PortfoliosLab logoPortfoliosLab logo
BRK-B vs. IEMG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRK-B vs. IEMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and iShares Core MSCI Emerging Markets ETF (IEMG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BRK-B achieves a -2.67% return, which is significantly lower than IEMG's 22.84% return. Over the past 10 years, BRK-B has outperformed IEMG with an annualized return of 13.22%, while IEMG has yielded a comparatively lower 10.42% annualized return.


BRK-B

1D
0.71%
1M
1.07%
YTD
-2.67%
6M
-2.06%
1Y
0.35%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%

IEMG

1D
0.61%
1M
0.34%
YTD
22.84%
6M
25.59%
1Y
44.83%
3Y*
21.33%
5Y*
7.15%
10Y*
10.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. IEMG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRK-B
Berkshire Hathaway Inc.
-2.67%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%
IEMG
iShares Core MSCI Emerging Markets ETF
22.84%32.56%6.50%11.52%-19.98%-0.64%17.87%17.81%-14.92%37.38%

Correlation

The correlation between BRK-B and IEMG is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

0.15

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

0.28

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

0.38

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2012

0.43

The correlation between BRK-B and IEMG shifts across timeframes, from -0.07 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BRK-B vs. IEMG — 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: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
Martin Ratio Rank

IEMG
IEMG Risk / Return Rank: 7373
Overall Rank
IEMG Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IEMG Sortino Ratio Rank: 6767
Sortino Ratio Rank
IEMG Omega Ratio Rank: 7676
Omega Ratio Rank
IEMG Calmar Ratio Rank: 7373
Calmar Ratio Rank
IEMG Martin Ratio Rank: 7373
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. IEMG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and iShares Core MSCI Emerging Markets ETF (IEMG). 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.


BRK-BIEMGDifference
Sharpe ratioReturn per unit of total volatility

-2.04

Sortino ratioReturn per unit of downside risk

-2.57

Omega ratioGain probability vs. loss probability

1.01

1.39

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.02

3.23

-3.26

Martin ratioReturn relative to average drawdown

-0.05

11.89

-11.94

BRK-B vs. IEMG - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.02, which is lower than the IEMG Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of BRK-B and IEMG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BRK-B vs. IEMG - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, which is greater than IEMG's maximum drawdown of -38.71%. Use the drawdown chart below to compare losses from any high point for BRK-B and IEMG.


Loading charts...

Drawdown Indicators


BRK-BIEMGDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-38.71%

-15.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-13.21%

+3.79%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-17.21%

+2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-35.75%

+9.17%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-38.71%

+9.14%

Current Drawdown

Current decline from peak

-9.36%

-3.98%

-5.38%

Average Drawdown

Average peak-to-trough decline

-11.07%

-12.95%

+1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

3.59%

+0.94%

Volatility

BRK-B vs. IEMG - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.95%, while iShares Core MSCI Emerging Markets ETF (IEMG) has a volatility of 10.60%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than IEMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BRK-BIEMGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

10.60%

-6.65%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

18.89%

-8.11%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

21.08%

-6.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

18.73%

-1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

20.17%

-0.73%

Dividends

BRK-B vs. IEMG - Dividend Comparison

BRK-B has not paid dividends to shareholders, while IEMG's dividend yield for the trailing twelve months is around 2.24%.


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%
IEMG
iShares Core MSCI Emerging Markets ETF
2.24%2.75%3.20%2.89%2.71%3.06%1.87%3.15%2.76%2.35%2.28%2.53%

Frequently Asked Questions


BRK-B and IEMG have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEMG has higher volatility (10.60%) compared to BRK-B (3.95%). In terms of maximum drawdown, BRK-B dropped -53.86% vs IEMG's -38.71%.

IEMG currently has the higher Sharpe Ratio (2.03 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BRK-B and IEMG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer