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4BRZ.DE vs. IQQB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

4BRZ.DE vs. IQQB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Brazil UCITS ETF (DE) USD (Acc) (4BRZ.DE) and iShares MSCI Brazil UCITS ETF (Dist) (IQQB.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

4BRZ.DE is traded in USD, while IQQB.DE is traded in EUR. To make them comparable, the IQQB.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 4BRZ.DE achieves a 10.78% return, which is significantly lower than IQQB.DE's 11.44% return.


4BRZ.DE

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

IQQB.DE

1D
0.98%
1M
1.48%
6M
10.05%
YTD
11.44%
1Y
23.96%
3Y*
7.86%
5Y*
5.48%
10Y*
6.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

4BRZ.DE vs. IQQB.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
4BRZ.DE
iShares MSCI Brazil UCITS ETF (DE) USD (Acc)
10.78%48.47%-29.92%32.87%14.05%-19.58%-19.46%28.48%-1.96%
IQQB.DE
iShares MSCI Brazil UCITS ETF (Dist)
11.44%46.67%-29.05%29.47%15.48%-22.25%-14.62%22.90%-1.85%

Correlation

The correlation between 4BRZ.DE and IQQB.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.96

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

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2018

0.97

The correlation between 4BRZ.DE and IQQB.DE has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

4BRZ.DE vs. IQQB.DE — Risk / Return Rank

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

4BRZ.DE
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

IQQB.DE
IQQB.DE Risk / Return Rank: 3737
Overall Rank
IQQB.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IQQB.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
IQQB.DE Omega Ratio Rank: 3838
Omega Ratio Rank
IQQB.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
IQQB.DE Martin Ratio Rank: 3333
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.

4BRZ.DE vs. IQQB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Brazil UCITS ETF (DE) USD (Acc) (4BRZ.DE) and iShares MSCI Brazil UCITS ETF (Dist) (IQQB.DE). 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.


4BRZ.DEIQQB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratioReturn relative to maximum drawdown

1.29

1.17

+0.12

Martin ratioReturn relative to average drawdown

3.45

3.18

+0.27

4BRZ.DE vs. IQQB.DE - Sharpe Ratio Comparison

The current 4BRZ.DE Sharpe Ratio is 1.07, which is comparable to the IQQB.DE Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of 4BRZ.DE and IQQB.DE, 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

4BRZ.DE vs. IQQB.DE - Drawdown Comparison

The maximum 4BRZ.DE drawdown since its inception was -57.20%, smaller than the maximum IQQB.DE drawdown of -77.72%. Use the drawdown chart below to compare losses from any high point for 4BRZ.DE and IQQB.DE.


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Drawdown Indicators


4BRZ.DEIQQB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.20%

-77.72%

+20.52%

Max Drawdown (1Y)

Largest decline over 1 year

-19.49%

-20.35%

+0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-30.79%

-30.09%

-0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-32.39%

-30.78%

-1.61%

Max Drawdown (10Y)

Largest decline over 10 years

-54.74%

Current Drawdown

Current decline from peak

-15.72%

-27.91%

+12.19%

Average Drawdown

Average peak-to-trough decline

-18.87%

-42.78%

+23.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.13%

7.35%

-0.22%

Volatility

4BRZ.DE vs. IQQB.DE - Volatility Comparison

iShares MSCI Brazil UCITS ETF (DE) USD (Acc) (4BRZ.DE) and iShares MSCI Brazil UCITS ETF (Dist) (IQQB.DE) have volatilities of 7.07% and 6.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


4BRZ.DEIQQB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

6.85%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

18.51%

18.73%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

23.57%

23.70%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.42%

26.93%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.15%

32.08%

+1.07%

4BRZ.DE vs. IQQB.DE - Expense Ratio Comparison

4BRZ.DE has a 0.31% expense ratio, which is lower than IQQB.DE's 0.74% expense ratio.


Dividends

4BRZ.DE vs. IQQB.DE - Dividend Comparison

4BRZ.DE has not paid dividends to shareholders, while IQQB.DE's dividend yield for the trailing twelve months is around 3.78%.


PositionTTM20252024202320222021202020192018201720162015
4BRZ.DE
iShares MSCI Brazil UCITS ETF (DE) 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%
IQQB.DE
iShares MSCI Brazil UCITS ETF (Dist)
3.78%4.47%6.44%5.50%13.94%6.23%1.92%2.46%2.55%1.49%1.74%3.53%

Frequently Asked Questions


With a correlation of 0.97, 4BRZ.DE and IQQB.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, 4BRZ.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

4BRZ.DE is cheaper with a 0.31% expense ratio, compared with 0.74% for IQQB.DE.

4BRZ.DE tracks MSCI Brazil 25/50 Index, while IQQB.DE tracks MSCI Brazil. Their fees differ too: 0.31% for 4BRZ.DE and 0.74% for IQQB.DE.

Portfolio Optimizer

Find the right allocation for 4BRZ.DE and IQQB.DE

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