PLX.DE vs. S6X0.DE

Last updated Jul 16, 2026

PLX.DE (Expat Poland WIG20 UCITS ETF) and S6X0.DE (Invesco EURO STOXX 50 UCITS ETF Dist) are both Europe Equities funds - PLX.DE tracks the WIG20 Index while S6X0.DE tracks the EURO STOXX 50. Both are passively managed. Over the past 5 years, PLX.DE returned 7.28%/yr vs 12.25%/yr for S6X0.DE. At a 0.44 correlation, their price movements are largely independent. PLX.DE charges 1.38%/yr vs 0.05%/yr for S6X0.DE.

Performance

PLX.DE vs. S6X0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Expat Poland WIG20 UCITS ETF (PLX.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PLX.DE achieves a 17.82% return, which is significantly higher than S6X0.DE's 10.31% 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*: —

S6X0.DE

• 1D: -0.20%
• 1M: 0.63%
• 6M: 6.46%
• YTD: 10.31%
• 1Y: 19.96%
• 3Y*: 15.54%
• 5Y*: 12.25%
• 10Y*: 10.81%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PLX.DE vs. S6X0.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%
S6X0.DE Invesco EURO STOXX 50 UCITS ETF Dist	10.31%	22.02%	10.94%	22.43%	-9.00%	23.10%	-2.98%	29.97%	-10.43%

Correlation

The correlation between PLX.DE and S6X0.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	0.48
Correlation (All Time) Calculated using the full available price history since Mar 19, 2018	0.44

Return for Risk

PLX.DE vs. S6X0.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: 46
PLX.DE Sharpe Ratio Rank: 38
PLX.DE Sortino Ratio Rank: 37
PLX.DE Omega Ratio Rank: 40
PLX.DE Calmar Ratio Rank: 62
PLX.DE Martin Ratio Rank: 53

S6X0.DE

S6X0.DE Risk / Return Rank: 44
S6X0.DE Sharpe Ratio Rank: 42
S6X0.DE Sortino Ratio Rank: 44
S6X0.DE Omega Ratio Rank: 42
S6X0.DE Calmar Ratio Rank: 43
S6X0.DE Martin Ratio Rank: 47

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. S6X0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Expat Poland WIG20 UCITS ETF (PLX.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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	S6X0.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.14	1.24	-0.10
Sortino ratio: Return per unit of downside risk	1.68	1.89	-0.22
Omega ratio: Gain probability vs. loss probability	1.23	1.23	0.00
Calmar ratio: Return relative to maximum drawdown	2.54	1.83	+0.71
Martin ratio: Return relative to average drawdown	7.44	6.41	+1.03

PLX.DE vs. S6X0.DE - Sharpe Ratio Comparison

The current PLX.DE Sharpe Ratio is 1.14, which is comparable to the S6X0.DE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of PLX.DE and S6X0.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.

Drawdowns

PLX.DE vs. S6X0.DE - Drawdown Comparison

The maximum PLX.DE drawdown since its inception was -60.63%, which is greater than S6X0.DE's maximum drawdown of -38.54%. Use the drawdown chart below to compare losses from any high point for PLX.DE and S6X0.DE.

Drawdown Indicators

	PLX.DE	S6X0.DE	Difference
Max Drawdown Largest peak-to-trough decline	-60.63%	-38.54%	-22.09%
Max Drawdown (1Y) Largest decline over 1 year	-11.07%	-10.88%	-0.19%
Max Drawdown (3Y) Largest decline over 3 years	-18.01%	-16.56%	-1.45%
Max Drawdown (5Y) Largest decline over 5 years	-55.50%	-23.41%	-32.09%
Max Drawdown (10Y) Largest decline over 10 years	—	-38.54%	—
Current Drawdown Current decline from peak	-0.19%	-2.29%	+2.10%
Average Drawdown Average peak-to-trough decline	-22.59%	-7.67%	-14.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.79%	3.11%	+0.68%

Volatility

PLX.DE vs. S6X0.DE - Volatility Comparison

Expat Poland WIG20 UCITS ETF (PLX.DE) has a higher volatility of 5.22% compared to Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) at 4.01%. This indicates that PLX.DE's price experiences larger fluctuations and is considered to be riskier than S6X0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PLX.DE	S6X0.DE	Difference
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%	13.37%	+6.03%
Volatility (1Y) Calculated over the trailing 1-year period	24.60%	16.02%	+8.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.88%	17.52%	+10.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.16%	17.93%	+8.23%

PLX.DE vs. S6X0.DE - Expense Ratio Comparison

PLX.DE has a 1.38% expense ratio, which is higher than S6X0.DE's 0.05% expense ratio.

Dividends

PLX.DE vs. S6X0.DE - Dividend Comparison

PLX.DE has not paid dividends to shareholders, while S6X0.DE's dividend yield for the trailing twelve months is around 2.76%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
S6X0.DE Invesco EURO STOXX 50 UCITS ETF Dist	2.76%	2.99%	3.38%	3.17%	3.10%	2.47%	2.53%	3.49%	3.69%	2.99%	3.17%	3.05%

Frequently Asked Questions

Can I hold both PLX.DE and S6X0.DE in my portfolio?

PLX.DE and S6X0.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.

Which ETF is better, PLX.DE or S6X0.DE?

On fees, S6X0.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PLX.DE or S6X0.DE?

S6X0.DE is cheaper with a 0.05% expense ratio, compared with 1.38% for PLX.DE.

What is the main difference between PLX.DE and S6X0.DE?

PLX.DE tracks WIG20 Index, while S6X0.DE tracks EURO STOXX 50. They also come from different issuers: Expat and Invesco. Their fees differ too: 1.38% for PLX.DE and 0.05% for S6X0.DE.