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

DLTM.L vs. EMVL.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI EM Latin America UCITS ETF (DLTM.L) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L).

DLTM.L and EMVL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DLTM.L is a passively managed fund by iShares that tracks the performance of the MSCI EM Latin America NR USD. It was launched on Oct 15, 2007. EMVL.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on Dec 6, 2018. Both DLTM.L and EMVL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

DLTM.L vs. EMVL.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 Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)2025202420232022202120202019
DLTM.L
iShares MSCI EM Latin America UCITS ETF		16.99%54.43%-26.89%33.42%7.99%-9.75%-11.20%9.84%
EMVL.L
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)		12.17%43.13%14.48%18.38%-16.29%5.29%7.16%17.77%

Returns By Period

In the year-to-date period, DLTM.L achieves a 16.99% return, which is significantly higher than EMVL.L's 12.17% return.

DLTM.L

1D
3.25%
1M
-0.60%
YTD
16.99%
6M
27.85%
1Y
58.01%
3Y*
18.91%
5Y*
13.31%
10Y*
8.06%

EMVL.L

1D
3.53%
1M
-6.33%
YTD
12.17%
6M
23.32%
1Y
53.79%
3Y*
27.33%
5Y*
11.54%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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iShares MSCI EM Latin America UCITS ETF

iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)

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Often compared with EMVL.L:
EMVL.L vs. EIMI.LEMVL.L vs. AVESEMVL.L vs. AVEMEMVL.L vs. DGSE.LEMVL.L vs. VWOEMVL.L vs. HSEF.LEMVL.L vs. IWDA.L

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

DLTM.L has a 0.74% expense ratio, which is higher than EMVL.L's 0.40% expense ratio.

DLTM.L
iShares MSCI EM Latin America UCITS ETF
EMVL.L
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)

Return for Risk

DLTM.L vs. EMVL.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: 9595
Overall Rank
DLTM.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DLTM.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
DLTM.L Omega Ratio Rank: 9494
Omega Ratio Rank
DLTM.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
DLTM.L Martin Ratio Rank: 9595
Martin Ratio Rank
EMVL.L
EMVL.L Risk / Return Rank: 9696
Overall Rank
EMVL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EMVL.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
EMVL.L Omega Ratio Rank: 9595
Omega Ratio Rank
EMVL.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
EMVL.L Martin Ratio Rank: 9696
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. EMVL.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 Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.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.LEMVL.LDifference

Sharpe ratio

Return per unit of total volatility

2.63

2.63

0.00

Sortino ratio

Return per unit of downside risk

3.26

3.18

+0.08

Omega ratio

Gain probability vs. loss probability

1.45

1.47

-0.02

Calmar ratio

Return relative to maximum drawdown

4.73

4.87

-0.13

Martin ratio

Return relative to average drawdown

16.02

17.74

-1.72

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current DLTM.L Sharpe Ratio is 2.63, which is comparable to the EMVL.L Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of DLTM.L and EMVL.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

DLTM.LEMVL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

2.63

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.59

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.65

-0.58

Correlation

The correlation between DLTM.L and EMVL.L is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DLTM.L vs. EMVL.L - Dividend Comparison

DLTM.L's dividend yield for the trailing twelve months is around 3.03%, while EMVL.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
DLTM.L
iShares MSCI EM Latin America UCITS ETF		3.03%3.54%5.77%4.23%6.82%3.20%1.66%2.31%2.17%1.47%1.44%2.98%
EMVL.L
iShares Edge MSCI EM Value Factor 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%

Drawdowns

DLTM.L vs. EMVL.L - Drawdown Comparison

The maximum DLTM.L drawdown since its inception was -64.38%, which is greater than EMVL.L's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for DLTM.L and EMVL.L.

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Drawdown Indicators

DLTM.LEMVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-64.38%

-34.95%

-29.43%

Max Drawdown (1Y)

Largest decline over 1 year

-12.29%

-12.67%

+0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-29.02%

-34.95%

+5.93%

Max Drawdown (10Y)

Largest decline over 10 years

-54.87%

—

—

Current Drawdown

Current decline from peak

-3.85%

-8.54%

+4.69%

Average Drawdown

Average peak-to-trough decline

-30.06%

-10.19%

-19.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

3.20%

+0.43%

Volatility

DLTM.L vs. EMVL.L - Volatility Comparison

iShares MSCI EM Latin America UCITS ETF (DLTM.L) has a higher volatility of 9.01% compared to iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) at 7.90%. This indicates that DLTM.L's price experiences larger fluctuations and is considered to be riskier than EMVL.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.LEMVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.01%

7.90%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

16.14%

15.35%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

21.99%

20.25%

+1.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.71%

19.48%

+3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.66%

22.02%

+4.64%