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

PLX.DE vs. EXXX.DE

Last updated Jul 16, 2026
Documentation

PLX.DE (Expat Poland WIG20 UCITS ETF) and EXXX.DE (iShares ATX UCITS ETF (DE)) are both Europe Equities funds - PLX.DE tracks the WIG20 Index while EXXX.DE tracks the ATX Index. Both are passively managed. Over the past 5 years, PLX.DE returned 7.28%/yr vs 17.90%/yr for EXXX.DE. At a 0.43 correlation, their price movements are largely independent. PLX.DE charges 1.38%/yr vs 0.32%/yr for EXXX.DE.

Performance

PLX.DE vs. EXXX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Expat Poland WIG20 UCITS ETF (PLX.DE) and iShares ATX UCITS ETF (DE) (EXXX.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 lower than EXXX.DE's 24.87% 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*
—

EXXX.DE

1D
-0.33%
1M
1.29%
6M
22.20%
YTD
24.87%
1Y
48.74%
3Y*
31.23%
5Y*
17.90%
10Y*
14.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLX.DE vs. EXXX.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%
EXXX.DE
iShares ATX UCITS ETF (DE)		24.87%51.31%10.39%13.71%-16.43%42.16%-11.27%19.95%-19.25%

Correlation

The correlation between PLX.DE and EXXX.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.48

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

0.44

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

0.45

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

0.43

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Expat Poland WIG20 UCITS ETF

iShares ATX UCITS ETF (DE)

Often compared with EXXX.DE:
EXXX.DE vs. EXSD.DEEXXX.DE vs. XB4A.DEEXXX.DE vs. CBUD.DEEXXX.DE vs. CEBP.DEEXXX.DE vs. XSXE.DEEXXX.DE vs. CG1G.DEEXXX.DE vs. DX2X.DE

Return for Risk

PLX.DE vs. EXXX.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
EXXX.DE
EXXX.DE Risk / Return Rank: 9191
Overall Rank
EXXX.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EXXX.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
EXXX.DE Omega Ratio Rank: 9090
Omega Ratio Rank
EXXX.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
EXXX.DE Martin Ratio Rank: 8888
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. EXXX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Expat Poland WIG20 UCITS ETF (PLX.DE) and iShares ATX UCITS ETF (DE) (EXXX.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.DEEXXX.DEDifference
Sharpe ratioReturn per unit of total volatility
1.14
2.78

-1.64

Sortino ratioReturn per unit of downside risk
1.68
3.90

-2.22

Omega ratioGain probability vs. loss probability

1.23

1.47

-0.24

Calmar ratioReturn relative to maximum drawdown

2.54

4.53

-1.99

Martin ratioReturn relative to average drawdown

7.44

15.24

-7.81

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

The current PLX.DE Sharpe Ratio is 1.14, which is lower than the EXXX.DE Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of PLX.DE and EXXX.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. EXXX.DE - Drawdown Comparison

The maximum PLX.DE drawdown since its inception was -60.63%, smaller than the maximum EXXX.DE drawdown of -71.43%. Use the drawdown chart below to compare losses from any high point for PLX.DE and EXXX.DE.

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Drawdown Indicators

PLX.DEEXXX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.63%

-71.43%

+10.80%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-10.71%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-18.01%

-16.11%

-1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-55.50%

-32.69%

-22.81%

Max Drawdown (10Y)

Largest decline over 10 years

—

-52.90%

—

Current Drawdown

Current decline from peak

-0.19%

-1.64%

+1.45%

Average Drawdown

Average peak-to-trough decline

-22.59%

-28.46%

+5.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

3.19%

+0.60%

Volatility

PLX.DE vs. EXXX.DE - Volatility Comparison

Expat Poland WIG20 UCITS ETF (PLX.DE) and iShares ATX UCITS ETF (DE) (EXXX.DE) have volatilities of 5.22% and 5.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PLX.DEEXXX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

5.00%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

19.40%

14.65%

+4.75%

Volatility (1Y)

Calculated over the trailing 1-year period

24.60%

17.46%

+7.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.88%

19.14%

+8.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.16%

19.93%

+6.23%

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

PLX.DE has a 1.38% expense ratio, which is higher than EXXX.DE's 0.32% expense ratio.

Dividends

PLX.DE vs. EXXX.DE - Dividend Comparison

PLX.DE has not paid dividends to shareholders, while EXXX.DE's dividend yield for the trailing twelve months is around 2.95%.

PositionTTM20252024202320222021202020192018201720162015
EXXX.DE
iShares ATX UCITS ETF (DE)		2.95%2.53%4.30%3.53%3.61%1.04%1.18%1.73%0.48%0.65%1.08%1.65%
PLX.DE
Expat Poland WIG20 UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

PLX.DE and EXXX.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXXX.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXXX.DE is cheaper with a 0.32% expense ratio, compared with 1.38% for PLX.DE.

PLX.DE tracks WIG20 Index, while EXXX.DE tracks ATX Index. They also come from different issuers: Expat and iShares. Their fees differ too: 1.38% for PLX.DE and 0.32% for EXXX.DE.

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