ILF vs. XHB
Compare and contrast key facts about iShares Latin American 40 ETF (ILF) and SPDR S&P Homebuilders ETF (XHB).
ILF and XHB 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. XHB is a passively managed fund by State Street that tracks the performance of the S&P Homebuilders Select Industry Index. It was launched on Jan 31, 2006. Both ILF and XHB 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 XHB.
Key characteristics
| ILF | XHB | |
|---|---|---|
| YTD Return | -13.14% | 21.58% |
| 1Y Return | -2.12% | 50.46% |
| 3Y Return (Ann) | 8.04% | 14.16% |
| 5Y Return (Ann) | 0.13% | 21.56% |
| 10Y Return (Ann) | 0.61% | 14.80% |
| Sharpe Ratio | -0.04 | 2.17 |
| Sortino Ratio | 0.07 | 3.03 |
| Omega Ratio | 1.01 | 1.37 |
| Calmar Ratio | -0.02 | 4.51 |
| Martin Ratio | -0.09 | 11.40 |
| Ulcer Index | 8.05% | 4.78% |
| Daily Std Dev | 18.01% | 25.09% |
| Max Drawdown | -67.48% | -81.61% |
| Current Drawdown | -26.23% | -7.73% |
Correlation
The correlation between ILF and XHB is 0.49, 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.
Performance
ILF vs. XHB - Performance Comparison
In the year-to-date period, ILF achieves a -13.14% return, which is significantly lower than XHB's 21.58% return. Over the past 10 years, ILF has underperformed XHB with an annualized return of 0.61%, while XHB has yielded a comparatively higher 14.80% annualized 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. XHB - Expense Ratio Comparison
ILF has a 0.48% expense ratio, which is higher than XHB's 0.35% expense ratio.
Risk-Adjusted Performance
ILF vs. XHB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Latin American 40 ETF (ILF) and SPDR S&P Homebuilders ETF (XHB). 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. XHB - Dividend Comparison
ILF's dividend yield for the trailing twelve months is around 6.19%, more than XHB's 0.54% 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% |
XHB SPDR S&P Homebuilders ETF | 0.54% | 0.77% | 1.06% | 0.51% | 0.73% | 0.89% | 1.25% | 0.72% | 0.67% | 0.50% | 0.78% | 0.29% |
Drawdowns
ILF vs. XHB - Drawdown Comparison
The maximum ILF drawdown since its inception was -67.48%, smaller than the maximum XHB drawdown of -81.61%. Use the drawdown chart below to compare losses from any high point for ILF and XHB. For additional features, visit the drawdowns tool.
Volatility
ILF vs. XHB - Volatility Comparison
The current volatility for iShares Latin American 40 ETF (ILF) is 4.02%, while SPDR S&P Homebuilders ETF (XHB) has a volatility of 6.14%. This indicates that ILF experiences smaller price fluctuations and is considered to be less risky than XHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.