CMB1.L vs. GOOG
CMB1.L (iShares FTSE MIB UCITS ETF (Acc)) is Europe Equities fund tracking the FTSE Italia AllShare TR EUR, while GOOG (Alphabet Inc) is a stock. Over the past 10 years, CMB1.L returned 16.95%/yr vs 27.63%/yr for GOOG. At a 0.26 correlation, their price movements are largely independent.
Performance
CMB1.L vs. GOOG - Performance Comparison
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Different Trading Currencies
CMB1.L is traded in GBp, while GOOG is traded in USD. To make them comparable, the GOOG values have been converted to GBp using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with CMB1.L having a 17.38% return and GOOG slightly higher at 17.66%. Over the past 10 years, CMB1.L has underperformed GOOG with an annualized return of 16.95%, while GOOG has yielded a comparatively higher 27.63% annualized 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%
GOOG
- 1D
- 2.43%
- 1M
- -7.24%
- YTD
- 17.66%
- 6M
- 18.51%
- 1Y
- 111.79%
- 3Y*
- 41.86%
- 5Y*
- 25.17%
- 10Y*
- 27.63%
CMB1.L vs. GOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMB1.L iShares FTSE MIB UCITS ETF (Acc) | 17.38% | 43.83% | 13.25% | 30.68% | -3.56% | 18.29% | 1.52% | 24.83% | -13.79% | 22.48% |
GOOG Alphabet Inc | 17.66% | 53.63% | 37.99% | 50.89% | -31.38% | 66.73% | 27.18% | 24.19% | 4.84% | 23.85% |
Correlation
The correlation between CMB1.L and GOOG is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2014 | 0.26 |
The correlation between CMB1.L and GOOG shifts across timeframes, from 0.10 (3 years) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CMB1.L vs. GOOG — Risk / Return Rank
CMB1.L
GOOG
CMB1.L vs. GOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares FTSE MIB UCITS ETF (Acc) (CMB1.L) and Alphabet Inc (GOOG). 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 | GOOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.65 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 6.20 | -2.39 |
| Martin ratioReturn relative to average drawdown | 13.91 | 20.82 | -6.92 |
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Drawdowns
CMB1.L vs. GOOG - Drawdown Comparison
The maximum CMB1.L drawdown since its inception was -56.05%, which is greater than GOOG's maximum drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for CMB1.L and GOOG.
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Drawdown Indicators
| CMB1.L | GOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.05% | -36.13% | -19.92% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -18.15% | +7.83% |
Max Drawdown (3Y)Largest decline over 3 years | -15.62% | -32.62% | +17.00% |
Max Drawdown (5Y)Largest decline over 5 years | -24.19% | -36.13% | +11.94% |
Max Drawdown (10Y)Largest decline over 10 years | -36.61% | -36.13% | -0.48% |
Current DrawdownCurrent decline from peak | 0.00% | -7.60% | +7.60% |
Average DrawdownAverage peak-to-trough decline | -15.23% | -7.78% | -7.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 5.39% | -2.57% |
Volatility
CMB1.L vs. GOOG - Volatility Comparison
The current volatility for iShares FTSE MIB UCITS ETF (Acc) (CMB1.L) is 3.86%, while Alphabet Inc (GOOG) has a volatility of 7.71%. This indicates that CMB1.L experiences smaller price fluctuations and is considered to be less risky than GOOG 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 | GOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 7.71% | -3.85% |
Volatility (6M)Calculated over the trailing 6-month period | 12.31% | 19.22% | -6.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.16% | 27.83% | -12.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.02% | 30.30% | -12.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.25% | 29.13% | -8.88% |
Dividends
CMB1.L vs. GOOG - Dividend Comparison
CMB1.L has not paid dividends to shareholders, while GOOG's dividend yield for the trailing twelve months is around 0.23%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CMB1.L iShares FTSE MIB UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc | 0.23% | 0.26% | 0.32% |
Frequently Asked Questions
CMB1.L and GOOG have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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