PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IMIB.L vs. MIBX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IMIB.L vs. MIBX.L

Last updated Jun 25, 2026

IMIB.L (iShares FTSE MIB UCITS ETF EUR (Dist)) and MIBX.L (Lyxor FTSE MIB UCITS ETF - Dist) are both Europe Equities funds tracking the FTSE Italia AllShare TR EUR, from iShares and Amundi respectively. Both are passively managed. Over the past 10 years, IMIB.L returned 17.18%/yr vs 17.22%/yr for MIBX.L. Their correlation of 0.86 suggests significant overlap in exposure. Both charge a 0.35% expense ratio.

Performance

IMIB.L vs. MIBX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares FTSE MIB UCITS ETF EUR (Dist) (IMIB.L) and Lyxor FTSE MIB UCITS ETF - Dist (MIBX.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with IMIB.L having a 16.78% return and MIBX.L slightly higher at 16.96%. Both investments have delivered pretty close results over the past 10 years, with IMIB.L having a 17.18% annualized return and MIBX.L not far ahead at 17.22%.

IMIB.L

1D
-0.73%
1M
4.20%
YTD
16.78%
6M
17.43%
1Y
37.72%
3Y*
29.79%
5Y*
20.47%
10Y*
17.18%

MIBX.L

1D
-1.04%
1M
4.43%
YTD
16.96%
6M
17.52%
1Y
37.96%
3Y*
29.83%
5Y*
20.53%
10Y*
17.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMIB.L vs. MIBX.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IMIB.L
iShares FTSE MIB UCITS ETF EUR (Dist)		16.78%43.78%13.17%30.55%-3.59%18.30%1.46%24.85%-12.68%20.95%
MIBX.L
Lyxor FTSE MIB UCITS ETF - Dist		16.96%43.78%13.17%30.61%-3.53%18.16%1.49%25.15%-12.72%21.14%

Correlation

The correlation between IMIB.L and MIBX.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

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

0.99

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

1.00

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

1.00

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

0.99

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.86

The correlation between IMIB.L and MIBX.L shifts across timeframes, from 0.86 (all time) to 1.00 (5 years), reflecting how their relationship changes across market environments.

IMIB.L vs. MIBX.L - Sectors Allocation Comparison

Sectors
IMIB.L
MIBX.L

Financial Services

45.3%
45.3%

Utilities

15.9%
15.9%

Industrials

11.4%
11.4%

Consumer Cyclical

9.9%
9.9%

Energy

7.9%
7.9%

Technology

5.5%
5.5%

Communication Services

1.7%
1.7%

Healthcare

1.2%
1.2%

Basic Materials

0.5%
0.5%

Consumer Defensive

0.4%
0.4%

Real Estate

0.3%
0.3%

Financial Services

IMIB.L
45.3%
MIBX.L
45.3%

Utilities

IMIB.L
15.9%
MIBX.L
15.9%

Industrials

IMIB.L
11.4%
MIBX.L
11.4%

Consumer Cyclical

IMIB.L
9.9%
MIBX.L
9.9%

Energy

IMIB.L
7.9%
MIBX.L
7.9%

Technology

IMIB.L
5.5%
MIBX.L
5.5%

Communication Services

IMIB.L
1.7%
MIBX.L
1.7%

Healthcare

IMIB.L
1.2%
MIBX.L
1.2%

Basic Materials

IMIB.L
0.5%
MIBX.L
0.5%

Consumer Defensive

IMIB.L
0.4%
MIBX.L
0.4%

Real Estate

IMIB.L
0.3%
MIBX.L
0.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares FTSE MIB UCITS ETF EUR (Dist)

Lyxor FTSE MIB UCITS ETF - Dist

Often compared with IMIB.L:
IMIB.L vs. ESIF.LIMIB.L vs. SPMOIMIB.L vs. X7PP.LIMIB.L vs. VOOIMIB.L vs. BNKE.LIMIB.L vs. PSRE.LIMIB.L vs. EEIP.L
Often compared with MIBX.L:
MIBX.L vs. PRY.MIMIBX.L vs. DAXMIBX.L vs. VUSA.LMIBX.L vs. SPYMIBX.L vs. FLXD.LMIBX.L vs. 500G.LMIBX.L vs. BNKE.L

