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

Performance

EMIM.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EMIM.L is traded in GBp, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EMIM.L achieves a 22.83% return, which is significantly higher than BRK-B's -2.17% return. Over the past 10 years, EMIM.L has underperformed BRK-B with an annualized return of 11.13%, while BRK-B has yielded a comparatively higher 13.81% annualized return.


EMIM.L

1D
2.84%
1M
1.78%
YTD
22.83%
6M
25.36%
1Y
44.91%
3Y*
19.09%
5Y*
8.57%
10Y*
11.13%

BRK-B

1D
0.80%
1M
1.65%
YTD
-2.17%
6M
-2.30%
1Y
1.36%
3Y*
11.02%
5Y*
12.42%
10Y*
13.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMIM.L vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
22.83%23.35%9.18%4.93%-10.17%0.74%14.91%12.69%-9.32%24.72%
BRK-B
Berkshire Hathaway Inc.
-2.17%2.99%29.31%9.69%15.59%30.17%-0.64%6.71%9.11%11.10%

Correlation

The correlation between EMIM.L and BRK-B is -0.16, 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

-0.16

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

0.00

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

0.07

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

0.23

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2014

0.28

The correlation between EMIM.L and BRK-B shifts across timeframes, from -0.16 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EMIM.L vs. BRK-B — Risk / Return Rank

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

EMIM.L
EMIM.L Risk / Return Rank: 8686
Overall Rank
EMIM.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EMIM.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
EMIM.L Omega Ratio Rank: 8989
Omega Ratio Rank
EMIM.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
EMIM.L Martin Ratio Rank: 8282
Martin Ratio Rank

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
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.

EMIM.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.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.

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.


EMIM.LBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+2.49

Sortino ratioReturn per unit of downside risk

+3.12

Omega ratioGain probability vs. loss probability

1.49

1.03

+0.46

Calmar ratioReturn relative to maximum drawdown

4.09

0.12

+3.98

Martin ratioReturn relative to average drawdown

14.02

0.25

+13.77

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

The current EMIM.L Sharpe Ratio is 2.58, which is higher than the BRK-B Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of EMIM.L 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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Drawdowns

EMIM.L vs. BRK-B - Drawdown Comparison

The maximum EMIM.L drawdown since its inception was -31.70%, smaller than the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for EMIM.L and BRK-B.


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Drawdown Indicators


EMIM.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-31.70%

-37.92%

+6.22%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-11.88%

+0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-15.56%

-17.26%

+1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

-20.84%

-1.14%

Max Drawdown (10Y)

Largest decline over 10 years

-26.46%

-21.44%

-5.02%

Current Drawdown

Current decline from peak

-3.48%

-11.90%

+8.42%

Average Drawdown

Average peak-to-trough decline

-8.70%

-7.40%

-1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

5.54%

-2.34%

Volatility

EMIM.L vs. BRK-B - Volatility Comparison

iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) has a higher volatility of 7.38% compared to Berkshire Hathaway Inc. (BRK-B) at 4.20%. This indicates that EMIM.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.


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Volatility by Period


EMIM.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.38%

4.20%

+3.18%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

12.04%

+2.90%

Volatility (1Y)

Calculated over the trailing 1-year period

17.33%

15.49%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

16.90%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

19.86%

-2.00%

Dividends

EMIM.L vs. BRK-B - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


EMIM.L and BRK-B have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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