PLX.DE vs. ROX.DE
PLX.DE (Expat Poland WIG20 UCITS ETF) and ROX.DE (Expat Romania BET UCITS ETF) are both Europe Equities funds from Expat - PLX.DE tracks the WIG20 Index while ROX.DE tracks the BET Index. Both are passively managed. Over the past 5 years, PLX.DE returned 7.28%/yr vs 22.95%/yr for ROX.DE. At a 0.18 correlation, their price movements are largely independent. Both charge a 1.38% expense ratio.
Performance
PLX.DE vs. ROX.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 lower than ROX.DE's 36.66% 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*
- —
ROX.DE
- 1D
- -0.61%
- 1M
- 13.62%
- 6M
- 23.70%
- YTD
- 36.66%
- 1Y
- 72.86%
- 3Y*
- 35.39%
- 5Y*
- 22.95%
- 10Y*
- —
PLX.DE vs. ROX.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% |
ROX.DE Expat Romania BET UCITS ETF | 36.66% | 43.69% | 13.19% | 22.15% | -3.87% | 34.78% | -1.71% | 34.41% | -15.49% |
Correlation
The correlation between PLX.DE and ROX.DE is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2018 | 0.18 |
The correlation between PLX.DE and ROX.DE shifts across timeframes, from 0.06 (3 years) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PLX.DE vs. ROX.DE — Risk / Return Rank
PLX.DE
ROX.DE
PLX.DE vs. ROX.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 Romania BET UCITS ETF (ROX.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 | ROX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.61 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.62 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 9.16 | -6.63 |
| Martin ratioReturn relative to average drawdown | 7.44 | 28.50 | -21.07 |
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Drawdowns
PLX.DE vs. ROX.DE - Drawdown Comparison
The maximum PLX.DE drawdown since its inception was -60.63%, which is greater than ROX.DE's maximum drawdown of -29.00%. Use the drawdown chart below to compare losses from any high point for PLX.DE and ROX.DE.
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Drawdown Indicators
| PLX.DE | ROX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.63% | -29.00% | -31.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.07% | -7.91% | -3.16% |
Max Drawdown (3Y)Largest decline over 3 years | -18.01% | -17.52% | -0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -55.50% | -19.51% | -35.99% |
Current DrawdownCurrent decline from peak | -0.19% | -0.61% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -22.59% | -5.26% | -17.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.79% | 2.55% | +1.24% |
Volatility
PLX.DE vs. ROX.DE - Volatility Comparison
Expat Poland WIG20 UCITS ETF (PLX.DE) and Expat Romania BET UCITS ETF (ROX.DE) have volatilities of 5.22% and 5.33%, 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.DE | ROX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 5.33% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 19.40% | 13.80% | +5.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.60% | 19.34% | +5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.88% | 19.81% | +8.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.16% | 21.02% | +5.14% |
PLX.DE vs. ROX.DE - Expense Ratio Comparison
Both PLX.DE and ROX.DE have an expense ratio of 1.38%.
Dividends
PLX.DE vs. ROX.DE - Dividend Comparison
Neither PLX.DE nor ROX.DE has paid dividends to shareholders.
Frequently Asked Questions
PLX.DE and ROX.DE have a correlation of 0.08, 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 ROX.DE have the same expense ratio: 1.38% per year.
PLX.DE tracks WIG20 Index, while ROX.DE tracks BET Index.
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