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

Performance

FVUB.L vs. CMX1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Franklin FTSE Brazil UCITS ETF (FVUB.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

FVUB.L is traded in GBP, while CMX1.L is traded in GBp. To make them comparable, the CMX1.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FVUB.L achieves a 16.90% return, which is significantly higher than CMX1.L's 10.08% return.


FVUB.L

1D
-1.33%
1M
0.97%
6M
12.79%
YTD
16.90%
1Y
38.28%
3Y*
10.42%
5Y*
7.26%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FVUB.L vs. CMX1.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FVUB.L
Franklin FTSE Brazil UCITS ETF
16.90%35.51%-26.76%26.32%23.83%-15.44%-22.19%-14.94%
CMX1.L
iShares MSCI Mexico Capped UCITS ETF USD (Acc)
10.08%46.33%-26.86%30.17%10.63%20.72%-3.47%3.23%

Correlation

The correlation between FVUB.L and CMX1.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.45

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

0.45

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2019

0.48

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Return for Risk

FVUB.L vs. CMX1.L — Risk / Return Rank

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

FVUB.L
FVUB.L Risk / Return Rank: 5858
Overall Rank
FVUB.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FVUB.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
FVUB.L Omega Ratio Rank: 5858
Omega Ratio Rank
FVUB.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
FVUB.L Martin Ratio Rank: 4545
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.

FVUB.L vs. CMX1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Brazil UCITS ETF (FVUB.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.


FVUB.LCMX1.LDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.29

1.27

+0.02

Calmar ratioReturn relative to maximum drawdown

2.36

2.47

-0.11

Martin ratioReturn relative to average drawdown

6.11

8.66

-2.55

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

The current FVUB.L Sharpe Ratio is 1.74, which is comparable to the CMX1.L Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of FVUB.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

FVUB.L vs. CMX1.L - Drawdown Comparison

The maximum FVUB.L drawdown since its inception was -58.22%, smaller than the maximum CMX1.L drawdown of -98.52%. Use the drawdown chart below to compare losses from any high point for FVUB.L and CMX1.L.


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Drawdown Indicators


FVUB.LCMX1.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.22%

-98.52%

+40.30%

Max Drawdown (1Y)

Largest decline over 1 year

-16.15%

-13.03%

-3.12%

Max Drawdown (3Y)

Largest decline over 3 years

-38.23%

-35.93%

-2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-38.23%

-35.93%

-2.30%

Max Drawdown (10Y)

Largest decline over 10 years

-50.58%

Current Drawdown

Current decline from peak

-12.10%

-6.25%

-5.85%

Average Drawdown

Average peak-to-trough decline

-28.28%

-15.85%

-12.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.25%

3.72%

+2.53%

Volatility

FVUB.L vs. CMX1.L - Volatility Comparison

The current volatility for Franklin FTSE Brazil UCITS ETF (FVUB.L) is 5.10%, while iShares MSCI Mexico Capped UCITS ETF USD (Acc) (CMX1.L) has a volatility of 5.90%. This indicates that FVUB.L experiences smaller price fluctuations and is considered to be less risky than CMX1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVUB.LCMX1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

5.90%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

16.60%

16.92%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

21.87%

20.19%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.04%

25.25%

+3.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.31%

25.83%

+7.48%

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

FVUB.L has a 0.19% expense ratio, which is lower than CMX1.L's 0.65% expense ratio.


Dividends

FVUB.L vs. CMX1.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


FVUB.L and CMX1.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FVUB.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FVUB.L is cheaper with a 0.19% expense ratio, compared with 0.65% for CMX1.L.

FVUB.L tracks MSCI Brazil NR USD, while CMX1.L tracks MSCI Mexico Capped Index (Net Return Index). They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.19% for FVUB.L and 0.65% for CMX1.L.

Portfolio Optimizer

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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