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VNET vs. ILF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VNET vs. ILF

Last updated Jun 26, 2026

VNET (21Vianet Group, Inc.) is a stock, while ILF (iShares Latin American 40 ETF) is Latin America Equities fund tracking the S&P Latin America 40 Index. Over the past 10 years, VNET returned -2.41%/yr vs 8.60%/yr for ILF. At a 0.26 correlation, their price movements are largely independent.

Performance

VNET vs. ILF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 21Vianet Group, Inc. (VNET) and iShares Latin American 40 ETF (ILF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VNET achieves a -8.98% return, which is significantly lower than ILF's 11.62% return. Over the past 10 years, VNET has underperformed ILF with an annualized return of -2.41%, while ILF has yielded a comparatively higher 8.60% annualized return.

VNET

1D
-5.52%
1M
-22.38%
YTD
-8.98%
6M
-10.26%
1Y
28.33%
3Y*
38.79%
5Y*
-19.36%
10Y*
-2.41%

ILF

1D
1.21%
1M
-3.88%
YTD
11.62%
6M
11.15%
1Y
37.21%
3Y*
12.95%
5Y*
8.57%
10Y*
8.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNET vs. ILF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VNET
21Vianet Group, Inc.		-8.98%78.48%65.16%-49.38%-37.21%-73.97%378.48%-16.09%8.27%13.84%
ILF
iShares Latin American 40 ETF		11.62%52.65%-23.11%33.14%9.81%-13.59%-11.71%13.77%-6.85%26.33%

Correlation

The correlation between VNET and ILF is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.35

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

0.29

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

0.29

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

0.26

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2011

0.26

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21Vianet Group, Inc.

iShares Latin American 40 ETF

Often compared with VNET:
VNET vs. GVAVNET vs. GRRRVNET vs. DLRVNET vs. GOOGLVNET vs. IRENVNET vs. TSLAVNET vs. TQQQ
Often compared with ILF:
ILF vs. EWZILF vs. FLLAILF vs. EWWILF vs. FLNILF vs. FLBRILF vs. EPUILF vs. VOO

Return for Risk

VNET vs. ILF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VNET
VNET Risk / Return Rank: 5858
Overall Rank
VNET Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VNET Sortino Ratio Rank: 6161
Sortino Ratio Rank
VNET Omega Ratio Rank: 5656
Omega Ratio Rank
VNET Calmar Ratio Rank: 5858
Calmar Ratio Rank
VNET Martin Ratio Rank: 5757
Martin Ratio Rank
ILF
ILF Risk / Return Rank: 5656
Overall Rank
ILF Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
ILF Sortino Ratio Rank: 5454
Sortino Ratio Rank
ILF Omega Ratio Rank: 5353
Omega Ratio Rank
ILF Calmar Ratio Rank: 6363
Calmar Ratio Rank
ILF 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.

VNET vs. ILF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 21Vianet Group, Inc. (VNET) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

VNETILFDifference
Sharpe ratioReturn per unit of total volatility
0.35
1.68

-1.33

Sortino ratioReturn per unit of downside risk
1.18
2.27

-1.09

Omega ratioGain probability vs. loss probability

1.13

1.29

-0.16

Calmar ratioReturn relative to maximum drawdown

0.63

2.68

-2.05

Martin ratioReturn relative to average drawdown

1.25

7.62

-6.37

VNET vs. ILF - Sharpe Ratio Comparison

The current VNET Sharpe Ratio is 0.35, which is lower than the ILF Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of VNET and ILF, 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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Drawdowns

VNET vs. ILF - Drawdown Comparison

The maximum VNET drawdown since its inception was -96.67%, which is greater than ILF's maximum drawdown of -67.48%. Use the drawdown chart below to compare losses from any high point for VNET and ILF.

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Drawdown Indicators

VNETILFDifference

Max Drawdown

Largest peak-to-trough decline

-96.67%

-67.48%

-29.19%

Max Drawdown (1Y)

Largest decline over 1 year

-45.12%

-13.94%

-31.18%

Max Drawdown (3Y)

Largest decline over 3 years

-67.71%

-23.97%

-43.74%

Max Drawdown (5Y)

Largest decline over 5 years

-93.90%

-29.71%

-64.19%

Max Drawdown (10Y)

Largest decline over 10 years

-96.67%

-57.79%

-38.88%

Current Drawdown

Current decline from peak

-81.92%

-10.79%

-71.13%

Average Drawdown

Average peak-to-trough decline

-61.51%

-23.90%

-37.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.72%

4.90%

+17.82%

Volatility

VNET vs. ILF - Volatility Comparison

21Vianet Group, Inc. (VNET) has a higher volatility of 20.54% compared to iShares Latin American 40 ETF (ILF) at 6.56%. This indicates that VNET's price experiences larger fluctuations and is considered to be riskier 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

VNETILFDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.54%

6.56%

+13.98%

Volatility (6M)

Calculated over the trailing 6-month period

55.68%

18.44%

+37.24%

Volatility (1Y)

Calculated over the trailing 1-year period

80.99%

22.23%

+58.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

95.83%

23.27%

+72.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.52%

28.34%

+53.18%

Dividends

VNET vs. ILF - Dividend Comparison

VNET has not paid dividends to shareholders, while ILF's dividend yield for the trailing twelve months is around 3.52%.

PositionTTM20252024202320222021202020192018201720162015
ILF
iShares Latin American 40 ETF		3.52%4.39%7.44%4.61%12.72%8.47%1.88%3.09%3.12%1.80%1.59%3.25%
VNET
21Vianet Group, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

VNET and ILF have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VNET has higher volatility (20.54%) compared to ILF (6.56%). In terms of maximum drawdown, VNET dropped -96.67% vs ILF's -67.48%.

ILF currently has the higher Sharpe Ratio (1.68 vs 0.35), 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.

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