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BRK-B vs. IEAC.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BRK-B vs. IEAC.AS

Last updated Jun 9, 2026

BRK-B (Berkshire Hathaway Inc.) is a stock, while IEAC.AS (iShares Core € Corp Bond UCITS ETF) is Corporate Bonds fund tracking the Bloomberg Euro Corporate Bond Index. Over the past 10 years, BRK-B returned 13.14%/yr vs 1.24%/yr for IEAC.AS. At a 0.15 correlation, their price movements are largely independent.

Performance

BRK-B vs. IEAC.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and iShares Core € Corp Bond UCITS ETF (IEAC.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BRK-B is traded in USD, while IEAC.AS is traded in EUR. To make them comparable, the IEAC.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BRK-B achieves a -3.11% return, which is significantly lower than IEAC.AS's -0.58% return. Over the past 10 years, BRK-B has outperformed IEAC.AS with an annualized return of 13.14%, while IEAC.AS has yielded a comparatively lower 1.24% annualized return.

BRK-B

1D
-0.23%
1M
2.32%
YTD
-3.11%
6M
-2.06%
1Y
-1.32%
3Y*
13.25%
5Y*
11.03%
10Y*
13.14%

IEAC.AS

1D
0.21%
1M
-1.08%
YTD
-0.58%
6M
0.68%
1Y
4.02%
3Y*
7.44%
5Y*
-0.86%
10Y*
1.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. IEAC.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BRK-B
Berkshire Hathaway Inc.		-3.11%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%
IEAC.AS
iShares Core € Corp Bond UCITS ETF		-0.58%16.90%-2.06%11.14%-18.82%-7.76%11.63%4.22%-6.12%16.65%

Correlation

The correlation between BRK-B and IEAC.AS is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.18

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

0.16

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

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since May 6, 2009

0.15

Compare stocks, funds, or ETFs

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Berkshire Hathaway Inc.

iShares Core € Corp Bond UCITS ETF

Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT
Often compared with IEAC.AS:
IEAC.AS vs. VECA.DEIEAC.AS vs. LQDIEAC.AS vs. KORPIEAC.AS vs. AYEM.DEIEAC.AS vs. SEUC.LIEAC.AS vs. SHYG.LIEAC.AS vs. SWDA.L

Return for Risk

BRK-B vs. IEAC.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BRK-B
BRK-B Risk / Return Rank: 3535
Overall Rank
BRK-B Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3030
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3030
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3838
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3737
Martin Ratio Rank
IEAC.AS
IEAC.AS Risk / Return Rank: 2020
Overall Rank
IEAC.AS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IEAC.AS Sortino Ratio Rank: 2020
Sortino Ratio Rank
IEAC.AS Omega Ratio Rank: 2020
Omega Ratio Rank
IEAC.AS Calmar Ratio Rank: 1919
Calmar Ratio Rank
IEAC.AS Martin Ratio Rank: 2222
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.

BRK-B vs. IEAC.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and iShares Core € Corp Bond UCITS ETF (IEAC.AS). 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.

BRK-BIEAC.ASDifference
Sharpe ratioReturn per unit of total volatility
-0.09
0.49

-0.58

Sortino ratioReturn per unit of downside risk
-0.03
0.77

-0.79

Omega ratioGain probability vs. loss probability

1.00

1.09

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.14

0.57

-0.71

Martin ratioReturn relative to average drawdown

-0.30

1.58

-1.87

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRK-B vs. IEAC.AS - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.09, which is lower than the IEAC.AS Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of BRK-B and IEAC.AS, 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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Sharpe Ratios by Period

BRK-BIEAC.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

0.49

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

-0.09

+0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.14

+0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.24

+0.24

Drawdowns

BRK-B vs. IEAC.AS - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, which is greater than IEAC.AS's maximum drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for BRK-B and IEAC.AS.

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Drawdown Indicators

BRK-BIEAC.ASDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-34.76%

-19.10%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-6.52%

-2.90%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-8.38%

-6.57%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-33.53%

+6.95%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-34.76%

+5.19%

Current Drawdown

Current decline from peak

-9.78%

-6.16%

-3.62%

Average Drawdown

Average peak-to-trough decline

-11.07%

-9.92%

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

2.38%

+2.11%

Volatility

BRK-B vs. IEAC.AS - Volatility Comparison

Berkshire Hathaway Inc. (BRK-B) has a higher volatility of 3.98% compared to iShares Core € Corp Bond UCITS ETF (IEAC.AS) at 2.00%. This indicates that BRK-B's price experiences larger fluctuations and is considered to be riskier than IEAC.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BRK-BIEAC.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

2.00%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

5.72%

+5.15%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

7.61%

+6.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

9.28%

+7.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

8.69%

+10.75%

Dividends

BRK-B vs. IEAC.AS - Dividend Comparison

BRK-B has not paid dividends to shareholders, while IEAC.AS's dividend yield for the trailing twelve months is around 3.33%.

PositionTTM20252024202320222021202020192018201720162015
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEAC.AS
iShares Core € Corp Bond UCITS ETF		3.33%3.29%3.39%2.51%0.84%0.81%0.84%1.10%0.98%1.52%1.66%0.90%

Frequently Asked Questions

BRK-B and IEAC.AS have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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