AW15.DE vs. BATG.DE

Last updated Apr 2, 2026

Compare and contrast key facts about UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.DE) and L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF (BATG.DE).

AW15.DE and BATG.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AW15.DE is a passively managed fund by UBS that tracks the performance of the MSCI Japan Climate Paris Aligned. It was launched on Mar 11, 2021. BATG.DE is a passively managed fund by LGIM Managers (Europe) Limited that tracks the performance of the Foxberry Sustainability Consensus Japan. It was launched on Oct 20, 2022. Both AW15.DE and BATG.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

AW15.DE vs. BATG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.DE) and L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF (BATG.DE). The values are adjusted to include any dividend payments, if applicable.

AW15.DE vs. BATG.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AW15.DE UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc	2.15%	10.45%	2.67%	12.34%	-1.24%
BATG.DE L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF	0.00%	5.88%	12.80%	12.76%	1.17%

Returns By Period

AW15.DE

• 1D: 4.22%
• 1M: -4.13%
• YTD: 2.15%
• 6M: 6.37%
• 1Y: 17.08%
• 3Y*: 7.30%
• 5Y*: 1.27%
• 10Y*: —

BATG.DE

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AW15.DE vs. BATG.DE - Expense Ratio Comparison

AW15.DE has a 0.12% expense ratio, which is lower than BATG.DE's 0.16% 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%.

BATG.DE

L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF

AW15.DE

UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc

Return for Risk

AW15.DE vs. BATG.DE — Risk / Return Rank

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

AW15.DE

AW15.DE Risk / Return Rank: 45
AW15.DE Sharpe Ratio Rank: 41
AW15.DE Sortino Ratio Rank: 46
AW15.DE Omega Ratio Rank: 38
AW15.DE Calmar Ratio Rank: 53
AW15.DE Martin Ratio Rank: 49

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.

AW15.DE vs. BATG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.DE) and L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF (BATG.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.

	AW15.DE	BATG.DE	Difference
Sharpe ratio Return per unit of total volatility	0.84	—	—
Sortino ratio Return per unit of downside risk	1.35	—	—
Omega ratio Gain probability vs. loss probability	1.17	—	—
Calmar ratio Return relative to maximum drawdown	1.59	—	—
Martin ratio Return relative to average drawdown	5.40	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AW15.DE	BATG.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.84	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	—	—

Correlation

The correlation between AW15.DE and BATG.DE is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

AW15.DE vs. BATG.DE - Dividend Comparison

Neither AW15.DE nor BATG.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	AW15.DE	BATG.DE	Difference
Max Drawdown Largest peak-to-trough decline	-27.14%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-11.48%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-27.14%	—	—
Current Drawdown Current decline from peak	-6.79%	—	—
Average Drawdown Average peak-to-trough decline	-12.50%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.38%	—	—

Volatility

Volatility by Period

	AW15.DE	BATG.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.46%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.79%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.16%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.26%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.26%	—	—