IDTP.L vs. BATG.DE
IDTP.L (iShares $ TIPS UCITS ETF USD (Acc)) and BATG.DE (L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF) are both exchange-traded funds - IDTP.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while BATG.DE is a Japan Equities fund tracking the Foxberry Sustainability Consensus Japan. Both are passively managed. At a 0.19 correlation, their price movements are largely independent. IDTP.L charges 0.12%/yr vs 0.16%/yr for BATG.DE.
Performance
IDTP.L vs. BATG.DE - Performance Comparison
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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*
- —
IDTP.L vs. BATG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
IDTP.L
BATG.DE
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.L | BATG.DE | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDTP.L | BATG.DE | Difference | |
|---|---|---|---|
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.L | BATG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.61% | — | — |
Average DrawdownAverage peak-to-trough decline | -4.22% | — | — |
Ulcer IndexDepth 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.L | BATG.DE | Difference | |
|---|---|---|---|
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.
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.
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