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 Index. Over the past 10 years, BYDDF returned 20.28%/yr vs 8.29%/yr for ILF. At a 0.28 correlation, their price movements are largely independent.
Performance
BYDDF vs. ILF - Performance Comparison
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Returns By Period
In the year-to-date period, BYDDF achieves a -4.06% return, which is significantly lower than ILF's 11.79% return. Over the past 10 years, BYDDF has outperformed ILF with an annualized return of 20.28%, while ILF has yielded a comparatively lower 8.29% annualized return.
BYDDF
- 1D
- -1.13%
- 1M
- -10.00%
- YTD
- -4.06%
- 6M
- -6.77%
- 1Y
- -30.80%
- 3Y*
- 5.24%
- 5Y*
- 8.14%
- 10Y*
- 20.28%
ILF
- 1D
- 0.12%
- 1M
- -6.33%
- YTD
- 11.79%
- 6M
- 8.98%
- 1Y
- 40.71%
- 3Y*
- 15.36%
- 5Y*
- 8.55%
- 10Y*
- 8.29%
BYDDF vs. ILF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BYDDF BYD Company Limited | -4.06% | 11.38% | 24.71% | 13.22% | -27.71% | 28.77% | 432.27% | -21.10% | -27.99% | 72.50% |
ILF iShares Latin American 40 ETF | 11.79% | 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 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2007 | 0.28 |
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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.
| BYDDF | ILF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.73 | ||
| Sortino ratioReturn per unit of downside risk | -3.68 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.32 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 3.23 | -4.08 |
| Martin ratioReturn relative to average drawdown | -1.26 | 9.79 | -11.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BYDDF | ILF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.85 | 1.88 | -2.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.37 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.29 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.30 | -0.12 |
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.
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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 | -36.12% | -12.67% | -23.45% |
Max Drawdown (3Y)Largest decline over 3 years | -41.23% | -23.97% | -17.26% |
Max Drawdown (5Y)Largest decline over 5 years | -48.35% | -29.71% | -18.64% |
Max Drawdown (10Y)Largest decline over 10 years | -58.45% | -57.79% | -0.66% |
Current DrawdownCurrent decline from peak | -38.94% | -10.66% | -28.28% |
Average DrawdownAverage peak-to-trough decline | -40.97% | -23.94% | -17.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.47% | 4.17% | +20.30% |
Volatility
BYDDF vs. ILF - Volatility Comparison
BYD Company Limited (BYDDF) has a higher volatility of 8.94% compared to iShares Latin American 40 ETF (ILF) at 6.21%. 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.
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Volatility by Period
| BYDDF | ILF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.94% | 6.21% | +2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 26.63% | 18.46% | +8.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.37% | 21.75% | +14.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.70% | 23.17% | +22.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.11% | 28.43% | +18.68% |
Dividends
BYDDF vs. ILF - Dividend Comparison
BYDDF's dividend yield for the trailing twelve months is around 6.29%, more than ILF's 3.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BYDDF BYD Company Limited | 6.29% | 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 | 3.93% | 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 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BYDDF has higher volatility (8.94%) compared to ILF (6.21%). In terms of maximum drawdown, BYDDF dropped -86.78% vs ILF's -67.48%.
ILF currently has the higher Sharpe Ratio (1.88 vs -0.85), 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.
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