CMB1.L vs. WYFI
CMB1.L (iShares FTSE MIB UCITS ETF (Acc)) is Europe Equities fund tracking the FTSE Italia AllShare TR EUR, while WYFI (WhiteFiber, Inc) is a stock. At a 0.13 correlation, their price movements are largely independent.
Performance
CMB1.L vs. WYFI - Performance Comparison
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Different Trading Currencies
CMB1.L is traded in GBp, while WYFI is traded in USD. To make them comparable, the WYFI 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 WYFI's 90.59% 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%
WYFI
- 1D
- 21.29%
- 1M
- 23.04%
- YTD
- 90.59%
- 6M
- 96.56%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CMB1.L vs. WYFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CMB1.L iShares FTSE MIB UCITS ETF (Acc) | 17.38% | 10.76% |
WYFI WhiteFiber, Inc | 90.59% | -36.95% |
Correlation
The correlation between CMB1.L and WYFI is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 7, 2025 | 0.13 |
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Return for Risk
CMB1.L vs. WYFI — Risk / Return Rank
CMB1.L
WYFI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CMB1.L vs. WYFI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares FTSE MIB UCITS ETF (Acc) (CMB1.L) and WhiteFiber, Inc (WYFI). 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 | WYFI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.45 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | — | — |
| Martin ratioReturn relative to average drawdown | 13.91 | — | — |
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Drawdowns
CMB1.L vs. WYFI - Drawdown Comparison
The maximum CMB1.L drawdown since its inception was -56.05%, smaller than the maximum WYFI drawdown of -72.30%. Use the drawdown chart below to compare losses from any high point for CMB1.L and WYFI.
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Drawdown Indicators
| CMB1.L | WYFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.05% | -72.30% | +16.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -15.62% | — | — |
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% | -23.84% | +23.84% |
Average DrawdownAverage peak-to-trough decline | -15.23% | -41.74% | +26.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | — | — |
Volatility
CMB1.L vs. WYFI - Volatility Comparison
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Volatility by Period
| CMB1.L | WYFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.31% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.16% | 127.99% | -112.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.02% | 127.99% | -109.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.25% | 127.99% | -107.74% |
Dividends
CMB1.L vs. WYFI - Dividend Comparison
Neither CMB1.L nor WYFI has paid dividends to shareholders.
Frequently Asked Questions
CMB1.L and WYFI have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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