RSBT vs. IWQU.L
RSBT (Return Stacked Bonds & Managed Futures ETF) and IWQU.L (iShares MSCI World Quality Factor UCITS) are both exchange-traded funds - RSBT is a Nontraditional Bonds fund actively managed by Return Stacked, while IWQU.L is a Global Equities fund tracking the MSCI ACWI NR USD. RSBT is actively managed, while IWQU.L is passively managed. Over the past 3 years, RSBT returned 3.21%/yr vs 17.83%/yr for IWQU.L. At a 0.31 correlation, their price movements are largely independent. RSBT charges 0.97%/yr vs 0.30%/yr for IWQU.L.
Performance
RSBT vs. IWQU.L - Performance Comparison
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Returns By Period
In the year-to-date period, RSBT achieves a 6.42% return, which is significantly lower than IWQU.L's 8.72% return.
RSBT
- 1D
- 0.37%
- 1M
- -3.00%
- YTD
- 6.42%
- 6M
- 8.27%
- 1Y
- 23.51%
- 3Y*
- 3.21%
- 5Y*
- —
- 10Y*
- —
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 vs. IWQU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
RSBT Return Stacked Bonds & Managed Futures ETF | 6.42% | 10.31% | -2.90% | -11.85% |
IWQU.L iShares MSCI World Quality Factor UCITS | 8.72% | 15.28% | 17.17% | 17.71% |
Correlation
The correlation between RSBT and IWQU.L 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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Return for Risk
RSBT vs. IWQU.L — Risk / Return Rank
RSBT
IWQU.L
RSBT vs. IWQU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Return Stacked Bonds & Managed Futures ETF (RSBT) 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.
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.
| RSBT | IWQU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.32 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.53 | 2.39 | +1.14 |
| Martin ratioReturn relative to average drawdown | 9.11 | 9.90 | -0.79 |
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Drawdowns
RSBT vs. IWQU.L - Drawdown Comparison
The maximum RSBT drawdown since its inception was -23.60%, smaller than the maximum IWQU.L drawdown of -33.05%. Use the drawdown chart below to compare losses from any high point for RSBT and IWQU.L.
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Drawdown Indicators
| RSBT | IWQU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.60% | -33.05% | +9.45% |
Max Drawdown (1Y)Largest decline over 1 year | -6.33% | -8.53% | +2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -18.98% | -16.09% | -2.89% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.05% | — |
Current DrawdownCurrent decline from peak | -3.83% | 0.00% | -3.83% |
Average DrawdownAverage peak-to-trough decline | -12.55% | -4.58% | -7.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.06% | +0.39% |
Volatility
RSBT vs. IWQU.L - Volatility Comparison
Return Stacked Bonds & Managed Futures ETF (RSBT) has a higher volatility of 5.71% compared to iShares MSCI World Quality Factor UCITS (IWQU.L) at 3.28%. This indicates that RSBT'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.
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Volatility by Period
| RSBT | IWQU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 3.28% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 9.11% | +1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.74% | 11.61% | +3.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.88% | 15.61% | -1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.88% | 15.76% | -1.88% |
RSBT vs. IWQU.L - Expense Ratio Comparison
RSBT has a 0.97% expense ratio, which is higher than IWQU.L's 0.30% expense ratio.
Dividends
RSBT vs. IWQU.L - Dividend Comparison
RSBT's dividend yield for the trailing twelve months is around 3.01%, while IWQU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
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
RSBT and IWQU.L 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.
RSBT is categorized as Nontraditional Bonds, while IWQU.L is Global Equities. They also come from different issuers: Return Stacked and iShares. Their fees differ too: 0.97% for RSBT and 0.30% for IWQU.L.
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