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PLX.DE vs. SC0D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLX.DE vs. SC0D.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 (SC0D.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 15.78% return, which is significantly higher than SC0D.DE's 9.71% return.


PLX.DE

1D
-1.92%
1M
-1.92%
6M
12.69%
YTD
15.78%
1Y
26.24%
3Y*
20.46%
5Y*
6.90%
10Y*

SC0D.DE

1D
-0.83%
1M
-1.04%
6M
5.51%
YTD
9.71%
1Y
18.75%
3Y*
15.56%
5Y*
12.12%
10Y*
10.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLX.DE vs. SC0D.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PLX.DE
Expat Poland WIG20 UCITS ETF
15.78%38.63%-4.03%46.50%-38.88%9.75%-18.07%0.96%-10.19%
SC0D.DE
Invesco EURO STOXX 50 UCITS ETF
9.71%22.01%10.91%22.46%-9.02%23.19%-3.03%30.01%-10.46%

Correlation

The correlation between PLX.DE and SC0D.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 Mar 19, 2018

0.44

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Return for Risk

PLX.DE vs. SC0D.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: 4747
Overall Rank
PLX.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PLX.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
PLX.DE Omega Ratio Rank: 4141
Omega Ratio Rank
PLX.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
PLX.DE Martin Ratio Rank: 5454
Martin Ratio Rank

SC0D.DE
SC0D.DE Risk / Return Rank: 4343
Overall Rank
SC0D.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SC0D.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
SC0D.DE Omega Ratio Rank: 4242
Omega Ratio Rank
SC0D.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
SC0D.DE Martin Ratio Rank: 4747
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. SC0D.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 (SC0D.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.DESC0D.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.21

1.22

-0.01

Calmar ratioReturn relative to maximum drawdown

2.36

1.71

+0.65

Martin ratioReturn relative to average drawdown

6.91

6.00

+0.90

PLX.DE vs. SC0D.DE - Sharpe Ratio Comparison

The current PLX.DE Sharpe Ratio is 1.06, which is comparable to the SC0D.DE Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of PLX.DE and SC0D.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. SC0D.DE - Drawdown Comparison

The maximum PLX.DE drawdown since its inception was -60.63%, which is greater than SC0D.DE's maximum drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for PLX.DE and SC0D.DE.


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Drawdown Indicators


PLX.DESC0D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.63%

-38.50%

-22.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-10.93%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-18.01%

-16.54%

-1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-55.50%

-23.38%

-32.12%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

Current Drawdown

Current decline from peak

-1.92%

-2.85%

+0.93%

Average Drawdown

Average peak-to-trough decline

-22.58%

-7.06%

-15.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

3.12%

+0.66%

Volatility

PLX.DE vs. SC0D.DE - Volatility Comparison

Expat Poland WIG20 UCITS ETF (PLX.DE) has a higher volatility of 5.21% compared to Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) at 4.14%. This indicates that PLX.DE's price experiences larger fluctuations and is considered to be riskier than SC0D.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.DESC0D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

4.14%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

19.44%

13.36%

+6.08%

Volatility (1Y)

Calculated over the trailing 1-year period

24.68%

16.12%

+8.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.88%

17.55%

+10.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.16%

17.90%

+8.26%

PLX.DE vs. SC0D.DE - Expense Ratio Comparison

PLX.DE has a 1.38% expense ratio, which is higher than SC0D.DE's 0.05% expense ratio.


Dividends

PLX.DE vs. SC0D.DE - Dividend Comparison

Neither PLX.DE nor SC0D.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PLX.DE and SC0D.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, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC0D.DE is cheaper with a 0.05% expense ratio, compared with 1.38% for PLX.DE.

PLX.DE tracks WIG20 Index, while SC0D.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 SC0D.DE.

Portfolio Optimizer

Find the right allocation for PLX.DE and SC0D.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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