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

Performance

DLTM.L vs. IUIT.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 S&P 500 Information Technology Sector UCITS ETF (IUIT.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 lower than IUIT.L's 23.04% return. Over the past 10 years, DLTM.L has underperformed IUIT.L with an annualized return of 7.49%, while IUIT.L has yielded a comparatively higher 26.33% 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%

IUIT.L

1D
-2.11%
1M
13.14%
YTD
23.04%
6M
22.75%
1Y
51.87%
3Y*
34.42%
5Y*
24.18%
10Y*
26.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
23.04%22.93%38.51%59.45%-29.15%34.09%43.14%48.90%-1.41%38.43%

Correlation

The correlation between DLTM.L and IUIT.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.35

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

0.39

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

0.41

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2015

0.40

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Return for Risk

DLTM.L vs. IUIT.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

IUIT.L
IUIT.L Risk / Return Rank: 6868
Overall Rank
IUIT.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IUIT.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
IUIT.L Omega Ratio Rank: 7070
Omega Ratio Rank
IUIT.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
IUIT.L Martin Ratio Rank: 5353
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. IUIT.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 S&P 500 Information Technology Sector UCITS ETF (IUIT.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.LIUIT.LDifference
Sharpe ratioReturn per unit of total volatility

-0.76

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.31

1.41

-0.10

Calmar ratioReturn relative to maximum drawdown

2.93

3.03

-0.10

Martin ratioReturn relative to average drawdown

8.45

8.99

-0.54

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

The current DLTM.L Sharpe Ratio is 1.79, which is comparable to the IUIT.L Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of DLTM.L and IUIT.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.LIUIT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

2.55

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

1.02

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

1.20

-0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

1.16

-1.11

Drawdowns

DLTM.L vs. IUIT.L - Drawdown Comparison

The maximum DLTM.L drawdown since its inception was -64.38%, which is greater than IUIT.L's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for DLTM.L and IUIT.L.


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Drawdown Indicators


DLTM.LIUIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-64.38%

-33.46%

-30.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-17.03%

+4.72%

Max Drawdown (3Y)

Largest decline over 3 years

-27.83%

-26.40%

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-29.02%

-33.46%

+4.44%

Max Drawdown (10Y)

Largest decline over 10 years

-54.87%

-33.46%

-21.41%

Current Drawdown

Current decline from peak

-12.31%

-3.14%

-9.17%

Average Drawdown

Average peak-to-trough decline

-29.86%

-6.02%

-23.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

5.76%

-1.48%

Volatility

DLTM.L vs. IUIT.L - Volatility Comparison

The current volatility for iShares MSCI EM Latin America UCITS ETF (DLTM.L) is 6.11%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 7.49%. This indicates that DLTM.L experiences smaller price fluctuations and is considered to be less risky than IUIT.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.LIUIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

7.49%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

17.14%

15.53%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

20.22%

20.28%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.80%

23.61%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.57%

22.47%

+4.10%

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

DLTM.L has a 0.74% expense ratio, which is higher than IUIT.L's 0.15% expense ratio.


Dividends

DLTM.L vs. IUIT.L - Dividend Comparison

DLTM.L's dividend yield for the trailing twelve months is around 3.50%, while IUIT.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%
IUIT.L
iShares S&P 500 Information Technology Sector 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%

Frequently Asked Questions


DLTM.L and IUIT.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUIT.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUIT.L is cheaper with a 0.15% expense ratio, compared with 0.74% for DLTM.L.

DLTM.L is categorized as Latin America Equities, while IUIT.L is Technology Equities. DLTM.L tracks MSCI EM Latin America NR USD, while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.74% for DLTM.L and 0.15% for IUIT.L.

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