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IWQU.L vs. RSBT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IWQU.L vs. RSBT

Last updated Jun 14, 2026

IWQU.L (iShares MSCI World Quality Factor UCITS) and RSBT (Return Stacked Bonds & Managed Futures ETF) are both exchange-traded funds - IWQU.L is a Global Equities fund tracking the MSCI ACWI NR USD, while RSBT is a Nontraditional Bonds fund actively managed by Return Stacked. IWQU.L is passively managed, while RSBT is actively managed. Over the past 3 years, IWQU.L returned 17.83%/yr vs 3.21%/yr for RSBT. At a 0.31 correlation, their price movements are largely independent. IWQU.L charges 0.30%/yr vs 0.97%/yr for RSBT.

Performance

IWQU.L vs. RSBT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Quality Factor UCITS (IWQU.L) and Return Stacked Bonds & Managed Futures ETF (RSBT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWQU.L achieves a 8.72% return, which is significantly higher than RSBT's 6.42% return.

IWQU.L

1D
1.73%
1M
1.38%
YTD
8.72%
6M
9.99%
1Y
21.34%
3Y*
17.83%
5Y*
10.27%
10Y*
12.75%

RSBT

1D
0.37%
1M
-3.00%
YTD
6.42%
6M
8.27%
1Y
23.51%
3Y*
3.21%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWQU.L vs. RSBT - Yearly Performance Comparison

2026 (YTD)202520242023
IWQU.L
iShares MSCI World Quality Factor UCITS		8.72%15.28%17.17%17.71%
RSBT
Return Stacked Bonds & Managed Futures ETF		6.42%10.31%-2.90%-11.85%

Correlation

The correlation between IWQU.L and RSBT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

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

0.30

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2023

0.31

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iShares MSCI World Quality Factor UCITS

Return Stacked Bonds & Managed Futures ETF

Often compared with IWQU.L:
IWQU.L vs. IWDA.ASIWQU.L vs. XDEQ.LIWQU.L vs. VOOIWQU.L vs. IWVL.LIWQU.L vs. IWMO.MIIWQU.L vs. VTIWQU.L vs. IWVG.L
Often compared with RSBT:
RSBT vs. RSSBRSBT vs. RSSTRSBT vs. DBMFRSBT vs. AHTPXRSBT vs. IRONXRSBT vs. SPYRSBT vs. QIS

Return for Risk

IWQU.L vs. RSBT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IWQU.L
IWQU.L Risk / Return Rank: 6262
Overall Rank
IWQU.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IWQU.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
IWQU.L Omega Ratio Rank: 6161
Omega Ratio Rank
IWQU.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
IWQU.L Martin Ratio Rank: 6363
Martin Ratio Rank
RSBT
RSBT Risk / Return Rank: 5656
Overall Rank
RSBT Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
RSBT Sortino Ratio Rank: 4444
Sortino Ratio Rank
RSBT Omega Ratio Rank: 5252
Omega Ratio Rank
RSBT Calmar Ratio Rank: 7878
Calmar Ratio Rank
RSBT Martin Ratio Rank: 5959
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.

IWQU.L vs. RSBT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Quality Factor UCITS (IWQU.L) and Return Stacked Bonds & Managed Futures ETF (RSBT). 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.

IWQU.LRSBTDifference
Sharpe ratioReturn per unit of total volatility
1.76
1.52

+0.24

Sortino ratioReturn per unit of downside risk
2.73
1.97

+0.76

Omega ratioGain probability vs. loss probability

1.32

1.28

+0.03

Calmar ratioReturn relative to maximum drawdown

2.39

3.53

-1.14

Martin ratioReturn relative to average drawdown

9.90

9.11

+0.79

IWQU.L vs. RSBT - Sharpe Ratio Comparison

The current IWQU.L Sharpe Ratio is 1.76, which is comparable to the RSBT Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of IWQU.L and RSBT, 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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Drawdowns

IWQU.L vs. RSBT - Drawdown Comparison

The maximum IWQU.L drawdown since its inception was -33.05%, which is greater than RSBT's maximum drawdown of -23.60%. Use the drawdown chart below to compare losses from any high point for IWQU.L and RSBT.

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Drawdown Indicators

IWQU.LRSBTDifference

Max Drawdown

Largest peak-to-trough decline

-33.05%

-23.60%

-9.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.53%

-6.33%

-2.20%

Max Drawdown (3Y)

Largest decline over 3 years

-16.09%

-18.98%

+2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-27.70%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-33.05%

—

—

Current Drawdown

Current decline from peak

0.00%

-3.83%

+3.83%

Average Drawdown

Average peak-to-trough decline

-4.58%

-12.55%

+7.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.45%

-0.39%

Volatility

IWQU.L vs. RSBT - Volatility Comparison

The current volatility for iShares MSCI World Quality Factor UCITS (IWQU.L) is 3.28%, while Return Stacked Bonds & Managed Futures ETF (RSBT) has a volatility of 5.71%. This indicates that IWQU.L experiences smaller price fluctuations and is considered to be less risky than RSBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IWQU.LRSBTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

5.71%

-2.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

11.07%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

11.61%

14.74%

-3.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

13.88%

+1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

13.88%

+1.88%

IWQU.L vs. RSBT - Expense Ratio Comparison

IWQU.L has a 0.30% expense ratio, which is lower than RSBT's 0.97% expense ratio.

Dividends

IWQU.L vs. RSBT - Dividend Comparison

IWQU.L has not paid dividends to shareholders, while RSBT's dividend yield for the trailing twelve months is around 3.01%.

PositionTTM202520242023
IWQU.L
iShares MSCI World Quality Factor UCITS		0.00%0.00%0.00%0.00%
RSBT
Return Stacked Bonds & Managed Futures ETF		3.01%3.20%0.00%2.38%

Frequently Asked Questions

IWQU.L and RSBT have a correlation of 0.40, 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 0.97% for RSBT.

IWQU.L is categorized as Global Equities, while RSBT is Nontraditional Bonds. They also come from different issuers: iShares and Return Stacked. Their fees differ too: 0.30% for IWQU.L and 0.97% for RSBT.

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