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

Performance

EFA vs. BRK-B - Performance Comparison

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

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Returns By Period

In the year-to-date period, EFA achieves a 7.13% return, which is significantly higher than BRK-B's -3.11% return. Over the past 10 years, EFA has underperformed BRK-B with an annualized return of 9.28%, while BRK-B has yielded a comparatively higher 13.14% annualized return.


EFA

1D
0.61%
1M
-1.04%
YTD
7.13%
6M
9.67%
1Y
18.74%
3Y*
15.87%
5Y*
8.03%
10Y*
9.28%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFA vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFA
iShares MSCI EAFE ETF
7.13%31.55%3.49%18.36%-14.39%11.45%7.60%22.04%-13.82%25.07%
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%

Correlation

The correlation between EFA and BRK-B is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.33

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

0.47

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

0.53

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2001

0.48

Over the past year, the correlation between EFA and BRK-B has dropped to 0.17 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

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Return for Risk

EFA vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EFA
EFA Risk / Return Rank: 3838
Overall Rank
EFA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EFA Sortino Ratio Rank: 3737
Sortino Ratio Rank
EFA Omega Ratio Rank: 3737
Omega Ratio Rank
EFA Calmar Ratio Rank: 3636
Calmar Ratio Rank
EFA Martin Ratio Rank: 4141
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3535
Overall Rank
BRK-B Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3030
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3030
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3838
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3737
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.

EFA vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE ETF (EFA) 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.


EFABRK-BDifference
Sharpe ratioReturn per unit of total volatility

+1.32

Sortino ratioReturn per unit of downside risk

+1.82

Omega ratioGain probability vs. loss probability

1.23

1.00

+0.23

Calmar ratioReturn relative to maximum drawdown

1.65

-0.14

+1.79

Martin ratioReturn relative to average drawdown

6.15

-0.30

+6.45

EFA vs. BRK-B - Sharpe Ratio Comparison

The current EFA Sharpe Ratio is 1.23, which is higher than the BRK-B Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of EFA and BRK-B, 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


EFABRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

-0.09

+1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.65

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.68

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.48

-0.17

Drawdowns

EFA vs. BRK-B - Drawdown Comparison

The maximum EFA drawdown since its inception was -61.04%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for EFA and BRK-B.


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Drawdown Indicators


EFABRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-61.04%

-53.86%

-7.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-9.42%

-2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-14.05%

-14.95%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-29.53%

-26.58%

-2.95%

Max Drawdown (10Y)

Largest decline over 10 years

-34.19%

-29.57%

-4.62%

Current Drawdown

Current decline from peak

-2.63%

-9.78%

+7.15%

Average Drawdown

Average peak-to-trough decline

-11.93%

-11.07%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

4.49%

-1.44%

Volatility

EFA vs. BRK-B - Volatility Comparison

iShares MSCI EAFE ETF (EFA) has a higher volatility of 4.54% compared to Berkshire Hathaway Inc. (BRK-B) at 3.98%. This indicates that EFA's price experiences larger fluctuations and is considered to be riskier 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


EFABRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

3.98%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

10.87%

+1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

15.31%

14.38%

+0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

17.13%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

19.44%

-2.16%

Dividends

EFA vs. BRK-B - Dividend Comparison

EFA's dividend yield for the trailing twelve months is around 3.16%, while BRK-B has not paid dividends to shareholders.


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%
EFA
iShares MSCI EAFE ETF
3.16%3.38%3.24%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%

Frequently Asked Questions


EFA and BRK-B have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EFA has higher volatility (4.54%) compared to BRK-B (3.98%). In terms of maximum drawdown, EFA dropped -61.04% vs BRK-B's -53.86%.

EFA currently has the higher Sharpe Ratio (1.23 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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