DLTM.L vs. KO
DLTM.L (iShares MSCI EM Latin America UCITS ETF) is Latin America Equities fund tracking the MSCI EM Latin America NR USD, while KO (The Coca-Cola Company) is a stock. Over the past 10 years, DLTM.L returned 7.49%/yr vs 8.76%/yr for KO. At a 0.18 correlation, their price movements are largely independent.
Performance
DLTM.L vs. KO - Performance Comparison
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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 KO's 10.64% return. Over the past 10 years, DLTM.L has underperformed KO with an annualized return of 7.49%, while KO has yielded a comparatively higher 8.76% 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%
KO
- 1D
- -2.46%
- 1M
- -2.12%
- YTD
- 10.64%
- 6M
- 9.79%
- 1Y
- 10.76%
- 3Y*
- 11.41%
- 5Y*
- 9.65%
- 10Y*
- 8.76%
DLTM.L vs. KO - 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% |
KO The Coca-Cola Company | 10.64% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
Correlation
The correlation between DLTM.L and KO is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2007 | 0.18 |
The correlation between DLTM.L and KO shifts across timeframes, from 0.03 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DLTM.L vs. KO — Risk / Return Rank
DLTM.L
KO
DLTM.L vs. KO - 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 The Coca-Cola Company (KO). 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 | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.12 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 1.37 | +1.56 |
| Martin ratioReturn relative to average drawdown | 8.45 | 2.68 | +5.77 |
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 | KO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 0.67 | +1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.60 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.48 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.53 | -0.48 |
Drawdowns
DLTM.L vs. KO - Drawdown Comparison
The maximum DLTM.L drawdown since its inception was -64.38%, smaller than the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for DLTM.L and KO.
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Drawdown Indicators
| DLTM.L | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.38% | -68.23% | +3.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -7.89% | -4.42% |
Max Drawdown (3Y)Largest decline over 3 years | -27.83% | -16.26% | -11.57% |
Max Drawdown (5Y)Largest decline over 5 years | -29.02% | -17.27% | -11.75% |
Max Drawdown (10Y)Largest decline over 10 years | -54.87% | -36.99% | -17.88% |
Current DrawdownCurrent decline from peak | -12.31% | -6.23% | -6.08% |
Average DrawdownAverage peak-to-trough decline | -29.86% | -16.09% | -13.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 4.02% | +0.26% |
Volatility
DLTM.L vs. KO - Volatility Comparison
iShares MSCI EM Latin America UCITS ETF (DLTM.L) has a higher volatility of 6.11% compared to The Coca-Cola Company (KO) at 4.85%. This indicates that DLTM.L's price experiences larger fluctuations and is considered to be riskier than KO 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 | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 4.85% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 17.14% | 11.92% | +5.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.22% | 16.01% | +4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.80% | 16.04% | +6.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.57% | 18.17% | +8.40% |
Dividends
DLTM.L vs. KO - Dividend Comparison
DLTM.L's dividend yield for the trailing twelve months is around 3.50%, more than KO's 2.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
KO The Coca-Cola Company | 2.68% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
Frequently Asked Questions
DLTM.L and KO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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