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

Performance

BATF.DE vs. FLXT.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 Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
BATF.DE
L&G Asia Pacific ex Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF
3.63%8.25%10.50%-0.71%6.02%
FLXT.DE
Franklin FTSE Taiwan UCITS ETF USD Capitalisation
15.53%19.89%30.42%25.56%8.00%

Returns By Period

In the year-to-date period, BATF.DE achieves a 3.63% return, which is significantly lower than FLXT.DE's 15.53% return.


BATF.DE

1D
1.66%
1M
-4.02%
YTD
3.63%
6M
2.64%
1Y
14.12%
3Y*
7.01%
5Y*
10Y*

FLXT.DE

1D
3.86%
1M
-4.08%
YTD
15.53%
6M
22.96%
1Y
56.38%
3Y*
26.47%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

BATF.DE has a 0.16% expense ratio, which is lower than FLXT.DE's 0.19% 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%.


Return for Risk

BATF.DE vs. FLXT.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: 4747
Overall Rank
BATF.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BATF.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
BATF.DE Omega Ratio Rank: 4545
Omega Ratio Rank
BATF.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
BATF.DE Martin Ratio Rank: 5151
Martin Ratio Rank

FLXT.DE
FLXT.DE Risk / Return Rank: 9191
Overall Rank
FLXT.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FLXT.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
FLXT.DE Omega Ratio Rank: 8888
Omega Ratio Rank
FLXT.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
FLXT.DE 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.

BATF.DE vs. FLXT.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 Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.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.DEFLXT.DEDifference

Sharpe ratio

Return per unit of total volatility

0.90

2.08

-1.18

Sortino ratio

Return per unit of downside risk

1.26

2.66

-1.40

Omega ratio

Gain probability vs. loss probability

1.19

1.38

-0.19

Calmar ratio

Return relative to maximum drawdown

1.51

3.81

-2.31

Martin ratio

Return relative to average drawdown

5.66

16.39

-10.72

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

The current BATF.DE Sharpe Ratio is 0.90, which is lower than the FLXT.DE Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of BATF.DE and FLXT.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BATF.DEFLXT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

2.08

-1.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.70

-0.15

Correlation

The correlation between BATF.DE and FLXT.DE is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BATF.DE vs. FLXT.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

BATF.DE vs. FLXT.DE - Drawdown Comparison

The maximum BATF.DE drawdown since its inception was -18.62%, smaller than the maximum FLXT.DE drawdown of -31.16%. Use the drawdown chart below to compare losses from any high point for BATF.DE and FLXT.DE.


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Drawdown Indicators


BATF.DEFLXT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.62%

-31.16%

+12.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.20%

-19.48%

+7.28%

Current Drawdown

Current decline from peak

-4.92%

-5.54%

+0.62%

Average Drawdown

Average peak-to-trough decline

-5.70%

-8.48%

+2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

3.39%

-0.88%

Volatility

BATF.DE vs. FLXT.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 4.62%, while Franklin FTSE Taiwan UCITS ETF USD Capitalisation (FLXT.DE) has a volatility of 7.91%. This indicates that BATF.DE experiences smaller price fluctuations and is considered to be less risky than FLXT.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.DEFLXT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

7.91%

-3.29%

Volatility (6M)

Calculated over the trailing 6-month period

8.78%

16.57%

-7.79%

Volatility (1Y)

Calculated over the trailing 1-year period

15.75%

27.07%

-11.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.44%

21.28%

-6.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.44%

21.28%

-6.84%