ILF vs. FLBR
Compare and contrast key facts about iShares Latin American 40 ETF (ILF) and Franklin FTSE Brazil ETF (FLBR).
ILF and FLBR 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. FLBR is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Brazil RIC Capped Index. It was launched on Nov 3, 2017. Both ILF and FLBR 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 FLBR.
Key characteristics
| ILF | FLBR | |
|---|---|---|
| YTD Return | -13.14% | -16.72% |
| 1Y Return | -2.12% | -5.27% |
| 3Y Return (Ann) | 8.04% | 6.93% |
| 5Y Return (Ann) | 0.13% | -2.42% |
| Sharpe Ratio | -0.04 | -0.19 |
| Sortino Ratio | 0.07 | -0.13 |
| Omega Ratio | 1.01 | 0.98 |
| Calmar Ratio | -0.02 | -0.17 |
| Martin Ratio | -0.09 | -0.35 |
| Ulcer Index | 8.05% | 11.12% |
| Daily Std Dev | 18.01% | 20.39% |
| Max Drawdown | -67.48% | -57.42% |
| Current Drawdown | -26.23% | -20.07% |
Correlation
The correlation between ILF and FLBR is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ILF vs. FLBR - Performance Comparison
In the year-to-date period, ILF achieves a -13.14% return, which is significantly higher than FLBR's -16.72% 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. FLBR - Expense Ratio Comparison
ILF has a 0.48% expense ratio, which is higher than FLBR's 0.19% expense ratio.
Risk-Adjusted Performance
ILF vs. FLBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Latin American 40 ETF (ILF) and Franklin FTSE Brazil ETF (FLBR). 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. FLBR - Dividend Comparison
ILF's dividend yield for the trailing twelve months is around 6.19%, less than FLBR's 7.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILF iShares Latin American 40 ETF | 6.19% | 4.61% | 12.72% | 8.47% | 1.88% | 3.09% | 3.12% | 1.80% | 1.59% | 3.24% | 2.31% | 3.30% |
FLBR Franklin FTSE Brazil ETF | 7.33% | 8.84% | 11.99% | 8.71% | 2.32% | 3.42% | 3.73% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ILF vs. FLBR - Drawdown Comparison
The maximum ILF drawdown since its inception was -67.48%, which is greater than FLBR's maximum drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for ILF and FLBR. For additional features, visit the drawdowns tool.
Volatility
ILF vs. FLBR - Volatility Comparison
The current volatility for iShares Latin American 40 ETF (ILF) is 4.02%, while Franklin FTSE Brazil ETF (FLBR) has a volatility of 5.81%. This indicates that ILF experiences smaller price fluctuations and is considered to be less risky than FLBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.