EWW vs. ILF
Compare and contrast key facts about iShares MSCI Mexico ETF (EWW) and iShares Latin American 40 ETF (ILF).
EWW and ILF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWW is a passively managed fund by iShares that tracks the performance of the MSCI Mexico IMI 25/50 Index. It was launched on Mar 12, 1996. ILF is a passively managed fund by iShares that tracks the performance of the S&P Latin America 40 Index. It was launched on Oct 25, 2001. Both EWW and ILF 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
EWW vs. ILF - Performance Comparison
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EWW vs. ILF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EWW iShares MSCI Mexico ETF | 8.51% | 53.65% | -28.22% | 40.32% | 1.24% | 20.27% | -3.06% | 12.64% | -14.58% | 14.47% |
ILF iShares Latin American 40 ETF | 16.65% | 52.65% | -23.11% | 33.14% | 9.81% | -13.59% | -11.71% | 13.77% | -6.85% | 26.33% |
Returns By Period
In the year-to-date period, EWW achieves a 8.51% return, which is significantly lower than ILF's 16.65% return. Over the past 10 years, EWW has underperformed ILF with an annualized return of 6.16%, while ILF has yielded a comparatively higher 8.47% annualized return.
EWW
- 1D
- 3.39%
- 1M
- -7.05%
- YTD
- 8.51%
- 6M
- 12.41%
- 1Y
- 53.18%
- 3Y*
- 11.73%
- 5Y*
- 14.55%
- 10Y*
- 6.16%
ILF
- 1D
- 4.41%
- 1M
- -2.63%
- YTD
- 16.65%
- 6M
- 25.92%
- 1Y
- 58.11%
- 3Y*
- 20.46%
- 5Y*
- 13.16%
- 10Y*
- 8.47%
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EWW vs. ILF - Expense Ratio Comparison
EWW has a 0.49% expense ratio, which is higher than ILF's 0.48% expense ratio.
Return for Risk
EWW vs. ILF — Risk / Return Rank
EWW
ILF
EWW vs. ILF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Mexico ETF (EWW) and iShares Latin American 40 ETF (ILF). 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.
| EWW | ILF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.16 | 2.48 | -0.32 |
Sortino ratioReturn per unit of downside risk | 2.80 | 3.06 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.43 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.66 | 4.47 | -0.81 |
Martin ratioReturn relative to average drawdown | 14.00 | 15.54 | -1.54 |
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
| EWW | ILF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 2.48 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.57 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.30 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.31 | -0.01 |
Correlation
The correlation between EWW and ILF is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EWW vs. ILF - Dividend Comparison
EWW's dividend yield for the trailing twelve months is around 3.20%, less than ILF's 3.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWW iShares MSCI Mexico ETF | 3.20% | 3.48% | 4.39% | 2.19% | 3.64% | 2.06% | 1.43% | 2.92% | 2.30% | 2.22% | 1.77% | 2.34% |
ILF iShares Latin American 40 ETF | 3.76% | 4.39% | 7.44% | 4.61% | 12.72% | 8.47% | 1.88% | 3.09% | 3.12% | 1.80% | 1.59% | 3.25% |
Drawdowns
EWW vs. ILF - Drawdown Comparison
The maximum EWW drawdown since its inception was -64.94%, roughly equal to the maximum ILF drawdown of -67.48%. Use the drawdown chart below to compare losses from any high point for EWW and ILF.
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Drawdown Indicators
| EWW | ILF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.94% | -67.48% | +2.54% |
Max Drawdown (1Y)Largest decline over 1 year | -13.98% | -12.67% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -31.17% | -29.71% | -1.46% |
Max Drawdown (10Y)Largest decline over 10 years | -53.62% | -57.79% | +4.17% |
Current DrawdownCurrent decline from peak | -7.39% | -4.82% | -2.57% |
Average DrawdownAverage peak-to-trough decline | -18.61% | -24.07% | +5.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 3.65% | +0.01% |
Volatility
EWW vs. ILF - Volatility Comparison
iShares MSCI Mexico ETF (EWW) and iShares Latin American 40 ETF (ILF) have volatilities of 11.52% and 11.60%, 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
| EWW | ILF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.52% | 11.60% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 17.51% | 17.90% | -0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.76% | 23.59% | +1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.43% | 23.24% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.39% | 28.59% | -3.20% |