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

Performance

CMX1.L vs. XMBR.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 Xtrackers MSCI Brazil UCITS ETF 1C (XMBR.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 XMBR.L's 13.69% return. Both investments have delivered pretty close results over the past 10 years, with CMX1.L having a 6.56% annualized return and XMBR.L not far ahead at 6.58%.


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%

XMBR.L

1D
-0.93%
1M
2.19%
6M
10.27%
YTD
13.69%
1Y
37.02%
3Y*
9.03%
5Y*
6.36%
10Y*
6.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMX1.L vs. XMBR.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%
XMBR.L
Xtrackers MSCI Brazil UCITS ETF 1C
13.69%38.26%-28.61%25.42%25.85%-17.12%-21.96%20.39%4.70%12.88%

Correlation

The correlation between CMX1.L and XMBR.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.45

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

0.45

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 XMBR.L has been stable across timeframes, ranging from 0.45 to 0.51 - a consistent structural relationship.

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Return for Risk

CMX1.L vs. XMBR.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

XMBR.L
XMBR.L Risk / Return Rank: 5555
Overall Rank
XMBR.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XMBR.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
XMBR.L Omega Ratio Rank: 6060
Omega Ratio Rank
XMBR.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
XMBR.L Martin Ratio Rank: 4242
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. XMBR.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 Xtrackers MSCI Brazil UCITS ETF 1C (XMBR.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.LXMBR.LDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.27

1.30

-0.02

Calmar ratioReturn relative to maximum drawdown

2.47

2.05

+0.42

Martin ratioReturn relative to average drawdown

8.66

5.46

+3.20

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

The current CMX1.L Sharpe Ratio is 1.59, which is comparable to the XMBR.L Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of CMX1.L and XMBR.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. XMBR.L - Drawdown Comparison

The maximum CMX1.L drawdown since its inception was -98.52%, which is greater than XMBR.L's maximum drawdown of -84.29%. Use the drawdown chart below to compare losses from any high point for CMX1.L and XMBR.L.


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Drawdown Indicators


CMX1.LXMBR.LDifference

Max Drawdown

Largest peak-to-trough decline

-98.52%

-84.29%

-14.23%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

-17.94%

+4.91%

Max Drawdown (3Y)

Largest decline over 3 years

-35.93%

-40.25%

+4.32%

Max Drawdown (5Y)

Largest decline over 5 years

-35.93%

-40.25%

+4.32%

Max Drawdown (10Y)

Largest decline over 10 years

-50.58%

-53.50%

+2.92%

Current Drawdown

Current decline from peak

-6.25%

-41.59%

+35.34%

Average Drawdown

Average peak-to-trough decline

-15.85%

-57.96%

+42.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

6.76%

-3.04%

Volatility

CMX1.L vs. XMBR.L - Volatility Comparison

iShares MSCI Mexico Capped UCITS ETF USD (Acc) (CMX1.L) has a higher volatility of 5.90% compared to Xtrackers MSCI Brazil UCITS ETF 1C (XMBR.L) at 5.49%. This indicates that CMX1.L's price experiences larger fluctuations and is considered to be riskier than XMBR.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.LXMBR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

5.49%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

16.92%

16.28%

+0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

20.19%

21.30%

-1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.25%

29.36%

-4.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.83%

32.64%

-6.81%

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

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


Dividends

CMX1.L vs. XMBR.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CMX1.L and XMBR.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 XMBR.L have the same expense ratio: 0.65% per year.

CMX1.L tracks MSCI Mexico Capped Index (Net Return Index), while XMBR.L tracks MSCI Brazil NR USD. They also come from different issuers: iShares and Xtrackers.

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