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

Performance

HIGH.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.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

HIGH.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, HIGH.L achieves a 0.64% return, which is significantly higher than BRK-B's -0.98% return.


HIGH.L

1D
-0.16%
1M
0.16%
YTD
0.64%
6M
1.13%
1Y
2.79%
3Y*
6.04%
5Y*
2.58%
10Y*

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

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


2026 (YTD)202520242023202220212020201920182017
HIGH.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc)
0.64%4.89%5.70%11.59%-9.32%2.82%1.10%9.76%-3.41%0.63%
BRK-B
Berkshire Hathaway Inc.
-1.33%-2.27%35.48%12.00%9.71%38.60%-6.07%13.44%7.84%7.65%

Correlation

The correlation between HIGH.L and BRK-B is -0.02, 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

-0.02

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

0.05

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

0.16

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2017

0.23

The correlation between HIGH.L and BRK-B shifts across timeframes, from -0.02 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HIGH.L vs. BRK-B — Risk / Return Rank

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

HIGH.L
HIGH.L Risk / Return Rank: 2525
Overall Rank
HIGH.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
HIGH.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
HIGH.L Omega Ratio Rank: 2424
Omega Ratio Rank
HIGH.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
HIGH.L Martin Ratio Rank: 3030
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.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.


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

+0.89

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.15

0.99

+0.16

Calmar ratioReturn relative to maximum drawdown

0.97

-0.20

+1.17

Martin ratioReturn relative to average drawdown

3.91

-0.42

+4.33

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

The current HIGH.L Sharpe Ratio is 0.74, which is higher than the BRK-B Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of HIGH.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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Sharpe Ratios by Period


HIGH.LBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

-0.15

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.71

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.50

-0.14

Drawdowns

HIGH.L vs. BRK-B - Drawdown Comparison

The maximum HIGH.L drawdown since its inception was -25.42%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for HIGH.L and BRK-B.


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Drawdown Indicators


HIGH.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-25.42%

-45.91%

+20.49%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-11.04%

+8.16%

Max Drawdown (3Y)

Largest decline over 3 years

-3.65%

-20.62%

+16.97%

Max Drawdown (5Y)

Largest decline over 5 years

-14.64%

-22.31%

+7.67%

Max Drawdown (10Y)

Largest decline over 10 years

-28.74%

Current Drawdown

Current decline from peak

-0.48%

-14.67%

+14.19%

Average Drawdown

Average peak-to-trough decline

-2.72%

-9.73%

+7.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

5.31%

-4.60%

Volatility

HIGH.L vs. BRK-B - Volatility Comparison

The current volatility for iShares EUR High Yield Corporate Bond UCITS ETF EUR (Acc) (HIGH.L) is 1.08%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.42%. This indicates that HIGH.L 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


HIGH.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

4.42%

-3.34%

Volatility (6M)

Calculated over the trailing 6-month period

3.09%

11.54%

-8.45%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

15.15%

-11.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.46%

17.41%

-11.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.20%

20.11%

-12.91%

Dividends

HIGH.L vs. BRK-B - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


HIGH.L and BRK-B have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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