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

Performance

BRK-B vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BRK-B achieves a -2.89% return, which is significantly lower than IWM's 14.62% return. Over the past 10 years, BRK-B has outperformed IWM with an annualized return of 13.19%, while IWM has yielded a comparatively lower 10.54% annualized return.


BRK-B

1D
1.98%
1M
2.56%
YTD
-2.89%
6M
-3.21%
1Y
-1.09%
3Y*
13.55%
5Y*
10.78%
10Y*
13.19%

IWM

1D
-3.55%
1M
-0.89%
YTD
14.62%
6M
12.89%
1Y
34.35%
3Y*
16.56%
5Y*
5.66%
10Y*
10.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. IWM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRK-B
Berkshire Hathaway Inc.
-2.89%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%
IWM
iShares Russell 2000 ETF
14.62%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-11.12%14.58%

Correlation

The correlation between BRK-B and IWM is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.35

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

0.49

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

0.54

Correlation (All Time)
Calculated using the full available price history since May 30, 2000

0.48

Over the past year, the correlation between BRK-B and IWM has dropped to 0.15 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

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Return for Risk

BRK-B vs. IWM — 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: 3838
Overall Rank
BRK-B Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3333
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3232
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4141
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4141
Martin Ratio Rank

IWM
IWM Risk / Return Rank: 5959
Overall Rank
IWM Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 5555
Sortino Ratio Rank
IWM Omega Ratio Rank: 5151
Omega Ratio Rank
IWM Calmar Ratio Rank: 6868
Calmar Ratio Rank
IWM Martin Ratio Rank: 6565
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. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and iShares Russell 2000 ETF (IWM). 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-BIWMDifference
Sharpe ratioReturn per unit of total volatility

-1.89

Sortino ratioReturn per unit of downside risk

-2.51

Omega ratioGain probability vs. loss probability

1.01

1.31

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.01

3.33

-3.34

Martin ratioReturn relative to average drawdown

-0.03

11.78

-11.80

BRK-B vs. IWM - Sharpe Ratio Comparison

The current BRK-B Sharpe Ratio is -0.01, which is lower than the IWM Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of BRK-B and IWM, 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-BIWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

1.88

-1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.25

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.46

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.36

+0.12

Drawdowns

BRK-B vs. IWM - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for BRK-B and IWM.


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Drawdown Indicators


BRK-BIWMDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-59.05%

+5.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-11.03%

+1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-27.50%

+12.55%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-31.91%

+5.33%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-41.13%

+11.56%

Current Drawdown

Current decline from peak

-9.57%

-3.55%

-6.02%

Average Drawdown

Average peak-to-trough decline

-11.07%

-10.76%

-0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

3.11%

+1.36%

Volatility

BRK-B vs. IWM - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 4.08%, while iShares Russell 2000 ETF (IWM) has a volatility of 6.65%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRK-BIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

6.65%

-2.57%

Volatility (6M)

Calculated over the trailing 6-month period

10.87%

14.00%

-3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

14.39%

19.54%

-5.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

22.58%

-5.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.43%

23.06%

-3.63%

Dividends

BRK-B vs. IWM - Dividend Comparison

BRK-B has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 0.90%.


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%
IWM
iShares Russell 2000 ETF
0.90%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%

Frequently Asked Questions


BRK-B and IWM have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWM has higher volatility (6.65%) compared to BRK-B (4.08%). In terms of maximum drawdown, BRK-B dropped -53.86% vs IWM's -59.05%.

IWM currently has the higher Sharpe Ratio (1.88 vs -0.01), 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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