PLX.DE vs. CZX.DE
PLX.DE (Expat Poland WIG20 UCITS ETF) and CZX.DE (Expat Czech PX UCITS ETF) are both Europe Equities funds from Expat - PLX.DE tracks the WIG20 Index while CZX.DE tracks the PX Index. Both are passively managed. Over the past 5 years, PLX.DE returned 7.28%/yr vs 17.96%/yr for CZX.DE. At a 0.33 correlation, their price movements are largely independent. Both charge a 1.38% expense ratio.
Performance
PLX.DE vs. CZX.DE - Performance Comparison
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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 CZX.DE's -0.76% 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*
- —
CZX.DE
- 1D
- 0.09%
- 1M
- 0.94%
- 6M
- -2.81%
- YTD
- -0.76%
- 1Y
- 25.11%
- 3Y*
- 26.57%
- 5Y*
- 17.96%
- 10Y*
- —
PLX.DE vs. CZX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Correlation
The correlation between PLX.DE and CZX.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2018 | 0.33 |
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Return for Risk
PLX.DE vs. CZX.DE — Risk / Return Rank
PLX.DE
CZX.DE
PLX.DE vs. CZX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Expat Poland WIG20 UCITS ETF (PLX.DE) and Expat Czech PX UCITS ETF (CZX.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.DE | CZX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.27 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.04 | +0.50 |
| Martin ratioReturn relative to average drawdown | 7.44 | 5.25 | +2.19 |
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Drawdowns
PLX.DE vs. CZX.DE - Drawdown Comparison
The maximum PLX.DE drawdown since its inception was -60.63%, which is greater than CZX.DE's maximum drawdown of -41.92%. Use the drawdown chart below to compare losses from any high point for PLX.DE and CZX.DE.
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Drawdown Indicators
| PLX.DE | CZX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.63% | -41.92% | -18.71% |
Max Drawdown (1Y)Largest decline over 1 year | -11.07% | -12.60% | +1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -18.01% | -12.60% | -5.41% |
Max Drawdown (5Y)Largest decline over 5 years | -55.50% | -25.87% | -29.63% |
Current DrawdownCurrent decline from peak | -0.19% | -4.39% | +4.20% |
Average DrawdownAverage peak-to-trough decline | -22.59% | -8.94% | -13.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.79% | 4.90% | -1.11% |
Volatility
PLX.DE vs. CZX.DE - Volatility Comparison
Expat Poland WIG20 UCITS ETF (PLX.DE) has a higher volatility of 5.22% compared to Expat Czech PX UCITS ETF (CZX.DE) at 4.33%. This indicates that PLX.DE's price experiences larger fluctuations and is considered to be riskier than CZX.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.DE | CZX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 4.33% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 19.40% | 14.19% | +5.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.60% | 17.56% | +7.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.88% | 17.14% | +10.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.16% | 18.39% | +7.77% |
PLX.DE vs. CZX.DE - Expense Ratio Comparison
Both PLX.DE and CZX.DE have an expense ratio of 1.38%.
Dividends
PLX.DE vs. CZX.DE - Dividend Comparison
Neither PLX.DE nor CZX.DE has paid dividends to shareholders.
Frequently Asked Questions
PLX.DE and CZX.DE have a correlation of 0.31, 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.
PLX.DE and CZX.DE have the same expense ratio: 1.38% per year.
PLX.DE tracks WIG20 Index, while CZX.DE tracks PX Index.
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