BYDDF vs. ILF
BYDDF (BYD Company Limited) is a stock, while ILF (iShares Latin American 40 ETF) is Latin America Equities fund tracking the S&P Latin America 40 (Net). Over the past 10 years, BYDDF returned 18.66%/yr vs 7.46%/yr for ILF. At a 0.28 correlation, their price movements are largely independent.
Performance
BYDDF vs. ILF - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BYDDF achieves a -8.26% return, which is significantly lower than ILF's 15.28% return. Over the past 10 years, BYDDF has outperformed ILF with an annualized return of 18.66%, while ILF has yielded a comparatively lower 7.46% annualized return.
BYDDF
- 1D
- 1.88%
- 1M
- 2.06%
- 6M
- -10.14%
- YTD
- -8.26%
- 1Y
- -29.37%
- 3Y*
- 0.72%
- 5Y*
- 5.68%
- 10Y*
- 18.66%
ILF
- 1D
- -0.14%
- 1M
- 0.73%
- 6M
- 8.27%
- YTD
- 15.28%
- 1Y
- 42.43%
- 3Y*
- 14.00%
- 5Y*
- 10.32%
- 10Y*
- 7.46%
BYDDF vs. ILF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BYDDF BYD Company Limited | -8.26% | 11.38% | 24.71% | 13.22% | -27.71% | 28.77% | 432.27% | -21.10% | -27.99% | 72.50% |
ILF iShares Latin American 40 ETF | 15.28% | 52.65% | -23.11% | 33.14% | 9.81% | -13.59% | -11.71% | 13.77% | -6.85% | 26.33% |
Correlation
The correlation between BYDDF and ILF is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2007 | 0.28 |
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
BYDDF vs. ILF — Risk / Return Rank
BYDDF
ILF
BYDDF vs. ILF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited (BYDDF) and iShares Latin American 40 ETF (ILF). 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.
| BYDDF | ILF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.72 | ||
| Sortino ratioReturn per unit of downside risk | -3.63 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.33 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 3.06 | -3.70 |
| Martin ratioReturn relative to average drawdown | -1.12 | 8.26 | -9.39 |
Loading charts...
Drawdowns
BYDDF vs. ILF - Drawdown Comparison
The maximum BYDDF drawdown since its inception was -86.78%, which is greater than ILF's maximum drawdown of -67.48%. Use the drawdown chart below to compare losses from any high point for BYDDF and ILF.
Loading charts...
Drawdown Indicators
| BYDDF | ILF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.78% | -67.48% | -19.30% |
Max Drawdown (1Y)Largest decline over 1 year | -45.86% | -13.94% | -31.92% |
Max Drawdown (3Y)Largest decline over 3 years | -51.26% | -23.97% | -27.29% |
Max Drawdown (5Y)Largest decline over 5 years | -51.26% | -29.71% | -21.55% |
Max Drawdown (10Y)Largest decline over 10 years | -58.45% | -57.79% | -0.66% |
Current DrawdownCurrent decline from peak | -41.61% | -7.87% | -33.74% |
Average DrawdownAverage peak-to-trough decline | -40.98% | -23.87% | -17.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.18% | 5.15% | +21.03% |
Volatility
BYDDF vs. ILF - Volatility Comparison
BYD Company Limited (BYDDF) has a higher volatility of 12.77% compared to iShares Latin American 40 ETF (ILF) at 4.49%. This indicates that BYDDF's price experiences larger fluctuations and is considered to be riskier than ILF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BYDDF | ILF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.77% | 4.49% | +8.28% |
Volatility (6M)Calculated over the trailing 6-month period | 28.00% | 18.48% | +9.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.90% | 22.21% | +14.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.36% | 23.20% | +22.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.15% | 28.25% | +18.90% |
Dividends
BYDDF vs. ILF - Dividend Comparison
BYDDF's dividend yield for the trailing twelve months is around 0.47%, less than ILF's 3.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BYDDF BYD Company Limited | 0.47% | 6.04% | 1.28% | 0.58% | 0.07% | 0.07% | 0.03% | 0.58% | 0.00% | 2.03% | 0.00% | 0.00% |
ILF iShares Latin American 40 ETF | 3.41% | 4.39% | 7.44% | 4.61% | 12.72% | 8.47% | 1.88% | 3.09% | 3.12% | 1.80% | 1.59% | 3.25% |
Frequently Asked Questions
BYDDF and ILF have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BYDDF has higher volatility (12.77%) compared to ILF (4.49%). In terms of maximum drawdown, BYDDF dropped -86.78% vs ILF's -67.48%.
ILF currently has the higher Sharpe Ratio (1.92 vs -0.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for BYDDF and ILF
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