ILF vs. COLO
Compare and contrast key facts about iShares Latin American 40 ETF (ILF) and Global X MSCI Colombia ETF (COLO).
ILF and COLO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. COLO is a passively managed fund by Global X that tracks the performance of the MSCI All Colombia Select 25/50 Index. It was launched on Feb 5, 2009. Both ILF and COLO 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
ILF vs. COLO - Performance Comparison
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ILF vs. COLO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
COLO Global X MSCI Colombia ETF | 11.00% | 68.88% | 4.68% | 24.92% | -21.32% | -11.50% | -14.60% | 30.42% | -19.88% | 11.88% |
Returns By Period
In the year-to-date period, ILF achieves a 16.65% return, which is significantly higher than COLO's 11.00% return. Over the past 10 years, ILF has outperformed COLO with an annualized return of 8.47%, while COLO has yielded a comparatively lower 5.52% annualized return.
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%
COLO
- 1D
- 1.70%
- 1M
- 1.64%
- YTD
- 11.00%
- 6M
- 26.51%
- 1Y
- 55.42%
- 3Y*
- 36.07%
- 5Y*
- 13.77%
- 10Y*
- 5.52%
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ILF vs. COLO - Expense Ratio Comparison
ILF has a 0.48% expense ratio, which is lower than COLO's 0.62% expense ratio.
Return for Risk
ILF vs. COLO — Risk / Return Rank
ILF
COLO
ILF vs. COLO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Latin American 40 ETF (ILF) and Global X MSCI Colombia ETF (COLO). 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.
| ILF | COLO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.48 | 2.45 | +0.03 |
Sortino ratioReturn per unit of downside risk | 3.06 | 3.01 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.43 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 4.47 | 3.55 | +0.92 |
Martin ratioReturn relative to average drawdown | 15.54 | 11.73 | +3.81 |
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
| ILF | COLO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.48 | 2.45 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.60 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.22 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.21 | +0.09 |
Correlation
The correlation between ILF and COLO is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ILF vs. COLO - Dividend Comparison
ILF's dividend yield for the trailing twelve months is around 3.76%, less than COLO's 6.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
COLO Global X MSCI Colombia ETF | 6.77% | 7.51% | 6.08% | 6.99% | 12.55% | 2.32% | 3.23% | 3.04% | 3.03% | 1.83% | 1.48% | 1.58% |
Drawdowns
ILF vs. COLO - Drawdown Comparison
The maximum ILF drawdown since its inception was -67.48%, smaller than the maximum COLO drawdown of -78.91%. Use the drawdown chart below to compare losses from any high point for ILF and COLO.
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Drawdown Indicators
| ILF | COLO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.48% | -78.91% | +11.43% |
Max Drawdown (1Y)Largest decline over 1 year | -12.67% | -16.37% | +3.70% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | -43.86% | +14.15% |
Max Drawdown (10Y)Largest decline over 10 years | -57.79% | -62.75% | +4.96% |
Current DrawdownCurrent decline from peak | -4.82% | -24.65% | +19.83% |
Average DrawdownAverage peak-to-trough decline | -24.07% | -40.47% | +16.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 4.96% | -1.31% |
Volatility
ILF vs. COLO - Volatility Comparison
iShares Latin American 40 ETF (ILF) has a higher volatility of 11.60% compared to Global X MSCI Colombia ETF (COLO) at 6.77%. This indicates that ILF's price experiences larger fluctuations and is considered to be riskier than COLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ILF | COLO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.60% | 6.77% | +4.83% |
Volatility (6M)Calculated over the trailing 6-month period | 17.90% | 16.84% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.59% | 22.82% | +0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.24% | 22.98% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.59% | 25.34% | +3.25% |