IBTE vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about iShares iBonds Dec 2024 Term Treasury ETF (IBTE) and Berkshire Hathaway Inc. (BRK-B).

IBTE is a passively managed fund by iShares that tracks the performance of the ICE 2024 Maturity US Treasury Index. It was launched on Feb 25, 2020.

Performance

IBTE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2024 Term Treasury ETF (IBTE) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

IBTE vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)
IBTE iShares iBonds Dec 2024 Term Treasury ETF	0.00%
BRK-B Berkshire Hathaway Inc.	-5.82%

Returns By Period

IBTE

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

Return for Risk

IBTE vs. BRK-B — Risk / Return Rank

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

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 16
BRK-B Sortino Ratio Rank: 16
BRK-B Omega Ratio Rank: 16
BRK-B Calmar Ratio Rank: 17
BRK-B Martin Ratio Rank: 19

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.

IBTE vs. BRK-B - Risk-Adjusted Trends 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	IBTE	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.56	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.77	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.48	—

Dividends

IBTE vs. BRK-B - Dividend Comparison

Neither IBTE nor BRK-B has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

IBTE vs. BRK-B - Drawdown Comparison

The maximum IBTE drawdown since its inception was 0.00%, 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.

Drawdown Indicators

	IBTE	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-53.86%	+53.86%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.95%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.58%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-29.57%	—
Current Drawdown Current decline from peak	0.00%	-11.36%	+11.36%
Average Drawdown Average peak-to-trough decline	0.00%	-11.07%	+11.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	8.72%	—

Volatility

Volatility by Period

	IBTE	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.33%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.14%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	18.30%	-18.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	17.20%	-17.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	19.45%	-19.45%