The self-averaging behavior of interacting many-body quantum systems has been mostly studied at equilibrium. The present paper addresses what happens out of equilibrium, as the increase of the strength of on-site disorder takes the system to the localized phase. We consider two local and two nonlocal quantities of great experimental and theoretical interest. In the delocalized phase, self-averaging depends on the observable and on the timescale, but the picture simplifies substantially when localization is reached. In the localized phase, the local observables become self-averaging at all times while the nonlocal quantities are throughout non-self-averaging. These behaviors are explained and scaling analysis is provided using the ℓ-bit model and a toy model.