BATG.DE vs. WTDX.DE

Last updated Jun 5, 2026

BATG.DE (L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF) and WTDX.DE (WisdomTree Japan Equity UCITS ETF USD Hedged) are both Japan Equities funds - BATG.DE tracks the Foxberry Sustainability Consensus Japan while WTDX.DE tracks the WisdomTree Japan Hedged Equity UCITS Index. Both are passively managed. A 0.51 correlation means they provide meaningful diversification when combined. BATG.DE charges 0.16%/yr vs 0.48%/yr for WTDX.DE.

Performance

BATG.DE vs. WTDX.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 WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.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*: —

WTDX.DE

• 1D: 0.17%
• 1M: 5.69%
• YTD: 21.75%
• 6M: 23.89%
• 1Y: 54.14%
• 3Y*: 29.85%
• 5Y*: 26.95%
• 10Y*: 17.65%

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

BATG.DE vs. WTDX.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%
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged	21.75%	17.62%	36.61%	36.95%	-4.11%

Correlation

The correlation between BATG.DE and WTDX.DE is 0.51, 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	0.53
Correlation (All Time) Calculated using the full available price history since Oct 28, 2022	0.51

The correlation between BATG.DE and WTDX.DE has been stable across timeframes, ranging from 0.51 to 0.53 - a consistent structural relationship.

Return for Risk

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

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

WTDX.DE

WTDX.DE Risk / Return Rank: 88
WTDX.DE Sharpe Ratio Rank: 86
WTDX.DE Sortino Ratio Rank: 85
WTDX.DE Omega Ratio Rank: 85
WTDX.DE Calmar Ratio Rank: 93
WTDX.DE Martin Ratio Rank: 92

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. WTDX.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 WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.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	WTDX.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.79	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.37	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.59	—

Drawdowns

Drawdown Indicators

	BATG.DE	WTDX.DE	Difference
Max Drawdown Largest peak-to-trough decline	—	-34.50%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.09%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-23.63%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.63%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-32.85%	—
Current Drawdown Current decline from peak	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	-7.95%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.42%	—

Volatility

Volatility by Period

	BATG.DE	WTDX.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.75%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.17%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	19.25%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	19.43%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	20.00%	—

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

BATG.DE has a 0.16% expense ratio, which is lower than WTDX.DE's 0.48% expense ratio.

Dividends

BATG.DE vs. WTDX.DE - Dividend Comparison

BATG.DE has not paid dividends to shareholders, while WTDX.DE's dividend yield for the trailing twelve months is around 1.20%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BATG.DE L&G 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%
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged	1.20%	1.52%	1.39%	1.83%	2.16%	1.26%	1.88%	1.80%	1.82%	1.07%	1.73%	0.05%

Frequently Asked Questions

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

BATG.DE and WTDX.DE have a correlation of 0.51, 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 WTDX.DE?

On fees, BATG.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

BATG.DE is cheaper with a 0.16% expense ratio, compared with 0.48% for WTDX.DE.

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

BATG.DE tracks Foxberry Sustainability Consensus Japan, while WTDX.DE tracks WisdomTree Japan Hedged Equity UCITS Index. They also come from different issuers: LGIM Managers (Europe) Limited and WisdomTree. Their fees differ too: 0.16% for BATG.DE and 0.48% for WTDX.DE.