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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWW or ILF.
Key characteristics
| EWW | ILF | |
|---|---|---|
| YTD Return | -24.05% | -14.55% |
| 1Y Return | -12.12% | -3.72% |
| 3Y Return (Ann) | 4.16% | 7.94% |
| 5Y Return (Ann) | 5.12% | -0.46% |
| 10Y Return (Ann) | -0.53% | 0.57% |
| Sharpe Ratio | -0.30 | 0.02 |
| Sortino Ratio | -0.25 | 0.16 |
| Omega Ratio | 0.97 | 1.02 |
| Calmar Ratio | -0.27 | 0.01 |
| Martin Ratio | -0.53 | 0.05 |
| Ulcer Index | 14.08% | 8.00% |
| Daily Std Dev | 24.78% | 18.17% |
| Max Drawdown | -64.95% | -67.48% |
| Current Drawdown | -26.97% | -27.43% |
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.
Performance
EWW vs. ILF - Performance Comparison
In the year-to-date period, EWW achieves a -24.05% return, which is significantly lower than ILF's -14.55% return. Over the past 10 years, EWW has underperformed ILF with an annualized return of -0.53%, while ILF has yielded a comparatively higher 0.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
EWW vs. ILF - Risk-Adjusted Performance 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.
Dividends
EWW vs. ILF - Dividend Comparison
EWW's dividend yield for the trailing twelve months is around 2.94%, less than ILF's 6.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWW iShares MSCI Mexico ETF | 2.94% | 2.19% | 3.63% | 2.06% | 1.42% | 2.91% | 2.29% | 2.21% | 1.76% | 2.31% | 1.22% | 1.93% |
ILF iShares Latin American 40 ETF | 6.29% | 4.61% | 12.72% | 8.47% | 1.88% | 3.09% | 3.12% | 1.80% | 1.59% | 3.24% | 2.31% | 3.30% |
Drawdowns
EWW vs. ILF - Drawdown Comparison
The maximum EWW drawdown since its inception was -64.95%, 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. For additional features, visit the drawdowns tool.
Volatility
EWW vs. ILF - Volatility Comparison
iShares MSCI Mexico ETF (EWW) has a higher volatility of 4.96% compared to iShares Latin American 40 ETF (ILF) at 3.76%. This indicates that EWW's price experiences larger fluctuations and is considered to be riskier than ILF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.