EUEA.AS vs. LTAM.AS
EUEA.AS (iShares EURO STOXX 50 UCITS ETF) and LTAM.AS (iShares MSCI EM Latin America UCITS ETF USD (Dist)) are both exchange-traded funds - EUEA.AS is a Europe Equities fund tracking the MSCI EMU NR EUR, while LTAM.AS is a Latin America Equities fund tracking the MSCI EM Latin America NR USD. Both are passively managed. Over the past 10 years, EUEA.AS returned 10.53%/yr vs 6.95%/yr for LTAM.AS. A 0.54 correlation means they provide meaningful diversification when combined. EUEA.AS charges 0.10%/yr vs 0.20%/yr for LTAM.AS.
Performance
EUEA.AS vs. LTAM.AS - Performance Comparison
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Returns By Period
In the year-to-date period, EUEA.AS achieves a 7.45% return, which is significantly lower than LTAM.AS's 11.12% return. Over the past 10 years, EUEA.AS has outperformed LTAM.AS with an annualized return of 10.53%, while LTAM.AS has yielded a comparatively lower 6.95% annualized return.
EUEA.AS
- 1D
- 0.82%
- 1M
- 1.75%
- YTD
- 7.45%
- 6M
- 8.54%
- 1Y
- 15.70%
- 3Y*
- 15.60%
- 5Y*
- 11.52%
- 10Y*
- 10.53%
LTAM.AS
- 1D
- -0.60%
- 1M
- -7.55%
- YTD
- 11.12%
- 6M
- 10.45%
- 1Y
- 33.16%
- 3Y*
- 9.99%
- 5Y*
- 9.23%
- 10Y*
- 6.95%
EUEA.AS vs. LTAM.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUEA.AS iShares EURO STOXX 50 UCITS ETF | 7.45% | 21.70% | 11.49% | 23.09% | -9.29% | 24.04% | -2.55% | 27.75% | -11.10% | 9.82% |
LTAM.AS iShares MSCI EM Latin America UCITS ETF USD (Dist) | 11.12% | 36.08% | -22.43% | 28.47% | 14.01% | -3.03% | -18.51% | 14.74% | -1.57% | 7.45% |
Correlation
The correlation between EUEA.AS and LTAM.AS is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2008 | 0.54 |
The correlation between EUEA.AS and LTAM.AS has been stable across timeframes, ranging from 0.45 to 0.54 - a consistent structural relationship.
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Return for Risk
EUEA.AS vs. LTAM.AS — Risk / Return Rank
EUEA.AS
LTAM.AS
EUEA.AS vs. LTAM.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 UCITS ETF (EUEA.AS) and iShares MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.AS). 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.
| EUEA.AS | LTAM.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.32 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 3.00 | -1.57 |
| Martin ratioReturn relative to average drawdown | 4.86 | 9.22 | -4.36 |
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
| EUEA.AS | LTAM.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.87 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.44 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.27 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.07 | +0.05 |
Drawdowns
EUEA.AS vs. LTAM.AS - Drawdown Comparison
The maximum EUEA.AS drawdown since its inception was -62.53%, roughly equal to the maximum LTAM.AS drawdown of -60.23%. Use the drawdown chart below to compare losses from any high point for EUEA.AS and LTAM.AS.
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Drawdown Indicators
| EUEA.AS | LTAM.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.53% | -60.23% | -2.30% |
Max Drawdown (1Y)Largest decline over 1 year | -10.91% | -11.01% | +0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -16.32% | -25.56% | +9.24% |
Max Drawdown (5Y)Largest decline over 5 years | -23.35% | -25.56% | +2.21% |
Max Drawdown (10Y)Largest decline over 10 years | -38.22% | -49.89% | +11.67% |
Current DrawdownCurrent decline from peak | -0.49% | -11.01% | +10.52% |
Average DrawdownAverage peak-to-trough decline | -24.30% | -26.14% | +1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 3.60% | -0.38% |
Volatility
EUEA.AS vs. LTAM.AS - Volatility Comparison
iShares EURO STOXX 50 UCITS ETF (EUEA.AS) and iShares MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.AS) have volatilities of 4.91% and 5.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUEA.AS | LTAM.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 5.16% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 14.94% | -2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 17.63% | -1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 20.78% | -3.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 25.09% | -6.98% |
EUEA.AS vs. LTAM.AS - Expense Ratio Comparison
EUEA.AS has a 0.10% expense ratio, which is lower than LTAM.AS's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EUEA.AS vs. LTAM.AS - Dividend Comparison
EUEA.AS's dividend yield for the trailing twelve months is around 2.55%, less than LTAM.AS's 3.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUEA.AS iShares EURO STOXX 50 UCITS ETF | 2.55% | 2.52% | 3.01% | 3.02% | 2.94% | 2.05% | 2.16% | 3.05% | 3.67% | 2.85% | 3.38% | 2.96% |
LTAM.AS iShares MSCI EM Latin America UCITS ETF USD (Dist) | 3.02% | 3.21% | 5.22% | 3.99% | 6.79% | 2.66% | 1.65% | 2.11% | 1.84% | 1.41% | 1.23% | 2.69% |
Frequently Asked Questions
EUEA.AS and LTAM.AS have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUEA.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUEA.AS is cheaper with a 0.10% expense ratio, compared with 0.20% for LTAM.AS.
EUEA.AS is categorized as Europe Equities, while LTAM.AS is Latin America Equities. EUEA.AS tracks MSCI EMU NR EUR, while LTAM.AS tracks MSCI EM Latin America NR USD. Their fees differ too: 0.10% for EUEA.AS and 0.20% for LTAM.AS.
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