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

LTAM.L vs. IITU.L

Last updated Jun 4, 2026

LTAM.L (iShares MSCI EM Latin America UCITS ETF USD (Dist)) and IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) are both exchange-traded funds - LTAM.L is a Latin America Equities fund tracking the MSCI EM Latin America NR USD, while IITU.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, LTAM.L returned 8.60%/yr vs 27.67%/yr for IITU.L. At a 0.38 correlation, their price movements are largely independent. LTAM.L charges 0.20%/yr vs 0.15%/yr for IITU.L.

Performance

LTAM.L vs. IITU.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 S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LTAM.L achieves a 11.27% return, which is significantly lower than IITU.L's 25.87% return. Over the past 10 years, LTAM.L has underperformed IITU.L with an annualized return of 8.60%, while IITU.L has yielded a comparatively higher 27.67% annualized return.

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%

IITU.L

1D
-0.83%
1M
18.53%
YTD
25.87%
6M
24.64%
1Y
56.89%
3Y*
32.15%
5Y*
26.03%
10Y*
27.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTAM.L vs. IITU.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%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)		25.87%14.44%40.85%50.70%-20.63%35.67%38.34%44.21%4.28%25.57%

Correlation

The correlation between LTAM.L and IITU.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

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

0.26

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

0.28

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

0.37

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2015

0.38

The correlation between LTAM.L and IITU.L shifts across timeframes, from 0.26 (3 years) to 0.38 (all time), reflecting how their relationship changes across market environments.

LTAM.L vs. IITU.L - Sectors Allocation Comparison

Sectors
LTAM.L
IITU.L

Financial Services

29.9%

-

Basic Materials

21.5%

-

Industrials

10.9%
0.0%

Energy

10.6%
0.1%

Consumer Defensive

10.5%

-

Utilities

7.8%

-

Communication Services

3.9%

-

Consumer Cyclical

1.6%

-

Real Estate

1.6%

-

Healthcare

1.2%

-

Technology

0.7%
99.6%

Financial Services

LTAM.L
29.9%
IITU.L

-

Basic Materials

LTAM.L
21.5%
IITU.L

-

Industrials

LTAM.L
10.9%
IITU.L
0.0%

Energy

LTAM.L
10.6%
IITU.L
0.1%

Consumer Defensive

LTAM.L
10.5%
IITU.L

-

Utilities

LTAM.L
7.8%
IITU.L

-

Communication Services

LTAM.L
3.9%
IITU.L

-

Consumer Cyclical

LTAM.L
1.6%
IITU.L

-

Real Estate

LTAM.L
1.6%
IITU.L

-

Healthcare

LTAM.L
1.2%
IITU.L

-

Technology

LTAM.L
0.7%
IITU.L
99.6%

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iShares MSCI EM Latin America UCITS ETF USD (Dist)

iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)

Often compared with LTAM.L:
LTAM.L vs. ALAG.LLTAM.L vs. LTAM.ASLTAM.L vs. EWZLTAM.L vs. VUAG.LLTAM.L vs. VFEG.LLTAM.L vs. EMIM.LLTAM.L vs. ALAU.L
Often compared with IITU.L:
IITU.L vs. VGTIITU.L vs. CNX1.LIITU.L vs. VUAG.LIITU.L vs. XLKIITU.L vs. SMGB.LIITU.L vs. XLKQ.LIITU.L vs. QQQ

Return for Risk

LTAM.L vs. IITU.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
IITU.L
IITU.L Risk / Return Rank: 7373
Overall Rank
IITU.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 7878
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 5151
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. IITU.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 S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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.LIITU.LDifference
Sharpe ratioReturn per unit of total volatility
2.19
2.91

-0.71

Sortino ratioReturn per unit of downside risk
2.90
3.68

-0.78

Omega ratioGain probability vs. loss probability

1.37

1.48

-0.10

Calmar ratioReturn relative to maximum drawdown

3.57

3.38

+0.19

Martin ratioReturn relative to average drawdown

10.68

8.71

+1.97

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current LTAM.L Sharpe Ratio is 2.19, which is comparable to the IITU.L Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of LTAM.L and IITU.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.LIITU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

2.91

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

1.19

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

1.30

-0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

1.24

-1.11

Drawdowns

LTAM.L vs. IITU.L - Drawdown Comparison

The maximum LTAM.L drawdown since its inception was -58.47%, which is greater than IITU.L's maximum drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for LTAM.L and IITU.L.

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Drawdown Indicators

LTAM.LIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.47%

-28.03%

-30.44%

Max Drawdown (1Y)

Largest decline over 1 year

-10.85%

-16.76%

+5.91%

Max Drawdown (3Y)

Largest decline over 3 years

-26.09%

-28.03%

+1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-26.09%

-28.03%

+1.94%

Max Drawdown (10Y)

Largest decline over 10 years

-48.10%

-28.03%

-20.07%

Current Drawdown

Current decline from peak

-10.85%

-0.83%

-10.02%

Average Drawdown

Average peak-to-trough decline

-20.19%

-5.14%

-15.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

6.51%

-2.87%

Volatility

LTAM.L vs. IITU.L - Volatility Comparison

The current volatility for iShares MSCI EM Latin America UCITS ETF USD (Dist) (LTAM.L) is 5.31%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 6.45%. This indicates that LTAM.L experiences smaller price fluctuations and is considered to be less risky than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LTAM.LIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

6.45%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

14.27%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

17.68%

19.57%

-1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.43%

21.93%

-1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.91%

21.31%

+3.60%

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

LTAM.L has a 0.20% expense ratio, which is higher than IITU.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

LTAM.L vs. IITU.L - Dividend Comparison

LTAM.L's dividend yield for the trailing twelve months is around 3.51%, while IITU.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

LTAM.L and IITU.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IITU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IITU.L is cheaper with a 0.15% expense ratio, compared with 0.20% for LTAM.L.

LTAM.L is categorized as Latin America Equities, while IITU.L is Technology Equities. LTAM.L tracks MSCI EM Latin America NR USD, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.20% for LTAM.L and 0.15% for IITU.L.

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