5757
Omega Ratio Rank
WNDY.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
WNDY.DE Martin Ratio Rank: 7878
Martin Ratio Rank

D6RD.DE
D6RD.DE Risk / Return Rank: 9494
Overall Rank
D6RD.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
D6RD.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
D6RD.DE Omega Ratio Rank: 9191
Omega Ratio Rank
D6RD.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
D6RD.DE Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WNDY.DE vs. D6RD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Wind Energy UCITS ETF USD Accumulating (WNDY.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.


WNDY.DED6RD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.86

Sortino ratioReturn per unit of downside risk

-1.90

Omega ratioGain probability vs. loss probability

1.34

1.58

-0.23

Calmar ratioReturn relative to maximum drawdown

4.67

11.04

-6.37

Martin ratioReturn relative to average drawdown

14.81

39.49

-24.68

WNDY.DE vs. D6RD.DE - Sharpe Ratio Comparison

The current WNDY.DE Sharpe Ratio is 1.96, which is lower than the D6RD.DE Sharpe Ratio of 3.82. The chart below compares the historical Sharpe Ratios of WNDY.DE and D6RD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


WNDY.DED6RD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

3.82

-1.86

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

0.20

-0.39

Drawdowns

WNDY.DE vs. D6RD.DE - Drawdown Comparison

The maximum WNDY.DE drawdown since its inception was -52.12%, smaller than the maximum D6RD.DE drawdown of -59.57%. Use the drawdown chart below to compare losses from any high point for WNDY.DE and D6RD.DE.


Loading charts...

Drawdown Indicators


WNDY.DED6RD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.12%

-59.57%

+7.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.45%

-8.91%

+0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-37.87%

-45.63%

+7.76%

Current Drawdown

Current decline from peak

-23.24%

-2.87%

-20.37%

Average Drawdown

Average peak-to-trough decline

-30.02%

-35.16%

+5.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.49%

+0.18%

Volatility

WNDY.DE vs. D6RD.DE - Volatility Comparison

The current volatility for Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) is 5.39%, while Deka Future Energy ESG UCITS ETF (D6RD.DE) has a volatility of 10.63%. This indicates that WNDY.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.


Loading charts...

Volatility by Period


WNDY.DED6RD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

10.63%

-5.24%

Volatility (6M)

Calculated over the trailing 6-month period

14.34%

18.24%

-3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

20.15%

25.71%

-5.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.04%

26.13%

-5.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.04%

26.13%

-5.09%

WNDY.DE vs. D6RD.DE - Expense Ratio Comparison

WNDY.DE has a 0.50% expense ratio, which is lower than D6RD.DE's 0.55% expense ratio.


Dividends

WNDY.DE vs. D6RD.DE - Dividend Comparison

WNDY.DE has not paid dividends to shareholders, while D6RD.DE's dividend yield for the trailing twelve months is around 0.34%.


PositionTTM2025202420232022
D6RD.DE
Deka Future Energy ESG UCITS ETF
0.34%0.59%0.72%0.81%0.08%
WNDY.DE
Global X Wind Energy UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WNDY.DE and D6RD.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WNDY.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WNDY.DE is cheaper with a 0.50% expense ratio, compared with 0.55% for D6RD.DE.

WNDY.DE tracks Solactive Wind Energy, while D6RD.DE tracks Solactive Future Energy ESG. They also come from different issuers: Global X and Deka. Their fees differ too: 0.50% for WNDY.DE and 0.55% for D6RD.DE.

Portfolio Optimizer

Find the right allocation for WNDY.DE and D6RD.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer