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IBZL.L vs. DBRC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBZL.L vs. DBRC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Brazil UCITS ETF (Dist) (IBZL.L) and iShares BIC 50 UCITS ETF USD (Dist) (DBRC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IBZL.L is traded in GBp, while DBRC.L is traded in USD. To make them comparable, the DBRC.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBZL.L achieves a 13.86% return, which is significantly higher than DBRC.L's -10.22% return. Over the past 10 years, IBZL.L has outperformed DBRC.L with an annualized return of 6.00%, while DBRC.L has yielded a comparatively lower 2.08% annualized return.


IBZL.L

1D
-0.85%
1M
1.55%
6M
10.46%
YTD
13.86%
1Y
35.79%
3Y*
8.04%
5Y*
6.82%
10Y*
6.00%

DBRC.L

1D
0.00%
1M
-0.96%
6M
-14.52%
YTD
-10.22%
1Y
-5.78%
3Y*
6.21%
5Y*
-6.59%
10Y*
2.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBZL.L vs. DBRC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBZL.L
iShares MSCI Brazil UCITS ETF (Dist)
13.86%35.97%-27.18%23.72%28.39%-20.69%-17.23%14.49%2.68%14.31%
DBRC.L
iShares BIC 50 UCITS ETF USD (Dist)
-10.22%20.41%15.79%-12.21%-20.51%-23.21%16.51%17.18%-2.97%24.40%

Correlation

The correlation between IBZL.L and DBRC.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.39

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

0.39

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

0.49

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2007

0.59

Over the past year, the correlation between IBZL.L and DBRC.L has dropped to 0.37 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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Return for Risk

IBZL.L vs. DBRC.L — Risk / Return Rank

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

IBZL.L
IBZL.L Risk / Return Rank: 5252
Overall Rank
IBZL.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IBZL.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
IBZL.L Omega Ratio Rank: 5656
Omega Ratio Rank
IBZL.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
IBZL.L Martin Ratio Rank: 3939
Martin Ratio Rank

DBRC.L
DBRC.L Risk / Return Rank: 77
Overall Rank
DBRC.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DBRC.L Sortino Ratio Rank: 77
Sortino Ratio Rank
DBRC.L Omega Ratio Rank: 77
Omega Ratio Rank
DBRC.L Calmar Ratio Rank: 88
Calmar Ratio Rank
DBRC.L Martin Ratio Rank: 77
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.

IBZL.L vs. DBRC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Brazil UCITS ETF (Dist) (IBZL.L) and iShares BIC 50 UCITS ETF USD (Dist) (DBRC.L). 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.


IBZL.LDBRC.LDifference
Sharpe ratioReturn per unit of total volatility

+1.90

Sortino ratioReturn per unit of downside risk

+2.54

Omega ratioGain probability vs. loss probability

1.28

0.97

+0.31

Calmar ratioReturn relative to maximum drawdown

1.88

-0.21

+2.09

Martin ratioReturn relative to average drawdown

5.06

-0.47

+5.54

IBZL.L vs. DBRC.L - Sharpe Ratio Comparison

The current IBZL.L Sharpe Ratio is 1.63, which is higher than the DBRC.L Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of IBZL.L and DBRC.L, 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

IBZL.L vs. DBRC.L - Drawdown Comparison

The maximum IBZL.L drawdown since its inception was -71.99%, which is greater than DBRC.L's maximum drawdown of -64.12%. Use the drawdown chart below to compare losses from any high point for IBZL.L and DBRC.L.


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Drawdown Indicators


IBZL.LDBRC.LDifference

Max Drawdown

Largest peak-to-trough decline

-71.99%

-64.12%

-7.87%

Max Drawdown (1Y)

Largest decline over 1 year

-18.97%

-24.76%

+5.79%

Max Drawdown (3Y)

Largest decline over 3 years

-28.80%

-24.76%

-4.04%

Max Drawdown (5Y)

Largest decline over 5 years

-28.80%

-49.88%

+21.08%

Max Drawdown (10Y)

Largest decline over 10 years

-52.07%

-59.33%

+7.26%

Current Drawdown

Current decline from peak

-13.07%

-42.31%

+29.24%

Average Drawdown

Average peak-to-trough decline

-27.74%

-22.17%

-5.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.05%

11.18%

-4.13%

Volatility

IBZL.L vs. DBRC.L - Volatility Comparison

iShares MSCI Brazil UCITS ETF (Dist) (IBZL.L) and iShares BIC 50 UCITS ETF USD (Dist) (DBRC.L) have volatilities of 5.61% and 5.38%, 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


IBZL.LDBRC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

5.38%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

16.91%

14.19%

+2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

21.86%

19.41%

+2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.34%

29.11%

-2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.37%

25.89%

+5.48%

IBZL.L vs. DBRC.L - Expense Ratio Comparison

Both IBZL.L and DBRC.L have an expense ratio of 0.74%.


Dividends

IBZL.L vs. DBRC.L - Dividend Comparison

IBZL.L's dividend yield for the trailing twelve months is around 3.72%, more than DBRC.L's 1.60% yield.


PositionTTM20252024202320222021202020192018201720162015
DBRC.L
iShares BIC 50 UCITS ETF USD (Dist)
1.60%1.74%2.81%2.60%3.58%1.58%1.43%2.02%2.96%1.94%1.89%2.68%
IBZL.L
iShares MSCI Brazil UCITS ETF (Dist)
3.72%4.32%6.46%5.44%13.60%6.32%1.92%2.53%2.45%1.46%1.64%3.54%

Frequently Asked Questions


IBZL.L and DBRC.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.74% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IBZL.L and DBRC.L have the same expense ratio: 0.74% per year.

IBZL.L is categorized as Latin America Equities, while DBRC.L is Emerging Markets Equities. IBZL.L tracks MSCI Brazil NR USD, while DBRC.L tracks FTSE BIC 50 Net of Tax Index.

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