HEN.DE vs. LTAM.AS
HEN.DE (Henkel AG & Co. KGaA) is a stock, while LTAM.AS (iShares MSCI EM Latin America UCITS ETF USD (Dist)) is Latin America Equities fund tracking the MSCI EM Latin America NR USD. Over the past 10 years, HEN.DE returned -1.46%/yr vs 7.16%/yr for LTAM.AS. At a 0.29 correlation, their price movements are largely independent.
Performance
HEN.DE vs. LTAM.AS - Performance Comparison
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Returns By Period
In the year-to-date period, HEN.DE achieves a -2.48% return, which is significantly lower than LTAM.AS's 11.79% return. Over the past 10 years, HEN.DE has underperformed LTAM.AS with an annualized return of -1.46%, while LTAM.AS has yielded a comparatively higher 7.16% annualized return.
HEN.DE
- 1D
- -1.13%
- 1M
- 5.88%
- YTD
- -2.48%
- 6M
- -1.34%
- 1Y
- -0.80%
- 3Y*
- -0.18%
- 5Y*
- -2.70%
- 10Y*
- -1.46%
LTAM.AS
- 1D
- -2.15%
- 1M
- -5.48%
- YTD
- 11.79%
- 6M
- 10.17%
- 1Y
- 34.82%
- 3Y*
- 10.51%
- 5Y*
- 9.37%
- 10Y*
- 7.16%
HEN.DE vs. LTAM.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HEN.DE Henkel AG & Co. KGaA | -2.48% | -9.72% | 17.71% | 10.83% | -9.55% | -10.96% | -1.23% | 0.16% | -12.72% | 2.56% |
LTAM.AS iShares MSCI EM Latin America UCITS ETF USD (Dist) | 11.79% | 36.08% | -22.43% | 28.47% | 14.01% | -3.03% | -18.51% | 14.74% | -1.57% | 7.45% |
Correlation
The correlation between HEN.DE and LTAM.AS is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2008 | 0.29 |
The correlation between HEN.DE and LTAM.AS shifts across timeframes, from 0.07 (3 years) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HEN.DE vs. LTAM.AS — Risk / Return Rank
HEN.DE
LTAM.AS
HEN.DE vs. LTAM.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Henkel AG & Co. KGaA (HEN.DE) 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.
| HEN.DE | LTAM.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.33 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 3.28 | -3.31 |
| Martin ratioReturn relative to average drawdown | -0.08 | 9.77 | -9.85 |
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
| HEN.DE | LTAM.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 1.95 | -1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 0.44 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | 0.28 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.07 | +0.24 |
Drawdowns
HEN.DE vs. LTAM.AS - Drawdown Comparison
The maximum HEN.DE drawdown since its inception was -55.97%, smaller than the maximum LTAM.AS drawdown of -60.23%. Use the drawdown chart below to compare losses from any high point for HEN.DE and LTAM.AS.
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Drawdown Indicators
| HEN.DE | LTAM.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.97% | -60.23% | +4.26% |
Max Drawdown (1Y)Largest decline over 1 year | -22.35% | -10.47% | -11.88% |
Max Drawdown (3Y)Largest decline over 3 years | -22.75% | -25.56% | +2.81% |
Max Drawdown (5Y)Largest decline over 5 years | -28.55% | -25.56% | -2.99% |
Max Drawdown (10Y)Largest decline over 10 years | -49.66% | -49.89% | +0.23% |
Current DrawdownCurrent decline from peak | -29.76% | -10.47% | -19.29% |
Average DrawdownAverage peak-to-trough decline | -17.52% | -26.14% | +8.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.72% | 3.54% | +6.18% |
Volatility
HEN.DE vs. LTAM.AS - Volatility Comparison
Henkel AG & Co. KGaA (HEN.DE) has a higher volatility of 6.90% compared to iShares MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.AS) at 5.21%. This indicates that HEN.DE's price experiences larger fluctuations and is considered to be riskier than LTAM.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HEN.DE | LTAM.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 5.21% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 15.12% | 14.94% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.93% | 17.63% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.40% | 20.78% | -2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.79% | 25.09% | -5.30% |
Dividends
HEN.DE vs. LTAM.AS - Dividend Comparison
HEN.DE's dividend yield for the trailing twelve months is around 3.35%, more than LTAM.AS's 3.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HEN.DE Henkel AG & Co. KGaA | 3.35% | 3.11% | 2.46% | 2.82% | 3.04% | 2.66% | 4.64% | 2.18% | 2.06% | 1.60% | 1.46% | 1.46% |
LTAM.AS iShares MSCI EM Latin America UCITS ETF USD (Dist) | 3.00% | 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
HEN.DE and LTAM.AS have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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