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

FIBR vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about iShares U.S. Fixed Income Balanced Risk Systematic ETF (FIBR) and Berkshire Hathaway Inc. (BRK-B).

FIBR is a passively managed fund by iShares that tracks the performance of the Bloomberg U.S. Fixed Income Balanced Risk Index. It was launched on Feb 24, 2015.

Performance

FIBR vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Fixed Income Balanced Risk Systematic ETF (FIBR) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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FIBR vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FIBR
iShares U.S. Fixed Income Balanced Risk Systematic ETF		-0.06%8.32%6.04%8.22%-13.57%-1.00%3.31%10.03%-0.93%3.89%
BRK-B
Berkshire Hathaway Inc.		-4.80%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Returns By Period

In the year-to-date period, FIBR achieves a -0.06% return, which is significantly higher than BRK-B's -4.80% return. Over the past 10 years, FIBR has underperformed BRK-B with an annualized return of 2.49%, while BRK-B has yielded a comparatively higher 12.78% annualized return.

FIBR

1D
0.05%
1M
-1.47%
YTD
-0.06%
6M
0.79%
1Y
6.41%
3Y*
6.55%
5Y*
1.68%
10Y*
2.49%

BRK-B

1D
-0.15%
1M
-0.35%
YTD
-4.80%
6M
-3.95%
1Y
-10.22%
3Y*
15.72%
5Y*
13.13%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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iShares U.S. Fixed Income Balanced Risk Systematic ETF

Berkshire Hathaway Inc.

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Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

Return for Risk

FIBR vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FIBR
FIBR Risk / Return Rank: 8181
Overall Rank
FIBR Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FIBR Sortino Ratio Rank: 8686
Sortino Ratio Rank
FIBR Omega Ratio Rank: 7979
Omega Ratio Rank
FIBR Calmar Ratio Rank: 7878
Calmar Ratio Rank
FIBR Martin Ratio Rank: 7979
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 1717
Overall Rank
BRK-B Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1616
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1616
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1717
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 1919
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Fixed Income Balanced Risk Systematic ETF (FIBR) 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.

FIBRBRK-BDifference

Sharpe ratio

Return per unit of total volatility

1.66

-0.56

+2.22

Sortino ratio

Return per unit of downside risk

2.39

-0.65

+3.04

Omega ratio

Gain probability vs. loss probability

1.31

0.91

+0.40

Calmar ratio

Return relative to maximum drawdown

2.28

-0.68

+2.96

Martin ratio

Return relative to average drawdown

9.21

-1.16

+10.37

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FIBR vs. BRK-B - Sharpe Ratio Comparison

The current FIBR Sharpe Ratio is 1.66, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of FIBR and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

FIBRBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

-0.56

+2.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.77

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.66

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.48

+0.02

Correlation

The correlation between FIBR and BRK-B is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FIBR vs. BRK-B - Dividend Comparison

FIBR's dividend yield for the trailing twelve months is around 4.65%, while BRK-B has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
FIBR
iShares U.S. Fixed Income Balanced Risk Systematic ETF		4.65%4.78%5.04%4.44%3.27%1.92%2.57%3.27%3.61%2.74%2.92%2.26%
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%

Drawdowns

FIBR vs. BRK-B - Drawdown Comparison

The maximum FIBR drawdown since its inception was -18.47%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for FIBR and BRK-B.

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Drawdown Indicators

FIBRBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-18.47%

-53.86%

+35.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-14.95%

+12.11%

Max Drawdown (5Y)

Largest decline over 5 years

-18.47%

-26.58%

+8.11%

Max Drawdown (10Y)

Largest decline over 10 years

-18.47%

-29.57%

+11.10%

Current Drawdown

Current decline from peak

-1.91%

-11.36%

+9.45%

Average Drawdown

Average peak-to-trough decline

-3.30%

-11.07%

+7.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

8.72%

-8.02%

Volatility

FIBR vs. BRK-B - Volatility Comparison

The current volatility for iShares U.S. Fixed Income Balanced Risk Systematic ETF (FIBR) is 1.91%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.33%. This indicates that FIBR 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

FIBRBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

4.33%

-2.42%

Volatility (6M)

Calculated over the trailing 6-month period

2.96%

11.14%

-8.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.87%

18.30%

-14.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.59%

17.20%

-11.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.93%

19.45%

-14.52%