BRK-B vs. IWD
BRK-B (Berkshire Hathaway Inc.) is a stock, while IWD (iShares Russell 1000 Value ETF) is Large Cap Value Equities fund tracking the Russell 1000 Value Index. Over the past 10 years, BRK-B returned 13.41%/yr vs 11.56%/yr for IWD. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
BRK-B vs. IWD - Performance Comparison
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Returns By Period
In the year-to-date period, BRK-B achieves a -1.42% return, which is significantly lower than IWD's 16.71% return. Over the past 10 years, BRK-B has outperformed IWD with an annualized return of 13.41%, while IWD has yielded a comparatively lower 11.56% annualized return.
BRK-B
- 1D
- 1.28%
- 1M
- 2.66%
- YTD
- -1.42%
- 6M
- -2.14%
- 1Y
- 1.64%
- 3Y*
- 13.57%
- 5Y*
- 11.85%
- 10Y*
- 13.41%
IWD
- 1D
- 1.00%
- 1M
- 5.33%
- YTD
- 16.71%
- 6M
- 16.30%
- 1Y
- 31.10%
- 3Y*
- 18.07%
- 5Y*
- 11.00%
- 10Y*
- 11.56%
BRK-B vs. IWD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | -1.42% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
IWD iShares Russell 1000 Value ETF | 16.71% | 15.68% | 14.17% | 11.34% | -7.75% | 24.95% | 2.73% | 26.12% | -8.45% | 13.45% |
Correlation
The correlation between BRK-B and IWD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since May 26, 2000 | 0.58 |
Over the past year, the correlation between BRK-B and IWD has dropped to 0.36 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
BRK-B vs. IWD — Risk / Return Rank
BRK-B
IWD
BRK-B vs. IWD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and iShares Russell 1000 Value ETF (IWD). 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-B | IWD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.68 | ||
| Sortino ratioReturn per unit of downside risk | -3.64 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.50 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 4.60 | -4.43 |
| Martin ratioReturn relative to average drawdown | 0.36 | 19.12 | -18.76 |
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Drawdowns
BRK-B vs. IWD - Drawdown Comparison
The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum IWD drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for BRK-B and IWD.
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Drawdown Indicators
| BRK-B | IWD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.86% | -60.10% | +6.24% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -6.79% | -2.63% |
Max Drawdown (3Y)Largest decline over 3 years | -14.95% | -15.71% | +0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -19.04% | -7.54% |
Max Drawdown (10Y)Largest decline over 10 years | -29.57% | -38.51% | +8.94% |
Current DrawdownCurrent decline from peak | -8.20% | 0.00% | -8.20% |
Average DrawdownAverage peak-to-trough decline | -11.07% | -8.64% | -2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.53% | 1.63% | +2.90% |
Volatility
BRK-B vs. IWD - Volatility Comparison
Berkshire Hathaway Inc. (BRK-B) and iShares Russell 1000 Value ETF (IWD) have volatilities of 4.12% and 4.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRK-B | IWD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 4.04% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 8.55% | +2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.45% | 11.19% | +3.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 14.88% | +2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 17.32% | +2.12% |
Dividends
BRK-B vs. IWD - Dividend Comparison
BRK-B has not paid dividends to shareholders, while IWD's dividend yield for the trailing twelve months is around 1.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IWD iShares Russell 1000 Value ETF | 1.78% | 1.69% | 1.87% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% |
Frequently Asked Questions
BRK-B and IWD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRK-B has higher volatility (4.12%) compared to IWD (4.04%). In terms of maximum drawdown, BRK-B dropped -53.86% vs IWD's -60.10%.
IWD currently has the higher Sharpe Ratio (2.80 vs 0.11), 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.
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