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ROX.DE vs. HUBE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROX.DE vs. HUBE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Expat Romania BET UCITS ETF (ROX.DE) and Expat Hungary BUX UCITS ETF (HUBE.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, ROX.DE achieves a 36.66% return, which is significantly higher than HUBE.DE's 22.87% return.


ROX.DE

1D
-0.61%
1M
13.62%
6M
23.70%
YTD
36.66%
1Y
72.86%
3Y*
35.39%
5Y*
22.95%
10Y*

HUBE.DE

1D
0.32%
1M
-0.31%
6M
17.41%
YTD
22.87%
1Y
41.52%
3Y*
33.32%
5Y*
12.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROX.DE vs. HUBE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ROX.DE
Expat Romania BET UCITS ETF
36.66%43.69%13.19%22.15%-3.87%34.78%-1.71%34.41%-14.66%
HUBE.DE
Expat Hungary BUX UCITS ETF
22.87%44.76%15.05%36.12%-34.67%8.16%-11.99%6.84%-9.90%

Correlation

The correlation between ROX.DE and HUBE.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

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2018

0.17

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Expat Romania BET UCITS ETF

Expat Hungary BUX UCITS ETF

Return for Risk

ROX.DE vs. HUBE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ROX.DE
ROX.DE Risk / Return Rank: 9696
Overall Rank
ROX.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ROX.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
ROX.DE Omega Ratio Rank: 9595
Omega Ratio Rank
ROX.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
ROX.DE Martin Ratio Rank: 9696
Martin Ratio Rank

HUBE.DE
HUBE.DE Risk / Return Rank: 7979
Overall Rank
HUBE.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HUBE.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
HUBE.DE Omega Ratio Rank: 7878
Omega Ratio Rank
HUBE.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
HUBE.DE Martin Ratio Rank: 7373
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.

ROX.DE vs. HUBE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Expat Romania BET UCITS ETF (ROX.DE) and Expat Hungary BUX UCITS ETF (HUBE.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.


ROX.DEHUBE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.71

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.62

1.37

+0.25

Calmar ratioReturn relative to maximum drawdown

9.16

3.62

+5.54

Martin ratioReturn relative to average drawdown

28.50

10.80

+17.70

ROX.DE vs. HUBE.DE - Sharpe Ratio Comparison

The current ROX.DE Sharpe Ratio is 3.75, which is higher than the HUBE.DE Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of ROX.DE and HUBE.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

ROX.DE vs. HUBE.DE - Drawdown Comparison

The maximum ROX.DE drawdown since its inception was -29.00%, smaller than the maximum HUBE.DE drawdown of -51.39%. Use the drawdown chart below to compare losses from any high point for ROX.DE and HUBE.DE.


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Drawdown Indicators


ROX.DEHUBE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.00%

-51.39%

+22.39%

Max Drawdown (1Y)

Largest decline over 1 year

-7.91%

-11.41%

+3.50%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-21.36%

+3.84%

Max Drawdown (5Y)

Largest decline over 5 years

-19.51%

-51.39%

+31.88%

Current Drawdown

Current decline from peak

-0.61%

-1.55%

+0.94%

Average Drawdown

Average peak-to-trough decline

-5.26%

-16.81%

+11.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

3.83%

-1.28%

Volatility

ROX.DE vs. HUBE.DE - Volatility Comparison

Expat Romania BET UCITS ETF (ROX.DE) has a higher volatility of 5.33% compared to Expat Hungary BUX UCITS ETF (HUBE.DE) at 4.84%. This indicates that ROX.DE's price experiences larger fluctuations and is considered to be riskier than HUBE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ROX.DEHUBE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

4.84%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

13.80%

16.50%

-2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

19.34%

20.27%

-0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.81%

24.65%

-4.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.02%

21.99%

-0.97%

ROX.DE vs. HUBE.DE - Expense Ratio Comparison

Both ROX.DE and HUBE.DE have an expense ratio of 1.38%.


Dividends

ROX.DE vs. HUBE.DE - Dividend Comparison

Neither ROX.DE nor HUBE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ROX.DE and HUBE.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.

ROX.DE and HUBE.DE have the same expense ratio: 1.38% per year.

ROX.DE tracks BET Index, while HUBE.DE tracks BUX Index.

Portfolio Optimizer

Find the right allocation for ROX.DE and HUBE.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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