PortfoliosLab logoPortfoliosLab logo
BATF.DE vs. IQQK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BATF.DE vs. IQQK.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 Korea UCITS ETF (Dist) (IQQK.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BATF.DE achieves a 2.86% return, which is significantly lower than IQQK.DE's 107.68% return.


BATF.DE

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

IQQK.DE

1D
-4.65%
1M
16.65%
YTD
107.68%
6M
126.71%
1Y
225.72%
3Y*
44.83%
5Y*
19.47%
10Y*
16.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BATF.DE vs. IQQK.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%
IQQK.DE
iShares MSCI Korea UCITS ETF (Dist)
107.68%77.35%-18.08%15.54%4.17%

Correlation

The correlation between BATF.DE and IQQK.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

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

0.50

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

0.50

The correlation between BATF.DE and IQQK.DE has been stable across timeframes, ranging from 0.44 to 0.50 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BATF.DE vs. IQQK.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

IQQK.DE
IQQK.DE Risk / Return Rank: 9797
Overall Rank
IQQK.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IQQK.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
IQQK.DE Omega Ratio Rank: 9696
Omega Ratio Rank
IQQK.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IQQK.DE Martin Ratio Rank: 9797
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. IQQK.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 Korea UCITS ETF (Dist) (IQQK.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.DEIQQK.DEDifference
Sharpe ratioReturn per unit of total volatility

-5.31

Sortino ratioReturn per unit of downside risk

-4.53

Omega ratioGain probability vs. loss probability

1.11

1.78

-0.67

Calmar ratioReturn relative to maximum drawdown

1.13

10.70

-9.56

Martin ratioReturn relative to average drawdown

2.74

38.75

-36.01

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

The current BATF.DE Sharpe Ratio is 0.61, which is lower than the IQQK.DE Sharpe Ratio of 5.92. The chart below compares the historical Sharpe Ratios of BATF.DE and IQQK.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.


Loading charts...

Sharpe Ratios by Period


BATF.DEIQQK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

5.92

-5.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

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

0.33

+0.18

Drawdowns

BATF.DE vs. IQQK.DE - Drawdown Comparison

The maximum BATF.DE drawdown since its inception was -18.62%, smaller than the maximum IQQK.DE drawdown of -68.13%. Use the drawdown chart below to compare losses from any high point for BATF.DE and IQQK.DE.


Loading charts...

Drawdown Indicators


BATF.DEIQQK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.62%

-68.13%

+49.51%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

-20.96%

+14.49%

Max Drawdown (3Y)

Largest decline over 3 years

-18.62%

-30.51%

+11.89%

Max Drawdown (5Y)

Largest decline over 5 years

-41.53%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

Current Drawdown

Current decline from peak

-5.63%

-5.73%

+0.10%

Average Drawdown

Average peak-to-trough decline

-5.59%

-17.35%

+11.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

5.80%

-3.12%

Volatility

BATF.DE vs. IQQK.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 iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE) has a volatility of 17.23%. This indicates that BATF.DE experiences smaller price fluctuations and is considered to be less risky than IQQK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BATF.DEIQQK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

17.23%

-13.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.97%

33.01%

-24.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.09%

37.90%

-25.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

25.65%

-11.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.45%

24.84%

-10.39%

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

BATF.DE has a 0.16% expense ratio, which is lower than IQQK.DE's 0.74% expense ratio.


Dividends

BATF.DE vs. IQQK.DE - Dividend Comparison

BATF.DE has not paid dividends to shareholders, while IQQK.DE's dividend yield for the trailing twelve months is around 0.36%.


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%
IQQK.DE
iShares MSCI Korea UCITS ETF (Dist)
0.36%0.75%1.17%1.07%1.29%1.11%0.69%1.12%0.89%0.69%0.56%0.39%

Frequently Asked Questions


BATF.DE and IQQK.DE have a correlation of 0.44, 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 0.74% for IQQK.DE.

BATF.DE tracks Foxberry Sustainability Consensus Pacific ex Japan, while IQQK.DE tracks MSCI Korea 20/35. They also come from different issuers: LGIM Managers (Europe) Limited and iShares. Their fees differ too: 0.16% for BATF.DE and 0.74% for IQQK.DE.

Portfolio Optimizer

Find the right allocation for BATF.DE and IQQK.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer