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

Performance

BATF.DE vs. GERD.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 L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

In the year-to-date period, BATF.DE achieves a 3.63% return, which is significantly higher than GERD.DE's 1.53% return.


BATF.DE

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

GERD.DE

1D
0.11%
1M
-1.83%
YTD
1.53%
6M
3.82%
1Y
13.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

BATF.DE has a 0.16% expense ratio, which is lower than GERD.DE's 0.50% expense ratio.


Return for Risk

BATF.DE vs. GERD.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

GERD.DE
GERD.DE Risk / Return Rank: 5959
Overall Rank
GERD.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
GERD.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
GERD.DE Omega Ratio Rank: 4242
Omega Ratio Rank
GERD.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
GERD.DE Martin Ratio Rank: 8383
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. GERD.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 L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.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.DEGERD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.90

0.00

Sortino ratio

Return per unit of downside risk

1.26

1.24

+0.02

Omega ratio

Gain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

1.51

2.81

-1.30

Martin ratio

Return relative to average drawdown

5.66

10.86

-5.19

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

The current BATF.DE Sharpe Ratio is 0.90, which is comparable to the GERD.DE Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of BATF.DE and GERD.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.DEGERD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.90

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

1.05

-0.50

Correlation

The correlation between BATF.DE and GERD.DE is 0.69, 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. GERD.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

BATF.DE vs. GERD.DE - Drawdown Comparison

The maximum BATF.DE drawdown since its inception was -18.62%, roughly equal to the maximum GERD.DE drawdown of -19.22%. Use the drawdown chart below to compare losses from any high point for BATF.DE and GERD.DE.


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Drawdown Indicators


BATF.DEGERD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.62%

-19.22%

+0.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.20%

-8.95%

-3.25%

Current Drawdown

Current decline from peak

-4.92%

-4.18%

-0.74%

Average Drawdown

Average peak-to-trough decline

-5.70%

-2.33%

-3.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

1.71%

+0.80%

Volatility

BATF.DE vs. GERD.DE - Volatility Comparison

L&G Asia Pacific ex Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF (BATF.DE) and L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) have volatilities of 4.62% and 4.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BATF.DEGERD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

4.46%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.78%

8.42%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

15.75%

15.28%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.44%

12.97%

+1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.44%

12.97%

+1.47%