ILIT vs. SQM

Last updated Apr 1, 2026

Compare and contrast key facts about Ishares Lithium Miners And Producers ETF (ILIT) and Sociedad Química y Minera de Chile S.A. (SQM).

ILIT is a passively managed fund by iShares that tracks the performance of the STOXX Global Lithium Miners and Producers Index - USD - Benchmark TR Net. It was launched on Jun 21, 2023.

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.

ILIT vs. SQM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ILIT Ishares Lithium Miners And Producers ETF	10.28%	81.51%	-45.14%	-28.86%
SQM Sociedad Química y Minera de Chile S.A.	17.65%	89.55%	-39.35%	-10.66%

Returns By Period

In the year-to-date period, ILIT achieves a 10.28% return, which is significantly lower than SQM's 17.65% return.

ILIT

• 1D: 1.54%
• 1M: -4.65%
• YTD: 10.28%
• 6M: 45.10%
• 1Y: 117.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SQM

• 1D: 0.02%
• 1M: 6.08%
• YTD: 17.65%
• 6M: 88.65%
• 1Y: 104.09%
• 3Y*: 2.79%
• 5Y*: 12.83%
• 10Y*: 19.45%

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

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: 93
ILIT Sharpe Ratio Rank: 95
ILIT Sortino Ratio Rank: 94
ILIT Omega Ratio Rank: 88
ILIT Calmar Ratio Rank: 97
ILIT Martin Ratio Rank: 93

SQM

SQM Risk / Return Rank: 89
SQM Sharpe Ratio Rank: 91
SQM Sortino Ratio Rank: 88
SQM Omega Ratio Rank: 84
SQM Calmar Ratio Rank: 91
SQM Martin Ratio Rank: 89

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	2.37	2.04	+0.33
Sortino ratio Return per unit of downside risk	2.92	2.61	+0.32
Omega ratio Gain probability vs. loss probability	1.35	1.32	+0.03
Calmar ratio Return relative to maximum drawdown	4.85	4.06	+0.79
Martin ratio Return relative to average drawdown	13.48	9.94	+3.54
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 2.37, which is comparable to the SQM Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of ILIT and SQM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ILIT	SQM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.37	2.04	+0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.26	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.42	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.21	0.42	-0.63

Correlation

The correlation between ILIT and SQM is 0.77, 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

ILIT vs. SQM - Dividend Comparison

ILIT's dividend yield for the trailing twelve months is around 2.06%, more than SQM's 0.15% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ILIT Ishares Lithium Miners And Producers ETF	2.06%	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.	0.15%	0.18%	0.59%	8.34%	9.66%	3.92%	1.64%	4.55%	5.37%	2.73%	4.77%	2.00%

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%	-25.02%	+2.16%
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	-27.85%	-18.36%	-9.49%
Average Drawdown Average peak-to-trough decline	-47.87%	-30.43%	-17.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.22%	10.22%	-2.00%

Volatility

ILIT vs. SQM - Volatility Comparison

The current volatility for Ishares Lithium Miners And Producers ETF (ILIT) is 15.03%, while Sociedad Química y Minera de Chile S.A. (SQM) has a volatility of 17.99%. This indicates that ILIT experiences smaller price fluctuations and is considered to be less risky than SQM based on this measure. 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	15.03%	17.99%	-2.96%
Volatility (6M) Calculated over the trailing 6-month period	37.65%	36.57%	+1.08%
Volatility (1Y) Calculated over the trailing 1-year period	49.81%	51.41%	-1.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.40%	49.55%	-8.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.40%	45.99%	-4.59%