PortfoliosLab logoPortfoliosLab logo
CZX.DE vs. EXXX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CZX.DE vs. EXXX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Expat Czech PX UCITS ETF (CZX.DE) and iShares ATX UCITS ETF (DE) (EXXX.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CZX.DE achieves a -0.76% return, which is significantly lower than EXXX.DE's 24.87% return.


CZX.DE

1D
0.09%
1M
0.94%
6M
-2.81%
YTD
-0.76%
1Y
25.11%
3Y*
26.57%
5Y*
17.96%
10Y*

EXXX.DE

1D
-0.33%
1M
1.29%
6M
22.20%
YTD
24.87%
1Y
48.74%
3Y*
31.23%
5Y*
17.90%
10Y*
14.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CZX.DE vs. EXXX.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CZX.DE
Expat Czech PX UCITS ETF
-0.76%59.06%25.21%15.53%-14.17%36.32%-8.82%15.70%-18.19%
EXXX.DE
iShares ATX UCITS ETF (DE)
24.87%51.31%10.39%13.71%-16.43%42.16%-11.27%19.95%-19.25%

Correlation

The correlation between CZX.DE and EXXX.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2018

0.44

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CZX.DE vs. EXXX.DE — Risk / Return Rank

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

CZX.DE
CZX.DE Risk / Return Rank: 4848
Overall Rank
CZX.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CZX.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
CZX.DE Omega Ratio Rank: 5151
Omega Ratio Rank
CZX.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
CZX.DE Martin Ratio Rank: 4040
Martin Ratio Rank

EXXX.DE
EXXX.DE Risk / Return Rank: 9191
Overall Rank
EXXX.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EXXX.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
EXXX.DE Omega Ratio Rank: 9090
Omega Ratio Rank
EXXX.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
EXXX.DE Martin Ratio Rank: 8888
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.

CZX.DE vs. EXXX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Expat Czech PX UCITS ETF (CZX.DE) and iShares ATX UCITS ETF (DE) (EXXX.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.

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.


CZX.DEEXXX.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.32

Sortino ratioReturn per unit of downside risk

-1.84

Omega ratioGain probability vs. loss probability

1.27

1.47

-0.20

Calmar ratioReturn relative to maximum drawdown

2.04

4.53

-2.49

Martin ratioReturn relative to average drawdown

5.25

15.24

-9.99

CZX.DE vs. EXXX.DE - Sharpe Ratio Comparison

The current CZX.DE Sharpe Ratio is 1.46, which is lower than the EXXX.DE Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of CZX.DE and EXXX.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CZX.DE vs. EXXX.DE - Drawdown Comparison

The maximum CZX.DE drawdown since its inception was -41.92%, smaller than the maximum EXXX.DE drawdown of -71.43%. Use the drawdown chart below to compare losses from any high point for CZX.DE and EXXX.DE.


Loading charts...

Drawdown Indicators


CZX.DEEXXX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.92%

-71.43%

+29.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.60%

-10.71%

-1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-12.60%

-16.11%

+3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-25.87%

-32.69%

+6.82%

Max Drawdown (10Y)

Largest decline over 10 years

-52.90%

Current Drawdown

Current decline from peak

-4.39%

-1.64%

-2.75%

Average Drawdown

Average peak-to-trough decline

-8.94%

-28.46%

+19.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

3.19%

+1.71%

Volatility

CZX.DE vs. EXXX.DE - Volatility Comparison

The current volatility for Expat Czech PX UCITS ETF (CZX.DE) is 4.33%, while iShares ATX UCITS ETF (DE) (EXXX.DE) has a volatility of 5.00%. This indicates that CZX.DE experiences smaller price fluctuations and is considered to be less risky than EXXX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CZX.DEEXXX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

5.00%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

14.19%

14.65%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

17.56%

17.46%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

19.14%

-2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

19.93%

-1.54%

CZX.DE vs. EXXX.DE - Expense Ratio Comparison

CZX.DE has a 1.38% expense ratio, which is higher than EXXX.DE's 0.32% expense ratio.


Dividends

CZX.DE vs. EXXX.DE - Dividend Comparison

CZX.DE has not paid dividends to shareholders, while EXXX.DE's dividend yield for the trailing twelve months is around 2.95%.


PositionTTM20252024202320222021202020192018201720162015
CZX.DE
Expat Czech PX UCITS 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%
EXXX.DE
iShares ATX UCITS ETF (DE)
2.95%2.53%4.30%3.53%3.61%1.04%1.18%1.73%0.48%0.65%1.08%1.65%

Frequently Asked Questions


CZX.DE and EXXX.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXXX.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXXX.DE is cheaper with a 0.32% expense ratio, compared with 1.38% for CZX.DE.

CZX.DE tracks PX Index, while EXXX.DE tracks ATX Index. They also come from different issuers: Expat and iShares. Their fees differ too: 1.38% for CZX.DE and 0.32% for EXXX.DE.

Portfolio Optimizer

Find the right allocation for CZX.DE and EXXX.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer