LYMD.DE vs. BATF.DE
LYMD.DE (Amundi MSCI India II UCITS ETF EUR Acc) and BATF.DE (L&G Asia Pacific ex Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF) are both Asia Pacific Equities funds - LYMD.DE tracks the MSCI India while BATF.DE tracks the Foxberry Sustainability Consensus Pacific ex Japan. Both are passively managed. Over the past 3 years, LYMD.DE returned 1.77%/yr vs 7.05%/yr for BATF.DE. At a 0.34 correlation, their price movements are largely independent. LYMD.DE charges 0.85%/yr vs 0.16%/yr for BATF.DE.
Performance
LYMD.DE vs. BATF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYMD.DE achieves a -11.03% return, which is significantly lower than BATF.DE's 2.86% return.
LYMD.DE
- 1D
- 0.99%
- 1M
- -3.80%
- YTD
- -11.03%
- 6M
- -12.28%
- 1Y
- -15.14%
- 3Y*
- 1.77%
- 5Y*
- 3.60%
- 10Y*
- 6.18%
BATF.DE
- 1D
- -0.35%
- 1M
- -4.65%
- YTD
- 2.86%
- 6M
- 3.46%
- 1Y
- 6.82%
- 3Y*
- 7.05%
- 5Y*
- —
- 10Y*
- —
LYMD.DE vs. BATF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LYMD.DE Amundi MSCI India II UCITS ETF EUR Acc | -11.03% | -10.62% | 15.81% | 14.99% | -7.05% |
BATF.DE L&G Asia Pacific ex Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF | 2.86% | 8.25% | 10.50% | -0.71% | 6.02% |
Correlation
The correlation between LYMD.DE and BATF.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2022 | 0.34 |
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Return for Risk
LYMD.DE vs. BATF.DE — Risk / Return Rank
LYMD.DE
BATF.DE
LYMD.DE vs. BATF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE) and L&G Asia Pacific ex Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF (BATF.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.
| LYMD.DE | BATF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.11 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 1.13 | -1.84 |
| Martin ratioReturn relative to average drawdown | -1.49 | 2.74 | -4.23 |
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
| LYMD.DE | BATF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.91 | 0.61 | -1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.51 | -0.34 |
Drawdowns
LYMD.DE vs. BATF.DE - Drawdown Comparison
The maximum LYMD.DE drawdown since its inception was -68.71%, which is greater than BATF.DE's maximum drawdown of -18.62%. Use the drawdown chart below to compare losses from any high point for LYMD.DE and BATF.DE.
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Drawdown Indicators
| LYMD.DE | BATF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.71% | -18.62% | -50.09% |
Max Drawdown (1Y)Largest decline over 1 year | -20.60% | -6.47% | -14.13% |
Max Drawdown (3Y)Largest decline over 3 years | -29.55% | -18.62% | -10.93% |
Max Drawdown (5Y)Largest decline over 5 years | -29.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.38% | — | — |
Current DrawdownCurrent decline from peak | -26.17% | -5.63% | -20.54% |
Average DrawdownAverage peak-to-trough decline | -18.32% | -5.59% | -12.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.84% | 2.68% | +7.16% |
Volatility
LYMD.DE vs. BATF.DE - Volatility Comparison
Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE) has a higher volatility of 5.64% compared to L&G Asia Pacific ex Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF (BATF.DE) at 3.62%. This indicates that LYMD.DE's price experiences larger fluctuations and is considered to be riskier than BATF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYMD.DE | BATF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 3.62% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 13.24% | 8.97% | +4.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 12.09% | +3.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 14.45% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.15% | 14.45% | +5.70% |
LYMD.DE vs. BATF.DE - Expense Ratio Comparison
LYMD.DE has a 0.85% expense ratio, which is higher than BATF.DE's 0.16% expense ratio.
Dividends
LYMD.DE vs. BATF.DE - Dividend Comparison
Neither LYMD.DE nor BATF.DE has paid dividends to shareholders.
Frequently Asked Questions
LYMD.DE and BATF.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BATF.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BATF.DE is cheaper with a 0.16% expense ratio, compared with 0.85% for LYMD.DE.
LYMD.DE tracks MSCI India, while BATF.DE tracks Foxberry Sustainability Consensus Pacific ex Japan. They also come from different issuers: Amundi and LGIM Managers (Europe) Limited. Their fees differ too: 0.85% for LYMD.DE and 0.16% for BATF.DE.
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