BRK-B vs. IYW
BRK-B (Berkshire Hathaway Inc.) is a stock, while IYW (iShares U.S. Technology ETF) is Technology Equities fund tracking the Russell 1000 Technology RIC 22.5/45 Capped Index. Over the past 10 years, BRK-B returned 13.14%/yr vs 25.53%/yr for IYW. At a 0.37 correlation, their price movements are largely independent.
Performance
BRK-B vs. IYW - Performance Comparison
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Returns By Period
In the year-to-date period, BRK-B achieves a -3.11% return, which is significantly lower than IYW's 22.81% return. Over the past 10 years, BRK-B has underperformed IYW with an annualized return of 13.14%, while IYW has yielded a comparatively higher 25.53% annualized return.
BRK-B
- 1D
- -0.23%
- 1M
- 2.32%
- YTD
- -3.11%
- 6M
- -2.06%
- 1Y
- -1.32%
- 3Y*
- 13.25%
- 5Y*
- 11.03%
- 10Y*
- 13.14%
IYW
- 1D
- 1.61%
- 1M
- 2.72%
- YTD
- 22.81%
- 6M
- 20.20%
- 1Y
- 50.11%
- 3Y*
- 33.35%
- 5Y*
- 21.56%
- 10Y*
- 25.53%
BRK-B vs. IYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | -3.11% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
IYW iShares U.S. Technology ETF | 22.81% | 25.38% | 30.25% | 65.44% | -34.83% | 35.44% | 47.45% | 46.64% | -0.93% | 36.60% |
Correlation
The correlation between BRK-B and IYW is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since May 19, 2000 | 0.37 |
The correlation between BRK-B and IYW shifts across timeframes, from -0.14 (1 year) to 0.38 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
BRK-B vs. IYW — Risk / Return Rank
BRK-B
IYW
BRK-B vs. IYW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and iShares U.S. Technology ETF (IYW). 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-B | IYW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.49 | ||
| Sortino ratioReturn per unit of downside risk | -2.99 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.40 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 2.83 | -2.97 |
| Martin ratioReturn relative to average drawdown | -0.30 | 9.20 | -9.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRK-B | IYW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | 2.40 | -2.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.83 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 1.02 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.35 | +0.14 |
Drawdowns
BRK-B vs. IYW - Drawdown Comparison
The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for BRK-B and IYW.
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Drawdown Indicators
| BRK-B | IYW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.86% | -81.90% | +28.04% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -17.81% | +8.39% |
Max Drawdown (3Y)Largest decline over 3 years | -14.95% | -26.47% | +11.52% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -39.44% | +12.86% |
Max Drawdown (10Y)Largest decline over 10 years | -29.57% | -39.44% | +9.87% |
Current DrawdownCurrent decline from peak | -9.78% | -5.70% | -4.08% |
Average DrawdownAverage peak-to-trough decline | -11.07% | -34.64% | +23.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | 5.46% | -0.97% |
Volatility
BRK-B vs. IYW - Volatility Comparison
The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.98%, while iShares U.S. Technology ETF (IYW) has a volatility of 8.86%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRK-B | IYW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 8.86% | -4.88% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 17.10% | -6.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.38% | 21.05% | -6.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 26.01% | -8.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 25.18% | -5.74% |
Dividends
BRK-B vs. IYW - Dividend Comparison
BRK-B has not paid dividends to shareholders, while IYW's dividend yield for the trailing twelve months is around 0.11%.
| 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% |
IYW iShares U.S. Technology ETF | 0.11% | 0.14% | 0.21% | 0.34% | 0.50% | 0.31% | 0.56% | 0.72% | 0.92% | 0.82% | 1.14% | 1.12% |
Frequently Asked Questions
BRK-B and IYW have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IYW has higher volatility (8.86%) compared to BRK-B (3.98%). In terms of maximum drawdown, BRK-B dropped -53.86% vs IYW's -81.90%.
IYW currently has the higher Sharpe Ratio (2.40 vs -0.09), 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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