META vs. CMB1.L
META (Meta Platforms, Inc.) is a stock, while CMB1.L (iShares FTSE MIB UCITS ETF (Acc)) is Europe Equities fund tracking the FTSE Italia AllShare TR EUR. Over the past 10 years, META returned 18.14%/yr vs 16.17%/yr for CMB1.L. At a 0.23 correlation, their price movements are largely independent.
Performance
META vs. CMB1.L - Performance Comparison
Loading charts...
Different Trading Currencies
META is traded in USD, while CMB1.L is traded in GBp. To make them comparable, the CMB1.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, META achieves a -9.93% return, which is significantly lower than CMB1.L's 17.02% return. Over the past 10 years, META has outperformed CMB1.L with an annualized return of 18.14%, while CMB1.L has yielded a comparatively lower 16.17% annualized return.
META
- 1D
- 4.77%
- 1M
- -3.29%
- YTD
- -9.93%
- 6M
- -8.18%
- 1Y
- -12.74%
- 3Y*
- 28.68%
- 5Y*
- 12.58%
- 10Y*
- 18.14%
CMB1.L
- 1D
- 1.03%
- 1M
- 6.84%
- YTD
- 17.02%
- 6M
- 18.75%
- 1Y
- 37.91%
- 3Y*
- 31.24%
- 5Y*
- 19.47%
- 10Y*
- 16.17%
META vs. CMB1.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -9.93% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 53.38% |
CMB1.L iShares FTSE MIB UCITS ETF (Acc) | 17.02% | 54.68% | 11.37% | 37.57% | -13.87% | 17.22% | 4.63% | 29.84% | -18.67% | 34.14% |
Correlation
The correlation between META and CMB1.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since May 18, 2012 | 0.23 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
META vs. CMB1.L — Risk / Return Rank
META
CMB1.L
META vs. CMB1.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and iShares FTSE MIB UCITS ETF (Acc) (CMB1.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.
| META | CMB1.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.55 | ||
| Sortino ratioReturn per unit of downside risk | -3.28 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.38 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 3.35 | -3.74 |
| Martin ratioReturn relative to average drawdown | -0.79 | 11.77 | -12.56 |
Loading charts...
Drawdowns
META vs. CMB1.L - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than CMB1.L's maximum drawdown of -57.87%. Use the drawdown chart below to compare losses from any high point for META and CMB1.L.
Loading charts...
Drawdown Indicators
| META | CMB1.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -57.87% | -18.87% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -11.25% | -22.05% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -17.48% | -16.67% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -35.65% | -41.09% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | -41.93% | -34.81% |
Current DrawdownCurrent decline from peak | -24.63% | 0.00% | -24.63% |
Average DrawdownAverage peak-to-trough decline | -15.83% | -19.36% | +3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.13% | 3.20% | +12.93% |
Volatility
META vs. CMB1.L - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 11.35% compared to iShares FTSE MIB UCITS ETF (Acc) (CMB1.L) at 4.73%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than CMB1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| META | CMB1.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.35% | 4.73% | +6.62% |
Volatility (6M)Calculated over the trailing 6-month period | 27.33% | 13.97% | +13.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.89% | 17.22% | +18.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.10% | 21.24% | +22.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.72% | 22.73% | +15.99% |
Dividends
META vs. CMB1.L - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.44%, while CMB1.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CMB1.L iShares FTSE MIB UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.44% | 0.32% | 0.34% |
Frequently Asked Questions
META and CMB1.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for META and CMB1.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