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LYY4.DE vs. BATG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYY4.DE vs. BATG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.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.

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Returns By Period


LYY4.DE

1D
-0.17%
1M
3.08%
YTD
15.21%
6M
15.56%
1Y
29.25%
3Y*
14.84%
5Y*
9.48%
10Y*
8.60%

BATG.DE

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

LYY4.DE vs. BATG.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
LYY4.DE
Amundi Japan TOPIX II UCITS ETF EUR Dist
15.21%13.10%12.42%14.70%3.14%
BATG.DE
L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF
0.00%5.88%12.80%12.76%1.17%

Correlation

The correlation between LYY4.DE and BATG.DE is 0.71, 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

0.67

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

0.71

The correlation between LYY4.DE and BATG.DE has been stable across timeframes, ranging from 0.67 to 0.71 - a consistent structural relationship.

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Return for Risk

LYY4.DE vs. BATG.DE — Risk / Return Rank

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

LYY4.DE
LYY4.DE Risk / Return Rank: 5353
Overall Rank
LYY4.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
LYY4.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
LYY4.DE Omega Ratio Rank: 5050
Omega Ratio Rank
LYY4.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
LYY4.DE Martin Ratio Rank: 5656
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.

LYY4.DE vs. BATG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Japan TOPIX II UCITS ETF EUR Dist (LYY4.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.


LYY4.DEBATG.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.95

Martin ratioReturn relative to average drawdown

9.67

LYY4.DE vs. BATG.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LYY4.DEBATG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

Drawdowns

LYY4.DE vs. BATG.DE - Drawdown Comparison


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Drawdown Indicators


LYY4.DEBATG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.07%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

Max Drawdown (3Y)

Largest decline over 3 years

-15.82%

Max Drawdown (5Y)

Largest decline over 5 years

-19.34%

Max Drawdown (10Y)

Largest decline over 10 years

-28.62%

Current Drawdown

Current decline from peak

-0.17%

Average Drawdown

Average peak-to-trough decline

-14.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

Volatility

LYY4.DE vs. BATG.DE - Volatility Comparison


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Volatility by Period


LYY4.DEBATG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

Volatility (6M)

Calculated over the trailing 6-month period

14.29%

Volatility (1Y)

Calculated over the trailing 1-year period

17.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.33%

LYY4.DE vs. BATG.DE - Expense Ratio Comparison

LYY4.DE has a 0.45% expense ratio, which is higher than BATG.DE's 0.16% expense ratio.


Dividends

LYY4.DE vs. BATG.DE - Dividend Comparison

LYY4.DE's dividend yield for the trailing twelve months is around 0.62%, while BATG.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
LYY4.DE
Amundi Japan TOPIX II UCITS ETF EUR Dist
0.62%0.71%0.74%1.24%1.88%1.34%1.14%1.94%1.86%1.44%1.98%1.80%

Frequently Asked Questions


LYY4.DE and BATG.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

BATG.DE is cheaper with a 0.16% expense ratio, compared with 0.45% for LYY4.DE.

LYY4.DE tracks TOPIX®, while BATG.DE tracks Foxberry Sustainability Consensus Japan. They also come from different issuers: Amundi and LGIM Managers (Europe) Limited. Their fees differ too: 0.45% for LYY4.DE and 0.16% for BATG.DE.

Portfolio Optimizer

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