BATG.DE vs. 3JPN.DE

Last updated Apr 3, 2026

Compare and contrast key facts about L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF (BATG.DE) and Leverage Shares 3x Long Japan ETP Securities (3JPN.DE).

BATG.DE and 3JPN.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BATG.DE is a passively managed fund by LGIM Managers (Europe) Limited that tracks the performance of the Foxberry Sustainability Consensus Japan. It was launched on Oct 20, 2022. 3JPN.DE is an actively managed fund by Leverage Shares. It was launched on Sep 13, 2022.

Performance

BATG.DE vs. 3JPN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF (BATG.DE) and Leverage Shares 3x Long Japan ETP Securities (3JPN.DE). The values are adjusted to include any dividend payments, if applicable.

BATG.DE vs. 3JPN.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BATG.DE L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF	0.00%	5.88%	12.80%	12.76%	1.17%
3JPN.DE Leverage Shares 3x Long Japan ETP Securities	8.39%	27.74%	0.10%	34.83%	16.84%

Returns By Period

BATG.DE

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

3JPN.DE

• 1D: 9.14%
• 1M: -1.73%
• YTD: 8.39%
• 6M: 15.81%
• 1Y: 50.39%
• 3Y*: 17.25%
• 5Y*: —
• 10Y*: —

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

BATG.DE vs. 3JPN.DE - Expense Ratio Comparison

BATG.DE has a 0.16% expense ratio, which is lower than 3JPN.DE's 0.75% expense ratio.

3JPN.DE

Leverage Shares 3x Long Japan ETP Securities

BATG.DE

L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF

Return for Risk

BATG.DE vs. 3JPN.DE — Risk / Return Rank

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

3JPN.DE

3JPN.DE Risk / Return Rank: 51
3JPN.DE Sharpe Ratio Rank: 41
3JPN.DE Sortino Ratio Rank: 50
3JPN.DE Omega Ratio Rank: 46
3JPN.DE Calmar Ratio Rank: 64
3JPN.DE Martin Ratio Rank: 55

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.

BATG.DE vs. 3JPN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF (BATG.DE) and Leverage Shares 3x Long Japan ETP Securities (3JPN.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BATG.DE	3JPN.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.38	—

Correlation

The correlation between BATG.DE and 3JPN.DE is 0.65, 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

BATG.DE vs. 3JPN.DE - Dividend Comparison

Neither BATG.DE nor 3JPN.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	BATG.DE	3JPN.DE	Difference
Max Drawdown Largest peak-to-trough decline	—	-51.65%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-34.71%	—
Current Drawdown Current decline from peak	—	-26.75%	—
Average Drawdown Average peak-to-trough decline	—	-14.49%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	10.37%	—

Volatility

Volatility by Period

	BATG.DE	3JPN.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	23.56%	—
Volatility (6M) Calculated over the trailing 6-month period	—	45.07%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	61.49%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	51.56%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	51.56%	—