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BATE.DE vs. IWVL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BATE.DE vs. IWVL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Legal & General Battery Value-Chain UCITS ETF (BATE.DE) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BATE.DE is traded in EUR, while IWVL.L is traded in USD. To make them comparable, the IWVL.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, BATE.DE achieves a 20.81% return, which is significantly lower than IWVL.L's 38.34% return.


BATE.DE

1D
-2.30%
1M
-10.92%
YTD
20.81%
6M
21.86%
1Y
101.45%
3Y*
20.29%
5Y*
14.60%
10Y*

IWVL.L

1D
2.11%
1M
4.04%
YTD
38.34%
6M
39.27%
1Y
68.39%
3Y*
27.72%
5Y*
17.85%
10Y*
13.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BATE.DE vs. IWVL.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BATE.DE
Legal & General Battery Value-Chain UCITS ETF
20.81%54.92%4.47%5.32%-9.11%25.96%63.27%21.00%-14.01%
IWVL.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)
38.34%23.76%12.07%15.95%-4.20%29.10%-11.61%20.80%-5.90%

Correlation

The correlation between BATE.DE and IWVL.L is 0.58, 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

0.58

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

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2018

0.71

The correlation between BATE.DE and IWVL.L shifts across timeframes, from 0.58 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BATE.DE vs. IWVL.L — Risk / Return Rank

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

BATE.DE
BATE.DE Risk / Return Rank: 9393
Overall Rank
BATE.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
BATE.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
BATE.DE Omega Ratio Rank: 8989
Omega Ratio Rank
BATE.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
BATE.DE Martin Ratio Rank: 9494
Martin Ratio Rank

IWVL.L
IWVL.L Risk / Return Rank: 9696
Overall Rank
IWVL.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IWVL.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
IWVL.L Omega Ratio Rank: 9696
Omega Ratio Rank
IWVL.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
IWVL.L Martin Ratio Rank: 9595
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.

BATE.DE vs. IWVL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Legal & General Battery Value-Chain UCITS ETF (BATE.DE) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L). 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.


BATE.DEIWVL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-2.03

Omega ratioGain probability vs. loss probability

1.49

1.77

-0.28

Calmar ratioReturn relative to maximum drawdown

6.67

9.85

-3.18

Martin ratioReturn relative to average drawdown

22.65

38.15

-15.50

BATE.DE vs. IWVL.L - Sharpe Ratio Comparison

The current BATE.DE Sharpe Ratio is 3.29, which is comparable to the IWVL.L Sharpe Ratio of 4.27. The chart below compares the historical Sharpe Ratios of BATE.DE and IWVL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BATE.DE vs. IWVL.L - Drawdown Comparison

The maximum BATE.DE drawdown since its inception was -36.43%, roughly equal to the maximum IWVL.L drawdown of -35.49%. Use the drawdown chart below to compare losses from any high point for BATE.DE and IWVL.L.


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Drawdown Indicators


BATE.DEIWVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.43%

-35.49%

-0.94%

Max Drawdown (1Y)

Largest decline over 1 year

-15.12%

-6.91%

-8.21%

Max Drawdown (3Y)

Largest decline over 3 years

-34.05%

-16.98%

-17.07%

Max Drawdown (5Y)

Largest decline over 5 years

-34.05%

-16.98%

-17.07%

Max Drawdown (10Y)

Largest decline over 10 years

-35.49%

Current Drawdown

Current decline from peak

-13.66%

-0.38%

-13.28%

Average Drawdown

Average peak-to-trough decline

-8.26%

-5.85%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

1.79%

+2.67%

Volatility

BATE.DE vs. IWVL.L - Volatility Comparison

Legal & General Battery Value-Chain UCITS ETF (BATE.DE) has a higher volatility of 10.20% compared to iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) at 6.04%. This indicates that BATE.DE's price experiences larger fluctuations and is considered to be riskier than IWVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BATE.DEIWVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.20%

6.04%

+4.16%

Volatility (6M)

Calculated over the trailing 6-month period

24.43%

13.64%

+10.79%

Volatility (1Y)

Calculated over the trailing 1-year period

30.65%

15.98%

+14.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.62%

15.03%

+8.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.57%

16.62%

+6.95%

BATE.DE vs. IWVL.L - Expense Ratio Comparison

BATE.DE has a 0.49% expense ratio, which is higher than IWVL.L's 0.25% expense ratio.


Dividends

BATE.DE vs. IWVL.L - Dividend Comparison

Neither BATE.DE nor IWVL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BATE.DE and IWVL.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWVL.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWVL.L is cheaper with a 0.25% expense ratio, compared with 0.49% for BATE.DE.

BATE.DE is categorized as Lithium & Battery Metals, while IWVL.L is Global Equities. BATE.DE tracks Solactive Battery Value-Chain Index, while IWVL.L tracks MSCI World Enhanced Value Index. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.49% for BATE.DE and 0.25% for IWVL.L.

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