Return for Risk

IMIB.L vs. MIBX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IMIB.L
IMIB.L Risk / Return Rank: 8282
Overall Rank
IMIB.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IMIB.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
IMIB.L Omega Ratio Rank: 8383
Omega Ratio Rank
IMIB.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
IMIB.L Martin Ratio Rank: 7878
Martin Ratio Rank
MIBX.L
MIBX.L Risk / Return Rank: 8383
Overall Rank
MIBX.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MIBX.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
MIBX.L Omega Ratio Rank: 8383
Omega Ratio Rank
MIBX.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
MIBX.L Martin Ratio Rank: 7979
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.

IMIB.L vs. MIBX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares FTSE MIB UCITS ETF EUR (Dist) (IMIB.L) and Lyxor FTSE MIB UCITS ETF - Dist (MIBX.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.

IMIB.LMIBX.LDifference
Sharpe ratioReturn per unit of total volatility
2.49
2.50

-0.01

Sortino ratioReturn per unit of downside risk
3.36
3.37

-0.01

Omega ratioGain probability vs. loss probability

1.44

1.44

0.00

Calmar ratioReturn relative to maximum drawdown

3.65

3.68

-0.03

Martin ratioReturn relative to average drawdown

13.36

13.42

-0.06

IMIB.L vs. MIBX.L - Sharpe Ratio Comparison

The current IMIB.L Sharpe Ratio is 2.49, which is comparable to the MIBX.L Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of IMIB.L and MIBX.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.

Loading charts...

Drawdowns

IMIB.L vs. MIBX.L - Drawdown Comparison

The maximum IMIB.L drawdown since its inception was -70.29%, roughly equal to the maximum MIBX.L drawdown of -67.93%. Use the drawdown chart below to compare losses from any high point for IMIB.L and MIBX.L.

Loading charts...

Drawdown Indicators

IMIB.LMIBX.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.29%

-67.93%

-2.36%

Max Drawdown (1Y)

Largest decline over 1 year

-10.28%

-10.26%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-15.58%

-15.64%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.06%

-24.06%

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

-36.68%

-35.10%

-1.58%

Current Drawdown

Current decline from peak

-2.87%

-2.75%

-0.12%

Average Drawdown

Average peak-to-trough decline

-32.97%

-39.85%

+6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.82%

0.00%

Volatility

IMIB.L vs. MIBX.L - Volatility Comparison

iShares FTSE MIB UCITS ETF EUR (Dist) (IMIB.L) and Lyxor FTSE MIB UCITS ETF - Dist (MIBX.L) have volatilities of 4.08% and 3.93%, 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.

Loading charts...

Volatility by Period

IMIB.LMIBX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

3.93%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

12.41%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

15.10%

15.13%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.94%

17.95%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.35%

18.93%

+0.42%

IMIB.L vs. MIBX.L - Expense Ratio Comparison

Both IMIB.L and MIBX.L have an expense ratio of 0.35%.

Dividends

IMIB.L vs. MIBX.L - Dividend Comparison

IMIB.L's dividend yield for the trailing twelve months is around 3.75%, more than MIBX.L's 3.15% yield.

PositionTTM20252024202320222021202020192018201720162015
IMIB.L
iShares FTSE MIB UCITS ETF EUR (Dist)		3.75%3.83%4.53%3.77%3.90%3.15%1.44%3.41%3.25%2.29%2.82%2.15%
MIBX.L
Lyxor FTSE MIB UCITS ETF - Dist		3.15%3.68%3.93%3.73%3.88%2.09%1.55%4.02%4.05%2.75%3.56%3.05%

Frequently Asked Questions

With a correlation of 0.99, IMIB.L and MIBX.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 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IMIB.L and MIBX.L have the same expense ratio: 0.35% per year.

Both ETFs track FTSE Italia AllShare TR EUR. They also come from different issuers: iShares and Amundi.

Portfolio Optimizer

Find the right allocation for IMIB.L and MIBX.L

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

Open Portfolio Optimizer