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IQQB.DE vs. IUSC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQB.DE vs. IUSC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Brazil UCITS ETF (Dist) (IQQB.DE) and iShares MSCI EM Latin America UCITS ETF (Dist) (IUSC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with IQQB.DE having a 10.83% return and IUSC.DE slightly lower at 10.69%. Both investments have delivered pretty close results over the past 10 years, with IQQB.DE having a 7.16% annualized return and IUSC.DE not far behind at 6.94%.


IQQB.DE

1D
-0.33%
1M
-12.35%
YTD
10.83%
6M
6.90%
1Y
29.09%
3Y*
7.22%
5Y*
5.89%
10Y*
7.16%

IUSC.DE

1D
-0.68%
1M
-7.75%
YTD
10.69%
6M
10.35%
1Y
33.15%
3Y*
10.03%
5Y*
9.18%
10Y*
6.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQB.DE vs. IUSC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQB.DE
iShares MSCI Brazil UCITS ETF (Dist)
10.83%29.90%-24.72%25.50%22.21%-15.61%-22.22%25.55%-1.12%10.31%
IUSC.DE
iShares MSCI EM Latin America UCITS ETF (Dist)
10.69%36.88%-22.89%28.61%15.20%-3.88%-19.69%18.47%-2.77%6.14%

Correlation

The correlation between IQQB.DE and IUSC.DE is 0.91, 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

0.91

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

0.90

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

0.92

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

0.93

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2008

0.90

The correlation between IQQB.DE and IUSC.DE has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

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Return for Risk

IQQB.DE vs. IUSC.DE — Risk / Return Rank

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

IQQB.DE
IQQB.DE Risk / Return Rank: 3737
Overall Rank
IQQB.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IQQB.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
IQQB.DE Omega Ratio Rank: 3636
Omega Ratio Rank
IQQB.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
IQQB.DE Martin Ratio Rank: 3939
Martin Ratio Rank

IUSC.DE
IUSC.DE Risk / Return Rank: 5555
Overall Rank
IUSC.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IUSC.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
IUSC.DE Omega Ratio Rank: 5151
Omega Ratio Rank
IUSC.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
IUSC.DE Martin Ratio Rank: 5454
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.

IQQB.DE vs. IUSC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Brazil UCITS ETF (Dist) (IQQB.DE) and iShares MSCI EM Latin America UCITS ETF (Dist) (IUSC.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.


IQQB.DEIUSC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.23

1.31

-0.08

Calmar ratioReturn relative to maximum drawdown

1.76

2.99

-1.24

Martin ratioReturn relative to average drawdown

6.01

9.20

-3.19

IQQB.DE vs. IUSC.DE - Sharpe Ratio Comparison

The current IQQB.DE Sharpe Ratio is 1.34, which is comparable to the IUSC.DE Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of IQQB.DE and IUSC.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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Sharpe Ratios by Period


IQQB.DEIUSC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.85

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.44

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.27

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.08

+0.01

Drawdowns

IQQB.DE vs. IUSC.DE - Drawdown Comparison

The maximum IQQB.DE drawdown since its inception was -69.27%, which is greater than IUSC.DE's maximum drawdown of -58.97%. Use the drawdown chart below to compare losses from any high point for IQQB.DE and IUSC.DE.


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Drawdown Indicators


IQQB.DEIUSC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-69.27%

-58.97%

-10.30%

Max Drawdown (1Y)

Largest decline over 1 year

-16.51%

-11.12%

-5.39%

Max Drawdown (3Y)

Largest decline over 3 years

-27.88%

-25.76%

-2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

-25.76%

-2.27%

Max Drawdown (10Y)

Largest decline over 10 years

-52.58%

-49.91%

-2.67%

Current Drawdown

Current decline from peak

-16.51%

-11.12%

-5.39%

Average Drawdown

Average peak-to-trough decline

-28.58%

-25.36%

-3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.83%

3.63%

+1.20%

Volatility

IQQB.DE vs. IUSC.DE - Volatility Comparison

iShares MSCI Brazil UCITS ETF (Dist) (IQQB.DE) has a higher volatility of 5.70% compared to iShares MSCI EM Latin America UCITS ETF (Dist) (IUSC.DE) at 5.36%. This indicates that IQQB.DE's price experiences larger fluctuations and is considered to be riskier than IUSC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQB.DEIUSC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

5.36%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

17.76%

15.06%

+2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

21.70%

17.96%

+3.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.87%

20.76%

+5.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.51%

25.22%

+6.29%

IQQB.DE vs. IUSC.DE - Expense Ratio Comparison

IQQB.DE has a 0.74% expense ratio, which is higher than IUSC.DE's 0.20% expense ratio.


Dividends

IQQB.DE vs. IUSC.DE - Dividend Comparison

IQQB.DE's dividend yield for the trailing twelve months is around 4.36%, more than IUSC.DE's 3.02% yield.


PositionTTM20252024202320222021202020192018201720162015
IQQB.DE
iShares MSCI Brazil UCITS ETF (Dist)
4.36%4.47%6.44%5.50%13.94%6.23%1.92%2.46%2.55%1.49%1.74%3.53%
IUSC.DE
iShares MSCI EM Latin America UCITS ETF (Dist)
3.02%3.20%5.24%3.98%6.78%2.68%1.65%2.07%1.88%1.41%1.22%2.65%

Frequently Asked Questions


With a correlation of 0.91, IQQB.DE and IUSC.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, IUSC.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSC.DE is cheaper with a 0.20% expense ratio, compared with 0.74% for IQQB.DE.

IQQB.DE tracks MSCI Brazil, while IUSC.DE tracks MSCI Emerging Markets Latin America 10/40. Their fees differ too: 0.74% for IQQB.DE and 0.20% for IUSC.DE.

Portfolio Optimizer

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