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IDTP.L vs. BATG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDTP.L vs. BATG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) 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.

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Different Trading Currencies

IDTP.L is traded in USD, while BATG.DE is traded in EUR. To make them comparable, the BATG.DE values have been converted to USD using the latest available exchange rates.

Returns By Period


IDTP.L

1D
0.04%
1M
-0.08%
YTD
1.09%
6M
1.31%
1Y
4.84%
3Y*
3.82%
5Y*
0.96%
10Y*
2.62%

BATG.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDTP.L vs. BATG.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IDTP.L
iShares $ TIPS UCITS ETF USD (Acc)
1.09%6.94%2.15%3.71%0.53%
BATG.DE
L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF
0.00%9.72%6.35%16.32%8.63%

Correlation

The correlation between IDTP.L and BATG.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2022

0.19

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Return for Risk

IDTP.L vs. BATG.DE — Risk / Return Rank

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

IDTP.L
IDTP.L Risk / Return Rank: 4040
Overall Rank
IDTP.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IDTP.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
IDTP.L Omega Ratio Rank: 3535
Omega Ratio Rank
IDTP.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
IDTP.L Martin Ratio Rank: 4343
Martin Ratio Rank

BATG.DE
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.

IDTP.L vs. BATG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) 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.


IDTP.LBATG.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

2.48

Martin ratioReturn relative to average drawdown

6.88

IDTP.L vs. BATG.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IDTP.LBATG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

Drawdowns

IDTP.L vs. BATG.DE - Drawdown Comparison


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Drawdown Indicators


IDTP.LBATG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.12%

Max Drawdown (1Y)

Largest decline over 1 year

-1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-4.51%

Max Drawdown (5Y)

Largest decline over 5 years

-15.12%

Max Drawdown (10Y)

Largest decline over 10 years

-15.12%

Current Drawdown

Current decline from peak

-0.61%

Average Drawdown

Average peak-to-trough decline

-4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

Volatility

IDTP.L vs. BATG.DE - Volatility Comparison


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Volatility by Period


IDTP.LBATG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

Volatility (1Y)

Calculated over the trailing 1-year period

3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.37%

IDTP.L vs. BATG.DE - Expense Ratio Comparison

IDTP.L has a 0.12% expense ratio, which is lower than BATG.DE's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IDTP.L vs. BATG.DE - Dividend Comparison

Neither IDTP.L nor BATG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IDTP.L and BATG.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDTP.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDTP.L is cheaper with a 0.12% expense ratio, compared with 0.16% for BATG.DE.

IDTP.L is categorized as Inflation-Protected Bonds, while BATG.DE is Japan Equities. IDTP.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while BATG.DE tracks Foxberry Sustainability Consensus Japan. They also come from different issuers: iShares and LGIM Managers (Europe) Limited. Their fees differ too: 0.12% for IDTP.L and 0.16% for BATG.DE.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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