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

Performance

CMX1.L vs. IBZL.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 Brazil UCITS ETF (Dist) (IBZL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMX1.L achieves a 10.08% return, which is significantly lower than IBZL.L's 13.86% return. Over the past 10 years, CMX1.L has outperformed IBZL.L with an annualized return of 6.56%, while IBZL.L has yielded a comparatively lower 6.00% annualized return.


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%

IBZL.L

1D
-0.85%
1M
1.55%
6M
10.46%
YTD
13.86%
1Y
35.79%
3Y*
8.04%
5Y*
6.82%
10Y*
6.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMX1.L vs. IBZL.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%
IBZL.L
iShares MSCI Brazil UCITS ETF (Dist)
13.86%35.97%-27.18%23.72%28.39%-20.69%-17.23%14.49%2.68%14.31%

Correlation

The correlation between CMX1.L and IBZL.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.44

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

0.44

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

0.49

Correlation (All Time)
Calculated using the full available price history since Aug 25, 2010

0.51

The correlation between CMX1.L and IBZL.L has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.

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Return for Risk

CMX1.L vs. IBZL.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

IBZL.L
IBZL.L Risk / Return Rank: 5252
Overall Rank
IBZL.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IBZL.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
IBZL.L Omega Ratio Rank: 5656
Omega Ratio Rank
IBZL.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
IBZL.L Martin Ratio Rank: 3939
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. IBZL.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 Brazil UCITS ETF (Dist) (IBZL.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.LIBZL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.27

1.28

-0.01

Calmar ratioReturn relative to maximum drawdown

2.47

1.88

+0.59

Martin ratioReturn relative to average drawdown

8.66

5.06

+3.60

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

The current CMX1.L Sharpe Ratio is 1.59, which is comparable to the IBZL.L Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of CMX1.L and IBZL.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. IBZL.L - Drawdown Comparison

The maximum CMX1.L drawdown since its inception was -98.52%, which is greater than IBZL.L's maximum drawdown of -71.99%. Use the drawdown chart below to compare losses from any high point for CMX1.L and IBZL.L.


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Drawdown Indicators


CMX1.LIBZL.LDifference

Max Drawdown

Largest peak-to-trough decline

-98.52%

-71.99%

-26.53%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

-18.97%

+5.94%

Max Drawdown (3Y)

Largest decline over 3 years

-35.93%

-28.80%

-7.13%

Max Drawdown (5Y)

Largest decline over 5 years

-35.93%

-28.80%

-7.13%

Max Drawdown (10Y)

Largest decline over 10 years

-50.58%

-52.07%

+1.49%

Current Drawdown

Current decline from peak

-6.25%

-13.07%

+6.82%

Average Drawdown

Average peak-to-trough decline

-15.85%

-27.74%

+11.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

7.05%

-3.33%

Volatility

CMX1.L vs. IBZL.L - Volatility Comparison

iShares MSCI Mexico Capped UCITS ETF USD (Acc) (CMX1.L) has a higher volatility of 5.90% compared to iShares MSCI Brazil UCITS ETF (Dist) (IBZL.L) at 5.61%. This indicates that CMX1.L's price experiences larger fluctuations and is considered to be riskier than IBZL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMX1.LIBZL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

5.61%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

16.92%

16.91%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

20.19%

21.86%

-1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.25%

26.34%

-1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.83%

31.37%

-5.54%

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

CMX1.L has a 0.65% expense ratio, which is lower than IBZL.L's 0.74% expense ratio.


Dividends

CMX1.L vs. IBZL.L - Dividend Comparison

CMX1.L has not paid dividends to shareholders, while IBZL.L's dividend yield for the trailing twelve months is around 3.72%.


PositionTTM20252024202320222021202020192018201720162015
CMX1.L
iShares MSCI Mexico Capped UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBZL.L
iShares MSCI Brazil UCITS ETF (Dist)
3.72%4.32%6.46%5.44%13.60%6.32%1.92%2.53%2.45%1.46%1.64%3.54%

Frequently Asked Questions


CMX1.L and IBZL.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CMX1.L is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CMX1.L is cheaper with a 0.65% expense ratio, compared with 0.74% for IBZL.L.

CMX1.L tracks MSCI Mexico Capped Index (Net Return Index), while IBZL.L tracks MSCI Brazil NR USD. Their fees differ too: 0.65% for CMX1.L and 0.74% for IBZL.L.

Portfolio Optimizer

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

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