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

Performance

CMXC.L vs. DBRC.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 BIC 50 UCITS ETF USD (Dist) (DBRC.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, CMXC.L achieves a 9.93% return, which is significantly higher than DBRC.L's -9.29% return. Over the past 10 years, CMXC.L has outperformed DBRC.L with an annualized return of 6.68%, while DBRC.L has yielded a comparatively lower 2.36% 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%

DBRC.L

1D
0.63%
1M
0.54%
6M
-13.46%
YTD
-9.29%
1Y
-4.17%
3Y*
7.65%
5Y*
-6.80%
10Y*
2.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMXC.L vs. DBRC.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%
DBRC.L
iShares BIC 50 UCITS ETF USD (Dist)
-9.29%29.65%13.80%-7.59%-28.96%-23.93%20.04%21.82%-8.40%36.18%

Correlation

The correlation between CMXC.L and DBRC.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.39

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

0.41

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

0.46

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

0.52

The correlation between CMXC.L and DBRC.L shifts across timeframes, from 0.38 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CMXC.L vs. DBRC.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

DBRC.L
DBRC.L Risk / Return Rank: 77
Overall Rank
DBRC.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DBRC.L Sortino Ratio Rank: 77
Sortino Ratio Rank
DBRC.L Omega Ratio Rank: 77
Omega Ratio Rank
DBRC.L Calmar Ratio Rank: 88
Calmar Ratio Rank
DBRC.L Martin Ratio Rank: 77
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. DBRC.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 BIC 50 UCITS ETF USD (Dist) (DBRC.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.LDBRC.LDifference
Sharpe ratioReturn per unit of total volatility

+1.63

Sortino ratioReturn per unit of downside risk

+2.19

Omega ratioGain probability vs. loss probability

1.25

0.98

+0.27

Calmar ratioReturn relative to maximum drawdown

2.34

-0.15

+2.49

Martin ratioReturn relative to average drawdown

7.77

-0.35

+8.12

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

The current CMXC.L Sharpe Ratio is 1.44, which is higher than the DBRC.L Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of CMXC.L and DBRC.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. DBRC.L - Drawdown Comparison

The maximum CMXC.L drawdown since its inception was -60.38%, smaller than the maximum DBRC.L drawdown of -70.16%. Use the drawdown chart below to compare losses from any high point for CMXC.L and DBRC.L.


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Drawdown Indicators


CMXC.LDBRC.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.38%

-70.16%

+9.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

-26.03%

+12.38%

Max Drawdown (3Y)

Largest decline over 3 years

-30.66%

-26.03%

-4.63%

Max Drawdown (5Y)

Largest decline over 5 years

-30.66%

-57.70%

+27.04%

Max Drawdown (10Y)

Largest decline over 10 years

-52.90%

-66.02%

+13.12%

Current Drawdown

Current decline from peak

-6.88%

-43.51%

+36.63%

Average Drawdown

Average peak-to-trough decline

-18.97%

-31.51%

+12.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

11.38%

-7.26%

Volatility

CMXC.L vs. DBRC.L - Volatility Comparison

iShares MSCI Mexico Capped UCITS ETF USD (Acc) (CMXC.L) and iShares BIC 50 UCITS ETF USD (Dist) (DBRC.L) have volatilities of 6.19% and 6.02%, 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.LDBRC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

6.02%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

19.01%

15.14%

+3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

22.22%

20.20%

+2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.36%

30.52%

-7.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.64%

26.51%

-0.87%

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

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


Dividends

CMXC.L vs. DBRC.L - Dividend Comparison

CMXC.L has not paid dividends to shareholders, while DBRC.L's dividend yield for the trailing twelve months is around 1.60%.


PositionTTM20252024202320222021202020192018201720162015
CMXC.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%
DBRC.L
iShares BIC 50 UCITS ETF USD (Dist)
1.60%1.74%2.81%2.60%3.58%1.58%1.43%2.02%2.96%1.94%1.89%2.68%

Frequently Asked Questions


CMXC.L and DBRC.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

CMXC.L is cheaper with a 0.65% expense ratio, compared with 0.74% for DBRC.L.

CMXC.L is categorized as Latin America Equities, while DBRC.L is Emerging Markets Equities. CMXC.L tracks MSCI Mexico Capped Index (Net Return Index), while DBRC.L tracks FTSE BIC 50 Net of Tax Index. Their fees differ too: 0.65% for CMXC.L and 0.74% for DBRC.L.

Portfolio Optimizer

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

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