DLTM.L vs. CSP1.L
DLTM.L (iShares MSCI EM Latin America UCITS ETF) and CSP1.L (iShares Core S&P 500 UCITS ETF) are both exchange-traded funds - DLTM.L is a Latin America Equities fund tracking the MSCI EM Latin America NR USD, while CSP1.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, DLTM.L returned 7.49%/yr vs 15.23%/yr for CSP1.L. At a 0.44 correlation, their price movements are largely independent. DLTM.L charges 0.74%/yr vs 0.07%/yr for CSP1.L.
Performance
DLTM.L vs. CSP1.L - Performance Comparison
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Different Trading Currencies
DLTM.L is traded in USD, while CSP1.L is traded in GBp. To make them comparable, the CSP1.L values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with DLTM.L having a 9.93% return and CSP1.L slightly higher at 10.28%. Over the past 10 years, DLTM.L has underperformed CSP1.L with an annualized return of 7.49%, while CSP1.L has yielded a comparatively higher 15.23% annualized return.
DLTM.L
- 1D
- -0.71%
- 1M
- -7.84%
- YTD
- 9.93%
- 6M
- 8.15%
- 1Y
- 36.25%
- 3Y*
- 13.43%
- 5Y*
- 8.58%
- 10Y*
- 7.49%
CSP1.L
- 1D
- 0.10%
- 1M
- 4.65%
- YTD
- 10.28%
- 6M
- 11.29%
- 1Y
- 27.90%
- 3Y*
- 22.09%
- 5Y*
- 13.73%
- 10Y*
- 15.23%
DLTM.L vs. CSP1.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DLTM.L iShares MSCI EM Latin America UCITS ETF | 9.93% | 54.43% | -26.89% | 33.42% | 7.99% | -9.75% | -11.20% | 12.80% | -5.26% | 21.02% |
CSP1.L iShares Core S&P 500 UCITS ETF | 10.28% | 17.63% | 25.22% | 26.11% | -18.77% | 29.88% | 17.14% | 31.49% | -5.65% | 21.38% |
Correlation
The correlation between DLTM.L and CSP1.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2010 | 0.44 |
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Return for Risk
DLTM.L vs. CSP1.L — Risk / Return Rank
DLTM.L
CSP1.L
DLTM.L vs. CSP1.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 Core S&P 500 UCITS ETF (CSP1.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.
| DLTM.L | CSP1.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.44 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 3.20 | -0.27 |
| Martin ratioReturn relative to average drawdown | 8.45 | 13.82 | -5.37 |
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
| DLTM.L | CSP1.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 2.48 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.88 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.94 | -0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 1.00 | -0.95 |
Drawdowns
DLTM.L vs. CSP1.L - Drawdown Comparison
The maximum DLTM.L drawdown since its inception was -64.38%, which is greater than CSP1.L's maximum drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for DLTM.L and CSP1.L.
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Drawdown Indicators
| DLTM.L | CSP1.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.38% | -33.51% | -30.87% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -8.68% | -3.63% |
Max Drawdown (3Y)Largest decline over 3 years | -27.83% | -18.69% | -9.14% |
Max Drawdown (5Y)Largest decline over 5 years | -29.02% | -25.16% | -3.86% |
Max Drawdown (10Y)Largest decline over 10 years | -54.87% | -33.51% | -21.36% |
Current DrawdownCurrent decline from peak | -12.31% | -0.55% | -11.76% |
Average DrawdownAverage peak-to-trough decline | -29.86% | -3.87% | -25.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 2.01% | +2.27% |
Volatility
DLTM.L vs. CSP1.L - Volatility Comparison
iShares MSCI EM Latin America UCITS ETF (DLTM.L) has a higher volatility of 6.11% compared to iShares Core S&P 500 UCITS ETF (CSP1.L) at 2.58%. This indicates that DLTM.L's price experiences larger fluctuations and is considered to be riskier than CSP1.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.L | CSP1.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 2.58% | +3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 17.14% | 7.99% | +9.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.22% | 11.21% | +9.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.80% | 15.68% | +7.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.57% | 16.12% | +10.45% |
DLTM.L vs. CSP1.L - Expense Ratio Comparison
DLTM.L has a 0.74% expense ratio, which is higher than CSP1.L's 0.07% expense ratio.
Dividends
DLTM.L vs. CSP1.L - Dividend Comparison
DLTM.L's dividend yield for the trailing twelve months is around 3.50%, while CSP1.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSP1.L iShares Core S&P 500 UCITS ETF | 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 | 3.50% | 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 CSP1.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSP1.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSP1.L is cheaper with a 0.07% expense ratio, compared with 0.74% for DLTM.L.
DLTM.L is categorized as Latin America Equities, while CSP1.L is S&P 500. DLTM.L tracks MSCI EM Latin America NR USD, while CSP1.L tracks S&P 500 Index. Their fees differ too: 0.74% for DLTM.L and 0.07% for CSP1.L.
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