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Issuer
Expat
Inception Date
Dec 21, 2017
Region
Europe (Poland)
Leveraged
1x (No leverage)
Index Tracked
WIG20 Index
Domicile
Bulgaria
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Expat Poland WIG20 UCITS ETF

Performance

PLX.DE Performance Chart

Expat Poland WIG20 UCITS ETF (PLX.DE) is up 17.8% since the beginning of the year. PLX.DE is currently trading at €1 per share. Investors who bought €1,000 worth of PLX.DE shares 5 years ago would now be looking at an investment worth €1,421.


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S&P 500 Index

Returns By Period

Expat Poland WIG20 UCITS ETF (PLX.DE) has returned 17.82% so far this year and 28.98% over the past 12 months.


Expat Poland WIG20 UCITS ETF

1D
-0.19%
1M
2.77%
6M
14.98%
YTD
17.82%
1Y
28.98%
3Y*
21.26%
5Y*
7.28%
10Y*

Benchmark (S&P 500 Index)

1D
-0.09%
1M
1.27%
6M
10.98%
YTD
13.27%
1Y
22.64%
3Y*
18.04%
5Y*
12.49%
10Y*
12.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLX.DE Monthly Returns History

Based on dividend-adjusted daily data since Mar 19, 2018, PLX.DE's average daily return is +0.02%, while the average monthly return is +0.39%. At this rate, an investment would double in approximately 14.8 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2020 with a return of +22.8%, while the worst month was Mar 2020 at -18.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PLX.DE closed higher 49% of trading days. The best single day was Nov 21, 2022 with a return of +18.5%, while the worst single day was Mar 12, 2020 at -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.50%1.39%-5.05%5.11%7.42%-2.72%4.61%17.82%
202511.53%6.69%5.86%-3.50%1.71%1.12%2.97%-5.30%1.32%5.57%0.59%5.70%38.63%
2024-6.84%9.00%-0.42%2.48%1.69%1.43%-4.14%0.63%-2.36%-6.09%0.65%0.84%-4.03%
20239.07%-3.04%-4.62%11.38%-0.43%5.42%12.74%-6.81%-9.41%16.05%5.61%6.51%46.50%
2022-3.73%-9.85%7.63%-14.33%0.44%-12.90%-3.23%-10.58%-14.06%-0.91%22.57%-3.34%-38.88%
2021-2.45%-1.11%-1.38%5.60%9.79%-1.98%0.92%5.59%-2.96%3.92%-9.73%4.66%9.75%

Benchmark Metrics

Expat Poland WIG20 UCITS ETF has an annualized alpha of -0.23%, beta of 0.27, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since March 19, 2018.

  • This ETF participated in 93.75% of S&P 500 Index downside but only 46.55% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.27 may look defensive, but with R2 of 0.04 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.04 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-0.23%
Beta
0.27
0.04
Upside Capture
46.55%
Downside Capture
93.75%

Expense Ratio

PLX.DE has a high expense ratio of 1.38%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PLX.DE ranks 47 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


PLX.DE Risk / Return Rank: 4747
Overall Rank
PLX.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PLX.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
PLX.DE Omega Ratio Rank: 4141
Omega Ratio Rank
PLX.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
PLX.DE Martin Ratio Rank: 5454
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Expat Poland WIG20 UCITS ETF (PLX.DE) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PLX.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.23

1.33

-0.11

Calmar ratioReturn relative to maximum drawdown

2.54

3.01

-0.47

Martin ratioReturn relative to average drawdown

7.44

11.10

-3.66

Dividends

Dividend History


Expat Poland WIG20 UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Expat Poland WIG20 UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Expat Poland WIG20 UCITS ETF was 60.63%, occurring on Oct 13, 2022. Recovery took 774 trading sessions.

The current Expat Poland WIG20 UCITS ETF drawdown is 0.19%.


Drawdown

Fall

Recovery

Underwater

Related event

-60.63%Oct 2022
4y 5mo3y 2mo
7y 8moApr 2018 - Jan 2026
Bear market2022
-11.07%Mar 2026
4d1mo 7d
1mo 11dFeb 2026 - Apr 2026
-5.99%Apr 2026
10d25d
1mo 5dApr 2026 - May 2026
-5.34%Jun 2026
6d19d
25dJun 2026 - Jul 2026
-4.71%Jan 2026
12d8d
20dJan 2026 - Jan 2026

Drawdown Indicators


PLX.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.63%

-51.17%

-9.46%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-7.57%

-3.50%

Max Drawdown (3Y)

Largest decline over 3 years

-18.01%

-23.99%

+5.98%

Max Drawdown (5Y)

Largest decline over 5 years

-55.50%

-23.99%

-31.51%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-0.19%

-0.52%

+0.33%

Average Drawdown

Average peak-to-trough decline

-22.59%

-8.90%

-13.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

2.04%

+1.75%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with PLX.DE

Add Expat Poland WIG20 UCITS ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with PLX.DE