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

Performance

BATG.DE vs. BATF.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 L&G Asia Pacific ex Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF (BATF.DE). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period


BATG.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

BATF.DE

1D
1.66%
1M
-4.02%
YTD
3.63%
6M
2.64%
1Y
14.12%
3Y*
7.01%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both BATG.DE and BATF.DE have an expense ratio of 0.16%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

BATG.DE vs. BATF.DE — Risk / Return Rank

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

BATG.DE

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
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. BATF.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 L&G Asia Pacific ex Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF (BATF.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.

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


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Sharpe Ratios by Period


BATG.DEBATF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

Correlation

The correlation between BATG.DE and BATF.DE is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BATG.DE vs. BATF.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

BATG.DE vs. BATF.DE - Drawdown Comparison


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Drawdown Indicators


BATG.DEBATF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.20%

Current Drawdown

Current decline from peak

-4.92%

Average Drawdown

Average peak-to-trough decline

-5.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

Volatility

BATG.DE vs. BATF.DE - Volatility Comparison


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Volatility by Period


BATG.DEBATF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

Volatility (6M)

Calculated over the trailing 6-month period

8.78%

Volatility (1Y)

Calculated over the trailing 1-year period

15.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.44%