Summary
ILF
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 38.31% Volatility 23.62% Sharpe 2.22
Official loaded data — not a live quote.

ISHARES LATIN AMERICA 40 ETF

Symbol: ILF

Exchange: NYSE

Sector: Financial_Services

Category: Focused Region

Inception date: 25/10/2001

Latest date: 17/07/2026

Current price: $34.07

Expense ratio: 0.47%

Assets under management
$3.7B
1.16% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.00%

Ann. -17.73% (Sharpe / Sortino numerator)

Volatility

38.37%

Sharpe ratio

-0.557

VaR 95%

-3.78%

CVaR 95%: -4.36%
Max drawdown: -7.36%
Sortino ratio: -0.876
Calmar ratio: -2.41

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-8.81%

Ann. 79.86% (Sharpe / Sortino numerator)

Volatility

30.36%

Sharpe ratio

2.510

VaR 95%

-3.59%

CVaR 95%: -3.99%
Max drawdown: -12.67%
Sortino ratio: 3.605
Calmar ratio: 6.30

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.88%

Ann. 66.72% (Sharpe / Sortino numerator)

Volatility

25.29%

Sharpe ratio

2.495

VaR 95%

-2.88%

CVaR 95%: -3.76%
Max drawdown: -12.67%
Sortino ratio: 3.294
Calmar ratio: 5.26

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

38.31%

Ann. 56.11% (Sharpe / Sortino numerator)

Volatility

23.62%

Sharpe ratio

2.222

VaR 95%

-2.12%

CVaR 95%: -3.56%
Max drawdown: -12.67%
Sortino ratio: 2.854
Calmar ratio: 4.43

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

43.75%

Ann. 18.86% (Sharpe / Sortino numerator)

Volatility

21.38%

Sharpe ratio

0.712

VaR 95%

-2.06%

CVaR 95%: -3.10%
Max drawdown: -22.78%
Sortino ratio: 0.974
Calmar ratio: 0.83

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

45.42%

Ann. 20.66% (Sharpe / Sortino numerator)

Volatility

20.80%

Sharpe ratio

0.819

VaR 95%

-2.03%

CVaR 95%: -2.91%
Max drawdown: -23.97%
Sortino ratio: 1.179
Calmar ratio: 0.86

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.139%

Best day

4.409%

31/03/2026
Worst day

-4.798%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $33.68 $34.21 $33.68 $34.07 1,558,500
16/07/2026 $34.41 $34.44 $34.06 $34.11 1,554,400
15/07/2026 $34.74 $34.78 $34.52 $34.66 2,054,400
14/07/2026 $34.51 $34.99 $34.51 $34.71 3,567,100
13/07/2026 $34.39 $34.58 $34.06 $34.11 2,438,300
10/07/2026 $34.19 $34.60 $34.19 $34.51 1,826,000
09/07/2026 $33.66 $34.02 $33.53 $33.82 2,399,500
08/07/2026 $33.48 $33.62 $33.24 $33.54 2,276,600
07/07/2026 $33.95 $34.28 $33.69 $33.72 1,086,200
06/07/2026 $33.87 $34.14 $33.74 $34.13 923,200