LYY4.DE vs. BATG.DE
LYY4.DE (Amundi Japan TOPIX II UCITS ETF EUR Dist) and BATG.DE (L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF) are both Japan Equities funds - LYY4.DE tracks the TOPIX® while BATG.DE tracks the Foxberry Sustainability Consensus Japan. Both are passively managed. A 0.71 correlation means they provide meaningful diversification when combined. LYY4.DE charges 0.45%/yr vs 0.16%/yr for BATG.DE.
Performance
LYY4.DE vs. BATG.DE - Performance Comparison
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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*
- —
LYY4.DE vs. BATG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
LYY4.DE
BATG.DE
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.DE | BATG.DE | Difference | |
|---|---|---|---|
| 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 | — | — |
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
| LYY4.DE | BATG.DE | Difference | |
|---|---|---|---|
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.DE | BATG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.17% | — | — |
Average DrawdownAverage peak-to-trough decline | -14.30% | — | — |
Ulcer IndexDepth 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.DE | BATG.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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