PLX.DE vs. XB4A.DE
PLX.DE (Expat Poland WIG20 UCITS ETF) and XB4A.DE (Xtrackers ATX UCITS ETF (Acc)) are both Europe Equities funds - PLX.DE tracks the WIG20 Index while XB4A.DE tracks the ATX Index. Both are passively managed. Over the past 5 years, PLX.DE returned 7.28%/yr vs 18.18%/yr for XB4A.DE. At a 0.43 correlation, their price movements are largely independent. PLX.DE charges 1.38%/yr vs 0.25%/yr for XB4A.DE.
Performance
PLX.DE vs. XB4A.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 XB4A.DE's 24.81% 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*
- —
XB4A.DE
- 1D
- -0.62%
- 1M
- 1.14%
- 6M
- 22.10%
- YTD
- 24.81%
- 1Y
- 48.60%
- 3Y*
- 31.52%
- 5Y*
- 18.18%
- 10Y*
- 14.71%
PLX.DE vs. XB4A.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% |
XB4A.DE Xtrackers ATX UCITS ETF (Acc) | 24.81% | 51.29% | 11.01% | 14.27% | -16.45% | 42.39% | -10.86% | 19.79% | -18.32% |
Correlation
The correlation between PLX.DE and XB4A.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2018 | 0.43 |
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Return for Risk
PLX.DE vs. XB4A.DE — Risk / Return Rank
PLX.DE
XB4A.DE
PLX.DE vs. XB4A.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Expat Poland WIG20 UCITS ETF (PLX.DE) and Xtrackers ATX UCITS ETF (Acc) (XB4A.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 | XB4A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.60 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.46 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 4.44 | -1.90 |
| Martin ratioReturn relative to average drawdown | 7.44 | 15.07 | -7.63 |
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Drawdowns
PLX.DE vs. XB4A.DE - Drawdown Comparison
The maximum PLX.DE drawdown since its inception was -60.63%, which is greater than XB4A.DE's maximum drawdown of -53.54%. Use the drawdown chart below to compare losses from any high point for PLX.DE and XB4A.DE.
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Drawdown Indicators
| PLX.DE | XB4A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.63% | -53.54% | -7.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.07% | -10.88% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -18.01% | -16.26% | -1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -55.50% | -32.50% | -23.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.54% | — |
Current DrawdownCurrent decline from peak | -0.19% | -1.85% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -22.59% | -9.88% | -12.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.79% | 3.22% | +0.57% |
Volatility
PLX.DE vs. XB4A.DE - Volatility Comparison
Expat Poland WIG20 UCITS ETF (PLX.DE) and Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) have volatilities of 5.22% and 5.22%, 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 | XB4A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 5.22% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 19.40% | 14.88% | +4.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.60% | 17.61% | +6.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.88% | 19.15% | +8.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.16% | 20.15% | +6.01% |
PLX.DE vs. XB4A.DE - Expense Ratio Comparison
PLX.DE has a 1.38% expense ratio, which is higher than XB4A.DE's 0.25% expense ratio.
Dividends
PLX.DE vs. XB4A.DE - Dividend Comparison
Neither PLX.DE nor XB4A.DE has paid dividends to shareholders.
Frequently Asked Questions
PLX.DE and XB4A.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XB4A.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XB4A.DE is cheaper with a 0.25% expense ratio, compared with 1.38% for PLX.DE.
PLX.DE tracks WIG20 Index, while XB4A.DE tracks ATX Index. They also come from different issuers: Expat and Xtrackers. Their fees differ too: 1.38% for PLX.DE and 0.25% for XB4A.DE.
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