IWQU.L vs. IQQB.DE
IWQU.L (iShares MSCI World Quality Factor UCITS) and IQQB.DE (iShares MSCI Brazil UCITS ETF (Dist)) are both exchange-traded funds - IWQU.L is a Global Equities fund tracking the MSCI ACWI NR USD, while IQQB.DE is a Latin America Equities fund tracking the MSCI Brazil. Both are passively managed. Over the past 10 years, IWQU.L returned 12.42%/yr vs 7.40%/yr for IQQB.DE. At a 0.39 correlation, their price movements are largely independent. IWQU.L charges 0.30%/yr vs 0.74%/yr for IQQB.DE.
Performance
IWQU.L vs. IQQB.DE - Performance Comparison
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Different Trading Currencies
IWQU.L is traded in USD, while IQQB.DE is traded in EUR. To make them comparable, the IQQB.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IWQU.L achieves a 8.47% return, which is significantly lower than IQQB.DE's 9.54% return. Over the past 10 years, IWQU.L has outperformed IQQB.DE with an annualized return of 12.42%, while IQQB.DE has yielded a comparatively lower 7.40% annualized return.
IWQU.L
- 1D
- 0.85%
- 1M
- 1.95%
- YTD
- 8.47%
- 6M
- 9.52%
- 1Y
- 20.74%
- 3Y*
- 18.41%
- 5Y*
- 10.34%
- 10Y*
- 12.42%
IQQB.DE
- 1D
- -0.23%
- 1M
- -13.37%
- YTD
- 9.54%
- 6M
- 6.60%
- 1Y
- 30.97%
- 3Y*
- 10.14%
- 5Y*
- 4.91%
- 10Y*
- 7.40%
IWQU.L vs. IQQB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWQU.L iShares MSCI World Quality Factor UCITS | 8.47% | 15.28% | 17.38% | 25.66% | -19.26% | 23.70% | 14.95% | 29.64% | -7.53% | 23.57% |
IQQB.DE iShares MSCI Brazil UCITS ETF (Dist) | 9.54% | 46.65% | -29.03% | 29.47% | 15.48% | -22.27% | -14.62% | 22.90% | -5.77% | 25.91% |
Correlation
The correlation between IWQU.L and IQQB.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2014 | 0.39 |
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Return for Risk
IWQU.L vs. IQQB.DE — Risk / Return Rank
IWQU.L
IQQB.DE
IWQU.L vs. IQQB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Quality Factor UCITS (IWQU.L) and iShares MSCI Brazil UCITS ETF (Dist) (IQQB.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.
| IWQU.L | IQQB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.23 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.45 | 1.75 | +0.70 |
| Martin ratioReturn relative to average drawdown | 10.14 | 5.70 | +4.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWQU.L | IQQB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 1.34 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.18 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.23 | +0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.03 | +0.76 |
Drawdowns
IWQU.L vs. IQQB.DE - Drawdown Comparison
The maximum IWQU.L drawdown since its inception was -33.05%, smaller than the maximum IQQB.DE drawdown of -77.73%. Use the drawdown chart below to compare losses from any high point for IWQU.L and IQQB.DE.
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Drawdown Indicators
| IWQU.L | IQQB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.05% | -77.73% | +44.68% |
Max Drawdown (1Y)Largest decline over 1 year | -8.53% | -17.82% | +9.29% |
Max Drawdown (3Y)Largest decline over 3 years | -16.09% | -30.09% | +14.00% |
Max Drawdown (5Y)Largest decline over 5 years | -27.70% | -30.77% | +3.07% |
Max Drawdown (10Y)Largest decline over 10 years | -33.05% | -54.76% | +21.71% |
Current DrawdownCurrent decline from peak | 0.00% | -29.15% | +29.15% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -42.65% | +37.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 5.47% | -3.40% |
Volatility
IWQU.L vs. IQQB.DE - Volatility Comparison
The current volatility for iShares MSCI World Quality Factor UCITS (IWQU.L) is 3.18%, while iShares MSCI Brazil UCITS ETF (Dist) (IQQB.DE) has a volatility of 6.50%. This indicates that IWQU.L experiences smaller price fluctuations and is considered to be less risky than IQQB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWQU.L | IQQB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 6.50% | -3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.91% | 19.13% | -10.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.45% | 23.23% | -11.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 26.90% | -11.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.81% | 32.26% | -16.45% |
IWQU.L vs. IQQB.DE - Expense Ratio Comparison
IWQU.L has a 0.30% expense ratio, which is lower than IQQB.DE's 0.74% expense ratio.
Dividends
IWQU.L vs. IQQB.DE - Dividend Comparison
IWQU.L has not paid dividends to shareholders, while IQQB.DE's dividend yield for the trailing twelve months is around 4.36%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Frequently Asked Questions
IWQU.L and IQQB.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWQU.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWQU.L is cheaper with a 0.30% expense ratio, compared with 0.74% for IQQB.DE.
IWQU.L is categorized as Global Equities, while IQQB.DE is Latin America Equities. IWQU.L tracks MSCI ACWI NR USD, while IQQB.DE tracks MSCI Brazil. Their fees differ too: 0.30% for IWQU.L and 0.74% for IQQB.DE.
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