PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

iShares Latin American 40 ETF (ILF) Sharpe Ratio: 1.83

ETF · Currency in USD · Last updated Jun 23, 2026

ILF is a passive ETF by iShares tracking the investment results of the S&P Latin America 40 Index. ILF launched on Oct 25, 2001 and has a 0.48% expense ratio.

ILF's Sharpe Ratio of 1.83 indicates that for each unit of volatility, it generates 1.83 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

ILF Sharpe Ratio Rank

ILF Sharpe Ratio Rank: 55.756
Average

ILF ranks above 55.7% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

ILF Sharpe Ratio Market Positioning

The chart shows ILF's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.31
  • Green zone (top 25%): 2.31 or higher
  • Top 1%: 7.47+
  • Median: 1.67 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares Latin American 40 ETF's Sharpe Ratio with other ETFs in the Latin America Equities category across multiple time periods, showing how ILF's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
COLOGlobal X MSCI Colombia ETF2.72
ILFiShares Latin American 40 ETF1.83
FLMXFranklin FTSE Mexico ETF1.64
EWWiShares MSCI Mexico ETF1.63
FLNFirst Trust Latin America AlphaDEX Fund1.62
FLLAFranklin FTSE Latin America ETF1.54
FLBRFranklin FTSE Brazil ETF1.22
EWZiShares MSCI Brazil ETF1.18
BRAZGlobal X Brazil Active ETF1.16
BRFVanEck Vectors Brazil Small-Cap ETF0.53

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ILF's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ILF consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does ILF fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio