ILF vs. SLANX
ILF (iShares Latin American 40 ETF) and SLANX (DWS Latin America Equity Fund Class A) are both Latin America Equities funds. Over the past 10 years, ILF returned 8.34%/yr vs 11.07%/yr for SLANX. Their correlation of 0.92 suggests significant overlap in exposure. ILF charges 0.48%/yr vs 1.51%/yr for SLANX.
Performance
ILF vs. SLANX - Performance Comparison
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Returns By Period
In the year-to-date period, ILF achieves a 11.49% return, which is significantly higher than SLANX's 8.33% return. Over the past 10 years, ILF has underperformed SLANX with an annualized return of 8.34%, while SLANX has yielded a comparatively higher 11.07% annualized return.
ILF
- 1D
- -1.38%
- 1M
- -2.81%
- YTD
- 11.49%
- 6M
- 10.99%
- 1Y
- 38.85%
- 3Y*
- 12.99%
- 5Y*
- 8.24%
- 10Y*
- 8.34%
SLANX
- 1D
- 0.70%
- 1M
- -2.49%
- YTD
- 8.33%
- 6M
- 8.15%
- 1Y
- 27.97%
- 3Y*
- 10.16%
- 5Y*
- 6.96%
- 10Y*
- 11.07%
ILF vs. SLANX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ILF iShares Latin American 40 ETF | 11.49% | 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 | 8.33% | 54.13% | -28.52% | 33.24% | 8.08% | -9.06% | 0.70% | 35.56% | -2.82% | 32.20% |
Correlation
The correlation between ILF and SLANX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2002 | 0.92 |
The correlation between ILF and SLANX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
ILF vs. SLANX — Risk / Return Rank
ILF
SLANX
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ILF | SLANX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.24 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 2.05 | +0.75 |
| Martin ratioReturn relative to average drawdown | 8.13 | 5.68 | +2.45 |
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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
| ILF | SLANX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.48% | -70.73% | +3.25% |
Max Drawdown (1Y)Largest decline over 1 year | -13.94% | -13.70% | -0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -23.97% | -29.63% | +5.66% |
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 DrawdownCurrent decline from peak | -10.90% | -11.11% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -23.91% | -23.27% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.79% | 4.92% | -0.13% |
Volatility
ILF vs. SLANX - Volatility Comparison
iShares Latin American 40 ETF (ILF) has a higher volatility of 6.53% compared to DWS Latin America Equity Fund Class A (SLANX) at 6.07%. 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
| ILF | SLANX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 6.07% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 18.37% | 17.79% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.26% | 21.78% | +0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.29% | 23.28% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.35% | 26.98% | +1.37% |
ILF vs. SLANX - Expense Ratio Comparison
ILF has a 0.48% expense ratio, which is lower than SLANX's 1.51% expense ratio.
Dividends
ILF vs. SLANX - Dividend Comparison
ILF's dividend yield for the trailing twelve months is around 3.52%, less than SLANX's 3.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILF iShares Latin American 40 ETF | 3.52% | 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 | 3.83% | 4.15% | 5.13% | 3.14% | 7.15% | 14.19% | 0.00% | 0.00% | 0.00% | 4.21% | 1.57% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, ILF and SLANX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
ILF has higher volatility (6.53%) compared to SLANX (6.07%). In terms of maximum drawdown, ILF dropped -67.48% vs SLANX's -70.73%.
ILF currently has the higher Sharpe Ratio (1.75 vs 1.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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