ILF vs. EPU
Compare and contrast key facts about iShares Latin American 40 ETF (ILF) and iShares MSCI Peru ETF (EPU).
ILF and EPU 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. EPU is a passively managed fund by iShares that tracks the performance of the MSCI All Peru Capped Index. It was launched on Jun 19, 2009. Both ILF and EPU 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: ILF or EPU.
Key characteristics
| ILF | EPU | |
|---|---|---|
| YTD Return | -5.54% | 18.06% |
| 1Y Return | 19.90% | 37.66% |
| 3Y Return (Ann) | 7.28% | 13.35% |
| 5Y Return (Ann) | 2.11% | 5.12% |
| 10Y Return (Ann) | 0.71% | 4.44% |
| Sharpe Ratio | 0.91 | 2.02 |
| Daily Std Dev | 19.47% | 18.35% |
| Max Drawdown | -67.49% | -60.62% |
| Current Drawdown | -19.78% | -2.66% |
Correlation
The correlation between ILF and EPU is 0.61, 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.
Performance
ILF vs. EPU - Performance Comparison
In the year-to-date period, ILF achieves a -5.54% return, which is significantly lower than EPU's 18.06% return. Over the past 10 years, ILF has underperformed EPU with an annualized return of 0.71%, while EPU has yielded a comparatively higher 4.44% 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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ILF vs. EPU - Expense Ratio Comparison
ILF has a 0.48% expense ratio, which is lower than EPU's 0.59% expense ratio.
Risk-Adjusted Performance
ILF vs. EPU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Latin American 40 ETF (ILF) and iShares MSCI Peru ETF (EPU). 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
ILF vs. EPU - Dividend Comparison
ILF's dividend yield for the trailing twelve months is around 4.88%, more than EPU's 3.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILF iShares Latin American 40 ETF | 4.88% | 4.61% | 12.72% | 8.47% | 1.88% | 3.09% | 3.12% | 1.80% | 1.59% | 3.24% | 2.31% | 3.30% |
EPU iShares MSCI Peru ETF | 3.53% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.90% | 1.66% | 1.72% |
Drawdowns
ILF vs. EPU - Drawdown Comparison
The maximum ILF drawdown since its inception was -67.49%, which is greater than EPU's maximum drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for ILF and EPU. For additional features, visit the drawdowns tool.
Volatility
ILF vs. EPU - Volatility Comparison
iShares Latin American 40 ETF (ILF) and iShares MSCI Peru ETF (EPU) have volatilities of 5.66% and 5.87%, 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.