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IBZL.L vs. DLTM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBZL.L vs. DLTM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Brazil UCITS ETF (Dist) (IBZL.L) and iShares MSCI EM Latin America UCITS ETF (DLTM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IBZL.L is traded in GBp, while DLTM.L is traded in USD. To make them comparable, the DLTM.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with IBZL.L having a 10.16% return and DLTM.L slightly higher at 10.37%. Over the past 10 years, IBZL.L has outperformed DLTM.L with an annualized return of 9.70%, while DLTM.L has yielded a comparatively lower 8.29% annualized return.


IBZL.L

1D
0.18%
1M
-12.01%
YTD
10.16%
6M
3.73%
1Y
36.12%
3Y*
9.39%
5Y*
8.43%
10Y*
9.70%

DLTM.L

1D
-0.71%
1M
-7.00%
YTD
10.37%
6M
7.41%
1Y
37.57%
3Y*
10.58%
5Y*
9.75%
10Y*
8.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBZL.L vs. DLTM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBZL.L
iShares MSCI Brazil UCITS ETF (Dist)
10.16%38.28%-26.04%25.61%32.04%-19.06%-16.73%15.40%3.61%14.78%
DLTM.L
iShares MSCI EM Latin America UCITS ETF
10.37%43.43%-25.62%26.75%20.83%-8.90%-13.81%8.51%0.36%10.55%

Correlation

The correlation between IBZL.L and DLTM.L is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2007

0.79

The correlation between IBZL.L and DLTM.L shifts across timeframes, from 0.79 (all time) to 0.90 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

IBZL.L vs. DLTM.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBZL.L
IBZL.L Risk / Return Rank: 4747
Overall Rank
IBZL.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IBZL.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
IBZL.L Omega Ratio Rank: 4747
Omega Ratio Rank
IBZL.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
IBZL.L Martin Ratio Rank: 4545
Martin Ratio Rank

DLTM.L
DLTM.L Risk / Return Rank: 5353
Overall Rank
DLTM.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DLTM.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
DLTM.L Omega Ratio Rank: 5050
Omega Ratio Rank
DLTM.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
DLTM.L Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IBZL.L vs. DLTM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Brazil UCITS ETF (Dist) (IBZL.L) and iShares MSCI EM Latin America UCITS ETF (DLTM.L). 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.


IBZL.LDLTM.LDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.29

1.34

-0.05

Calmar ratioReturn relative to maximum drawdown

2.17

3.29

-1.12

Martin ratioReturn relative to average drawdown

7.39

10.16

-2.77

IBZL.L vs. DLTM.L - Sharpe Ratio Comparison

The current IBZL.L Sharpe Ratio is 1.69, which is comparable to the DLTM.L Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of IBZL.L and DLTM.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IBZL.LDLTM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.98

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.45

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.32

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.14

+0.06

Drawdowns

IBZL.L vs. DLTM.L - Drawdown Comparison

The maximum IBZL.L drawdown since its inception was -69.44%, which is greater than DLTM.L's maximum drawdown of -58.44%. Use the drawdown chart below to compare losses from any high point for IBZL.L and DLTM.L.


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Drawdown Indicators


IBZL.LDLTM.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.44%

-58.44%

-11.00%

Max Drawdown (1Y)

Largest decline over 1 year

-16.58%

-11.36%

-5.22%

Max Drawdown (3Y)

Largest decline over 3 years

-27.68%

-26.28%

-1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-28.21%

-26.28%

-1.93%

Max Drawdown (10Y)

Largest decline over 10 years

-51.77%

-47.98%

-3.79%

Current Drawdown

Current decline from peak

-16.43%

-11.36%

-5.07%

Average Drawdown

Average peak-to-trough decline

-21.85%

-20.22%

-1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.87%

3.69%

+1.18%

Volatility

IBZL.L vs. DLTM.L - Volatility Comparison

iShares MSCI Brazil UCITS ETF (Dist) (IBZL.L) has a higher volatility of 5.42% compared to iShares MSCI EM Latin America UCITS ETF (DLTM.L) at 5.12%. This indicates that IBZL.L's price experiences larger fluctuations and is considered to be riskier than DLTM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBZL.LDLTM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

5.12%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

17.53%

15.98%

+1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

21.29%

18.87%

+2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.40%

21.54%

+4.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.47%

25.83%

+5.64%

IBZL.L vs. DLTM.L - Expense Ratio Comparison

Both IBZL.L and DLTM.L have an expense ratio of 0.74%.


Dividends

IBZL.L vs. DLTM.L - Dividend Comparison

IBZL.L's dividend yield for the trailing twelve months is around 5.82%, more than DLTM.L's 3.50% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
IBZL.L
iShares MSCI Brazil UCITS ETF (Dist)
5.82%5.74%8.31%6.83%16.49%8.64%2.44%3.28%3.31%1.86%2.24%5.42%

Frequently Asked Questions


IBZL.L and DLTM.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.74% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IBZL.L and DLTM.L have the same expense ratio: 0.74% per year.

IBZL.L tracks MSCI Brazil NR USD, while DLTM.L tracks MSCI EM Latin America NR USD.

Portfolio Optimizer

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