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CMX1.L vs. CMXC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMX1.L vs. CMXC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Mexico Capped UCITS ETF USD (Acc) (CMX1.L) and iShares MSCI Mexico Capped UCITS ETF USD (Acc) (CMXC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CMX1.L is traded in GBp, while CMXC.L is traded in USD. To make them comparable, the CMXC.L 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 CMX1.L having a 10.08% return and CMXC.L slightly higher at 10.42%. Both investments have delivered pretty close results over the past 10 years, with CMX1.L having a 6.56% annualized return and CMXC.L not far behind at 6.55%.


CMX1.L

1D
-0.10%
1M
-5.39%
6M
4.32%
YTD
10.08%
1Y
32.57%
3Y*
9.55%
5Y*
13.21%
10Y*
6.56%

CMXC.L

1D
0.00%
1M
-5.32%
6M
4.60%
YTD
10.42%
1Y
32.77%
3Y*
9.63%
5Y*
13.24%
10Y*
6.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMX1.L vs. CMXC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMX1.L
iShares MSCI Mexico Capped UCITS ETF USD (Acc)
10.08%46.33%-26.86%30.17%10.63%20.72%-3.47%6.36%-8.97%2.96%
CMXC.L
iShares MSCI Mexico Capped UCITS ETF USD (Acc)
10.42%46.08%-26.83%30.93%10.61%20.19%-3.01%5.62%-8.45%2.85%

Correlation

The correlation between CMX1.L and CMXC.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2010

0.91

The correlation between CMX1.L and CMXC.L has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

CMX1.L vs. CMXC.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMX1.L
CMX1.L Risk / Return Rank: 5858
Overall Rank
CMX1.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CMX1.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
CMX1.L Omega Ratio Rank: 5353
Omega Ratio Rank
CMX1.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
CMX1.L Martin Ratio Rank: 6161
Martin Ratio Rank

CMXC.L
CMXC.L Risk / Return Rank: 5252
Overall Rank
CMXC.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CMXC.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
CMXC.L Omega Ratio Rank: 4747
Omega Ratio Rank
CMXC.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
CMXC.L Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CMX1.L vs. CMXC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Mexico Capped UCITS ETF USD (Acc) (CMX1.L) and iShares MSCI Mexico Capped UCITS ETF USD (Acc) (CMXC.L). 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.


CMX1.LCMXC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.27

1.26

+0.02

Calmar ratioReturn relative to maximum drawdown

2.47

2.44

+0.03

Martin ratioReturn relative to average drawdown

8.66

8.31

+0.35

CMX1.L vs. CMXC.L - Sharpe Ratio Comparison

The current CMX1.L Sharpe Ratio is 1.59, which is comparable to the CMXC.L Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of CMX1.L and CMXC.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CMX1.L vs. CMXC.L - Drawdown Comparison

The maximum CMX1.L drawdown since its inception was -98.52%, which is greater than CMXC.L's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for CMX1.L and CMXC.L.


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Drawdown Indicators


CMX1.LCMXC.LDifference

Max Drawdown

Largest peak-to-trough decline

-98.52%

-50.68%

-47.84%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

-13.15%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-35.93%

-29.79%

-6.14%

Max Drawdown (5Y)

Largest decline over 5 years

-35.93%

-29.79%

-6.14%

Max Drawdown (10Y)

Largest decline over 10 years

-50.58%

-50.68%

+0.10%

Current Drawdown

Current decline from peak

-6.25%

-6.96%

+0.71%

Average Drawdown

Average peak-to-trough decline

-15.85%

-14.43%

-1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

3.86%

-0.14%

Volatility

CMX1.L vs. CMXC.L - Volatility Comparison

iShares MSCI Mexico Capped UCITS ETF USD (Acc) (CMX1.L) and iShares MSCI Mexico Capped UCITS ETF USD (Acc) (CMXC.L) have volatilities of 5.90% and 5.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMX1.LCMXC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

5.62%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

16.92%

18.36%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

20.19%

21.56%

-1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.25%

22.13%

+3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.83%

25.06%

+0.77%

CMX1.L vs. CMXC.L - Expense Ratio Comparison

Both CMX1.L and CMXC.L have an expense ratio of 0.65%.


Dividends

CMX1.L vs. CMXC.L - Dividend Comparison

Neither CMX1.L nor CMXC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, CMX1.L and CMXC.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CMX1.L and CMXC.L have the same expense ratio: 0.65% per year.

Both ETFs track MSCI Mexico Capped Index (Net Return Index).

Portfolio Optimizer

Find the right allocation for CMX1.L and CMXC.L

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