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

Performance

CMXC.L vs. CMX1.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 iShares MSCI Mexico Capped UCITS ETF USD (Acc) (CMX1.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 CMX1.L is traded in GBp. To make them comparable, the CMX1.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 CMX1.L's 10.83% return. Both investments have delivered pretty close results over the past 10 years, with CMXC.L having a 6.68% annualized return and CMX1.L not far ahead at 6.80%.


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%

CMX1.L

1D
0.00%
1M
-4.44%
6M
5.16%
YTD
10.83%
1Y
34.23%
3Y*
10.86%
5Y*
12.87%
10Y*
6.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMXC.L vs. CMX1.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%
CMX1.L
iShares MSCI Mexico Capped UCITS ETF USD (Acc)
10.83%57.38%-28.08%37.04%-1.20%19.62%-0.52%10.62%-14.13%12.76%

Correlation

The correlation between CMXC.L and CMX1.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

0.96

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

0.96

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

0.96

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

0.91

The correlation between CMXC.L and CMX1.L has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

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Return for Risk

CMXC.L vs. CMX1.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

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
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. CMX1.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 iShares MSCI Mexico Capped UCITS ETF USD (Acc) (CMX1.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.LCMX1.LDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.25

1.27

-0.02

Calmar ratioReturn relative to maximum drawdown

2.34

2.43

-0.09

Martin ratioReturn relative to average drawdown

7.77

8.39

-0.61

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

The current CMXC.L Sharpe Ratio is 1.44, which is comparable to the CMX1.L Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of CMXC.L and CMX1.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. CMX1.L - Drawdown Comparison

The maximum CMXC.L drawdown since its inception was -60.38%, smaller than the maximum CMX1.L drawdown of -98.54%. Use the drawdown chart below to compare losses from any high point for CMXC.L and CMX1.L.


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Drawdown Indicators


CMXC.LCMX1.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.38%

-98.54%

+38.16%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

-13.74%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-30.66%

-35.43%

+4.77%

Max Drawdown (5Y)

Largest decline over 5 years

-30.66%

-35.43%

+4.77%

Max Drawdown (10Y)

Largest decline over 10 years

-52.90%

-53.02%

+0.12%

Current Drawdown

Current decline from peak

-6.88%

-5.24%

-1.64%

Average Drawdown

Average peak-to-trough decline

-18.97%

-20.31%

+1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

3.99%

+0.13%

Volatility

CMXC.L vs. CMX1.L - Volatility Comparison

iShares MSCI Mexico Capped UCITS ETF USD (Acc) (CMXC.L) and iShares MSCI Mexico Capped UCITS ETF USD (Acc) (CMX1.L) have volatilities of 6.19% and 6.44%, 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


CMXC.LCMX1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

6.44%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

19.01%

18.04%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

22.22%

21.27%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.36%

26.76%

-3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.64%

26.87%

-1.23%

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

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


Dividends

CMXC.L vs. CMX1.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, CMXC.L and CMX1.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.

CMXC.L and CMX1.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 CMXC.L and CMX1.L

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