ActiveX Controls: How to make a dependent list when Range is in a different sheet

Good morning

I have ComboBox1 (Stock Market) and ComboBox2 (Stock name), and I want the list in my ComboBox2 to be dependent on ComboBox1.
(i.e. I want ComboBox2 to show only stocks that are in the stock market chosen in Combobox1)


If my helping columns are in the same worksheet, my colleague told me to use the following code:

Private Sub ComboBox1_Change()
    
    Me.ComboBox2.Clear
    If Me.ComboBox1.Text = vbNullString Then Exit Sub
    Dim ListCell As Range
    For Each ListCell In Range(Me.ComboBox1.List(Me.ComboBox1.ListIndex))
        Me.ComboBox2.AddItem (ListCell.Value)
    Next ListCell
    
End Sub

However, when they are in different worksheets, it doesn't seem to work.

Thank you very much in advance!