EGLN.L vs. BRK-B
EGLN.L (iShares Physical Gold ETC) is Gold fund tracking the LBMA Gold Price, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, EGLN.L returned 11.21%/yr vs 12.89%/yr for BRK-B. At a correlation of -0.07, they often move in opposite directions.
Performance
EGLN.L vs. BRK-B - Performance Comparison
Loading charts...
Different Trading Currencies
EGLN.L is traded in EUR, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EGLN.L achieves a 2.32% return, which is significantly higher than BRK-B's -0.98% return. Over the past 10 years, EGLN.L has underperformed BRK-B with an annualized return of 11.21%, while BRK-B has yielded a comparatively higher 12.89% annualized return.
EGLN.L
- 1D
- -0.30%
- 1M
- -6.16%
- YTD
- 2.32%
- 6M
- 3.98%
- 1Y
- 28.23%
- 3Y*
- 27.04%
- 5Y*
- 19.18%
- 10Y*
- 11.21%
BRK-B
- 1D
- 0.00%
- 1M
- 4.92%
- YTD
- -0.98%
- 6M
- -0.84%
- 1Y
- -2.19%
- 3Y*
- 10.76%
- 5Y*
- 12.33%
- 10Y*
- 12.89%
EGLN.L vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGLN.L iShares Physical Gold ETC | 2.32% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | 13.68% | 20.59% | 3.38% | -0.47% |
BRK-B Berkshire Hathaway Inc. | -1.33% | -2.27% | 35.48% | 12.00% | 9.71% | 38.60% | -6.07% | 13.44% | 7.84% | 6.68% |
Correlation
The correlation between EGLN.L and BRK-B is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | -0.07 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EGLN.L vs. BRK-B — Risk / Return Rank
EGLN.L
BRK-B
EGLN.L vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.L) 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.
| EGLN.L | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.99 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | -0.20 | +1.83 |
| Martin ratioReturn relative to average drawdown | 4.17 | -0.42 | +4.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EGLN.L | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | -0.15 | +1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.12 | 0.71 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.64 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.50 | -0.13 |
Drawdowns
EGLN.L vs. BRK-B - Drawdown Comparison
The maximum EGLN.L drawdown since its inception was -47.44%, roughly equal to the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for EGLN.L and BRK-B.
Loading charts...
Drawdown Indicators
| EGLN.L | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.44% | -45.91% | -1.53% |
Max Drawdown (1Y)Largest decline over 1 year | -17.24% | -11.04% | -6.20% |
Max Drawdown (3Y)Largest decline over 3 years | -17.24% | -20.62% | +3.38% |
Max Drawdown (5Y)Largest decline over 5 years | -17.24% | -22.31% | +5.07% |
Max Drawdown (10Y)Largest decline over 10 years | -26.21% | -28.74% | +2.53% |
Current DrawdownCurrent decline from peak | -17.24% | -14.67% | -2.57% |
Average DrawdownAverage peak-to-trough decline | -22.54% | -9.73% | -12.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.75% | 5.31% | +1.44% |
Volatility
EGLN.L vs. BRK-B - Volatility Comparison
iShares Physical Gold ETC (EGLN.L) has a higher volatility of 5.12% compared to Berkshire Hathaway Inc. (BRK-B) at 4.42%. This indicates that EGLN.L'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.
Loading charts...
Volatility by Period
| EGLN.L | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 4.42% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 20.24% | 11.54% | +8.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.28% | 15.15% | +8.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 17.41% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.94% | 20.11% | -4.17% |
Dividends
EGLN.L vs. BRK-B - Dividend Comparison
Neither EGLN.L nor BRK-B has paid dividends to shareholders.
Frequently Asked Questions
EGLN.L and BRK-B have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for EGLN.L and BRK-B
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer