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LTAM.L vs. DLTM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LTAM.L vs. DLTM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.L) and iShares MSCI EM Latin America UCITS ETF (DLTM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LTAM.L is traded in GBp, while DLTM.L is traded in USD. To make them comparable, the DLTM.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with LTAM.L having a 11.27% return and DLTM.L slightly lower at 11.13%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: LTAM.L at 8.60% and DLTM.L at 8.60%.


LTAM.L

1D
-2.23%
1M
-5.39%
YTD
11.27%
6M
9.11%
1Y
38.95%
3Y*
11.19%
5Y*
9.88%
10Y*
8.60%

DLTM.L

1D
-2.14%
1M
-5.46%
YTD
11.13%
6M
9.22%
1Y
39.14%
3Y*
11.15%
5Y*
9.90%
10Y*
8.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTAM.L vs. DLTM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LTAM.L
iShares MSCI EM Latin America UCITS ETF USD (Dist)
11.27%43.14%-25.65%26.15%20.89%-8.55%-14.15%9.44%-0.18%11.17%
DLTM.L
iShares MSCI EM Latin America UCITS ETF
11.13%43.43%-25.62%26.75%20.83%-8.90%-13.81%8.51%0.36%10.55%

Correlation

The correlation between LTAM.L and DLTM.L is 0.95, 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

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2007

0.84

The correlation between LTAM.L and DLTM.L shifts across timeframes, from 0.84 (all time) to 0.96 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

LTAM.L vs. DLTM.L — Risk / Return Rank

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

LTAM.L
LTAM.L Risk / Return Rank: 6464
Overall Rank
LTAM.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
LTAM.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
LTAM.L Omega Ratio Rank: 6161
Omega Ratio Rank
LTAM.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
LTAM.L Martin Ratio Rank: 6060
Martin Ratio Rank

DLTM.L
DLTM.L Risk / Return Rank: 5656
Overall Rank
DLTM.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DLTM.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
DLTM.L Omega Ratio Rank: 5252
Omega Ratio Rank
DLTM.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
DLTM.L Martin Ratio Rank: 5454
Martin Ratio Rank
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.

LTAM.L vs. DLTM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.L) and iShares MSCI EM Latin America UCITS ETF (DLTM.L). 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.


LTAM.LDLTM.LDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.37

1.36

+0.02

Calmar ratioReturn relative to maximum drawdown

3.57

3.62

-0.05

Martin ratioReturn relative to average drawdown

10.68

10.79

-0.11

LTAM.L vs. DLTM.L - Sharpe Ratio Comparison

The current LTAM.L Sharpe Ratio is 2.19, which is comparable to the DLTM.L Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of LTAM.L and DLTM.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LTAM.LDLTM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

2.07

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.46

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.33

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.14

-0.01

Drawdowns

LTAM.L vs. DLTM.L - Drawdown Comparison

The maximum LTAM.L drawdown since its inception was -58.47%, roughly equal to the maximum DLTM.L drawdown of -58.44%. Use the drawdown chart below to compare losses from any high point for LTAM.L and DLTM.L.


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Drawdown Indicators


LTAM.LDLTM.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.47%

-58.44%

-0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.85%

-10.76%

-0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-26.09%

-26.28%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-26.09%

-26.28%

+0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-48.10%

-47.98%

-0.12%

Current Drawdown

Current decline from peak

-10.85%

-10.76%

-0.09%

Average Drawdown

Average peak-to-trough decline

-20.19%

-20.22%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

3.62%

+0.02%

Volatility

LTAM.L vs. DLTM.L - Volatility Comparison

iShares MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.L) and iShares MSCI EM Latin America UCITS ETF (DLTM.L) have volatilities of 5.31% and 5.22%, 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.


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Volatility by Period


LTAM.LDLTM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

5.22%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

15.95%

-1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

17.68%

18.85%

-1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.43%

21.53%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.91%

25.84%

-0.93%

LTAM.L vs. DLTM.L - Expense Ratio Comparison

LTAM.L has a 0.20% expense ratio, which is lower than DLTM.L's 0.74% expense ratio.


Dividends

LTAM.L vs. DLTM.L - Dividend Comparison

LTAM.L's dividend yield for the trailing twelve months is around 3.51%, which matches DLTM.L's 3.48% yield.


PositionTTM20252024202320222021202020192018201720162015
DLTM.L
iShares MSCI EM Latin America UCITS ETF
3.48%3.54%5.77%4.23%6.82%3.20%1.66%2.31%2.17%1.47%1.44%2.98%
LTAM.L
iShares MSCI EM Latin America UCITS ETF USD (Dist)
3.51%3.61%5.69%4.33%6.86%3.17%1.82%2.38%2.11%1.52%1.32%2.89%

Frequently Asked Questions


With a correlation of 0.95, LTAM.L and DLTM.L 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.

On fees, LTAM.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LTAM.L is cheaper with a 0.20% expense ratio, compared with 0.74% for DLTM.L.

Both ETFs track MSCI EM Latin America NR USD. Their fees differ too: 0.20% for LTAM.L and 0.74% for DLTM.L.

Portfolio Optimizer

Find the right allocation for LTAM.L and DLTM.L

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