BATG.DE vs. PRAJ.DE

Last updated Jun 5, 2026

BATG.DE (L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF) and PRAJ.DE (Amundi Prime Japan UCITS ETF) are both Japan Equities funds - BATG.DE tracks the Foxberry Sustainability Consensus Japan while PRAJ.DE tracks the Solactive GBS Japan Large & Mid Cap. Both are passively managed. A 0.70 correlation means they provide meaningful diversification when combined. BATG.DE charges 0.16%/yr vs 0.05%/yr for PRAJ.DE.

Performance

BATG.DE vs. PRAJ.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 Amundi Prime Japan UCITS ETF (PRAJ.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BATG.DE

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

PRAJ.DE

• 1D: -0.27%
• 1M: 3.19%
• YTD: 15.60%
• 6M: 15.73%
• 1Y: 30.22%
• 3Y*: 15.18%
• 5Y*: 9.98%
• 10Y*: —

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

BATG.DE vs. PRAJ.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%
PRAJ.DE Amundi Prime Japan UCITS ETF	15.60%	12.84%	13.73%	16.27%	2.04%

Correlation

The correlation between BATG.DE and PRAJ.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (All Time) Calculated using the full available price history since Oct 28, 2022	0.70

The correlation between BATG.DE and PRAJ.DE has been stable across timeframes, ranging from 0.66 to 0.70 - a consistent structural relationship.

Return for Risk

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

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

PRAJ.DE

PRAJ.DE Risk / Return Rank: 52
PRAJ.DE Sharpe Ratio Rank: 45
PRAJ.DE Sortino Ratio Rank: 49
PRAJ.DE Omega Ratio Rank: 49
PRAJ.DE Calmar Ratio Rank: 61
PRAJ.DE Martin Ratio Rank: 56

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. PRAJ.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 Amundi Prime Japan UCITS ETF (PRAJ.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	PRAJ.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.57	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.51	—

Drawdowns

Drawdown Indicators

	BATG.DE	PRAJ.DE	Difference
Max Drawdown Largest peak-to-trough decline	—	-29.64%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-9.73%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-16.80%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-18.65%	—
Current Drawdown Current decline from peak	—	-0.27%	—
Average Drawdown Average peak-to-trough decline	—	-6.07%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.01%	—

Volatility

Volatility by Period

	BATG.DE	PRAJ.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.41%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.72%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	18.48%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	16.53%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	17.88%	—

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

BATG.DE has a 0.16% expense ratio, which is higher than PRAJ.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

BATG.DE vs. PRAJ.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BATG.DE and PRAJ.DE in my portfolio?

BATG.DE and PRAJ.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BATG.DE or PRAJ.DE?

On fees, PRAJ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BATG.DE or PRAJ.DE?

PRAJ.DE is cheaper with a 0.05% expense ratio, compared with 0.16% for BATG.DE.

What is the main difference between BATG.DE and PRAJ.DE?

BATG.DE tracks Foxberry Sustainability Consensus Japan, while PRAJ.DE tracks Solactive GBS Japan Large & Mid Cap. They also come from different issuers: LGIM Managers (Europe) Limited and Amundi. Their fees differ too: 0.16% for BATG.DE and 0.05% for PRAJ.DE.