SK9A.DE vs. PLX.DE
SK9A.DE (Expat Slovakia SAX UCITS ETF) and PLX.DE (Expat Poland WIG20 UCITS ETF) are both Europe Equities funds from Expat - SK9A.DE tracks the SAX Index while PLX.DE tracks the WIG20 Index. Both are passively managed. Over the past 5 years, SK9A.DE returned -11.34%/yr vs 7.28%/yr for PLX.DE. At a 0.04 correlation, their price movements are largely independent. Both charge a 1.38% expense ratio.
Performance
SK9A.DE vs. PLX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SK9A.DE achieves a -5.23% return, which is significantly lower than PLX.DE's 17.82% return.
SK9A.DE
- 1D
- 0.09%
- 1M
- 4.26%
- 6M
- -3.96%
- YTD
- -5.23%
- 1Y
- -8.43%
- 3Y*
- -8.81%
- 5Y*
- -11.34%
- 10Y*
- —
PLX.DE
- 1D
- -0.19%
- 1M
- 2.77%
- 6M
- 14.98%
- YTD
- 17.82%
- 1Y
- 28.98%
- 3Y*
- 21.26%
- 5Y*
- 7.28%
- 10Y*
- —
SK9A.DE vs. PLX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SK9A.DE Expat Slovakia SAX UCITS ETF | -5.23% | -7.70% | -11.57% | -2.72% | -26.07% | 0.64% | -6.13% | -2.42% | -10.23% |
PLX.DE Expat Poland WIG20 UCITS ETF | 17.82% | 38.63% | -4.03% | 46.50% | -38.88% | 9.75% | -18.07% | 0.96% | -10.43% |
Correlation
The correlation between SK9A.DE and PLX.DE is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2018 | 0.04 |
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Return for Risk
SK9A.DE vs. PLX.DE — Risk / Return Rank
SK9A.DE
PLX.DE
SK9A.DE vs. PLX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Expat Slovakia SAX UCITS ETF (SK9A.DE) and Expat Poland WIG20 UCITS ETF (PLX.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.
| SK9A.DE | PLX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.81 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.23 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 2.54 | -3.09 |
| Martin ratioReturn relative to average drawdown | -1.04 | 7.44 | -8.48 |
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Drawdowns
SK9A.DE vs. PLX.DE - Drawdown Comparison
The maximum SK9A.DE drawdown since its inception was -73.30%, which is greater than PLX.DE's maximum drawdown of -60.63%. Use the drawdown chart below to compare losses from any high point for SK9A.DE and PLX.DE.
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Drawdown Indicators
| SK9A.DE | PLX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.30% | -60.63% | -12.67% |
Max Drawdown (1Y)Largest decline over 1 year | -15.32% | -11.07% | -4.25% |
Max Drawdown (3Y)Largest decline over 3 years | -31.08% | -18.01% | -13.07% |
Max Drawdown (5Y)Largest decline over 5 years | -49.50% | -55.50% | +6.00% |
Current DrawdownCurrent decline from peak | -71.32% | -0.19% | -71.13% |
Average DrawdownAverage peak-to-trough decline | -45.90% | -22.59% | -23.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.06% | 3.79% | +4.27% |
Volatility
SK9A.DE vs. PLX.DE - Volatility Comparison
Expat Slovakia SAX UCITS ETF (SK9A.DE) has a higher volatility of 5.90% compared to Expat Poland WIG20 UCITS ETF (PLX.DE) at 5.22%. This indicates that SK9A.DE's price experiences larger fluctuations and is considered to be riskier than PLX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SK9A.DE | PLX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 5.22% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 7.80% | 19.40% | -11.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.02% | 24.60% | -14.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.51% | 27.88% | -18.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.29% | 26.16% | +12.13% |
SK9A.DE vs. PLX.DE - Expense Ratio Comparison
Both SK9A.DE and PLX.DE have an expense ratio of 1.38%.
Dividends
SK9A.DE vs. PLX.DE - Dividend Comparison
Neither SK9A.DE nor PLX.DE has paid dividends to shareholders.
Frequently Asked Questions
SK9A.DE and PLX.DE have a correlation of -0.03, 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.
SK9A.DE and PLX.DE have the same expense ratio: 1.38% per year.
SK9A.DE tracks SAX Index, while PLX.DE tracks WIG20 Index.
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