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PLX.DE vs. H4ZZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLX.DE vs. H4ZZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Expat Poland WIG20 UCITS ETF (PLX.DE) and HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.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 H4ZZ.DE's 10.36% 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*

H4ZZ.DE

1D
-0.19%
1M
0.80%
6M
6.42%
YTD
10.36%
1Y
20.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLX.DE vs. H4ZZ.DE - Yearly Performance Comparison


2026 (YTD)20252024
PLX.DE
Expat Poland WIG20 UCITS ETF
17.82%38.63%-8.93%
H4ZZ.DE
HSBC Euro Stoxx 50 UCITS ETF EUR (Acc)
10.36%22.35%-2.42%

Correlation

The correlation between PLX.DE and H4ZZ.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2024

0.50

The correlation between PLX.DE and H4ZZ.DE has been stable across timeframes, ranging from 0.46 to 0.50 - a consistent structural relationship.

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Return for Risk

PLX.DE vs. H4ZZ.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

H4ZZ.DE
H4ZZ.DE Risk / Return Rank: 4343
Overall Rank
H4ZZ.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
H4ZZ.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
H4ZZ.DE Omega Ratio Rank: 4242
Omega Ratio Rank
H4ZZ.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
H4ZZ.DE Martin Ratio Rank: 4646
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. H4ZZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Expat Poland WIG20 UCITS ETF (PLX.DE) and HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.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.DEH4ZZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.23

1.23

0.00

Calmar ratioReturn relative to maximum drawdown

2.54

1.83

+0.71

Martin ratioReturn relative to average drawdown

7.44

6.40

+1.03

PLX.DE vs. H4ZZ.DE - Sharpe Ratio Comparison

The current PLX.DE Sharpe Ratio is 1.14, which is comparable to the H4ZZ.DE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of PLX.DE and H4ZZ.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. H4ZZ.DE - Drawdown Comparison

The maximum PLX.DE drawdown since its inception was -60.63%, which is greater than H4ZZ.DE's maximum drawdown of -16.46%. Use the drawdown chart below to compare losses from any high point for PLX.DE and H4ZZ.DE.


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Drawdown Indicators


PLX.DEH4ZZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.63%

-16.46%

-44.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-10.94%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-18.01%

Max Drawdown (5Y)

Largest decline over 5 years

-55.50%

Current Drawdown

Current decline from peak

-0.19%

-2.21%

+2.02%

Average Drawdown

Average peak-to-trough decline

-22.59%

-2.63%

-19.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

3.13%

+0.66%

Volatility

PLX.DE vs. H4ZZ.DE - Volatility Comparison

Expat Poland WIG20 UCITS ETF (PLX.DE) has a higher volatility of 5.22% compared to HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.DE) at 4.01%. This indicates that PLX.DE's price experiences larger fluctuations and is considered to be riskier than H4ZZ.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.DEH4ZZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

4.01%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

19.40%

13.41%

+5.99%

Volatility (1Y)

Calculated over the trailing 1-year period

24.60%

16.07%

+8.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.88%

16.76%

+11.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.16%

16.76%

+9.40%

PLX.DE vs. H4ZZ.DE - Expense Ratio Comparison

PLX.DE has a 1.38% expense ratio, which is higher than H4ZZ.DE's 0.05% expense ratio.


Dividends

PLX.DE vs. H4ZZ.DE - Dividend Comparison

Neither PLX.DE nor H4ZZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PLX.DE and H4ZZ.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, H4ZZ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4ZZ.DE is cheaper with a 0.05% expense ratio, compared with 1.38% for PLX.DE.

PLX.DE tracks WIG20 Index, while H4ZZ.DE tracks EURO STOXX 50. They also come from different issuers: Expat and HSBC. Their fees differ too: 1.38% for PLX.DE and 0.05% for H4ZZ.DE.

Portfolio Optimizer

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