BATF.DE vs. DBX8.DE

Last updated Jun 5, 2026

BATF.DE (L&G Asia Pacific ex Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF) and DBX8.DE (Xtrackers MSCI Korea UCITS ETF 1C) are both Asia Pacific Equities funds - BATF.DE tracks the Foxberry Sustainability Consensus Pacific ex Japan while DBX8.DE tracks the MSCI Korea 20/35 Custom. Both are passively managed. Over the past 3 years, BATF.DE returned 7.05%/yr vs 45.04%/yr for DBX8.DE. At a 0.49 correlation, their price movements are largely independent. BATF.DE charges 0.16%/yr vs 0.45%/yr for DBX8.DE.

Performance

BATF.DE vs. DBX8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Asia Pacific ex Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF (BATF.DE) and Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BATF.DE achieves a 2.86% return, which is significantly lower than DBX8.DE's 109.21% return.

BATF.DE

• 1D: -0.35%
• 1M: -3.04%
• YTD: 2.86%
• 6M: 3.58%
• 1Y: 7.37%
• 3Y*: 7.05%
• 5Y*: —
• 10Y*: —

DBX8.DE

• 1D: -5.08%
• 1M: 16.35%
• YTD: 109.21%
• 6M: 127.53%
• 1Y: 227.59%
• 3Y*: 45.04%
• 5Y*: 19.70%
• 10Y*: 16.74%

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

BATF.DE vs. DBX8.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BATF.DE L&G Asia Pacific ex Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF	2.86%	8.25%	10.50%	-0.71%	6.02%
DBX8.DE Xtrackers MSCI Korea UCITS ETF 1C	109.21%	77.39%	-18.45%	15.93%	3.52%

Correlation

The correlation between BATF.DE and DBX8.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (All Time) Calculated using the full available price history since Oct 27, 2022	0.49

Return for Risk

BATF.DE vs. DBX8.DE — Risk / Return Rank

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

BATF.DE

BATF.DE Risk / Return Rank: 21
BATF.DE Sharpe Ratio Rank: 19
BATF.DE Sortino Ratio Rank: 19
BATF.DE Omega Ratio Rank: 18
BATF.DE Calmar Ratio Rank: 24
BATF.DE Martin Ratio Rank: 22

DBX8.DE

DBX8.DE Risk / Return Rank: 96
DBX8.DE Sharpe Ratio Rank: 98
DBX8.DE Sortino Ratio Rank: 95
DBX8.DE Omega Ratio Rank: 96
DBX8.DE Calmar Ratio Rank: 97
DBX8.DE Martin Ratio Rank: 95

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.

BATF.DE vs. DBX8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Asia Pacific ex Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF (BATF.DE) and Xtrackers MSCI Korea UCITS ETF 1C (DBX8.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.

	BATF.DE	DBX8.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.61	5.17	-4.57
Sortino ratio: Return per unit of downside risk	0.96	5.03	-4.07
Omega ratio: Gain probability vs. loss probability	1.11	1.75	-0.64
Calmar ratio: Return relative to maximum drawdown	1.13	10.67	-9.53
Martin ratio: Return relative to average drawdown	2.74	32.63	-29.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BATF.DE vs. DBX8.DE - Sharpe Ratio Comparison

The current BATF.DE Sharpe Ratio is 0.61, which is lower than the DBX8.DE Sharpe Ratio of 5.17. The chart below compares the historical Sharpe Ratios of BATF.DE and DBX8.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.

Sharpe Ratios by Period

	BATF.DE	DBX8.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.61	5.17	-4.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.72	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.31	+0.20

Drawdowns

BATF.DE vs. DBX8.DE - Drawdown Comparison

The maximum BATF.DE drawdown since its inception was -18.62%, smaller than the maximum DBX8.DE drawdown of -68.01%. Use the drawdown chart below to compare losses from any high point for BATF.DE and DBX8.DE.

Drawdown Indicators

	BATF.DE	DBX8.DE	Difference
Max Drawdown Largest peak-to-trough decline	-18.62%	-68.01%	+49.39%
Max Drawdown (1Y) Largest decline over 1 year	-6.47%	-21.19%	+14.72%
Max Drawdown (3Y) Largest decline over 3 years	-18.62%	-30.70%	+12.08%
Max Drawdown (5Y) Largest decline over 5 years	—	-41.29%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.89%	—
Current Drawdown Current decline from peak	-5.63%	-5.82%	+0.19%
Average Drawdown Average peak-to-trough decline	-5.59%	-17.55%	+11.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.68%	6.94%	-4.26%

Volatility

BATF.DE vs. DBX8.DE - Volatility Comparison

The current volatility for L&G Asia Pacific ex Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF (BATF.DE) is 3.62%, while Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) has a volatility of 17.08%. This indicates that BATF.DE experiences smaller price fluctuations and is considered to be less risky than DBX8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BATF.DE	DBX8.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.62%	17.08%	-13.46%
Volatility (6M) Calculated over the trailing 6-month period	8.97%	33.48%	-24.51%
Volatility (1Y) Calculated over the trailing 1-year period	12.09%	43.73%	-31.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.45%	27.53%	-13.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.45%	26.03%	-11.58%

BATF.DE vs. DBX8.DE - Expense Ratio Comparison

BATF.DE has a 0.16% expense ratio, which is lower than DBX8.DE's 0.45% expense ratio.

Dividends

BATF.DE vs. DBX8.DE - Dividend Comparison

Neither BATF.DE nor DBX8.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BATF.DE and DBX8.DE in my portfolio?

BATF.DE and DBX8.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BATF.DE or DBX8.DE?

On fees, BATF.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BATF.DE or DBX8.DE?

BATF.DE is cheaper with a 0.16% expense ratio, compared with 0.45% for DBX8.DE.

What is the main difference between BATF.DE and DBX8.DE?

BATF.DE tracks Foxberry Sustainability Consensus Pacific ex Japan, while DBX8.DE tracks MSCI Korea 20/35 Custom. They also come from different issuers: LGIM Managers (Europe) Limited and Xtrackers. Their fees differ too: 0.16% for BATF.DE and 0.45% for DBX8.DE.