CMB1.L vs. DRS
CMB1.L (iShares FTSE MIB UCITS ETF (Acc)) is Europe Equities fund tracking the FTSE Italia AllShare TR EUR, while DRS (Leonardo DRS Inc. Common Stock) is a stock. Over the past 3 years, CMB1.L returned 29.27%/yr vs 38.77%/yr for DRS. At a 0.14 correlation, their price movements are largely independent.
Performance
CMB1.L vs. DRS - Performance Comparison
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Different Trading Currencies
CMB1.L is traded in GBp, while DRS is traded in USD. To make them comparable, the DRS 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 17.38% return, which is significantly lower than DRS's 38.09% return.
CMB1.L
- 1D
- 0.88%
- 1M
- 6.08%
- YTD
- 17.38%
- 6M
- 18.38%
- 1Y
- 39.41%
- 3Y*
- 29.27%
- 5Y*
- 20.47%
- 10Y*
- 16.95%
DRS
- 1D
- -3.88%
- 1M
- 11.95%
- YTD
- 38.09%
- 6M
- 38.77%
- 1Y
- 3.42%
- 3Y*
- 38.77%
- 5Y*
- —
- 10Y*
- —
CMB1.L vs. DRS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CMB1.L iShares FTSE MIB UCITS ETF (Acc) | 17.38% | 43.83% | 13.25% | 30.68% | 0.24% |
DRS Leonardo DRS Inc. Common Stock | 38.09% | -1.03% | 64.04% | 48.97% | 9.33% |
Correlation
The correlation between CMB1.L and DRS is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2022 | 0.14 |
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Return for Risk
CMB1.L vs. DRS — Risk / Return Rank
CMB1.L
DRS
CMB1.L vs. DRS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares FTSE MIB UCITS ETF (Acc) (CMB1.L) and Leonardo DRS Inc. Common Stock (DRS). 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.
| CMB1.L | DRS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.51 | ||
| Sortino ratioReturn per unit of downside risk | +3.06 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.05 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 0.11 | +3.70 |
| Martin ratioReturn relative to average drawdown | 13.91 | 0.21 | +13.69 |
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Drawdowns
CMB1.L vs. DRS - Drawdown Comparison
The maximum CMB1.L drawdown since its inception was -56.05%, which is greater than DRS's maximum drawdown of -32.27%. Use the drawdown chart below to compare losses from any high point for CMB1.L and DRS.
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Drawdown Indicators
| CMB1.L | DRS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.05% | -32.27% | -23.78% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -32.27% | +21.95% |
Max Drawdown (3Y)Largest decline over 3 years | -15.62% | -32.27% | +16.65% |
Max Drawdown (5Y)Largest decline over 5 years | -24.19% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.61% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -6.04% | +6.04% |
Average DrawdownAverage peak-to-trough decline | -15.23% | -7.53% | -7.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 16.02% | -13.20% |
Volatility
CMB1.L vs. DRS - Volatility Comparison
The current volatility for iShares FTSE MIB UCITS ETF (Acc) (CMB1.L) is 3.86%, while Leonardo DRS Inc. Common Stock (DRS) has a volatility of 13.50%. This indicates that CMB1.L experiences smaller price fluctuations and is considered to be less risky than DRS 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 | DRS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 13.50% | -9.64% |
Volatility (6M)Calculated over the trailing 6-month period | 12.31% | 31.35% | -19.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.16% | 40.25% | -25.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.02% | 38.77% | -20.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.25% | 38.77% | -18.52% |
Dividends
CMB1.L vs. DRS - Dividend Comparison
CMB1.L has not paid dividends to shareholders, while DRS's dividend yield for the trailing twelve months is around 0.77%.
| Position | TTM | 2025 |
|---|---|---|
CMB1.L iShares FTSE MIB UCITS ETF (Acc) | 0.00% | 0.00% |
DRS Leonardo DRS Inc. Common Stock | 0.77% | 1.06% |
Frequently Asked Questions
CMB1.L and DRS have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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