GERD.DE vs. BATG.DE

Last updated Jun 5, 2026

GERD.DE (L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc) and BATG.DE (L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF) are both exchange-traded funds - GERD.DE is a Global Equities fund tracking the Solactive Gerd Kommer Multifactor Equity, while BATG.DE is a Japan Equities fund tracking the Foxberry Sustainability Consensus Japan. Both are passively managed. At a 0.38 correlation, their price movements are largely independent. GERD.DE charges 0.50%/yr vs 0.16%/yr for BATG.DE.

Performance

GERD.DE vs. BATG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) and L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF (BATG.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GERD.DE

• 1D: -0.18%
• 1M: 5.63%
• YTD: 14.41%
• 6M: 15.59%
• 1Y: 26.06%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BATG.DE

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

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

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

	2026 (YTD)	2025	2024	2023
GERD.DE L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc	14.41%	10.26%	18.54%	7.85%
BATG.DE L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF	0.00%	5.88%	12.80%	2.86%

Correlation

The correlation between GERD.DE and BATG.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 22, 2023	0.38

Return for Risk

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

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

GERD.DE

GERD.DE Risk / Return Rank: 71
GERD.DE Sharpe Ratio Rank: 67
GERD.DE Sortino Ratio Rank: 65
GERD.DE Omega Ratio Rank: 67
GERD.DE Calmar Ratio Rank: 78
GERD.DE Martin Ratio Rank: 80

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.

GERD.DE vs. BATG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) and L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF (BATG.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.

	GERD.DE	BATG.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.18	—	—
Sortino ratio: Return per unit of downside risk	2.96	—	—
Omega ratio: Gain probability vs. loss probability	1.39	—	—
Calmar ratio: Return relative to maximum drawdown	3.92	—	—
Martin ratio: Return relative to average drawdown	15.42	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GERD.DE	BATG.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.18	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.35	—	—

Drawdowns

Drawdown Indicators

	GERD.DE	BATG.DE	Difference
Max Drawdown Largest peak-to-trough decline	-19.22%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-6.61%	—	—
Current Drawdown Current decline from peak	-0.19%	—	—
Average Drawdown Average peak-to-trough decline	-2.24%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.69%	—	—

Volatility

Volatility by Period

	GERD.DE	BATG.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.18%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.49%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.92%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.95%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.95%	—	—

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

GERD.DE has a 0.50% expense ratio, which is higher than BATG.DE's 0.16% expense ratio.

Dividends

GERD.DE vs. BATG.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

GERD.DE and BATG.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

BATG.DE is cheaper with a 0.16% expense ratio, compared with 0.50% for GERD.DE.

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

GERD.DE is categorized as Global Equities, while BATG.DE is Japan Equities. GERD.DE tracks Solactive Gerd Kommer Multifactor Equity, while BATG.DE tracks Foxberry Sustainability Consensus Japan. Their fees differ too: 0.50% for GERD.DE and 0.16% for BATG.DE.