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

Performance

CMXC.L vs. ALAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Mexico Capped UCITS ETF USD (Acc) (CMXC.L) and Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CMXC.L is traded in USD, while ALAG.L is traded in GBp. To make them comparable, the ALAG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CMXC.L achieves a 9.93% return, which is significantly lower than ALAG.L's 13.52% return. Over the past 10 years, CMXC.L has underperformed ALAG.L with an annualized return of 6.68%, while ALAG.L has yielded a comparatively higher 64.91% annualized return.


CMXC.L

1D
-0.85%
1M
-5.29%
6M
4.35%
YTD
9.93%
1Y
33.06%
3Y*
10.57%
5Y*
12.66%
10Y*
6.68%

ALAG.L

1D
0.14%
1M
0.22%
6M
7.96%
YTD
13.52%
1Y
40.58%
3Y*
12.46%
5Y*
9.74%
10Y*
64.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CMXC.L
iShares MSCI Mexico Capped UCITS ETF USD (Acc)
9.93%57.29%-28.08%37.82%-1.14%19.07%-0.08%9.79%-13.57%12.59%
ALAG.L
Amundi MSCI Em Latin America UCITS ETF-C USD
13.52%55.66%-26.56%31.70%8.72%-9.08%-14.01%17.08%6,787.11%34.99%

Correlation

The correlation between CMXC.L and ALAG.L is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.72

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

0.69

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

0.65

Correlation (All Time)
Calculated using the full available price history since May 11, 2011

0.63

The correlation between CMXC.L and ALAG.L has been stable across timeframes, ranging from 0.63 to 0.72 - a consistent structural relationship.

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Return for Risk

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

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

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

ALAG.L
ALAG.L Risk / Return Rank: 7474
Overall Rank
ALAG.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ALAG.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
ALAG.L Omega Ratio Rank: 7777
Omega Ratio Rank
ALAG.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
ALAG.L Martin Ratio Rank: 5757
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Mexico Capped UCITS ETF USD (Acc) (CMXC.L) and Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.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.


CMXC.LALAG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.70

Omega ratioGain probability vs. loss probability

1.25

1.34

-0.09

Calmar ratioReturn relative to maximum drawdown

2.34

2.70

-0.36

Martin ratioReturn relative to average drawdown

7.77

7.23

+0.54

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

The current CMXC.L Sharpe Ratio is 1.44, which is comparable to the ALAG.L Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of CMXC.L and ALAG.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

CMXC.L vs. ALAG.L - Drawdown Comparison

The maximum CMXC.L drawdown since its inception was -60.38%, smaller than the maximum ALAG.L drawdown of -66.39%. Use the drawdown chart below to compare losses from any high point for CMXC.L and ALAG.L.


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Drawdown Indicators


CMXC.LALAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.38%

-66.39%

+6.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

-14.95%

+1.30%

Max Drawdown (3Y)

Largest decline over 3 years

-30.66%

-35.28%

+4.62%

Max Drawdown (5Y)

Largest decline over 5 years

-30.66%

-35.28%

+4.62%

Max Drawdown (10Y)

Largest decline over 10 years

-52.90%

-52.88%

-0.02%

Current Drawdown

Current decline from peak

-6.88%

-9.13%

+2.25%

Average Drawdown

Average peak-to-trough decline

-18.97%

-23.94%

+4.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

5.60%

-1.48%

Volatility

CMXC.L vs. ALAG.L - Volatility Comparison

iShares MSCI Mexico Capped UCITS ETF USD (Acc) (CMXC.L) has a higher volatility of 6.19% compared to Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.L) at 4.70%. This indicates that CMXC.L's price experiences larger fluctuations and is considered to be riskier than ALAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMXC.LALAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

4.70%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

19.01%

16.42%

+2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

22.22%

19.94%

+2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.36%

26.19%

-2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.64%

2,183.27%

-2,157.63%

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

CMXC.L has a 0.65% expense ratio, which is higher than ALAG.L's 0.10% expense ratio.


Dividends

CMXC.L vs. ALAG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CMXC.L and ALAG.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ALAG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ALAG.L is cheaper with a 0.10% expense ratio, compared with 0.65% for CMXC.L.

CMXC.L tracks MSCI Mexico Capped Index (Net Return Index), while ALAG.L tracks MSCI EM Latin America NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.65% for CMXC.L and 0.10% for ALAG.L.

Portfolio Optimizer

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

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