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CZX.DE vs. SELD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CZX.DE vs. SELD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Expat Czech PX UCITS ETF (CZX.DE) and Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CZX.DE achieves a -0.76% return, which is significantly lower than SELD.DE's 16.42% 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*

SELD.DE

1D
0.38%
1M
1.36%
6M
14.03%
YTD
16.42%
1Y
34.01%
3Y*
24.05%
5Y*
13.37%
10Y*
10.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CZX.DE vs. SELD.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%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
16.42%44.48%5.76%10.24%-10.11%24.11%-9.43%27.66%-3.58%

Correlation

The correlation between CZX.DE and SELD.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.30

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

0.36

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

0.36

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Return for Risk

CZX.DE vs. SELD.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

SELD.DE
SELD.DE Risk / Return Rank: 9393
Overall Rank
SELD.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SELD.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
SELD.DE Omega Ratio Rank: 9292
Omega Ratio Rank
SELD.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
SELD.DE Martin Ratio Rank: 9090
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. SELD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Expat Czech PX UCITS ETF (CZX.DE) and Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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.DESELD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.35

Sortino ratioReturn per unit of downside risk

-1.77

Omega ratioGain probability vs. loss probability

1.27

1.49

-0.22

Calmar ratioReturn relative to maximum drawdown

2.04

5.04

-3.00

Martin ratioReturn relative to average drawdown

5.25

16.28

-11.03

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

The current CZX.DE Sharpe Ratio is 1.46, which is lower than the SELD.DE Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of CZX.DE and SELD.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.


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Drawdowns

CZX.DE vs. SELD.DE - Drawdown Comparison

The maximum CZX.DE drawdown since its inception was -41.92%, smaller than the maximum SELD.DE drawdown of -68.61%. Use the drawdown chart below to compare losses from any high point for CZX.DE and SELD.DE.


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Drawdown Indicators


CZX.DESELD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.92%

-68.61%

+26.69%

Max Drawdown (1Y)

Largest decline over 1 year

-12.60%

-6.72%

-5.88%

Max Drawdown (3Y)

Largest decline over 3 years

-12.60%

-14.12%

+1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-25.87%

-23.02%

-2.85%

Max Drawdown (10Y)

Largest decline over 10 years

-40.63%

Current Drawdown

Current decline from peak

-4.39%

0.00%

-4.39%

Average Drawdown

Average peak-to-trough decline

-8.94%

-39.42%

+30.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

2.08%

+2.82%

Volatility

CZX.DE vs. SELD.DE - Volatility Comparison

Expat Czech PX UCITS ETF (CZX.DE) has a higher volatility of 4.33% compared to Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) at 3.14%. This indicates that CZX.DE's price experiences larger fluctuations and is considered to be riskier than SELD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CZX.DESELD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

3.14%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

14.19%

9.88%

+4.31%

Volatility (1Y)

Calculated over the trailing 1-year period

17.56%

12.08%

+5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

14.61%

+2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

16.99%

+1.40%

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

CZX.DE has a 1.38% expense ratio, which is higher than SELD.DE's 0.30% expense ratio.


Dividends

CZX.DE vs. SELD.DE - Dividend Comparison

CZX.DE has not paid dividends to shareholders, while SELD.DE's dividend yield for the trailing twelve months is around 5.56%.


PositionTTM202520242023202220212020201920182017
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%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
5.56%6.48%6.46%5.97%7.70%4.52%5.09%5.34%5.60%4.75%

Frequently Asked Questions


CZX.DE and SELD.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SELD.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SELD.DE is cheaper with a 0.30% expense ratio, compared with 1.38% for CZX.DE.

CZX.DE tracks PX Index, while SELD.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: Expat and Amundi. Their fees differ too: 1.38% for CZX.DE and 0.30% for SELD.DE.

Portfolio Optimizer

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