PortfoliosLab logoPortfoliosLab logo
ILF vs. BRAZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ILF vs. BRAZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Latin American 40 ETF (ILF) and Global X Brazil Active ETF (BRAZ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ILF achieves a 17.64% return, which is significantly higher than BRAZ's 14.43% return.


ILF

1D
-0.03%
1M
4.99%
6M
1.31%
YTD
17.64%
1Y
48.11%
3Y*
14.00%
5Y*
11.24%
10Y*
7.78%
ALL TIME*
9.53%

BRAZ

1D
0.23%
1M
6.38%
6M
-1.50%
YTD
14.43%
1Y
41.55%
3Y*
5Y*
10Y*
ALL TIME*
11.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$20.15K$16.51K$47.41K
$79.35M$71.98M$85.23M

ILF vs. BRAZ - Yearly Performance Comparison


2026 (YTD)202520242023
ILF
iShares Latin American 40 ETF
17.64%52.65%-23.11%15.91%
BRAZ
Global X Brazil Active ETF
14.43%45.42%-29.74%17.80%

Correlation

The correlation between ILF and BRAZ is 0.93, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.93

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2023

0.91

The correlation between ILF and BRAZ has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

ILF vs. BRAZ - Sectors Allocation Comparison


Sectors
ILF
BRAZ

Financial Services

34.5%
36.9%

Basic Materials

22.0%
13.7%

Energy

10.6%
15.5%

Consumer Defensive

9.6%
1.4%

Industrials

9.6%
12.9%

Communication Services

6.0%

-

Utilities

4.7%
10.7%

Consumer Cyclical

1.3%
3.9%

Healthcare

1.1%
2.2%

Real Estate

0.8%
3.0%

Technology

-

1.0%

Financial Services

ILF
34.5%
BRAZ
36.9%

Basic Materials

ILF
22.0%
BRAZ
13.7%

Energy

ILF
10.6%
BRAZ
15.5%

Consumer Defensive

ILF
9.6%
BRAZ
1.4%

Industrials

ILF
9.6%
BRAZ
12.9%

Communication Services

ILF
6.0%
BRAZ

-

Utilities

ILF
4.7%
BRAZ
10.7%

Consumer Cyclical

ILF
1.3%
BRAZ
3.9%

Healthcare

ILF
1.1%
BRAZ
2.2%

Real Estate

ILF
0.8%
BRAZ
3.0%

Technology

ILF

-

BRAZ
1.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ILF vs. BRAZ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ILF
ILF Risk / Return Rank: 8383
Overall Rank
ILF Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
ILF Sortino Ratio Rank: 8484
Sortino Ratio Rank
ILF Omega Ratio Rank: 8484
Omega Ratio Rank
ILF Calmar Ratio Rank: 8787
Calmar Ratio Rank
ILF Martin Ratio Rank: 7272
Martin Ratio Rank

BRAZ
BRAZ Risk / Return Rank: 6565
Overall Rank
BRAZ Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BRAZ Sortino Ratio Rank: 7171
Sortino Ratio Rank
BRAZ Omega Ratio Rank: 7070
Omega Ratio Rank
BRAZ Calmar Ratio Rank: 6161
Calmar Ratio Rank
BRAZ Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ILF vs. BRAZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Latin American 40 ETF (ILF) and Global X Brazil Active ETF (BRAZ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ILFBRAZDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.36

1.29

+0.07

Calmar ratioReturn relative to maximum drawdown

3.42

2.17

+1.25

Martin ratioReturn relative to average drawdown

8.81

5.31

+3.50

ILF vs. BRAZ - Sharpe Ratio Comparison

The current ILF Sharpe Ratio is 2.13, which is comparable to the BRAZ Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of ILF and BRAZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ILF vs. BRAZ - Drawdown Comparison

The maximum ILF drawdown since its inception was -67.48%, which is greater than BRAZ's maximum drawdown of -31.02%. Use the drawdown chart below to compare losses from any high point for ILF and BRAZ.


Loading charts...

Drawdown Indicators


ILFBRAZDifference

Max Drawdown

Largest peak-to-trough decline

-67.48%

-31.02%

-36.46%

Max Drawdown (1Y)

Largest decline over 1 year

-13.94%

-19.65%

+5.71%

Max Drawdown (3Y)

Largest decline over 3 years

-23.97%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

Max Drawdown (10Y)

Largest decline over 10 years

-57.79%

Current Drawdown

Current decline from peak

-5.98%

-11.91%

+5.93%

Average Drawdown

Average peak-to-trough decline

-23.84%

-11.49%

-12.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.40%

8.00%

-2.60%

Volatility

ILF vs. BRAZ - Volatility Comparison

iShares Latin American 40 ETF (ILF) and Global X Brazil Active ETF (BRAZ) have volatilities of 6.14% and 6.06%, 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.


Loading charts...

Volatility by Period


ILFBRAZDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.14%

6.06%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

18.40%

18.33%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

22.44%

24.41%

-1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.10%

23.42%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.26%

23.42%

+4.84%

ILF vs. BRAZ - Expense Ratio Comparison

ILF has a 0.47% expense ratio, which is lower than BRAZ's 0.75% expense ratio.


Dividends

ILF vs. BRAZ - Dividend Comparison

ILF's dividend yield for the trailing twelve months is around 3.34%, more than BRAZ's 2.56% yield.


PositionTTM20252024202320222021202020192018201720162015
BRAZ
Global X Brazil Active ETF
2.56%3.41%4.16%1.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ILF
iShares Latin American 40 ETF
3.34%4.39%7.44%4.61%12.72%8.47%1.88%3.09%3.12%1.80%1.59%3.25%

Frequently Asked Questions


With a correlation of 0.93, ILF and BRAZ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

ILF has higher volatility (6.14%) compared to BRAZ (6.06%). In terms of maximum drawdown, ILF dropped -67.48% vs BRAZ's -31.02%.

On 1-year performance, ILF leads with 48.11% vs 41.55% for BRAZ. On fees, ILF is cheaper at 0.47% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ILF has performed better with a 48.11% return vs 41.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ILF is cheaper with a 0.47% expense ratio, compared with 0.75% for BRAZ.

ILF has the higher dividend yield at 3.34%, compared with 2.56% for BRAZ.

ILF tracks S&P Latin America 40 (Net), while BRAZ tracks Solactive Brazil Mid Cap Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.47% for ILF and 0.75% for BRAZ.

ILF currently has the higher Sharpe Ratio (2.13 vs 1.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ILF and BRAZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer