ILF vs. VOO
Compare and contrast key facts about iShares Latin American 40 ETF (ILF) and Vanguard S&P 500 ETF (VOO).
ILF and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both ILF and VOO 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 VOO.
Performance
ILF vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, ILF achieves a -15.68% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, ILF has underperformed VOO with an annualized return of 0.04%, while VOO has yielded a comparatively higher 13.18% annualized return.
ILF
-15.68%
-5.24%
-11.09%
-9.06%
0.07%
0.04%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| ILF | VOO | |
|---|---|---|
| Sharpe Ratio | -0.51 | 2.70 |
| Sortino Ratio | -0.61 | 3.60 |
| Omega Ratio | 0.93 | 1.50 |
| Calmar Ratio | -0.30 | 3.90 |
| Martin Ratio | -1.04 | 17.65 |
| Ulcer Index | 8.70% | 1.86% |
| Daily Std Dev | 17.54% | 12.19% |
| Max Drawdown | -67.48% | -33.99% |
| Current Drawdown | -28.39% | -0.86% |
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ILF vs. VOO - Expense Ratio Comparison
ILF has a 0.48% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between ILF and VOO is 0.59, 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.
Risk-Adjusted Performance
ILF vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Latin American 40 ETF (ILF) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
ILF's dividend yield for the trailing twelve months is around 6.38%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ILF vs. VOO - Drawdown Comparison
The maximum ILF drawdown since its inception was -67.48%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ILF and VOO. For additional features, visit the drawdowns tool.
Volatility
ILF vs. VOO - Volatility Comparison
iShares Latin American 40 ETF (ILF) has a higher volatility of 4.25% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that ILF's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.