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

Performance

WTDX.DE vs. BATG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.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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WTDX.DE vs. BATG.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WTDX.DE
WisdomTree Japan Equity UCITS ETF USD Hedged
13.33%17.62%36.61%36.95%-4.11%
BATG.DE
L&G Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF
0.00%5.88%12.80%12.76%1.17%

Returns By Period


WTDX.DE

1D
-1.20%
1M
1.37%
YTD
13.33%
6M
27.98%
1Y
40.57%
3Y*
32.20%
5Y*
24.72%
10Y*
17.05%

BATG.DE

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

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

WTDX.DE has a 0.48% expense ratio, which is higher than BATG.DE's 0.16% expense ratio.


Return for Risk

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

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

WTDX.DE
WTDX.DE Risk / Return Rank: 8888
Overall Rank
WTDX.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
WTDX.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
WTDX.DE Omega Ratio Rank: 8282
Omega Ratio Rank
WTDX.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
WTDX.DE Martin Ratio Rank: 9696
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.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.


WTDX.DEBATG.DEDifference

Sharpe ratio

Return per unit of total volatility

1.72

Sortino ratio

Return per unit of downside risk

2.20

Omega ratio

Gain probability vs. loss probability

1.33

Calmar ratio

Return relative to maximum drawdown

6.54

Martin ratio

Return relative to average drawdown

20.25

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


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Sharpe Ratios by Period


WTDX.DEBATG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

Correlation

The correlation between WTDX.DE and BATG.DE is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WTDX.DE vs. BATG.DE - Dividend Comparison

WTDX.DE's dividend yield for the trailing twelve months is around 1.29%, while BATG.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
WTDX.DE
WisdomTree Japan Equity UCITS ETF USD Hedged
1.29%1.52%1.39%1.83%2.16%1.26%1.88%1.80%1.82%1.07%1.73%0.05%
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%

Drawdowns

WTDX.DE vs. BATG.DE - Drawdown Comparison


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Drawdown Indicators


WTDX.DEBATG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.50%

Max Drawdown (1Y)

Largest decline over 1 year

-8.09%

Max Drawdown (5Y)

Largest decline over 5 years

-23.63%

Max Drawdown (10Y)

Largest decline over 10 years

-32.85%

Current Drawdown

Current decline from peak

-3.69%

Average Drawdown

Average peak-to-trough decline

-8.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

Volatility

WTDX.DE vs. BATG.DE - Volatility Comparison


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Volatility by Period


WTDX.DEBATG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.86%

Volatility (6M)

Calculated over the trailing 6-month period

15.13%

Volatility (1Y)

Calculated over the trailing 1-year period

23.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.33%