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ASML.AS vs. LTAM.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ASML.AS vs. LTAM.AS

Last updated Jun 5, 2026

ASML.AS (ASML Holding NV) is a stock, while LTAM.AS (iShares MSCI EM Latin America UCITS ETF USD (Dist)) is Latin America Equities fund tracking the MSCI EM Latin America NR USD. Over the past 10 years, ASML.AS returned 33.95%/yr vs 6.95%/yr for LTAM.AS. At a 0.37 correlation, their price movements are largely independent.

Performance

ASML.AS vs. LTAM.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in ASML Holding NV (ASML.AS) and iShares MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ASML.AS achieves a 63.16% return, which is significantly higher than LTAM.AS's 11.12% return. Over the past 10 years, ASML.AS has outperformed LTAM.AS with an annualized return of 33.95%, while LTAM.AS has yielded a comparatively lower 6.95% annualized return.

ASML.AS

1D
0.86%
1M
21.89%
YTD
63.16%
6M
57.04%
1Y
131.45%
3Y*
31.56%
5Y*
22.96%
10Y*
33.95%

LTAM.AS

1D
-0.60%
1M
-7.19%
YTD
11.12%
6M
8.42%
1Y
33.48%
3Y*
9.99%
5Y*
9.23%
10Y*
6.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASML.AS vs. LTAM.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ASML.AS
ASML Holding NV		63.16%37.08%0.36%36.66%-27.83%78.74%52.10%95.32%-4.67%37.45%
LTAM.AS
iShares MSCI EM Latin America UCITS ETF USD (Dist)		11.12%36.08%-22.43%28.47%14.01%-3.03%-18.51%14.74%-1.57%7.45%

Correlation

The correlation between ASML.AS and LTAM.AS is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.42

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

0.34

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

0.35

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

0.36

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2008

0.37

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ASML Holding NV

iShares MSCI EM Latin America UCITS ETF USD (Dist)

Often compared with ASML.AS:
ASML.AS vs. NVDAASML.AS vs. ASMLASML.AS vs. SPYASML.AS vs. ASME.DEASML.AS vs. TSMASML.AS vs. AMDASML.AS vs. KLAC
Often compared with LTAM.AS:
LTAM.AS vs. LTAM.LLTAM.AS vs. SWRD.ASLTAM.AS vs. EWZLTAM.AS vs. SPYLTAM.AS vs. GOAI.DELTAM.AS vs. 5MVL.DELTAM.AS vs. PRAM.DE

Return for Risk

ASML.AS vs. LTAM.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ASML.AS
ASML.AS Risk / Return Rank: 9494
Overall Rank
ASML.AS Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ASML.AS Sortino Ratio Rank: 9393
Sortino Ratio Rank
ASML.AS Omega Ratio Rank: 9292
Omega Ratio Rank
ASML.AS Calmar Ratio Rank: 9696
Calmar Ratio Rank
ASML.AS Martin Ratio Rank: 9696
Martin Ratio Rank
LTAM.AS
LTAM.AS Risk / Return Rank: 5656
Overall Rank
LTAM.AS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
LTAM.AS Sortino Ratio Rank: 5555
Sortino Ratio Rank
LTAM.AS Omega Ratio Rank: 5252
Omega Ratio Rank
LTAM.AS Calmar Ratio Rank: 6161
Calmar Ratio Rank
LTAM.AS Martin Ratio Rank: 5555
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.

ASML.AS vs. LTAM.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding NV (ASML.AS) and iShares MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.AS). 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.

ASML.ASLTAM.ASDifference
Sharpe ratioReturn per unit of total volatility
3.23
1.87

+1.36

Sortino ratioReturn per unit of downside risk
3.65
2.60

+1.05

Omega ratioGain probability vs. loss probability

1.47

1.32

+0.16

Calmar ratioReturn relative to maximum drawdown

8.17

3.00

+5.17

Martin ratioReturn relative to average drawdown

21.20

9.22

+11.98

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ASML.AS vs. LTAM.AS - Sharpe Ratio Comparison

The current ASML.AS Sharpe Ratio is 3.23, which is higher than the LTAM.AS Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of ASML.AS and LTAM.AS, 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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Sharpe Ratios by Period

ASML.ASLTAM.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.23

1.87

+1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.44

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

0.27

+0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.07

+0.47

Drawdowns

ASML.AS vs. LTAM.AS - Drawdown Comparison

The maximum ASML.AS drawdown since its inception was -89.99%, which is greater than LTAM.AS's maximum drawdown of -60.23%. Use the drawdown chart below to compare losses from any high point for ASML.AS and LTAM.AS.

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Drawdown Indicators

ASML.ASLTAM.ASDifference

Max Drawdown

Largest peak-to-trough decline

-89.99%

-60.23%

-29.76%

Max Drawdown (1Y)

Largest decline over 1 year

-15.81%

-11.01%

-4.80%

Max Drawdown (3Y)

Largest decline over 3 years

-44.77%

-25.56%

-19.21%

Max Drawdown (5Y)

Largest decline over 5 years

-47.93%

-25.56%

-22.37%

Max Drawdown (10Y)

Largest decline over 10 years

-47.93%

-49.89%

+1.96%

Current Drawdown

Current decline from peak

0.00%

-11.01%

+11.01%

Average Drawdown

Average peak-to-trough decline

-32.58%

-26.14%

-6.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.13%

3.60%

+2.53%

Volatility

ASML.AS vs. LTAM.AS - Volatility Comparison

ASML Holding NV (ASML.AS) has a higher volatility of 13.42% compared to iShares MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.AS) at 5.16%. This indicates that ASML.AS's price experiences larger fluctuations and is considered to be riskier than LTAM.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ASML.ASLTAM.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.42%

5.16%

+8.26%

Volatility (6M)

Calculated over the trailing 6-month period

30.65%

14.94%

+15.71%

Volatility (1Y)

Calculated over the trailing 1-year period

39.95%

17.63%

+22.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.44%

20.78%

+17.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.12%

25.09%

+9.03%

Dividends

ASML.AS vs. LTAM.AS - Dividend Comparison

ASML.AS's dividend yield for the trailing twelve months is around 0.50%, less than LTAM.AS's 3.02% yield.

PositionTTM20252024202320222021202020192018201720162015
ASML.AS
ASML Holding NV		0.50%0.71%0.92%0.87%1.28%0.47%0.64%1.19%1.02%0.83%0.98%0.85%
LTAM.AS
iShares MSCI EM Latin America UCITS ETF USD (Dist)		3.02%3.21%5.22%3.99%6.79%2.66%1.65%2.11%1.84%1.41%1.23%2.69%

Frequently Asked Questions

ASML.AS and LTAM.AS have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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