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

Performance

DLTM.L vs. HERU.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 Global X Video Games & Esports UCITS ETF Acc USD (HERU.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 9.93% return, which is significantly higher than HERU.L's -14.21% 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%

HERU.L

1D
-1.65%
1M
-4.54%
YTD
-14.21%
6M
-16.08%
1Y
-15.16%
3Y*
8.14%
5Y*
-4.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
DLTM.L
iShares MSCI EM Latin America UCITS ETF
9.93%54.43%-26.89%33.42%7.99%-9.75%-0.56%
HERU.L
Global X Video Games & Esports UCITS ETF Acc USD
-14.21%24.71%18.11%6.15%-35.25%-9.81%1.78%

Correlation

The correlation between DLTM.L and HERU.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.43

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

0.41

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2020

0.40

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Return for Risk

DLTM.L vs. HERU.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: 5353
Overall Rank
DLTM.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DLTM.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
DLTM.L Omega Ratio Rank: 5050
Omega Ratio Rank
DLTM.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
DLTM.L Martin Ratio Rank: 5050
Martin Ratio Rank

HERU.L
HERU.L Risk / Return Rank: 33
Overall Rank
HERU.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
HERU.L Sortino Ratio Rank: 33
Sortino Ratio Rank
HERU.L Omega Ratio Rank: 33
Omega Ratio Rank
HERU.L Calmar Ratio Rank: 44
Calmar Ratio Rank
HERU.L Martin Ratio Rank: 44
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. HERU.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 Global X Video Games & Esports UCITS ETF Acc USD (HERU.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.LHERU.LDifference
Sharpe ratioReturn per unit of total volatility

+2.57

Sortino ratioReturn per unit of downside risk

+3.51

Omega ratioGain probability vs. loss probability

1.31

0.88

+0.43

Calmar ratioReturn relative to maximum drawdown

2.93

-0.58

+3.51

Martin ratioReturn relative to average drawdown

8.45

-1.08

+9.53

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

The current DLTM.L Sharpe Ratio is 1.79, which is higher than the HERU.L Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of DLTM.L and HERU.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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Sharpe Ratios by Period


DLTM.LHERU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

-0.79

+2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

-0.24

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

-0.19

+0.24

Drawdowns

DLTM.L vs. HERU.L - Drawdown Comparison

The maximum DLTM.L drawdown since its inception was -64.38%, which is greater than HERU.L's maximum drawdown of -55.72%. Use the drawdown chart below to compare losses from any high point for DLTM.L and HERU.L.


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Drawdown Indicators


DLTM.LHERU.LDifference

Max Drawdown

Largest peak-to-trough decline

-64.38%

-55.72%

-8.66%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-26.06%

+13.75%

Max Drawdown (3Y)

Largest decline over 3 years

-27.83%

-26.06%

-1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-29.02%

-48.79%

+19.77%

Max Drawdown (10Y)

Largest decline over 10 years

-54.87%

Current Drawdown

Current decline from peak

-12.31%

-34.58%

+22.27%

Average Drawdown

Average peak-to-trough decline

-29.86%

-33.97%

+4.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

13.96%

-9.68%

Volatility

DLTM.L vs. HERU.L - Volatility Comparison

iShares MSCI EM Latin America UCITS ETF (DLTM.L) has a higher volatility of 6.11% compared to Global X Video Games & Esports UCITS ETF Acc USD (HERU.L) at 5.76%. This indicates that DLTM.L's price experiences larger fluctuations and is considered to be riskier than HERU.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.LHERU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

5.76%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

17.14%

15.54%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

20.22%

19.26%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.80%

23.53%

-0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.57%

23.67%

+2.90%

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

DLTM.L has a 0.74% expense ratio, which is higher than HERU.L's 0.50% expense ratio.


Dividends

DLTM.L vs. HERU.L - Dividend Comparison

DLTM.L's dividend yield for the trailing twelve months is around 3.50%, while HERU.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
HERU.L
Global X Video Games & Esports UCITS ETF Acc USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DLTM.L and HERU.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HERU.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HERU.L is cheaper with a 0.50% expense ratio, compared with 0.74% for DLTM.L.

DLTM.L is categorized as Latin America Equities, while HERU.L is Technology Equities. DLTM.L tracks MSCI EM Latin America NR USD, while HERU.L tracks MSCI World/Information Tech NR USD. They also come from different issuers: iShares and Global X. Their fees differ too: 0.74% for DLTM.L and 0.50% for HERU.L.

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