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PLX.DE vs. 18M2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLX.DE vs. 18M2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Expat Poland WIG20 UCITS ETF (PLX.DE) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.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, PLX.DE achieves a 17.82% return, which is significantly higher than 18M2.DE's 11.73% return.


PLX.DE

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

18M2.DE

1D
-0.19%
1M
2.38%
6M
11.39%
YTD
11.73%
1Y
21.88%
3Y*
13.63%
5Y*
9.83%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLX.DE vs. 18M2.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PLX.DE
Expat Poland WIG20 UCITS ETF
17.82%38.63%-4.03%46.50%-38.88%9.75%-18.07%0.96%-10.19%
18M2.DE
Amundi ETF MSCI EMU High Dividend UCITS ETF EUR
11.73%21.49%3.36%16.14%-6.47%16.02%-6.39%24.91%-4.31%

Correlation

The correlation between PLX.DE and 18M2.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.42

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

0.42

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

0.40

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Return for Risk

PLX.DE vs. 18M2.DE — Risk / Return Rank

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

PLX.DE
PLX.DE Risk / Return Rank: 4646
Overall Rank
PLX.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PLX.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
PLX.DE Omega Ratio Rank: 4040
Omega Ratio Rank
PLX.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
PLX.DE Martin Ratio Rank: 5353
Martin Ratio Rank

18M2.DE
18M2.DE Risk / Return Rank: 7676
Overall Rank
18M2.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
18M2.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
18M2.DE Omega Ratio Rank: 8080
Omega Ratio Rank
18M2.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
18M2.DE Martin Ratio Rank: 6565
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.

PLX.DE vs. 18M2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Expat Poland WIG20 UCITS ETF (PLX.DE) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.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.


PLX.DE18M2.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.23

1.38

-0.15

Calmar ratioReturn relative to maximum drawdown

2.54

3.52

-0.98

Martin ratioReturn relative to average drawdown

7.44

9.44

-2.00

PLX.DE vs. 18M2.DE - Sharpe Ratio Comparison

The current PLX.DE Sharpe Ratio is 1.14, which is lower than the 18M2.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of PLX.DE and 18M2.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

PLX.DE vs. 18M2.DE - Drawdown Comparison

The maximum PLX.DE drawdown since its inception was -60.63%, which is greater than 18M2.DE's maximum drawdown of -37.06%. Use the drawdown chart below to compare losses from any high point for PLX.DE and 18M2.DE.


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Drawdown Indicators


PLX.DE18M2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.63%

-37.06%

-23.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-6.19%

-4.88%

Max Drawdown (3Y)

Largest decline over 3 years

-18.01%

-14.68%

-3.33%

Max Drawdown (5Y)

Largest decline over 5 years

-55.50%

-20.81%

-34.69%

Max Drawdown (10Y)

Largest decline over 10 years

-37.06%

Current Drawdown

Current decline from peak

-0.19%

-0.19%

0.00%

Average Drawdown

Average peak-to-trough decline

-22.59%

-6.39%

-16.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

2.31%

+1.48%

Volatility

PLX.DE vs. 18M2.DE - Volatility Comparison

Expat Poland WIG20 UCITS ETF (PLX.DE) has a higher volatility of 5.22% compared to Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) at 2.70%. This indicates that PLX.DE's price experiences larger fluctuations and is considered to be riskier than 18M2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLX.DE18M2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

2.70%

+2.52%

Volatility (6M)

Calculated over the trailing 6-month period

19.40%

8.58%

+10.82%

Volatility (1Y)

Calculated over the trailing 1-year period

24.60%

10.84%

+13.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.88%

13.39%

+14.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.16%

15.05%

+11.11%

PLX.DE vs. 18M2.DE - Expense Ratio Comparison

PLX.DE has a 1.38% expense ratio, which is higher than 18M2.DE's 0.30% expense ratio.


Dividends

PLX.DE vs. 18M2.DE - Dividend Comparison

Neither PLX.DE nor 18M2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PLX.DE and 18M2.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 18M2.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

18M2.DE is cheaper with a 0.30% expense ratio, compared with 1.38% for PLX.DE.

PLX.DE tracks WIG20 Index, while 18M2.DE tracks MSCI EMU High Dividend Yield. They also come from different issuers: Expat and Amundi. Their fees differ too: 1.38% for PLX.DE and 0.30% for 18M2.DE.

Portfolio Optimizer

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