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

Performance

RSBT vs. IWQU.L - Performance Comparison

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

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

RSBT vs. IWQU.L - Yearly Performance Comparison


2026 (YTD)202520242023
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

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

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

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
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.

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.


RSBTIWQU.LDifference
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

RSBT vs. IWQU.L - Sharpe Ratio Comparison

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

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


RSBTIWQU.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.83%

0.00%

-3.83%

Average Drawdown

Average peak-to-trough decline

-12.55%

-4.58%

-7.97%

Ulcer Index

Depth 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


RSBTIWQU.LDifference

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.


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


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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