ECDC.DE vs. ROX.DE
ECDC.DE (Expat Croatia Crobex UCITS ETF) and ROX.DE (Expat Romania BET UCITS ETF) are both Europe Equities funds from Expat - ECDC.DE tracks the CROBEX Index while ROX.DE tracks the BET Index. Both are passively managed. Over the past 5 years, ECDC.DE returned 12.51%/yr vs 22.95%/yr for ROX.DE. At a 0.18 correlation, their price movements are largely independent. Both charge a 1.38% expense ratio.
Performance
ECDC.DE vs. ROX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ECDC.DE achieves a 13.63% return, which is significantly lower than ROX.DE's 36.66% return.
ECDC.DE
- 1D
- 0.30%
- 1M
- 1.71%
- 6M
- 12.74%
- YTD
- 13.63%
- 1Y
- 18.24%
- 3Y*
- 22.10%
- 5Y*
- 12.51%
- 10Y*
- —
ROX.DE
- 1D
- -0.61%
- 1M
- 13.62%
- 6M
- 23.70%
- YTD
- 36.66%
- 1Y
- 72.86%
- 3Y*
- 35.39%
- 5Y*
- 22.95%
- 10Y*
- —
ECDC.DE vs. ROX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ECDC.DE Expat Croatia Crobex UCITS ETF | 13.63% | 19.63% | 25.09% | 27.42% | -21.40% | 16.97% | -22.59% | 10.86% | -9.33% |
ROX.DE Expat Romania BET UCITS ETF | 36.66% | 43.69% | 13.19% | 22.15% | -3.87% | 34.78% | -1.71% | 34.41% | -14.66% |
Correlation
The correlation between ECDC.DE and ROX.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2018 | 0.18 |
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Return for Risk
ECDC.DE vs. ROX.DE — Risk / Return Rank
ECDC.DE
ROX.DE
ECDC.DE vs. ROX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Expat Croatia Crobex UCITS ETF (ECDC.DE) and Expat Romania BET UCITS ETF (ROX.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.
| ECDC.DE | ROX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.37 | ||
| Sortino ratioReturn per unit of downside risk | -2.83 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.62 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 9.16 | -6.75 |
| Martin ratioReturn relative to average drawdown | 7.76 | 28.50 | -20.74 |
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Drawdowns
ECDC.DE vs. ROX.DE - Drawdown Comparison
The maximum ECDC.DE drawdown since its inception was -35.49%, which is greater than ROX.DE's maximum drawdown of -29.00%. Use the drawdown chart below to compare losses from any high point for ECDC.DE and ROX.DE.
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Drawdown Indicators
| ECDC.DE | ROX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.49% | -29.00% | -6.49% |
Max Drawdown (1Y)Largest decline over 1 year | -7.52% | -7.91% | +0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -11.02% | -17.52% | +6.50% |
Max Drawdown (5Y)Largest decline over 5 years | -28.39% | -19.51% | -8.88% |
Current DrawdownCurrent decline from peak | 0.00% | -0.61% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -13.89% | -5.26% | -8.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.55% | -0.20% |
Volatility
ECDC.DE vs. ROX.DE - Volatility Comparison
The current volatility for Expat Croatia Crobex UCITS ETF (ECDC.DE) is 2.36%, while Expat Romania BET UCITS ETF (ROX.DE) has a volatility of 5.33%. This indicates that ECDC.DE experiences smaller price fluctuations and is considered to be less risky than ROX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ECDC.DE | ROX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 5.33% | -2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 11.03% | 13.80% | -2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.18% | 19.34% | -6.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.69% | 19.81% | -7.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.56% | 21.02% | -7.46% |
ECDC.DE vs. ROX.DE - Expense Ratio Comparison
Both ECDC.DE and ROX.DE have an expense ratio of 1.38%.
Dividends
ECDC.DE vs. ROX.DE - Dividend Comparison
Neither ECDC.DE nor ROX.DE has paid dividends to shareholders.
Frequently Asked Questions
ECDC.DE and ROX.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 1.38% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ECDC.DE and ROX.DE have the same expense ratio: 1.38% per year.
ECDC.DE tracks CROBEX Index, while ROX.DE tracks BET Index.
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