CMBT vs. GSIB
CMBT (Cmb.Tech NV) is a stock, while GSIB (Themes Global Systemically Important Banks ETF) is Financials Equities fund actively managed by Themes. Over the past year, CMBT returned 91.96% vs 49.09% for GSIB. Their 0.20 correlation means their historical movements had little consistent relationship.
Performance
CMBT vs. GSIB - Performance Comparison
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Returns By Period
In the year-to-date period, CMBT achieves a 77.67% return, which is significantly higher than GSIB's 22.66% return.
CMBT
- 1D
- 0.94%
- 1M
- 10.99%
- 6M
- 30.81%
- YTD
- 77.67%
- 1Y
- 91.96%
- 3Y*
- 9.77%
- 5Y*
- 21.50%
- 10Y*
- 13.97%
- ALL TIME*
- 9.95%
GSIB
- 1D
- -0.11%
- 1M
- 6.55%
- 6M
- 18.14%
- YTD
- 22.66%
- 1Y
- 49.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 45.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CMBT Cmb.Tech NV | $9.85M | $12.48M | $21.07M |
| $2.37M | $1.31M | $753.15K |
CMBT vs. GSIB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CMBT Cmb.Tech NV | 77.67% | -2.30% | -35.19% | 0.23% |
GSIB Themes Global Systemically Important Banks ETF | 22.66% | 61.67% | 32.86% | 1.75% |
Correlation
The correlation between CMBT and GSIB is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2023 | 0.20 |
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Return for Risk
CMBT vs. GSIB — Risk / Return Rank
CMBT
GSIB
CMBT vs. GSIB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cmb.Tech NV (CMBT) and Themes Global Systemically Important Banks ETF (GSIB). 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.
| CMBT | GSIB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.43 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.91 | 3.38 | +1.53 |
| Martin ratioReturn relative to average drawdown | 11.13 | 11.87 | -0.74 |
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Drawdowns
CMBT vs. GSIB - Drawdown Comparison
The maximum CMBT drawdown since its inception was -57.21%, which is greater than GSIB's maximum drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for CMBT and GSIB.
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Drawdown Indicators
| CMBT | GSIB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.21% | -17.71% | -39.50% |
Max Drawdown (1Y)Largest decline over 1 year | -19.58% | -13.90% | -5.68% |
Max Drawdown (3Y)Largest decline over 3 years | -57.21% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -57.21% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -57.21% | — | — |
Current DrawdownCurrent decline from peak | -6.16% | -0.11% | -6.05% |
Average DrawdownAverage peak-to-trough decline | -25.05% | -1.99% | -23.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.63% | 3.95% | +4.68% |
Volatility
CMBT vs. GSIB - Volatility Comparison
Cmb.Tech NV (CMBT) has a higher volatility of 10.74% compared to Themes Global Systemically Important Banks ETF (GSIB) at 5.74%. This indicates that CMBT's price experiences larger fluctuations and is considered to be riskier than GSIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMBT | GSIB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.74% | 5.74% | +5.00% |
Volatility (6M)Calculated over the trailing 6-month period | 29.07% | 14.93% | +14.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.94% | 17.90% | +25.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.32% | 18.46% | +24.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.11% | 18.46% | +22.65% |
Dividends
CMBT vs. GSIB - Dividend Comparison
CMBT's dividend yield for the trailing twelve months is around 5.57%, more than GSIB's 1.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMBT Cmb.Tech NV | 5.57% | 0.52% | 25.18% | 12.23% | 0.70% | 1.35% | 20.75% | 0.96% | 1.73% | 3.03% | 17.23% | 6.35% |
GSIB Themes Global Systemically Important Banks ETF | 1.55% | 1.91% | 1.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CMBT and GSIB 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.
CMBT has higher volatility (10.74%) compared to GSIB (5.74%). In terms of maximum drawdown, CMBT dropped -57.21% vs GSIB's -17.71%.
GSIB currently has the higher Sharpe Ratio (2.63 vs 2.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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