IBCK.DE vs. BRK-B
Compare and contrast key facts about iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) and Berkshire Hathaway Inc. (BRK-B).
IBCK.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Minimum Volatility. It was launched on Nov 30, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBCK.DE or BRK-B.
Key characteristics
| IBCK.DE | BRK-B | |
|---|---|---|
| YTD Return | 26.24% | 29.93% |
| 1Y Return | 30.59% | 33.09% |
| 3Y Return (Ann) | 10.51% | 17.46% |
| 5Y Return (Ann) | 11.53% | 15.96% |
| Sharpe Ratio | 3.06 | 2.35 |
| Sortino Ratio | 4.35 | 3.28 |
| Omega Ratio | 1.61 | 1.42 |
| Calmar Ratio | 3.41 | 4.46 |
| Martin Ratio | 23.86 | 11.72 |
| Ulcer Index | 1.24% | 2.88% |
| Daily Std Dev | 9.61% | 14.37% |
| Max Drawdown | -33.11% | -53.86% |
| Current Drawdown | 0.00% | -3.17% |
Correlation
The correlation between IBCK.DE and BRK-B is 0.37, 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.
Performance
IBCK.DE vs. BRK-B - Performance Comparison
In the year-to-date period, IBCK.DE achieves a 26.24% return, which is significantly lower than BRK-B's 29.93% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IBCK.DE vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) 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.
Dividends
IBCK.DE vs. BRK-B - Dividend Comparison
Neither IBCK.DE nor BRK-B has paid dividends to shareholders.
Drawdowns
IBCK.DE vs. BRK-B - Drawdown Comparison
The maximum IBCK.DE drawdown since its inception was -33.11%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IBCK.DE and BRK-B. For additional features, visit the drawdowns tool.
Volatility
IBCK.DE vs. BRK-B - Volatility Comparison
The current volatility for iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) is 2.84%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.68%. This indicates that IBCK.DE 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.