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SLANX vs. ILF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLANX vs. ILF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Latin America Equity Fund Class A (SLANX) and iShares Latin American 40 ETF (ILF). The values are adjusted to include any dividend payments, if applicable.

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SLANX vs. ILF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLANX
DWS Latin America Equity Fund Class A
7.80%54.13%-28.52%33.24%8.08%-9.06%0.70%35.56%-2.82%32.20%
ILF
iShares Latin American 40 ETF
16.65%52.65%-23.11%33.14%9.81%-13.59%-11.71%13.77%-6.85%26.33%

Returns By Period

In the year-to-date period, SLANX achieves a 7.80% return, which is significantly lower than ILF's 16.65% return. Over the past 10 years, SLANX has outperformed ILF with an annualized return of 11.44%, while ILF has yielded a comparatively lower 8.47% annualized return.


SLANX

1D
0.29%
1M
-8.48%
YTD
7.80%
6M
15.38%
1Y
45.04%
3Y*
15.30%
5Y*
10.40%
10Y*
11.44%

ILF

1D
4.41%
1M
-2.63%
YTD
16.65%
6M
25.92%
1Y
58.11%
3Y*
20.46%
5Y*
13.16%
10Y*
8.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SLANX vs. ILF - Expense Ratio Comparison

SLANX has a 1.51% expense ratio, which is higher than ILF's 0.48% expense ratio.


Return for Risk

SLANX vs. ILF — Risk / Return Rank

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

SLANX
SLANX Risk / Return Rank: 9090
Overall Rank
SLANX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SLANX Sortino Ratio Rank: 8585
Sortino Ratio Rank
SLANX Omega Ratio Rank: 8686
Omega Ratio Rank
SLANX Calmar Ratio Rank: 9595
Calmar Ratio Rank
SLANX Martin Ratio Rank: 9393
Martin Ratio Rank

ILF
ILF Risk / Return Rank: 9595
Overall Rank
ILF Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ILF Sortino Ratio Rank: 9595
Sortino Ratio Rank
ILF Omega Ratio Rank: 9494
Omega Ratio Rank
ILF Calmar Ratio Rank: 9696
Calmar Ratio Rank
ILF Martin Ratio Rank: 9595
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.

SLANX vs. ILF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Latin America Equity Fund Class A (SLANX) and iShares Latin American 40 ETF (ILF). 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.


SLANXILFDifference

Sharpe ratio

Return per unit of total volatility

1.84

2.48

-0.64

Sortino ratio

Return per unit of downside risk

2.27

3.06

-0.79

Omega ratio

Gain probability vs. loss probability

1.36

1.43

-0.08

Calmar ratio

Return relative to maximum drawdown

3.31

4.47

-1.16

Martin ratio

Return relative to average drawdown

11.32

15.54

-4.21

SLANX vs. ILF - Sharpe Ratio Comparison

The current SLANX Sharpe Ratio is 1.84, which is comparable to the ILF Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of SLANX and ILF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SLANXILFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.48

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.57

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.30

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.31

+0.01

Correlation

The correlation between SLANX and ILF is 0.92, 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

SLANX vs. ILF - Dividend Comparison

SLANX's dividend yield for the trailing twelve months is around 3.85%, more than ILF's 3.76% yield.


TTM20252024202320222021202020192018201720162015
SLANX
DWS Latin America Equity Fund Class A
3.85%4.15%5.13%3.14%7.15%14.19%0.00%0.00%0.00%4.21%1.57%0.00%
ILF
iShares Latin American 40 ETF
3.76%4.39%7.44%4.61%12.72%8.47%1.88%3.09%3.12%1.80%1.59%3.25%

Drawdowns

SLANX vs. ILF - Drawdown Comparison

The maximum SLANX drawdown since its inception was -70.73%, roughly equal to the maximum ILF drawdown of -67.48%. Use the drawdown chart below to compare losses from any high point for SLANX and ILF.


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Drawdown Indicators


SLANXILFDifference

Max Drawdown

Largest peak-to-trough decline

-70.73%

-67.48%

-3.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.85%

-12.67%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-29.92%

-29.71%

-0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-50.91%

-57.79%

+6.88%

Current Drawdown

Current decline from peak

-9.63%

-4.82%

-4.81%

Average Drawdown

Average peak-to-trough decline

-23.43%

-24.07%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

3.65%

+0.10%

Volatility

SLANX vs. ILF - Volatility Comparison

The current volatility for DWS Latin America Equity Fund Class A (SLANX) is 10.49%, while iShares Latin American 40 ETF (ILF) has a volatility of 11.60%. This indicates that SLANX experiences smaller price fluctuations and is considered to be less risky than ILF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLANXILFDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.49%

11.60%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

16.93%

17.90%

-0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

24.11%

23.59%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.14%

23.24%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.01%

28.59%

-1.58%