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

Performance

BRK-B vs. IWVL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L). 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 -2.67% return, which is significantly lower than IWVL.L's 32.97% return. Both investments have delivered pretty close results over the past 10 years, with BRK-B having a 13.22% annualized return and IWVL.L not far ahead at 13.36%.


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%

IWVL.L

1D
3.36%
1M
6.98%
YTD
32.97%
6M
35.11%
1Y
63.09%
3Y*
28.41%
5Y*
16.13%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. IWVL.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%
IWVL.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)
32.97%40.42%5.13%19.53%-9.79%20.11%-3.67%18.13%-14.03%22.60%

Correlation

The correlation between BRK-B and IWVL.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.21

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

0.36

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

0.41

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2014

0.42

Over the past year, the correlation between BRK-B and IWVL.L has dropped to 0.11 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

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Return for Risk

BRK-B vs. IWVL.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

IWVL.L
IWVL.L Risk / Return Rank: 9696
Overall Rank
IWVL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IWVL.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
IWVL.L Omega Ratio Rank: 9595
Omega Ratio Rank
IWVL.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
IWVL.L Martin Ratio Rank: 9595
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. IWVL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.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-BIWVL.LDifference
Sharpe ratioReturn per unit of total volatility

-3.84

Sortino ratioReturn per unit of downside risk

-5.24

Omega ratioGain probability vs. loss probability

1.01

1.68

-0.67

Calmar ratioReturn relative to maximum drawdown

-0.02

7.10

-7.12

Martin ratioReturn relative to average drawdown

-0.05

25.90

-25.95

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

The current BRK-B Sharpe Ratio is -0.02, which is lower than the IWVL.L Sharpe Ratio of 3.83. The chart below compares the historical Sharpe Ratios of BRK-B and IWVL.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. IWVL.L - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, which is greater than IWVL.L's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for BRK-B and IWVL.L.


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Drawdown Indicators


BRK-BIWVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-39.30%

-14.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-8.74%

-0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-14.46%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-26.55%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-39.30%

+9.73%

Current Drawdown

Current decline from peak

-9.36%

-1.88%

-7.48%

Average Drawdown

Average peak-to-trough decline

-11.07%

-7.48%

-3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

2.40%

+2.13%

Volatility

BRK-B vs. IWVL.L - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.95%, while iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) has a volatility of 6.99%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than IWVL.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-BIWVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

6.99%

-3.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

13.69%

-2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

16.20%

-1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

16.15%

+0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

17.05%

+2.39%

Dividends

BRK-B vs. IWVL.L - Dividend Comparison

Neither BRK-B nor IWVL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BRK-B and IWVL.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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