IQQB.DE vs. IWQU.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Brazil UCITS ETF (Dist) (IQQB.DE) and iShares MSCI World Quality Factor UCITS (IWQU.L).

IQQB.DE and IWQU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQQB.DE is a passively managed fund by iShares that tracks the performance of the MSCI Brazil. It was launched on Nov 18, 2005. IWQU.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 3, 2014. Both IQQB.DE and IWQU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IQQB.DE vs. IWQU.L - 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 World Quality Factor UCITS (IWQU.L). The values are adjusted to include any dividend payments, if applicable.

IQQB.DE vs. IWQU.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IQQB.DE iShares MSCI Brazil UCITS ETF (Dist)	24.33%	29.90%	-24.72%	25.50%	22.21%	-15.61%	-22.22%	25.55%	-1.12%	10.31%
IWQU.L iShares MSCI World Quality Factor UCITS	0.22%	1.60%	25.13%	21.90%	-14.26%	32.96%	5.48%	32.57%	-3.19%	8.38%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, IQQB.DE achieves a 24.33% return, which is significantly higher than IWQU.L's 0.22% return. Over the past 10 years, IQQB.DE has underperformed IWQU.L with an annualized return of 8.54%, while IWQU.L has yielded a comparatively higher 11.29% annualized return.

IQQB.DE

• 1D: 2.33%
• 1M: 1.62%
• YTD: 24.33%
• 6M: 32.60%
• 1Y: 43.62%
• 3Y*: 16.24%
• 5Y*: 12.19%
• 10Y*: 8.54%

IWQU.L

• 1D: 0.00%
• 1M: -2.51%
• YTD: 0.22%
• 6M: 3.14%
• 1Y: 8.48%
• 3Y*: 13.65%
• 5Y*: 10.07%
• 10Y*: 11.29%

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

IQQB.DE vs. IWQU.L - Expense Ratio Comparison

IQQB.DE has a 0.74% expense ratio, which is higher than IWQU.L's 0.30% expense ratio.

IQQB.DE

iShares MSCI Brazil UCITS ETF (Dist)

IWQU.L

iShares MSCI World Quality Factor UCITS

Return for Risk

IQQB.DE vs. IWQU.L — 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: 86
IQQB.DE Sharpe Ratio Rank: 86
IQQB.DE Sortino Ratio Rank: 86
IQQB.DE Omega Ratio Rank: 80
IQQB.DE Calmar Ratio Rank: 92
IQQB.DE Martin Ratio Rank: 86

IWQU.L

IWQU.L Risk / Return Rank: 62
IWQU.L Sharpe Ratio Rank: 55
IWQU.L Sortino Ratio Rank: 54
IWQU.L Omega Ratio Rank: 54
IWQU.L Calmar Ratio Rank: 72
IWQU.L Martin Ratio Rank: 75

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. IWQU.L - 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 World Quality Factor UCITS (IWQU.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.

	IQQB.DE	IWQU.L	Difference
Sharpe ratio Return per unit of total volatility	1.86	0.56	+1.30
Sortino ratio Return per unit of downside risk	2.46	0.84	+1.62
Omega ratio Gain probability vs. loss probability	1.32	1.12	+0.20
Calmar ratio Return relative to maximum drawdown	3.77	2.23	+1.54
Martin ratio Return relative to average drawdown	11.42	7.72	+3.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IQQB.DE vs. IWQU.L - Sharpe Ratio Comparison

The current IQQB.DE Sharpe Ratio is 1.86, which is higher than the IWQU.L Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of IQQB.DE and IWQU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IQQB.DE	IWQU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.86	0.56	+1.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.68	-0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.27	0.73	-0.46
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	0.77	-0.67

Correlation

The correlation between IQQB.DE and IWQU.L is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

IQQB.DE vs. IWQU.L - Dividend Comparison

IQQB.DE's dividend yield for the trailing twelve months is around 3.89%, while IWQU.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IQQB.DE iShares MSCI Brazil UCITS ETF (Dist)	3.89%	4.47%	6.44%	5.50%	13.94%	6.23%	1.92%	2.46%	2.55%	1.49%	1.74%	3.53%
IWQU.L iShares MSCI World Quality Factor UCITS	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IQQB.DE vs. IWQU.L - Drawdown Comparison

The maximum IQQB.DE drawdown since its inception was -69.27%, which is greater than IWQU.L's maximum drawdown of -32.36%. Use the drawdown chart below to compare losses from any high point for IQQB.DE and IWQU.L.

Drawdown Indicators

	IQQB.DE	IWQU.L	Difference
Max Drawdown Largest peak-to-trough decline	-69.27%	-33.05%	-36.22%
Max Drawdown (1Y) Largest decline over 1 year	-12.63%	-8.56%	-4.07%
Max Drawdown (5Y) Largest decline over 5 years	-28.03%	-27.70%	-0.33%
Max Drawdown (10Y) Largest decline over 10 years	-52.58%	-33.05%	-19.53%
Current Drawdown Current decline from peak	-0.60%	-6.09%	+5.49%
Average Drawdown Average peak-to-trough decline	-28.76%	-4.75%	-24.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.97%	2.03%	+1.94%

Volatility

IQQB.DE vs. IWQU.L - Volatility Comparison

iShares MSCI Brazil UCITS ETF (Dist) (IQQB.DE) has a higher volatility of 8.22% compared to iShares MSCI World Quality Factor UCITS (IWQU.L) at 5.00%. This indicates that IQQB.DE's price experiences larger fluctuations and is considered to be riskier than IWQU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IQQB.DE	IWQU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.22%	5.00%	+3.22%
Volatility (6M) Calculated over the trailing 6-month period	17.43%	8.30%	+9.13%
Volatility (1Y) Calculated over the trailing 1-year period	23.43%	14.98%	+8.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.88%	14.74%	+11.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.79%	15.91%	+15.88%