PBR vs. IBZL.L
Compare and contrast key facts about Petróleo Brasileiro S.A. - Petrobras (PBR) and iShares MSCI Brazil UCITS ETF (Dist) (IBZL.L).
IBZL.L is a passively managed fund by iShares that tracks the performance of the MSCI Brazil NR USD. It was launched on Nov 18, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PBR or IBZL.L.
Key characteristics
| PBR | IBZL.L | |
|---|---|---|
| YTD Return | -3.67% | -16.42% |
| 1Y Return | 4.63% | -11.30% |
| 3Y Return (Ann) | 50.91% | 10.38% |
| 5Y Return (Ann) | 20.89% | 0.32% |
| 10Y Return (Ann) | 15.17% | 4.17% |
| Sharpe Ratio | 0.16 | -0.57 |
| Sortino Ratio | 0.43 | -0.71 |
| Omega Ratio | 1.06 | 0.92 |
| Calmar Ratio | 0.13 | -0.54 |
| Martin Ratio | 0.46 | -0.96 |
| Ulcer Index | 10.42% | 11.26% |
| Daily Std Dev | 29.64% | 19.04% |
| Max Drawdown | -95.28% | -69.44% |
| Current Drawdown | -33.84% | -17.12% |
Correlation
The correlation between PBR and IBZL.L is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
PBR vs. IBZL.L - Performance Comparison
In the year-to-date period, PBR achieves a -3.67% return, which is significantly higher than IBZL.L's -16.42% return. Over the past 10 years, PBR has outperformed IBZL.L with an annualized return of 15.17%, while IBZL.L has yielded a comparatively lower 4.17% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PBR vs. IBZL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Petróleo Brasileiro S.A. - Petrobras (PBR) and iShares MSCI Brazil UCITS ETF (Dist) (IBZL.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.
Dividends
PBR vs. IBZL.L - Dividend Comparison
PBR's dividend yield for the trailing twelve months is around 18.03%, more than IBZL.L's 8.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PBR Petróleo Brasileiro S.A. - Petrobras | 18.03% | 18.47% | 60.50% | 18.59% | 2.42% | 1.53% | 0.98% | 0.00% | 0.00% | 0.00% | 6.57% | 1.91% |
IBZL.L iShares MSCI Brazil UCITS ETF (Dist) | 8.84% | 6.83% | 16.49% | 8.64% | 2.44% | 3.28% | 3.31% | 1.86% | 2.24% | 5.42% | 8.32% | 3.87% |
Drawdowns
PBR vs. IBZL.L - Drawdown Comparison
The maximum PBR drawdown since its inception was -95.28%, which is greater than IBZL.L's maximum drawdown of -69.44%. Use the drawdown chart below to compare losses from any high point for PBR and IBZL.L. For additional features, visit the drawdowns tool.
Volatility
PBR vs. IBZL.L - Volatility Comparison
Petróleo Brasileiro S.A. - Petrobras (PBR) and iShares MSCI Brazil UCITS ETF (Dist) (IBZL.L) have volatilities of 5.25% and 5.33%, 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.