PLX.DE vs. MIVA.DE
PLX.DE (Expat Poland WIG20 UCITS ETF) and MIVA.DE (Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C)) are both Europe Equities funds - PLX.DE tracks the WIG20 Index while MIVA.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 5 years, PLX.DE returned 7.28%/yr vs 6.82%/yr for MIVA.DE. At a 0.33 correlation, their price movements are largely independent. PLX.DE charges 1.38%/yr vs 0.23%/yr for MIVA.DE.
Performance
PLX.DE vs. MIVA.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 MIVA.DE's 7.98% 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*
- —
MIVA.DE
- 1D
- -0.16%
- 1M
- 1.46%
- 6M
- 6.19%
- YTD
- 7.98%
- 1Y
- 11.06%
- 3Y*
- 11.70%
- 5Y*
- 6.82%
- 10Y*
- 6.74%
PLX.DE vs. MIVA.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% |
MIVA.DE Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) | 7.98% | 12.05% | 11.43% | 10.68% | -13.34% | 21.25% | -4.14% | 24.17% | -1.80% |
Correlation
The correlation between PLX.DE and MIVA.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
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. MIVA.DE — Risk / Return Rank
PLX.DE
MIVA.DE
PLX.DE vs. MIVA.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 MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.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 | MIVA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 1.59 | +0.95 |
| Martin ratioReturn relative to average drawdown | 7.44 | 4.78 | +2.66 |
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Drawdowns
PLX.DE vs. MIVA.DE - Drawdown Comparison
The maximum PLX.DE drawdown since its inception was -60.63%, which is greater than MIVA.DE's maximum drawdown of -30.57%. Use the drawdown chart below to compare losses from any high point for PLX.DE and MIVA.DE.
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Drawdown Indicators
| PLX.DE | MIVA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.63% | -30.57% | -30.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.07% | -6.94% | -4.13% |
Max Drawdown (3Y)Largest decline over 3 years | -18.01% | -11.02% | -6.99% |
Max Drawdown (5Y)Largest decline over 5 years | -55.50% | -19.69% | -35.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.57% | — |
Current DrawdownCurrent decline from peak | -0.19% | -0.76% | +0.57% |
Average DrawdownAverage peak-to-trough decline | -22.59% | -4.85% | -17.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.79% | 2.31% | +1.48% |
Volatility
PLX.DE vs. MIVA.DE - Volatility Comparison
Expat Poland WIG20 UCITS ETF (PLX.DE) has a higher volatility of 5.22% compared to Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) (MIVA.DE) at 2.65%. This indicates that PLX.DE's price experiences larger fluctuations and is considered to be riskier than MIVA.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 | MIVA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 2.65% | +2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 19.40% | 7.52% | +11.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.60% | 8.96% | +15.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.88% | 10.95% | +16.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.16% | 12.02% | +14.14% |
PLX.DE vs. MIVA.DE - Expense Ratio Comparison
PLX.DE has a 1.38% expense ratio, which is higher than MIVA.DE's 0.23% expense ratio.
Dividends
PLX.DE vs. MIVA.DE - Dividend Comparison
Neither PLX.DE nor MIVA.DE has paid dividends to shareholders.
Frequently Asked Questions
PLX.DE and MIVA.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MIVA.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MIVA.DE is cheaper with a 0.23% expense ratio, compared with 1.38% for PLX.DE.
PLX.DE tracks WIG20 Index, while MIVA.DE tracks MSCI Europe Minimum Volatility. They also come from different issuers: Expat and Amundi. Their fees differ too: 1.38% for PLX.DE and 0.23% for MIVA.DE.
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