PortfoliosLab logoPortfoliosLab logo
ISIN
DE000A0Q4R85
Issuer
iShares
Inception Date
Oct 24, 2018
Leveraged
1x (No leverage)
Index Tracked
MSCI Brazil 25/50 Index
Domicile
Germany
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

4BRZ.DE Performance Chart

iShares MSCI Brazil UCITS ETF (DE) USD (Acc) (4BRZ.DE) is up 10.8% since the beginning of the year. 4BRZ.DE is currently trading at $49 per share. Investors who bought $1,000 worth of 4BRZ.DE shares 5 years ago would now be looking at an investment worth $1,291.


Loading charts...

S&P 500 Index

Returns By Period

iShares MSCI Brazil UCITS ETF (DE) USD (Acc) (4BRZ.DE) has returned 10.78% so far this year and 25.26% over the past 12 months.


iShares MSCI Brazil UCITS ETF (DE) USD (Acc)

1D
1.19%
1M
1.17%
6M
9.79%
YTD
10.78%
1Y
25.26%
3Y*
8.77%
5Y*
5.24%
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.93%
6M
9.11%
YTD
9.32%
1Y
19.17%
3Y*
18.87%
5Y*
11.45%
10Y*
13.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

4BRZ.DE Monthly Returns History

Based on dividend-adjusted daily data since Oct 25, 2018, 4BRZ.DE's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.

Historically, 53% of months were positive and 47% were negative. The best month was Nov 2020 with a return of +23.6%, while the worst month was Mar 2020 at -34.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.

On a daily basis, 4BRZ.DE closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +14.2%, while the worst single day was Mar 12, 2020 at -23.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202618.14%3.40%-3.34%4.87%-9.23%-2.80%1.40%10.78%
202513.50%-5.20%5.61%4.37%0.93%7.02%-6.09%10.17%4.60%1.08%7.59%-1.53%48.47%
2024-5.14%-0.42%-1.85%-3.83%-4.95%-3.91%0.69%6.72%-0.13%-6.09%-7.66%-7.52%-29.92%
20237.54%-9.03%0.19%2.22%1.86%15.72%4.68%-7.81%-0.68%-4.03%13.66%7.62%32.87%
202214.37%4.15%15.90%-11.26%4.25%-18.99%5.88%6.66%-4.24%7.18%-2.01%-2.95%14.05%
2021-7.97%-6.22%2.47%7.76%8.12%5.55%-4.55%-3.95%-11.65%-8.76%-3.79%3.97%-19.58%

Benchmark Metrics

iShares MSCI Brazil UCITS ETF (DE) USD (Acc) has an annualized alpha of -2.52%, beta of 0.68, and R2 of 0.16 versus S&P 500 Index. Calculated based on daily prices since October 25, 2018.

  • This ETF participated in 120.30% of S&P 500 Index downside but only 78.00% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.68 may look defensive, but with R2 of 0.16 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.16 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-2.52%
Beta
0.68
0.16
Upside Capture
78.00%
Downside Capture
120.30%

Expense Ratio

4BRZ.DE has an expense ratio of 0.31%, placing it in the medium range.


Return for Risk

Risk / Return Rank

4BRZ.DE ranks 31 for risk / return — below 31% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


4BRZ.DE Risk / Return Rank: 3131
Overall Rank
4BRZ.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
4BRZ.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
4BRZ.DE Omega Ratio Rank: 3131
Omega Ratio Rank
4BRZ.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
4BRZ.DE Martin Ratio Rank: 2828
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares MSCI Brazil UCITS ETF (DE) USD (Acc) (4BRZ.DE) and compare them to S&P 500 Index.

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.


4BRZ.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.19

1.29

-0.10

Calmar ratioReturn relative to maximum drawdown

1.29

2.23

-0.94

Martin ratioReturn relative to average drawdown

3.45

9.69

-6.24

Dividends

Dividend History


iShares MSCI Brazil UCITS ETF (DE) USD (Acc) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Brazil UCITS ETF (DE) USD (Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI Brazil UCITS ETF (DE) USD (Acc) was 57.20%, occurring on Mar 23, 2020. Recovery took 1438 trading sessions.

The current iShares MSCI Brazil UCITS ETF (DE) USD (Acc) drawdown is 15.72%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-57.20%Mar 2020
2mo 17d5y 7mo
5y 10moJan 2020 - Nov 2025
2026 correction2026
-19.49%Jun 2026
1mo 24d
2mo 20dApr 2026 - now
2019 correction2019
-18.18%May 2019
3mo 18d1mo 15d
5mo 3dFeb 2019 - Jul 2019
2019 correction2019
-17.39%Aug 2019
1mo 17d4mo 2d
5mo 19dJul 2019 - Dec 2019
2026 correction2026
-10.28%Mar 2026
22d20d
1mo 12dFeb 2026 - Apr 2026

Drawdown Indicators


4BRZ.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-57.20%

-56.78%

-0.42%

Max Drawdown (1Y)

Largest decline over 1 year

-19.49%

-9.10%

-10.39%

Max Drawdown (3Y)

Largest decline over 3 years

-30.79%

-18.90%

-11.89%

Max Drawdown (5Y)

Largest decline over 5 years

-32.39%

-25.43%

-6.96%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-15.72%

-1.66%

-14.06%

Average Drawdown

Average peak-to-trough decline

-18.87%

-10.71%

-8.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.13%

2.09%

+5.04%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with 4BRZ.DE

Add iShares MSCI Brazil UCITS ETF (DE) USD (Acc) to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with 4BRZ.DE