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DLTM.L vs. CMX1.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DLTM.L vs. CMX1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EM Latin America UCITS ETF (DLTM.L) and iShares MSCI Mexico Capped UCITS ETF USD (Acc) (CMX1.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DLTM.L is traded in USD, while CMX1.L is traded in GBp. To make them comparable, the CMX1.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DLTM.L achieves a 13.76% return, which is significantly higher than CMX1.L's 10.83% return. Both investments have delivered pretty close results over the past 10 years, with DLTM.L having a 6.78% annualized return and CMX1.L not far ahead at 6.80%.


DLTM.L

1D
0.05%
1M
0.10%
6M
7.84%
YTD
13.76%
1Y
39.94%
3Y*
12.15%
5Y*
9.90%
10Y*
6.78%

CMX1.L

1D
0.00%
1M
-4.44%
6M
5.16%
YTD
10.83%
1Y
34.23%
3Y*
10.86%
5Y*
12.87%
10Y*
6.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DLTM.L vs. CMX1.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DLTM.L
iShares MSCI EM Latin America UCITS ETF
13.76%54.38%-26.87%33.35%8.00%-9.77%-11.18%12.80%-5.26%20.98%
CMX1.L
iShares MSCI Mexico Capped UCITS ETF USD (Acc)
10.83%57.38%-28.08%37.04%-1.20%19.62%-0.52%10.62%-14.13%12.76%

Correlation

The correlation between DLTM.L and CMX1.L is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.71

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

0.69

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

0.68

Correlation (All Time)
Calculated using the full available price history since Aug 25, 2010

0.68

The correlation between DLTM.L and CMX1.L has been stable across timeframes, ranging from 0.68 to 0.73 - a consistent structural relationship.

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Return for Risk

DLTM.L vs. CMX1.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DLTM.L
DLTM.L Risk / Return Rank: 6565
Overall Rank
DLTM.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DLTM.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
DLTM.L Omega Ratio Rank: 6767
Omega Ratio Rank
DLTM.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
DLTM.L Martin Ratio Rank: 5151
Martin Ratio Rank

CMX1.L
CMX1.L Risk / Return Rank: 5858
Overall Rank
CMX1.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CMX1.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
CMX1.L Omega Ratio Rank: 5353
Omega Ratio Rank
CMX1.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
CMX1.L Martin Ratio Rank: 6161
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.

DLTM.L vs. CMX1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM Latin America UCITS ETF (DLTM.L) and iShares MSCI Mexico Capped UCITS ETF USD (Acc) (CMX1.L). 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.


DLTM.LCMX1.LDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.32

1.27

+0.05

Calmar ratioReturn relative to maximum drawdown

2.58

2.43

+0.15

Martin ratioReturn relative to average drawdown

7.06

8.39

-1.33

DLTM.L vs. CMX1.L - Sharpe Ratio Comparison

The current DLTM.L Sharpe Ratio is 1.89, which is comparable to the CMX1.L Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of DLTM.L and CMX1.L, 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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Drawdowns

DLTM.L vs. CMX1.L - Drawdown Comparison

The maximum DLTM.L drawdown since its inception was -66.54%, smaller than the maximum CMX1.L drawdown of -98.54%. Use the drawdown chart below to compare losses from any high point for DLTM.L and CMX1.L.


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Drawdown Indicators


DLTM.LCMX1.LDifference

Max Drawdown

Largest peak-to-trough decline

-66.54%

-98.54%

+32.00%

Max Drawdown (1Y)

Largest decline over 1 year

-15.38%

-13.74%

-1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-27.82%

-35.43%

+7.61%

Max Drawdown (5Y)

Largest decline over 5 years

-29.01%

-35.43%

+6.42%

Max Drawdown (10Y)

Largest decline over 10 years

-54.86%

-53.02%

-1.84%

Current Drawdown

Current decline from peak

-9.26%

-5.24%

-4.02%

Average Drawdown

Average peak-to-trough decline

-28.97%

-20.31%

-8.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.64%

3.99%

+1.65%

Volatility

DLTM.L vs. CMX1.L - Volatility Comparison

The current volatility for iShares MSCI EM Latin America UCITS ETF (DLTM.L) is 5.93%, while iShares MSCI Mexico Capped UCITS ETF USD (Acc) (CMX1.L) has a volatility of 6.44%. This indicates that DLTM.L experiences smaller price fluctuations and is considered to be less risky than CMX1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DLTM.LCMX1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

6.44%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

17.42%

18.04%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

21.04%

21.27%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.87%

26.76%

-3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.38%

26.87%

-0.49%

DLTM.L vs. CMX1.L - Expense Ratio Comparison

DLTM.L has a 0.74% expense ratio, which is higher than CMX1.L's 0.65% expense ratio.


Dividends

DLTM.L vs. CMX1.L - Dividend Comparison

DLTM.L's dividend yield for the trailing twelve months is around 3.40%, while CMX1.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CMX1.L
iShares MSCI Mexico Capped UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DLTM.L
iShares MSCI EM Latin America UCITS ETF
3.40%3.54%5.77%4.23%6.82%3.20%1.66%2.31%2.17%1.47%1.44%2.98%

Frequently Asked Questions


DLTM.L and CMX1.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CMX1.L is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CMX1.L is cheaper with a 0.65% expense ratio, compared with 0.74% for DLTM.L.

DLTM.L tracks MSCI EM Latin America NR USD, while CMX1.L tracks MSCI Mexico Capped Index (Net Return Index). Their fees differ too: 0.74% for DLTM.L and 0.65% for CMX1.L.

Portfolio Optimizer

Find the right allocation for DLTM.L and CMX1.L

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