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PLX.DE vs. ESNB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLX.DE vs. ESNB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Expat Poland WIG20 UCITS ETF (PLX.DE) and Expat Serbia BELEX15 UCITS ETF (ESNB.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 ESNB.DE's -7.20% 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*

ESNB.DE

1D
-0.13%
1M
-0.70%
6M
-5.93%
YTD
-7.20%
1Y
-5.98%
3Y*
-1.71%
5Y*
-1.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLX.DE vs. ESNB.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%-10.43%
ESNB.DE
Expat Serbia BELEX15 UCITS ETF
-7.20%0.82%0.78%2.90%-8.70%5.74%-3.42%5.43%-7.45%

Correlation

The correlation between PLX.DE and ESNB.DE is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

0.01

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

0.02

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2018

0.02

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Expat Poland WIG20 UCITS ETF

Expat Serbia BELEX15 UCITS ETF

Return for Risk

PLX.DE vs. ESNB.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

ESNB.DE
ESNB.DE Risk / Return Rank: 55
Overall Rank
ESNB.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ESNB.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
ESNB.DE Omega Ratio Rank: 44
Omega Ratio Rank
ESNB.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
ESNB.DE Martin Ratio Rank: 44
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. ESNB.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 Serbia BELEX15 UCITS ETF (ESNB.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.DEESNB.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.67

Sortino ratioReturn per unit of downside risk

+2.37

Omega ratioGain probability vs. loss probability

1.23

0.91

+0.31

Calmar ratioReturn relative to maximum drawdown

2.54

-0.49

+3.03

Martin ratioReturn relative to average drawdown

7.44

-1.05

+8.48

PLX.DE vs. ESNB.DE - Sharpe Ratio Comparison

The current PLX.DE Sharpe Ratio is 1.14, which is higher than the ESNB.DE Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of PLX.DE and ESNB.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. ESNB.DE - Drawdown Comparison

The maximum PLX.DE drawdown since its inception was -60.63%, which is greater than ESNB.DE's maximum drawdown of -22.77%. Use the drawdown chart below to compare losses from any high point for PLX.DE and ESNB.DE.


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Drawdown Indicators


PLX.DEESNB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.63%

-22.77%

-37.86%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-10.40%

-0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-18.01%

-12.60%

-5.41%

Max Drawdown (5Y)

Largest decline over 5 years

-55.50%

-15.85%

-39.65%

Current Drawdown

Current decline from peak

-0.19%

-13.87%

+13.68%

Average Drawdown

Average peak-to-trough decline

-22.59%

-8.44%

-14.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

4.88%

-1.09%

Volatility

PLX.DE vs. ESNB.DE - Volatility Comparison

Expat Poland WIG20 UCITS ETF (PLX.DE) has a higher volatility of 5.22% compared to Expat Serbia BELEX15 UCITS ETF (ESNB.DE) at 3.07%. This indicates that PLX.DE's price experiences larger fluctuations and is considered to be riskier than ESNB.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.DEESNB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

3.07%

+2.15%

Volatility (6M)

Calculated over the trailing 6-month period

19.40%

6.22%

+13.18%

Volatility (1Y)

Calculated over the trailing 1-year period

24.60%

9.76%

+14.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.88%

10.53%

+17.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.16%

12.11%

+14.05%

PLX.DE vs. ESNB.DE - Expense Ratio Comparison

Both PLX.DE and ESNB.DE have an expense ratio of 1.38%.


Dividends

PLX.DE vs. ESNB.DE - Dividend Comparison

Neither PLX.DE nor ESNB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PLX.DE and ESNB.DE have a correlation of 0.01, 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 ESNB.DE have the same expense ratio: 1.38% per year.

PLX.DE tracks WIG20 Index, while ESNB.DE tracks BELEX15 Index.

Portfolio Optimizer

Find the right allocation for PLX.DE and ESNB.DE

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

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