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

Performance

DLTM.L vs. CMXC.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) (CMXC.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DLTM.L achieves a 13.76% return, which is significantly higher than CMXC.L's 9.93% return. Both investments have delivered pretty close results over the past 10 years, with DLTM.L having a 6.78% annualized return and CMXC.L not far behind at 6.68%.


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%

CMXC.L

1D
-0.85%
1M
-5.29%
6M
4.35%
YTD
9.93%
1Y
33.06%
3Y*
10.57%
5Y*
12.66%
10Y*
6.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DLTM.L vs. CMXC.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%
CMXC.L
iShares MSCI Mexico Capped UCITS ETF USD (Acc)
9.93%57.29%-28.08%37.82%-1.14%19.07%-0.08%9.79%-13.57%12.59%

Correlation

The correlation between DLTM.L and CMXC.L is 0.76, 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

0.76

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

0.74

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

0.72

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

0.71

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2010

0.70

The correlation between DLTM.L and CMXC.L has been stable across timeframes, ranging from 0.70 to 0.76 - a consistent structural relationship.

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Return for Risk

DLTM.L vs. CMXC.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

CMXC.L
CMXC.L Risk / Return Rank: 5252
Overall Rank
CMXC.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CMXC.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
CMXC.L Omega Ratio Rank: 4747
Omega Ratio Rank
CMXC.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
CMXC.L Martin Ratio Rank: 5656
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. CMXC.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) (CMXC.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.LCMXC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.55

Omega ratioGain probability vs. loss probability

1.32

1.25

+0.07

Calmar ratioReturn relative to maximum drawdown

2.58

2.34

+0.24

Martin ratioReturn relative to average drawdown

7.06

7.77

-0.71

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

The current DLTM.L Sharpe Ratio is 1.89, which is higher than the CMXC.L Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of DLTM.L and CMXC.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. CMXC.L - Drawdown Comparison

The maximum DLTM.L drawdown since its inception was -66.54%, which is greater than CMXC.L's maximum drawdown of -60.38%. Use the drawdown chart below to compare losses from any high point for DLTM.L and CMXC.L.


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Drawdown Indicators


DLTM.LCMXC.LDifference

Max Drawdown

Largest peak-to-trough decline

-66.54%

-60.38%

-6.16%

Max Drawdown (1Y)

Largest decline over 1 year

-15.38%

-13.65%

-1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-27.82%

-30.66%

+2.84%

Max Drawdown (5Y)

Largest decline over 5 years

-29.01%

-30.66%

+1.65%

Max Drawdown (10Y)

Largest decline over 10 years

-54.86%

-52.90%

-1.96%

Current Drawdown

Current decline from peak

-9.26%

-6.88%

-2.38%

Average Drawdown

Average peak-to-trough decline

-28.97%

-18.97%

-10.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.64%

4.12%

+1.52%

Volatility

DLTM.L vs. CMXC.L - Volatility Comparison

iShares MSCI EM Latin America UCITS ETF (DLTM.L) and iShares MSCI Mexico Capped UCITS ETF USD (Acc) (CMXC.L) have volatilities of 5.93% and 6.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DLTM.LCMXC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

6.19%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

17.42%

19.01%

-1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

21.04%

22.22%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.87%

23.36%

-0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.38%

25.64%

+0.74%

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

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


Dividends

DLTM.L vs. CMXC.L - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
CMXC.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 CMXC.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

CMXC.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 CMXC.L tracks MSCI Mexico Capped Index (Net Return Index). Their fees differ too: 0.74% for DLTM.L and 0.65% for CMXC.L.

Portfolio Optimizer

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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