XDEQ.DE vs. D6RP.DE
XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) and D6RP.DE (Deka MSCI World Climate Change ESG UCITS ETF) are both Global Equities funds - XDEQ.DE tracks the MSCI ACWI NR USD while D6RP.DE tracks the MSCI World Climate Change ESG Select. Both are passively managed. Over the past 5 years, XDEQ.DE returned 10.70%/yr vs 13.08%/yr for D6RP.DE. Their correlation of 0.92 suggests significant overlap in exposure. XDEQ.DE charges 0.25%/yr vs 0.26%/yr for D6RP.DE.
Performance
XDEQ.DE vs. D6RP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEQ.DE achieves a 12.57% return, which is significantly higher than D6RP.DE's 10.71% return.
XDEQ.DE
- 1D
- 0.15%
- 1M
- 1.66%
- 6M
- 10.45%
- YTD
- 12.57%
- 1Y
- 22.01%
- 3Y*
- 15.57%
- 5Y*
- 10.70%
- 10Y*
- 12.19%
- ALL TIME*
- 9.57%
D6RP.DE
- 1D
- 0.00%
- 1M
- -1.05%
- 6M
- 11.04%
- YTD
- 10.71%
- 1Y
- 22.55%
- 3Y*
- 18.95%
- 5Y*
- 13.08%
- 10Y*
- —
- ALL TIME*
- 16.23%
XDEQ.DE vs. D6RP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 12.57% | 2.87% | 23.81% | 21.83% | -14.80% | 34.39% | 10.09% |
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 10.71% | 6.56% | 34.46% | 27.65% | -19.59% | 35.02% | 13.55% |
Correlation
The correlation between XDEQ.DE 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 | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 2020 | 0.92 |
The correlation between XDEQ.DE and D6RP.DE has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.
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Return for Risk
XDEQ.DE vs. D6RP.DE — Risk / Return Rank
XDEQ.DE
D6RP.DE
XDEQ.DE vs. D6RP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) 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.
| XDEQ.DE | D6RP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.29 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 2.33 | +1.19 |
| Martin ratioReturn relative to average drawdown | 14.82 | 8.06 | +6.76 |
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Drawdowns
XDEQ.DE vs. D6RP.DE - Drawdown Comparison
The maximum XDEQ.DE drawdown since its inception was -32.18%, which is greater than D6RP.DE's maximum drawdown of -23.89%. Use the drawdown chart below to compare losses from any high point for XDEQ.DE and D6RP.DE.
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Drawdown Indicators
| XDEQ.DE | D6RP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.18% | -23.89% | -8.29% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -9.63% | +3.41% |
Max Drawdown (3Y)Largest decline over 3 years | -20.59% | -23.89% | +3.30% |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | -23.89% | +3.30% |
Max Drawdown (10Y)Largest decline over 10 years | -32.18% | — | — |
Current DrawdownCurrent decline from peak | -1.07% | -2.20% | +1.13% |
Average DrawdownAverage peak-to-trough decline | -6.53% | -5.00% | -1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 2.79% | -1.31% |
Volatility
XDEQ.DE vs. D6RP.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) is 2.75%, while Deka MSCI World Climate Change ESG UCITS ETF (D6RP.DE) has a volatility of 3.79%. This indicates that XDEQ.DE experiences smaller price fluctuations and is considered to be less risky than D6RP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDEQ.DE | D6RP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 3.79% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 7.28% | 10.06% | -2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.55% | 13.68% | -3.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 16.02% | -1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 15.72% | +0.10% |
XDEQ.DE vs. D6RP.DE - Expense Ratio Comparison
XDEQ.DE 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
XDEQ.DE vs. D6RP.DE - Dividend Comparison
XDEQ.DE has not paid dividends to shareholders, while D6RP.DE's dividend yield for the trailing twelve months is around 0.74%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 0.74% | 0.79% | 0.70% | 1.04% | 1.23% | 0.79% | 0.34% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDEQ.DE 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, XDEQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEQ.DE is cheaper with a 0.25% expense ratio, compared with 0.26% for D6RP.DE.
XDEQ.DE tracks MSCI ACWI NR USD, while D6RP.DE tracks MSCI World Climate Change ESG Select. They also come from different issuers: Xtrackers and Deka. Their fees differ too: 0.25% for XDEQ.DE and 0.26% for D6RP.DE.
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