PLX.DE vs. PRAE.DE
PLX.DE (Expat Poland WIG20 UCITS ETF) and PRAE.DE (Amundi Prime Europe UCITS ETF) are both Europe Equities funds - PLX.DE tracks the WIG20 Index while PRAE.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap. Both are passively managed. Over the past 5 years, PLX.DE returned 7.28%/yr vs 10.56%/yr for PRAE.DE. At a 0.48 correlation, their price movements are largely independent. PLX.DE charges 1.38%/yr vs 0.05%/yr for PRAE.DE.
Performance
PLX.DE vs. PRAE.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 PRAE.DE's 11.19% 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*
- —
PRAE.DE
- 1D
- 0.22%
- 1M
- 1.64%
- 6M
- 7.62%
- YTD
- 11.19%
- 1Y
- 22.11%
- 3Y*
- 15.09%
- 5Y*
- 10.56%
- 10Y*
- —
PLX.DE vs. PRAE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PLX.DE Expat Poland WIG20 UCITS ETF | 17.82% | 38.63% | -4.03% | 46.50% | -38.88% | 9.75% | -18.45% |
PRAE.DE Amundi Prime Europe UCITS ETF | 11.19% | 20.48% | 8.47% | 15.73% | -9.23% | 25.26% | -4.30% |
Correlation
The correlation between PLX.DE and PRAE.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2020 | 0.48 |
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Return for Risk
PLX.DE vs. PRAE.DE — Risk / Return Rank
PLX.DE
PRAE.DE
PLX.DE vs. PRAE.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 Prime Europe UCITS ETF (PRAE.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 | PRAE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.31 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.31 | +0.23 |
| Martin ratioReturn relative to average drawdown | 7.44 | 9.05 | -1.62 |
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Drawdowns
PLX.DE vs. PRAE.DE - Drawdown Comparison
The maximum PLX.DE drawdown since its inception was -60.63%, which is greater than PRAE.DE's maximum drawdown of -37.01%. Use the drawdown chart below to compare losses from any high point for PLX.DE and PRAE.DE.
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Drawdown Indicators
| PLX.DE | PRAE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.63% | -37.01% | -23.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.07% | -9.52% | -1.55% |
Max Drawdown (3Y)Largest decline over 3 years | -18.01% | -16.93% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -55.50% | -19.59% | -35.91% |
Current DrawdownCurrent decline from peak | -0.19% | -1.59% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -22.59% | -5.23% | -17.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.79% | 2.44% | +1.35% |
Volatility
PLX.DE vs. PRAE.DE - Volatility Comparison
Expat Poland WIG20 UCITS ETF (PLX.DE) has a higher volatility of 5.22% compared to Amundi Prime Europe UCITS ETF (PRAE.DE) at 3.49%. This indicates that PLX.DE's price experiences larger fluctuations and is considered to be riskier than PRAE.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 | PRAE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 3.49% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 19.40% | 11.16% | +8.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.60% | 13.19% | +11.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.88% | 14.42% | +13.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.16% | 17.78% | +8.38% |
PLX.DE vs. PRAE.DE - Expense Ratio Comparison
PLX.DE has a 1.38% expense ratio, which is higher than PRAE.DE's 0.05% expense ratio.
Dividends
PLX.DE vs. PRAE.DE - Dividend Comparison
Neither PLX.DE nor PRAE.DE has paid dividends to shareholders.
Frequently Asked Questions
PLX.DE and PRAE.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PRAE.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAE.DE is cheaper with a 0.05% expense ratio, compared with 1.38% for PLX.DE.
PLX.DE tracks WIG20 Index, while PRAE.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. They also come from different issuers: Expat and Amundi. Their fees differ too: 1.38% for PLX.DE and 0.05% for PRAE.DE.
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