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BATF.DE vs. EUNJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BATF.DE vs. EUNJ.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 iShares MSCI Pacific ex-Japan UCITS ETF (Dist) (EUNJ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BATF.DE achieves a 2.86% return, which is significantly lower than EUNJ.DE's 8.50% return.


BATF.DE

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

EUNJ.DE

1D
-0.88%
1M
0.07%
YTD
8.50%
6M
9.89%
1Y
13.18%
3Y*
9.84%
5Y*
5.36%
10Y*
7.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
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%
EUNJ.DE
iShares MSCI Pacific ex-Japan UCITS ETF (Dist)
8.50%6.56%11.50%1.85%6.58%

Correlation

The correlation between BATF.DE and EUNJ.DE is 0.87, 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

0.87

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

0.93

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2022

0.94

The correlation between BATF.DE and EUNJ.DE has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.

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Return for Risk

BATF.DE vs. EUNJ.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: 2121
Overall Rank
BATF.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BATF.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
BATF.DE Omega Ratio Rank: 1818
Omega Ratio Rank
BATF.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
BATF.DE Martin Ratio Rank: 2222
Martin Ratio Rank

EUNJ.DE
EUNJ.DE Risk / Return Rank: 3636
Overall Rank
EUNJ.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EUNJ.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
EUNJ.DE Omega Ratio Rank: 3131
Omega Ratio Rank
EUNJ.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
EUNJ.DE Martin Ratio Rank: 4040
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.

BATF.DE vs. EUNJ.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 iShares MSCI Pacific ex-Japan UCITS ETF (Dist) (EUNJ.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.DEEUNJ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.11

1.20

-0.09

Calmar ratioReturn relative to maximum drawdown

1.13

2.14

-1.01

Martin ratioReturn relative to average drawdown

2.74

6.18

-3.44

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

The current BATF.DE Sharpe Ratio is 0.61, which is lower than the EUNJ.DE Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of BATF.DE and EUNJ.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.


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Sharpe Ratios by Period


BATF.DEEUNJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.14

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.35

+0.16

Drawdowns

BATF.DE vs. EUNJ.DE - Drawdown Comparison

The maximum BATF.DE drawdown since its inception was -18.62%, smaller than the maximum EUNJ.DE drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for BATF.DE and EUNJ.DE.


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Drawdown Indicators


BATF.DEEUNJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.62%

-36.95%

+18.33%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

-6.13%

-0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-18.62%

-20.39%

+1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

Max Drawdown (10Y)

Largest decline over 10 years

-36.95%

Current Drawdown

Current decline from peak

-5.63%

-2.02%

-3.61%

Average Drawdown

Average peak-to-trough decline

-5.59%

-6.94%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.13%

+0.55%

Volatility

BATF.DE vs. EUNJ.DE - Volatility Comparison

L&G Asia Pacific ex Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF (BATF.DE) has a higher volatility of 3.62% compared to iShares MSCI Pacific ex-Japan UCITS ETF (Dist) (EUNJ.DE) at 3.04%. This indicates that BATF.DE's price experiences larger fluctuations and is considered to be riskier than EUNJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BATF.DEEUNJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

3.04%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

8.97%

8.80%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

12.09%

11.57%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

14.61%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.45%

16.54%

-2.09%

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

BATF.DE has a 0.16% expense ratio, which is lower than EUNJ.DE's 0.60% expense ratio.


Dividends

BATF.DE vs. EUNJ.DE - Dividend Comparison

BATF.DE has not paid dividends to shareholders, while EUNJ.DE's dividend yield for the trailing twelve months is around 2.46%.


PositionTTM20252024202320222021202020192018201720162015
BATF.DE
L&G Asia Pacific ex Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUNJ.DE
iShares MSCI Pacific ex-Japan UCITS ETF (Dist)
2.46%2.95%3.35%3.56%3.92%2.79%2.64%3.52%3.78%3.41%3.31%3.34%

Frequently Asked Questions


BATF.DE and EUNJ.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

BATF.DE is cheaper with a 0.16% expense ratio, compared with 0.60% for EUNJ.DE.

BATF.DE tracks Foxberry Sustainability Consensus Pacific ex Japan, while EUNJ.DE tracks MSCI Pacific ex Japan. They also come from different issuers: LGIM Managers (Europe) Limited and iShares. Their fees differ too: 0.16% for BATF.DE and 0.60% for EUNJ.DE.

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