PR1J.DE vs. BATG.DE
PR1J.DE (Amundi Prime Japan UCITS ETF DR (D)) and BATG.DE (L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF) are both Japan Equities funds - PR1J.DE tracks the Solactive GBS Japan Large & Mid Cap while BATG.DE tracks the Foxberry Sustainability Consensus Japan. Both are passively managed. A 0.70 correlation means they provide meaningful diversification when combined. PR1J.DE charges 0.05%/yr vs 0.16%/yr for BATG.DE.
Performance
PR1J.DE vs. BATG.DE - Performance Comparison
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Returns By Period
PR1J.DE
- 1D
- -0.01%
- 1M
- 3.47%
- YTD
- 15.82%
- 6M
- 16.06%
- 1Y
- 30.46%
- 3Y*
- 15.30%
- 5Y*
- 10.01%
- 10Y*
- —
BATG.DE
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PR1J.DE vs. BATG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PR1J.DE Amundi Prime Japan UCITS ETF DR (D) | 15.82% | 12.92% | 13.38% | 16.35% | 2.18% |
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 PR1J.DE and BATG.DE is 0.70, 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 | 0.66 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2022 | 0.70 |
The correlation between PR1J.DE and BATG.DE has been stable across timeframes, ranging from 0.66 to 0.70 - a consistent structural relationship.
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Return for Risk
PR1J.DE vs. BATG.DE — Risk / Return Rank
PR1J.DE
BATG.DE
PR1J.DE vs. BATG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Japan UCITS ETF DR (D) (PR1J.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.
| PR1J.DE | BATG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.83 | — | — |
| Martin ratioReturn relative to average drawdown | 9.22 | — | — |
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
| PR1J.DE | BATG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | — | — |
Drawdowns
PR1J.DE vs. BATG.DE - Drawdown Comparison
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Drawdown Indicators
| PR1J.DE | BATG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.08% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -10.30% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.24% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -18.66% | — | — |
Current DrawdownCurrent decline from peak | -0.01% | — | — |
Average DrawdownAverage peak-to-trough decline | -5.53% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | — | — |
Volatility
PR1J.DE vs. BATG.DE - Volatility Comparison
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Volatility by Period
| PR1J.DE | BATG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.93% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.50% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.41% | — | — |
PR1J.DE vs. BATG.DE - Expense Ratio Comparison
PR1J.DE has a 0.05% 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
PR1J.DE vs. BATG.DE - Dividend Comparison
PR1J.DE's dividend yield for the trailing twelve months is around 1.51%, while BATG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
PR1J.DE Amundi Prime Japan UCITS ETF DR (D) | 1.51% | 1.75% | 1.91% | 1.90% | 2.21% | 1.79% | 1.73% | 1.88% |
Frequently Asked Questions
PR1J.DE and BATG.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PR1J.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PR1J.DE is cheaper with a 0.05% expense ratio, compared with 0.16% for BATG.DE.
PR1J.DE tracks Solactive GBS Japan Large & Mid Cap, while BATG.DE tracks Foxberry Sustainability Consensus Japan. They also come from different issuers: Amundi and LGIM Managers (Europe) Limited. Their fees differ too: 0.05% for PR1J.DE and 0.16% for BATG.DE.
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