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IBDQ vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBDQ and BRK-B is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

IBDQ vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2025 Term Corporate ETF (IBDQ) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%AugustSeptemberOctoberNovemberDecember2025
36.19%
221.24%
IBDQ
BRK-B

Key characteristics

Sharpe Ratio

IBDQ:

6.08

BRK-B:

2.06

Sortino Ratio

IBDQ:

9.70

BRK-B:

2.87

Omega Ratio

IBDQ:

2.94

BRK-B:

1.37

Calmar Ratio

IBDQ:

2.21

BRK-B:

3.61

Martin Ratio

IBDQ:

93.22

BRK-B:

8.71

Ulcer Index

IBDQ:

0.06%

BRK-B:

3.47%

Daily Std Dev

IBDQ:

0.88%

BRK-B:

14.70%

Max Drawdown

IBDQ:

-15.19%

BRK-B:

-53.86%

Current Drawdown

IBDQ:

0.00%

BRK-B:

-3.13%

Returns By Period

In the year-to-date period, IBDQ achieves a 0.28% return, which is significantly lower than BRK-B's 3.24% return.


IBDQ

YTD

0.28%

1M

0.40%

6M

2.95%

1Y

5.34%

5Y*

2.10%

10Y*

N/A

BRK-B

YTD

3.24%

1M

4.14%

6M

7.71%

1Y

27.51%

5Y*

15.28%

10Y*

12.29%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

IBDQ vs. BRK-B — Risk-Adjusted Performance Rank

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

IBDQ
The Risk-Adjusted Performance Rank of IBDQ is 9292
Overall Rank
The Sharpe Ratio Rank of IBDQ is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of IBDQ is 9999
Sortino Ratio Rank
The Omega Ratio Rank of IBDQ is 9999
Omega Ratio Rank
The Calmar Ratio Rank of IBDQ is 6565
Calmar Ratio Rank
The Martin Ratio Rank of IBDQ is 9999
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 9292
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IBDQ vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2025 Term Corporate ETF (IBDQ) 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.


Sharpe ratio
The chart of Sharpe ratio for IBDQ, currently valued at 6.08, compared to the broader market0.002.004.006.082.06
The chart of Sortino ratio for IBDQ, currently valued at 9.70, compared to the broader market0.005.0010.009.702.87
The chart of Omega ratio for IBDQ, currently valued at 2.94, compared to the broader market1.002.003.002.941.37
The chart of Calmar ratio for IBDQ, currently valued at 2.21, compared to the broader market0.005.0010.0015.0020.002.213.61
The chart of Martin ratio for IBDQ, currently valued at 93.22, compared to the broader market0.0020.0040.0060.0080.00100.0093.228.71
IBDQ
BRK-B

The current IBDQ Sharpe Ratio is 6.08, which is higher than the BRK-B Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of IBDQ 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.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00AugustSeptemberOctoberNovemberDecember2025
6.08
2.06
IBDQ
BRK-B

Dividends

IBDQ vs. BRK-B - Dividend Comparison

IBDQ's dividend yield for the trailing twelve months is around 3.81%, while BRK-B has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
IBDQ
iShares iBonds Dec 2025 Term Corporate ETF
3.81%3.82%3.27%2.24%2.06%2.51%3.21%3.52%3.28%3.39%2.64%
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%

Drawdowns

IBDQ vs. BRK-B - Drawdown Comparison

The maximum IBDQ drawdown since its inception was -15.19%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IBDQ and BRK-B. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-3.13%
IBDQ
BRK-B

Volatility

IBDQ vs. BRK-B - Volatility Comparison

The current volatility for iShares iBonds Dec 2025 Term Corporate ETF (IBDQ) is 0.18%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.55%. This indicates that IBDQ 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
0.18%
4.55%
IBDQ
BRK-B
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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