CMB1.L vs. BSX
CMB1.L (iShares FTSE MIB UCITS ETF (Acc)) is Europe Equities fund tracking the FTSE Italia AllShare TR EUR, while BSX (Boston Scientific Corporation) is a stock. Over the past 10 years, CMB1.L returned 16.09%/yr vs 8.75%/yr for BSX. At a 0.21 correlation, their price movements are largely independent.
Performance
CMB1.L vs. BSX - Performance Comparison
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Different Trading Currencies
CMB1.L is traded in GBp, while BSX is traded in USD. To make them comparable, the BSX values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, CMB1.L achieves a 13.66% return, which is significantly higher than BSX's -48.56% return. Over the past 10 years, CMB1.L has outperformed BSX with an annualized return of 16.09%, while BSX has yielded a comparatively lower 8.75% annualized return.
CMB1.L
- 1D
- 0.08%
- 1M
- 5.18%
- YTD
- 13.66%
- 6M
- 17.10%
- 1Y
- 34.20%
- 3Y*
- 29.03%
- 5Y*
- 19.92%
- 10Y*
- 16.09%
BSX
- 1D
- 2.43%
- 1M
- -11.94%
- YTD
- -48.56%
- 6M
- -50.36%
- 1Y
- -51.85%
- 3Y*
- -4.15%
- 5Y*
- 4.17%
- 10Y*
- 8.75%
CMB1.L vs. BSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMB1.L iShares FTSE MIB UCITS ETF (Acc) | 13.66% | 43.83% | 13.25% | 30.68% | -3.56% | 18.29% | 1.52% | 24.83% | -12.74% | 21.01% |
BSX Boston Scientific Corporation | -48.56% | -0.85% | 57.21% | 18.70% | 21.87% | 19.28% | -22.84% | 23.09% | 51.01% | 4.70% |
Correlation
The correlation between CMB1.L and BSX is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2010 | 0.21 |
The correlation between CMB1.L and BSX shifts across timeframes, from -0.00 (1 year) to 0.22 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
CMB1.L vs. BSX — Risk / Return Rank
CMB1.L
BSX
CMB1.L vs. BSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares FTSE MIB UCITS ETF (Acc) (CMB1.L) and Boston Scientific Corporation (BSX). 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.
| CMB1.L | BSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.75 | ||
| Sortino ratioReturn per unit of downside risk | +5.30 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 0.68 | +0.72 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | -0.93 | +4.23 |
| Martin ratioReturn relative to average drawdown | 12.03 | -2.08 | +14.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CMB1.L | BSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | -1.48 | +3.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.11 | 0.17 | +0.94 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.32 | +0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.27 | +0.20 |
Drawdowns
CMB1.L vs. BSX - Drawdown Comparison
The maximum CMB1.L drawdown since its inception was -47.37%, smaller than the maximum BSX drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for CMB1.L and BSX.
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Drawdown Indicators
| CMB1.L | BSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.37% | -59.47% | +12.10% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -56.10% | +45.78% |
Max Drawdown (3Y)Largest decline over 3 years | -15.62% | -58.76% | +43.14% |
Max Drawdown (5Y)Largest decline over 5 years | -24.19% | -58.76% | +34.57% |
Max Drawdown (10Y)Largest decline over 10 years | -36.61% | -58.76% | +22.15% |
Current DrawdownCurrent decline from peak | -0.63% | -57.60% | +56.97% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -17.30% | +8.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 24.92% | -22.08% |
Volatility
CMB1.L vs. BSX - Volatility Comparison
The current volatility for iShares FTSE MIB UCITS ETF (Acc) (CMB1.L) is 4.47%, while Boston Scientific Corporation (BSX) has a volatility of 16.46%. This indicates that CMB1.L experiences smaller price fluctuations and is considered to be less risky than BSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMB1.L | BSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 16.46% | -11.99% |
Volatility (6M)Calculated over the trailing 6-month period | 12.15% | 33.04% | -20.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.06% | 35.02% | -19.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.00% | 25.31% | -7.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.52% | 27.45% | -7.93% |
Dividends
CMB1.L vs. BSX - Dividend Comparison
Neither CMB1.L nor BSX has paid dividends to shareholders.
Frequently Asked Questions
CMB1.L and BSX have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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