IQLT vs. RSSB

Last updated Jun 13, 2026

IQLT (iShares MSCI Intl Quality Factor ETF) and RSSB (Return Stacked Global Stocks & Bonds ETF) are both exchange-traded funds - IQLT is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Sector Neutral Quality Index (Net), while RSSB is a Global Allocation fund actively managed by Return Stacked. IQLT is passively managed, while RSSB is actively managed. Over the past year, IQLT returned 16.83% vs 24.37% for RSSB. Their correlation of 0.80 suggests significant overlap in exposure. IQLT charges 0.30%/yr vs 0.39%/yr for RSSB.

Performance

IQLT vs. RSSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Quality Factor ETF (IQLT) and Return Stacked Global Stocks & Bonds ETF (RSSB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IQLT achieves a 9.81% return, which is significantly higher than RSSB's 8.69% return.

IQLT

• 1D: 0.04%
• 1M: 1.07%
• YTD: 9.81%
• 6M: 11.22%
• 1Y: 16.83%
• 3Y*: 14.25%
• 5Y*: 7.32%
• 10Y*: 10.17%

RSSB

• 1D: 0.24%
• 1M: 0.44%
• YTD: 8.69%
• 6M: 9.50%
• 1Y: 24.37%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IQLT vs. RSSB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IQLT iShares MSCI Intl Quality Factor ETF	9.81%	25.42%	1.54%	5.58%
RSSB Return Stacked Global Stocks & Bonds ETF	8.69%	25.16%	10.53%	6.63%

Correlation

The correlation between IQLT and RSSB is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (All Time) Calculated using the full available price history since Dec 5, 2023	0.80

The correlation between IQLT and RSSB has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.

IQLT vs. RSSB - Sectors Allocation Comparison

Sectors	IQLT	RSSB
Financial Services	24.3%	15.9%
Industrials	17.3%	11.5%
Technology	11.6%	27.9%
Healthcare	9.8%	8.2%
Consumer Cyclical	8.1%	9.7%
Basic Materials	7.2%	4.1%
Consumer Defensive	6.0%	5.0%
Energy	5.9%	4.3%
Communication Services	4.3%	8.3%
Utilities	3.8%	2.7%
Real Estate	1.6%	2.4%

Return for Risk

IQLT vs. RSSB — Risk / Return Rank

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

IQLT

IQLT Risk / Return Rank: 37
IQLT Sharpe Ratio Rank: 36
IQLT Sortino Ratio Rank: 36
IQLT Omega Ratio Rank: 33
IQLT Calmar Ratio Rank: 37
IQLT Martin Ratio Rank: 43

RSSB

RSSB Risk / Return Rank: 50
RSSB Sharpe Ratio Rank: 50
RSSB Sortino Ratio Rank: 49
RSSB Omega Ratio Rank: 49
RSSB Calmar Ratio Rank: 48
RSSB Martin Ratio Rank: 55

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.

IQLT vs. RSSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Quality Factor ETF (IQLT) and Return Stacked Global Stocks & Bonds ETF (RSSB). 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.

	IQLT	RSSB	Difference
Sharpe ratio: Return per unit of total volatility	1.13	1.53	-0.41
Sortino ratio: Return per unit of downside risk	1.67	2.14	-0.47
Omega ratio: Gain probability vs. loss probability	1.20	1.27	-0.07
Calmar ratio: Return relative to maximum drawdown	1.63	2.10	-0.48
Martin ratio: Return relative to average drawdown	6.18	8.47	-2.29

IQLT vs. RSSB - Sharpe Ratio Comparison

The current IQLT Sharpe Ratio is 1.13, which is comparable to the RSSB Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of IQLT and RSSB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IQLT vs. RSSB - Drawdown Comparison

The maximum IQLT drawdown since its inception was -32.21%, which is greater than RSSB's maximum drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for IQLT and RSSB.

Drawdown Indicators

	IQLT	RSSB	Difference
Max Drawdown Largest peak-to-trough decline	-32.21%	-16.21%	-16.00%
Max Drawdown (1Y) Largest decline over 1 year	-10.38%	-11.63%	+1.25%
Max Drawdown (3Y) Largest decline over 3 years	-13.18%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-30.24%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-32.21%	—	—
Current Drawdown Current decline from peak	-0.04%	-2.01%	+1.97%
Average Drawdown Average peak-to-trough decline	-6.21%	-2.27%	-3.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.74%	2.89%	-0.15%

Volatility

IQLT vs. RSSB - Volatility Comparison

The current volatility for iShares MSCI Intl Quality Factor ETF (IQLT) is 5.41%, while Return Stacked Global Stocks & Bonds ETF (RSSB) has a volatility of 6.33%. This indicates that IQLT experiences smaller price fluctuations and is considered to be less risky than RSSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IQLT	RSSB	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.41%	6.33%	-0.92%
Volatility (6M) Calculated over the trailing 6-month period	12.72%	13.43%	-0.71%
Volatility (1Y) Calculated over the trailing 1-year period	15.00%	15.97%	-0.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.55%	16.76%	-0.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.00%	16.76%	+0.24%

IQLT vs. RSSB - Expense Ratio Comparison

IQLT has a 0.30% expense ratio, which is lower than RSSB's 0.39% expense ratio.

Dividends

IQLT vs. RSSB - Dividend Comparison

IQLT's dividend yield for the trailing twelve months is around 2.12%, less than RSSB's 3.20% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IQLT iShares MSCI Intl Quality Factor ETF	2.12%	2.33%	2.87%	2.27%	3.14%	2.24%	1.61%	2.28%	2.72%	2.36%	2.91%	2.78%
RSSB Return Stacked Global Stocks & Bonds ETF	3.20%	3.48%	1.10%	0.61%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IQLT and RSSB in my portfolio?

IQLT and RSSB have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IQLT or RSSB?

RSSB has higher volatility (6.33%) compared to IQLT (5.41%). In terms of maximum drawdown, IQLT dropped -32.21% vs RSSB's -16.21%.

Which ETF is better, IQLT or RSSB?

On 1-year performance, RSSB leads with 24.37% vs 16.83% for IQLT. On fees, IQLT is cheaper at 0.30% per year. On volatility, IQLT has been the lower-risk option at 5.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IQLT or RSSB?

Over the 1-year period, RSSB has performed better with a 24.37% return vs 16.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IQLT or RSSB?

IQLT is cheaper with a 0.30% expense ratio, compared with 0.39% for RSSB.

Which ETF pays a higher dividend yield, IQLT or RSSB?

RSSB has the higher dividend yield at 3.20%, compared with 2.12% for IQLT.

What is the main difference between IQLT and RSSB?

IQLT is categorized as Foreign Large Cap Equities, while RSSB is Global Allocation. They also come from different issuers: iShares and Return Stacked. Their fees differ too: 0.30% for IQLT and 0.39% for RSSB.

Which has better risk-adjusted returns?

RSSB currently has the higher Sharpe Ratio (1.53 vs 1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.