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BRK-B vs. IPRP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BRK-B vs. IPRP.L

Last updated Jun 13, 2026

BRK-B (Berkshire Hathaway Inc.) is a stock, while IPRP.L (iShares European Property Yield UCITS ETF) is REIT fund tracking the FTSE EPRA Nareit Developed Europe TR EUR. Over the past 10 years, BRK-B returned 13.22%/yr vs 1.35%/yr for IPRP.L. At a 0.29 correlation, their price movements are largely independent.

Performance

BRK-B vs. IPRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and iShares European Property Yield UCITS ETF (IPRP.L). 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 IPRP.L is traded in GBp. To make them comparable, the IPRP.L 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 -2.67% return, which is significantly lower than IPRP.L's 0.02% return. Over the past 10 years, BRK-B has outperformed IPRP.L with an annualized return of 13.22%, while IPRP.L has yielded a comparatively lower 1.35% annualized return.

BRK-B

1D
0.71%
1M
1.36%
YTD
-2.67%
6M
-2.06%
1Y
0.35%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%

IPRP.L

1D
1.44%
1M
1.04%
YTD
0.02%
6M
2.90%
1Y
1.07%
3Y*
13.77%
5Y*
-5.25%
10Y*
1.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. IPRP.L - 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%
IPRP.L
iShares European Property Yield UCITS ETF		0.02%22.21%-6.55%21.51%-40.83%0.96%-0.89%23.20%-10.72%30.48%

Correlation

The correlation between BRK-B and IPRP.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.21

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

0.19

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

0.27

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

0.23

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2007

0.29

Compare stocks, funds, or ETFs

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Berkshire Hathaway Inc.

iShares European Property Yield 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 IPRP.L:
IPRP.L vs. IUSP.LIPRP.L vs. IEUSIPRP.L vs. VNQIPRP.L vs. IDWP.LIPRP.L vs. AYEP.DEIPRP.L vs. XDER.LIPRP.L vs. IJS

Return for Risk

BRK-B vs. IPRP.L — 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
IPRP.L
IPRP.L Risk / Return Rank: 1010
Overall Rank
IPRP.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IPRP.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
IPRP.L Omega Ratio Rank: 1010
Omega Ratio Rank
IPRP.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
IPRP.L Martin Ratio Rank: 1010
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. IPRP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and iShares European Property Yield UCITS ETF (IPRP.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.

BRK-BIPRP.LDifference
Sharpe ratioReturn per unit of total volatility
-0.02
-0.02

0.00

Sortino ratioReturn per unit of downside risk
0.08
0.09

-0.02

Omega ratioGain probability vs. loss probability

1.01

1.01

0.00

Calmar ratioReturn relative to maximum drawdown

-0.02

-0.02

0.00

Martin ratioReturn relative to average drawdown

-0.05

-0.05

0.00

BRK-B vs. IPRP.L - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.02, which is comparable to the IPRP.L Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of BRK-B and IPRP.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

BRK-B vs. IPRP.L - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum IPRP.L drawdown of -73.26%. Use the drawdown chart below to compare losses from any high point for BRK-B and IPRP.L.

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Drawdown Indicators

BRK-BIPRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-73.26%

+19.40%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-17.54%

+8.12%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-20.80%

+5.85%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-58.02%

+31.44%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-58.02%

+28.45%

Current Drawdown

Current decline from peak

-9.36%

-26.11%

+16.75%

Average Drawdown

Average peak-to-trough decline

-11.07%

-20.10%

+9.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

7.11%

-2.58%

Volatility

BRK-B vs. IPRP.L - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.95%, while iShares European Property Yield UCITS ETF (IPRP.L) has a volatility of 4.94%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than IPRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BRK-BIPRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

4.94%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

14.03%

-3.25%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

16.94%

-2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

24.17%

-7.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

21.42%

-1.98%

Dividends

BRK-B vs. IPRP.L - Dividend Comparison

BRK-B has not paid dividends to shareholders, while IPRP.L's dividend yield for the trailing twelve months is around 0.50%.

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%
IPRP.L
iShares European Property Yield UCITS ETF		0.50%2.83%2.79%2.62%4.20%2.11%2.68%3.07%3.24%2.81%2.49%2.59%

Frequently Asked Questions

BRK-B and IPRP.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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