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ILF vs. SLANX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ILF vs. SLANX - Performance Comparison

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

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ILF vs. SLANX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SLANX
DWS Latin America Equity Fund Class A
7.80%54.13%-28.52%33.24%8.08%-9.06%0.70%35.56%-2.82%32.20%

Returns By Period

In the year-to-date period, ILF achieves a 16.65% return, which is significantly higher than SLANX's 7.80% return. Over the past 10 years, ILF has underperformed SLANX with an annualized return of 8.47%, while SLANX has yielded a comparatively higher 11.44% 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%

SLANX

1D
0.29%
1M
-8.48%
YTD
7.80%
6M
15.38%
1Y
45.04%
3Y*
15.30%
5Y*
10.40%
10Y*
11.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ILF vs. SLANX - Expense Ratio Comparison

ILF has a 0.48% expense ratio, which is lower than SLANX's 1.51% expense ratio.


Return for Risk

ILF vs. SLANX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ILF
ILF Risk / Return Rank: 9595
Overall Rank
ILF Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ILF Sortino Ratio Rank: 9595
Sortino Ratio Rank
ILF Omega Ratio Rank: 9494
Omega Ratio Rank
ILF Calmar Ratio Rank: 9696
Calmar Ratio Rank
ILF Martin Ratio Rank: 9595
Martin Ratio Rank

SLANX
SLANX Risk / Return Rank: 9090
Overall Rank
SLANX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SLANX Sortino Ratio Rank: 8585
Sortino Ratio Rank
SLANX Omega Ratio Rank: 8686
Omega Ratio Rank
SLANX Calmar Ratio Rank: 9595
Calmar Ratio Rank
SLANX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ILF vs. SLANX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Latin American 40 ETF (ILF) and DWS Latin America Equity Fund Class A (SLANX). 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.


ILFSLANXDifference

Sharpe ratio

Return per unit of total volatility

2.48

1.84

+0.64

Sortino ratio

Return per unit of downside risk

3.06

2.27

+0.79

Omega ratio

Gain probability vs. loss probability

1.43

1.36

+0.08

Calmar ratio

Return relative to maximum drawdown

4.47

3.31

+1.16

Martin ratio

Return relative to average drawdown

15.54

11.32

+4.21

ILF vs. SLANX - Sharpe Ratio Comparison

The current ILF Sharpe Ratio is 2.48, which is higher than the SLANX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of ILF and SLANX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ILFSLANXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

1.84

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.45

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.43

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.32

-0.01

Correlation

The correlation between ILF and SLANX is 0.92, 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.


Dividends

ILF vs. SLANX - Dividend Comparison

ILF's dividend yield for the trailing twelve months is around 3.76%, less than SLANX's 3.85% yield.


TTM20252024202320222021202020192018201720162015
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%
SLANX
DWS Latin America Equity Fund Class A
3.85%4.15%5.13%3.14%7.15%14.19%0.00%0.00%0.00%4.21%1.57%0.00%

Drawdowns

ILF vs. SLANX - Drawdown Comparison

The maximum ILF drawdown since its inception was -67.48%, roughly equal to the maximum SLANX drawdown of -70.73%. Use the drawdown chart below to compare losses from any high point for ILF and SLANX.


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Drawdown Indicators


ILFSLANXDifference

Max Drawdown

Largest peak-to-trough decline

-67.48%

-70.73%

+3.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.67%

-12.85%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

-29.92%

+0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-57.79%

-50.91%

-6.88%

Current Drawdown

Current decline from peak

-4.82%

-9.63%

+4.81%

Average Drawdown

Average peak-to-trough decline

-24.07%

-23.43%

-0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

3.75%

-0.10%

Volatility

ILF vs. SLANX - Volatility Comparison

iShares Latin American 40 ETF (ILF) has a higher volatility of 11.60% compared to DWS Latin America Equity Fund Class A (SLANX) at 10.49%. This indicates that ILF's price experiences larger fluctuations and is considered to be riskier than SLANX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ILFSLANXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.60%

10.49%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

17.90%

16.93%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

23.59%

24.11%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.24%

23.14%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.59%

27.01%

+1.58%