ILIT vs. SQM

Last updated Jun 4, 2026

ILIT (Ishares Lithium Miners And Producers ETF) is Energy Equities fund tracking the STOXX Global Lithium Miners and Producers Index - USD - Benchmark TR Net, while SQM (Sociedad Química y Minera de Chile S.A.) is a stock. Over the past year, ILIT returned 181.76% vs 158.32% for SQM. A 0.77 correlation means they provide meaningful diversification when combined.

Performance

ILIT vs. SQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lithium Miners And Producers ETF (ILIT) and Sociedad Química y Minera de Chile S.A. (SQM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ILIT achieves a 25.82% return, which is significantly higher than SQM's 15.51% return.

ILIT

• 1D: -3.77%
• 1M: -12.04%
• YTD: 25.82%
• 6M: 35.19%
• 1Y: 181.76%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SQM

• 1D: -2.80%
• 1M: -11.45%
• YTD: 15.51%
• 6M: 26.25%
• 1Y: 158.32%
• 3Y*: 6.55%
• 5Y*: 16.20%
• 10Y*: 17.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ILIT vs. SQM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ILIT Ishares Lithium Miners And Producers ETF	25.82%	81.51%	-45.14%	-28.86%
SQM Sociedad Química y Minera de Chile S.A.	15.51%	89.55%	-39.35%	-10.66%

Correlation

The correlation between ILIT and SQM is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jun 26, 2023	0.77

The correlation between ILIT and SQM has been stable across timeframes, ranging from 0.74 to 0.77 - a consistent structural relationship.

Return for Risk

ILIT vs. SQM — Risk / Return Rank

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

ILIT

ILIT Risk / Return Rank: 88
ILIT Sharpe Ratio Rank: 94
ILIT Sortino Ratio Rank: 84
ILIT Omega Ratio Rank: 78
ILIT Calmar Ratio Rank: 95
ILIT Martin Ratio Rank: 91

SQM

SQM Risk / Return Rank: 93
SQM Sharpe Ratio Rank: 95
SQM Sortino Ratio Rank: 91
SQM Omega Ratio Rank: 89
SQM Calmar Ratio Rank: 96
SQM Martin Ratio Rank: 95

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.

ILIT vs. SQM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lithium Miners And Producers ETF (ILIT) and Sociedad Química y Minera de Chile S.A. (SQM). 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.

	ILIT	SQM	Difference
Sharpe ratio: Return per unit of total volatility	3.74	3.16	+0.58
Sortino ratio: Return per unit of downside risk	3.84	3.47	+0.37
Omega ratio: Gain probability vs. loss probability	1.47	1.42	+0.06
Calmar ratio: Return relative to maximum drawdown	8.00	8.18	-0.18
Martin ratio: Return relative to average drawdown	22.21	21.01	+1.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ILIT vs. SQM - Sharpe Ratio Comparison

The current ILIT Sharpe Ratio is 3.74, which is comparable to the SQM Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of ILIT and SQM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ILIT	SQM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.74	3.16	+0.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.33	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.39	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	0.42	-0.51

Drawdowns

ILIT vs. SQM - Drawdown Comparison

The maximum ILIT drawdown since its inception was -73.69%, smaller than the maximum SQM drawdown of -78.34%. Use the drawdown chart below to compare losses from any high point for ILIT and SQM.

Drawdown Indicators

	ILIT	SQM	Difference
Max Drawdown Largest peak-to-trough decline	-73.69%	-78.34%	+4.65%
Max Drawdown (1Y) Largest decline over 1 year	-22.86%	-19.47%	-3.39%
Max Drawdown (3Y) Largest decline over 3 years	—	-61.32%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-69.76%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-72.98%	—
Current Drawdown Current decline from peak	-17.69%	-19.84%	+2.15%
Average Drawdown Average peak-to-trough decline	-45.87%	-30.33%	-15.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.22%	7.57%	+0.65%

Volatility

ILIT vs. SQM - Volatility Comparison

Ishares Lithium Miners And Producers ETF (ILIT) and Sociedad Química y Minera de Chile S.A. (SQM) have volatilities of 11.95% and 11.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ILIT	SQM	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.95%	11.83%	+0.12%
Volatility (6M) Calculated over the trailing 6-month period	33.28%	35.12%	-1.84%
Volatility (1Y) Calculated over the trailing 1-year period	48.97%	50.42%	-1.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.58%	49.65%	-8.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.58%	46.05%	-4.47%

Dividends

ILIT vs. SQM - Dividend Comparison

ILIT's dividend yield for the trailing twelve months is around 1.81%, more than SQM's 1.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ILIT Ishares Lithium Miners And Producers ETF	1.81%	2.27%	6.48%	0.69%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SQM Sociedad Química y Minera de Chile S.A.	1.47%	0.18%	0.59%	8.34%	9.66%	3.92%	1.64%	4.55%	5.37%	2.73%	4.77%	2.00%

Frequently Asked Questions

Can I hold both ILIT and SQM in my portfolio?

ILIT and SQM have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ILIT or SQM?

ILIT has higher volatility (11.95%) compared to SQM (11.83%). In terms of maximum drawdown, ILIT dropped -73.69% vs SQM's -78.34%.

Which has better risk-adjusted returns?

ILIT currently has the higher Sharpe Ratio (3.74 vs 3.16), 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.