- Issuer
- Expat
- Inception Date
- Dec 21, 2017
- Region
- Europe (Romania)
- Category
- Europe Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- BET 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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Compare stocks, funds, or ETFs
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Performance
ROX.DE Performance Chart
Expat Romania BET UCITS ETF (ROX.DE) is up 36.7% since the beginning of the year. ROX.DE is currently trading at €4 per share. Investors who bought €1,000 worth of ROX.DE shares 5 years ago would now be looking at an investment worth €2,810.
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Returns By Period
Expat Romania BET UCITS ETF (ROX.DE) has returned 36.66% so far this year and 72.86% over the past 12 months.
Expat Romania BET UCITS ETF
- 1D
- -0.61%
- 1M
- 13.62%
- 6M
- 23.70%
- YTD
- 36.66%
- 1Y
- 72.86%
- 3Y*
- 35.39%
- 5Y*
- 22.95%
- 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%
ROX.DE Monthly Returns History
Based on dividend-adjusted daily data since Mar 19, 2018, ROX.DE's average daily return is +0.07%, while the average monthly return is +1.47%. At this rate, an investment would double in approximately 4.0 years.
Historically, 66% of months were positive and 34% were negative. The best month was Jan 2026 with a return of +13.9%, while the worst month was Mar 2020 at -14.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, ROX.DE closed higher 40% of trading days. The best single day was Sep 25, 2023 with a return of +11.8%, while the worst single day was Sep 22, 2023 at -11.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 13.85% | 2.08% | -2.62% | -0.60% | 6.31% | 8.19% | 5.61% | 36.66% | |||||
| 2025 | 0.97% | 2.40% | -1.41% | -1.90% | 5.34% | 3.69% | 9.33% | 1.63% | 2.80% | 6.23% | 2.93% | 5.34% | 43.69% |
| 2024 | -1.10% | 5.56% | 5.26% | 1.00% | 2.48% | 8.70% | 1.78% | -1.31% | -3.98% | -0.46% | -6.94% | 2.49% | 13.19% |
| 2023 | 4.03% | 1.29% | -3.18% | 2.63% | 0.64% | -0.64% | 3.21% | -0.62% | 8.75% | 0.00% | 3.45% | 1.11% | 22.15% |
| 2022 | 1.29% | -3.18% | 1.32% | -0.65% | 1.31% | 1.29% | 0.64% | -0.00% | -13.29% | 0.73% | 8.70% | -0.67% | -3.87% |
| 2021 | 7.83% | -1.61% | 7.38% | 2.29% | 2.24% | 3.65% | -0.70% | 3.55% | 3.42% | -0.66% | -2.67% | 6.16% | 34.78% |
Benchmark Metrics
Expat Romania BET UCITS ETF has an annualized alpha of 16.10%, beta of 0.20, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since March 19, 2018.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (59.50%) than losses (23.15%) - typical of diversified or defensive assets.
- Beta of 0.20 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
- 16.10%
- Beta
- 0.20
- R²
- 0.04
- Upside Capture
- 59.50%
- Downside Capture
- 23.15%
Expense Ratio
ROX.DE has a high expense ratio of 1.38%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
ROX.DE ranks 96 for risk / return — in the top 96% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Expat Romania BET UCITS ETF (ROX.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.
| ROX.DE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.94 | ||
| Sortino ratioReturn per unit of downside risk | +2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.33 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 9.16 | 3.01 | +6.16 |
| Martin ratioReturn relative to average drawdown | 28.50 | 11.10 | +17.40 |
Dividends
Dividend History
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 Romania BET 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 Romania BET UCITS ETF was 29.00%, occurring on Mar 16, 2020. Recovery took 206 trading sessions.
The current Expat Romania BET UCITS ETF drawdown is 0.61%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-29.00%Mar 2020 | 1mo 26d | 9mo 28d | 11mo 24dJan 2020 - Jan 2021 | COVID crash2020 |
-20.84%Jan 2019 | 10mo 16d | 4mo 7d | 1y 2moMar 2018 - Jun 2019 | — |
-19.51%Mar 2022 | 1mo 18d | 5mo 14d | 7mo 2dJan 2022 - Aug 2022 | Bear market2022 |
-17.68%Oct 2022 | 1mo 22d | 9mo 8d | 11moAug 2022 - Jul 2023 | Bear market2022 |
-17.52%May 2025 | 8mo 15d | 1mo 24d | 10mo 9dAug 2024 - Jul 2025 | 2025 selloff2025 |
Drawdown Indicators
| ROX.DE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.00% | -51.17% | +22.17% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -7.57% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -17.52% | -23.99% | +6.47% |
Max Drawdown (5Y)Largest decline over 5 years | -19.51% | -23.99% | +4.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -0.61% | -0.52% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -5.26% | -8.90% | +3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.04% | +0.51% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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