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LBRA.DE vs. 4BRZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LBRA.DE vs. 4BRZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Brazil UCITS ETF Acc (LBRA.DE) and iShares MSCI Brazil UCITS ETF (DE) USD (Acc) (4BRZ.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LBRA.DE is traded in EUR, while 4BRZ.DE is traded in USD. To make them comparable, the 4BRZ.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with LBRA.DE having a 15.83% return and 4BRZ.DE slightly lower at 15.30%.


LBRA.DE

1D
-0.67%
1M
2.20%
6M
9.56%
YTD
15.83%
1Y
36.12%
3Y*
8.87%
5Y*
6.29%
10Y*

4BRZ.DE

1D
-0.78%
1M
1.51%
6M
9.53%
YTD
15.30%
1Y
35.91%
3Y*
8.92%
5Y*
6.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LBRA.DE vs. 4BRZ.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LBRA.DE
Amundi MSCI Brazil UCITS ETF Acc
15.83%31.97%-26.47%29.30%20.01%-12.58%-26.84%12.56%
4BRZ.DE
iShares MSCI Brazil UCITS ETF (DE) USD (Acc)
15.30%31.54%-25.69%28.88%20.67%-12.67%-26.67%13.46%

Correlation

The correlation between LBRA.DE and 4BRZ.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.96

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

0.97

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2019

0.97

The correlation between LBRA.DE and 4BRZ.DE has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

LBRA.DE vs. 4BRZ.DE — Risk / Return Rank

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

LBRA.DE
LBRA.DE Risk / Return Rank: 5656
Overall Rank
LBRA.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
LBRA.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
LBRA.DE Omega Ratio Rank: 5959
Omega Ratio Rank
LBRA.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
LBRA.DE Martin Ratio Rank: 4444
Martin Ratio Rank

4BRZ.DE
4BRZ.DE Risk / Return Rank: 4949
Overall Rank
4BRZ.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
4BRZ.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
4BRZ.DE Omega Ratio Rank: 5151
Omega Ratio Rank
4BRZ.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
4BRZ.DE Martin Ratio Rank: 3939
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.

LBRA.DE vs. 4BRZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Brazil UCITS ETF Acc (LBRA.DE) and iShares MSCI Brazil UCITS ETF (DE) USD (Acc) (4BRZ.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.

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.


LBRA.DE4BRZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.28

1.27

0.00

Calmar ratioReturn relative to maximum drawdown

2.08

2.02

+0.06

Martin ratioReturn relative to average drawdown

5.49

5.44

+0.05

LBRA.DE vs. 4BRZ.DE - Sharpe Ratio Comparison

The current LBRA.DE Sharpe Ratio is 1.59, which is comparable to the 4BRZ.DE Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of LBRA.DE and 4BRZ.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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Drawdowns

LBRA.DE vs. 4BRZ.DE - Drawdown Comparison

The maximum LBRA.DE drawdown since its inception was -55.23%, roughly equal to the maximum 4BRZ.DE drawdown of -55.47%. Use the drawdown chart below to compare losses from any high point for LBRA.DE and 4BRZ.DE.


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Drawdown Indicators


LBRA.DE4BRZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.23%

-55.47%

+0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-17.32%

-17.71%

+0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-28.84%

-28.14%

-0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-28.84%

-28.14%

-0.70%

Current Drawdown

Current decline from peak

-11.65%

-11.93%

+0.28%

Average Drawdown

Average peak-to-trough decline

-19.11%

-18.19%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.56%

6.58%

-0.02%

Volatility

LBRA.DE vs. 4BRZ.DE - Volatility Comparison

Amundi MSCI Brazil UCITS ETF Acc (LBRA.DE) and iShares MSCI Brazil UCITS ETF (DE) USD (Acc) (4BRZ.DE) have volatilities of 4.76% and 4.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LBRA.DE4BRZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

4.56%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

17.20%

17.31%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

22.72%

22.45%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.22%

26.71%

-0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.01%

32.55%

-0.54%

LBRA.DE vs. 4BRZ.DE - Expense Ratio Comparison

LBRA.DE has a 0.65% expense ratio, which is higher than 4BRZ.DE's 0.31% expense ratio.


Dividends

LBRA.DE vs. 4BRZ.DE - Dividend Comparison

Neither LBRA.DE nor 4BRZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, LBRA.DE and 4BRZ.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, 4BRZ.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

4BRZ.DE is cheaper with a 0.31% expense ratio, compared with 0.65% for LBRA.DE.

LBRA.DE tracks MSCI Brazil, while 4BRZ.DE tracks MSCI Brazil 25/50 Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.65% for LBRA.DE and 0.31% for 4BRZ.DE.

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