DGRO vs. BRK-B
DGRO (iShares Core Dividend Growth ETF) is Large Cap Growth Equities fund tracking the Morningstar US Dividend Growth Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, DGRO returned 13.52%/yr vs 13.22%/yr for BRK-B. A 0.74 correlation means they provide meaningful diversification when combined.
Performance
DGRO vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, DGRO achieves a 9.86% return, which is significantly higher than BRK-B's -2.67% return. Both investments have delivered pretty close results over the past 10 years, with DGRO having a 13.52% annualized return and BRK-B not far behind at 13.22%.
DGRO
- 1D
- 0.69%
- 1M
- 3.74%
- YTD
- 9.86%
- 6M
- 9.27%
- 1Y
- 22.26%
- 3Y*
- 16.74%
- 5Y*
- 10.82%
- 10Y*
- 13.52%
BRK-B
- 1D
- 0.71%
- 1M
- 0.77%
- YTD
- -2.67%
- 6M
- -2.06%
- 1Y
- -0.22%
- 3Y*
- 13.30%
- 5Y*
- 11.27%
- 10Y*
- 13.22%
DGRO vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGRO iShares Core Dividend Growth ETF | 9.86% | 15.69% | 16.62% | 10.47% | -7.91% | 26.64% | 9.50% | 29.87% | -2.38% | 23.00% |
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% |
Correlation
The correlation between DGRO and BRK-B is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2014 | 0.74 |
Over the past year, the correlation between DGRO and BRK-B has dropped to 0.42 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
DGRO vs. BRK-B — Risk / Return Rank
DGRO
BRK-B
DGRO vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Dividend Growth ETF (DGRO) and Berkshire Hathaway Inc. (BRK-B). 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.
| DGRO | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.35 | ||
| Sortino ratioReturn per unit of downside risk | +3.32 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.01 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | -0.02 | +3.48 |
| Martin ratioReturn relative to average drawdown | 13.36 | -0.05 | +13.41 |
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Drawdowns
DGRO vs. BRK-B - Drawdown Comparison
The maximum DGRO drawdown since its inception was -35.10%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for DGRO and BRK-B.
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Drawdown Indicators
| DGRO | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -53.86% | +18.76% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -9.42% | +2.95% |
Max Drawdown (3Y)Largest decline over 3 years | -14.03% | -14.95% | +0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -19.31% | -26.58% | +7.27% |
Max Drawdown (10Y)Largest decline over 10 years | -35.10% | -29.57% | -5.53% |
Current DrawdownCurrent decline from peak | 0.00% | -9.36% | +9.36% |
Average DrawdownAverage peak-to-trough decline | -3.44% | -11.07% | +7.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 4.53% | -2.85% |
Volatility
DGRO vs. BRK-B - Volatility Comparison
The current volatility for iShares Core Dividend Growth ETF (DGRO) is 2.64%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.95%. This indicates that DGRO experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGRO | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 3.95% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 6.96% | 10.78% | -3.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.59% | 14.38% | -4.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.83% | 17.12% | -3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 19.44% | -2.82% |
Dividends
DGRO vs. BRK-B - Dividend Comparison
DGRO's dividend yield for the trailing twelve months is around 1.94%, while BRK-B has not paid dividends to shareholders.
| 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% |
DGRO iShares Core Dividend Growth ETF | 1.94% | 2.09% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% |
Frequently Asked Questions
DGRO and BRK-B have a correlation of 0.42, 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 (3.95%) compared to DGRO (2.64%). In terms of maximum drawdown, DGRO dropped -35.10% vs BRK-B's -53.86%.
DGRO currently has the higher Sharpe Ratio (2.34 vs -0.02), 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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