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

Key characteristics


IBTEBRK-B
YTD Return1.57%11.75%
1Y Return4.39%22.32%
3Y Return (Ann)0.16%13.19%
Sharpe Ratio5.071.69
Daily Std Dev0.90%12.26%
Max Drawdown-6.78%-53.86%
Current Drawdown-0.33%-5.22%

Correlation

-0.50.00.51.0-0.1

The correlation between IBTE and BRK-B is -0.09. 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.

Performance

IBTE vs. BRK-B - Performance Comparison

In the year-to-date period, IBTE achieves a 1.57% return, which is significantly lower than BRK-B's 11.75% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%December2024FebruaryMarchAprilMay
3.29%
93.17%
IBTE
BRK-B

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iShares iBonds Dec 2024 Term Treasury ETF

Berkshire Hathaway Inc.

Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2024 Term Treasury ETF (IBTE) 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.


IBTE
Sharpe ratio
The chart of Sharpe ratio for IBTE, currently valued at 5.07, compared to the broader market-1.000.001.002.003.004.005.005.07
Sortino ratio
The chart of Sortino ratio for IBTE, currently valued at 8.89, compared to the broader market-2.000.002.004.006.008.008.89
Omega ratio
The chart of Omega ratio for IBTE, currently valued at 2.72, compared to the broader market0.501.001.502.002.502.72
Calmar ratio
The chart of Calmar ratio for IBTE, currently valued at 0.99, compared to the broader market0.002.004.006.008.0010.0012.000.99
Martin ratio
The chart of Martin ratio for IBTE, currently valued at 37.42, compared to the broader market0.0020.0040.0060.0037.42
BRK-B
Sharpe ratio
The chart of Sharpe ratio for BRK-B, currently valued at 1.69, compared to the broader market-1.000.001.002.003.004.005.001.69
Sortino ratio
The chart of Sortino ratio for BRK-B, currently valued at 2.50, compared to the broader market-2.000.002.004.006.008.002.50
Omega ratio
The chart of Omega ratio for BRK-B, currently valued at 1.29, compared to the broader market0.501.001.502.002.501.29
Calmar ratio
The chart of Calmar ratio for BRK-B, currently valued at 1.84, compared to the broader market0.002.004.006.008.0010.0012.001.84
Martin ratio
The chart of Martin ratio for BRK-B, currently valued at 6.25, compared to the broader market0.0020.0040.0060.006.25

IBTE vs. BRK-B - Sharpe Ratio Comparison

The current IBTE Sharpe Ratio is 5.07, which is higher than the BRK-B Sharpe Ratio of 1.69. The chart below compares the 12-month rolling Sharpe Ratio of IBTE and BRK-B.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00December2024FebruaryMarchAprilMay
5.07
1.69
IBTE
BRK-B

Dividends

IBTE vs. BRK-B - Dividend Comparison

IBTE's dividend yield for the trailing twelve months is around 4.41%, while BRK-B has not paid dividends to shareholders.


TTM2023202220212020
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
4.41%4.23%2.00%0.47%0.73%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%

Drawdowns

IBTE vs. BRK-B - Drawdown Comparison

The maximum IBTE drawdown since its inception was -6.78%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IBTE and BRK-B. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.33%
-5.22%
IBTE
BRK-B

Volatility

IBTE vs. BRK-B - Volatility Comparison

The current volatility for iShares iBonds Dec 2024 Term Treasury ETF (IBTE) is 0.55%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.41%. This indicates that IBTE 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%December2024FebruaryMarchAprilMay
0.55%
3.41%
IBTE
BRK-B