PLX.DE vs. SC0D.DE
PLX.DE (Expat Poland WIG20 UCITS ETF) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - PLX.DE tracks the WIG20 Index while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 5 years, PLX.DE returned 6.90%/yr vs 12.12%/yr for SC0D.DE. At a 0.44 correlation, their price movements are largely independent. PLX.DE charges 1.38%/yr vs 0.05%/yr for SC0D.DE.
Performance
PLX.DE vs. SC0D.DE - Performance Comparison
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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%
PLX.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
PLX.DE
SC0D.DE
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.DE | SC0D.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.92% | -2.85% | +0.93% |
Average DrawdownAverage peak-to-trough decline | -22.58% | -7.06% | -15.52% |
Ulcer IndexDepth 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.DE | SC0D.DE | Difference | |
|---|---|---|---|
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.
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.
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