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ILF vs. FLLA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

ILF vs. FLLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Latin American 40 ETF (ILF) and Franklin FTSE Latin America ETF (FLLA). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.09%
-13.67%
ILF
FLLA

Returns By Period

In the year-to-date period, ILF achieves a -15.68% return, which is significantly higher than FLLA's -20.23% return.


ILF

YTD

-15.68%

1M

-5.24%

6M

-11.09%

1Y

-9.06%

5Y (annualized)

0.07%

10Y (annualized)

0.04%

FLLA

YTD

-20.23%

1M

-4.36%

6M

-13.67%

1Y

-13.39%

5Y (annualized)

-0.76%

10Y (annualized)

N/A

Key characteristics


ILFFLLA
Sharpe Ratio-0.51-0.75
Sortino Ratio-0.61-0.96
Omega Ratio0.930.89
Calmar Ratio-0.30-0.64
Martin Ratio-1.04-1.16
Ulcer Index8.70%11.53%
Daily Std Dev17.54%17.84%
Max Drawdown-67.48%-53.87%
Current Drawdown-28.39%-20.73%

Compare stocks, funds, or ETFs

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ILF vs. FLLA - Expense Ratio Comparison

ILF has a 0.48% expense ratio, which is higher than FLLA's 0.19% expense ratio.


ILF
iShares Latin American 40 ETF
Expense ratio chart for ILF: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for FLLA: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Correlation

-0.50.00.51.00.9

The correlation between ILF and FLLA is 0.94, 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.

Risk-Adjusted Performance

ILF vs. FLLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Latin American 40 ETF (ILF) and Franklin FTSE Latin America ETF (FLLA). 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.


Sharpe ratio
The chart of Sharpe ratio for ILF, currently valued at -0.51, compared to the broader market0.002.004.00-0.51-0.75
The chart of Sortino ratio for ILF, currently valued at -0.61, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.61-0.96
The chart of Omega ratio for ILF, currently valued at 0.93, compared to the broader market0.501.001.502.002.503.000.930.89
The chart of Calmar ratio for ILF, currently valued at -0.50, compared to the broader market0.005.0010.0015.00-0.50-0.64
The chart of Martin ratio for ILF, currently valued at -1.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-1.04-1.16
ILF
FLLA

The current ILF Sharpe Ratio is -0.51, which is higher than the FLLA Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of ILF and FLLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-0.500.000.50JuneJulyAugustSeptemberOctoberNovember
-0.51
-0.75
ILF
FLLA

Dividends

ILF vs. FLLA - Dividend Comparison

ILF's dividend yield for the trailing twelve months is around 6.38%, less than FLLA's 7.28% yield.


TTM20232022202120202019201820172016201520142013
ILF
iShares Latin American 40 ETF
6.38%4.61%12.72%8.47%1.88%3.09%3.12%1.81%1.59%3.25%2.32%3.32%
FLLA
Franklin FTSE Latin America ETF
7.28%5.44%9.55%7.60%2.12%3.17%0.48%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ILF vs. FLLA - Drawdown Comparison

The maximum ILF drawdown since its inception was -67.48%, which is greater than FLLA's maximum drawdown of -53.87%. Use the drawdown chart below to compare losses from any high point for ILF and FLLA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-16.46%
-20.73%
ILF
FLLA

Volatility

ILF vs. FLLA - Volatility Comparison

The current volatility for iShares Latin American 40 ETF (ILF) is 4.25%, while Franklin FTSE Latin America ETF (FLLA) has a volatility of 4.95%. This indicates that ILF experiences smaller price fluctuations and is considered to be less risky than FLLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.25%
4.95%
ILF
FLLA