IDHQ vs. BRK-B

Last updated Jun 14, 2026

IDHQ (Invesco S&P International Developed High Quality ETF) is Foreign Large Cap Equities fund tracking the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, IDHQ returned 10.67%/yr vs 13.22%/yr for BRK-B. At a 0.45 correlation, their price movements are largely independent.

Performance

IDHQ vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P International Developed High Quality ETF (IDHQ) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDHQ achieves a 19.79% return, which is significantly higher than BRK-B's -2.67% return. Over the past 10 years, IDHQ has underperformed BRK-B with an annualized return of 10.67%, while BRK-B has yielded a comparatively higher 13.22% annualized return.

IDHQ

• 1D: -0.33%
• 1M: 3.46%
• YTD: 19.79%
• 6M: 21.75%
• 1Y: 30.93%
• 3Y*: 18.28%
• 5Y*: 8.69%
• 10Y*: 10.67%

BRK-B

• 1D: 0.71%
• 1M: 1.07%
• YTD: -2.67%
• 6M: -2.06%
• 1Y: 0.35%
• 3Y*: 13.30%
• 5Y*: 11.27%
• 10Y*: 13.22%

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

IDHQ vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDHQ Invesco S&P International Developed High Quality ETF	19.79%	27.46%	1.33%	18.80%	-20.23%	11.38%	16.09%	29.58%	-13.38%	28.16%
BRK-B Berkshire Hathaway Inc.	-2.67%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%

Correlation

The correlation between IDHQ and BRK-B is 0.08, 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	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.42
Correlation (10Y) Calculated over the trailing 10-year period	0.43
Correlation (All Time) Calculated using the full available price history since Jun 13, 2007	0.45

Over the past year, the correlation between IDHQ and BRK-B has dropped to 0.08 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

Return for Risk

IDHQ vs. BRK-B — Risk / Return Rank

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

IDHQ

IDHQ Risk / Return Rank: 51
IDHQ Sharpe Ratio Rank: 48
IDHQ Sortino Ratio Rank: 49
IDHQ Omega Ratio Rank: 50
IDHQ Calmar Ratio Rank: 50
IDHQ Martin Ratio Rank: 56

BRK-B

BRK-B Risk / Return Rank: 39
BRK-B Sharpe Ratio Rank: 42
BRK-B Sortino Ratio Rank: 34
BRK-B Omega Ratio Rank: 33
BRK-B Calmar Ratio Rank: 42
BRK-B Martin Ratio Rank: 42

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.

IDHQ vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P International Developed High Quality ETF (IDHQ) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	IDHQ	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	1.46	-0.02	+1.48
Sortino ratio: Return per unit of downside risk	2.16	0.08	+2.08
Omega ratio: Gain probability vs. loss probability	1.28	1.01	+0.27
Calmar ratio: Return relative to maximum drawdown	2.19	-0.02	+2.22
Martin ratio: Return relative to average drawdown	8.67	-0.05	+8.72

IDHQ vs. BRK-B - Sharpe Ratio Comparison

The current IDHQ Sharpe Ratio is 1.46, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of IDHQ 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.

Drawdowns

IDHQ vs. BRK-B - Drawdown Comparison

The maximum IDHQ drawdown since its inception was -73.84%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IDHQ and BRK-B.

Drawdown Indicators

	IDHQ	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-73.84%	-53.86%	-19.98%
Max Drawdown (1Y) Largest decline over 1 year	-13.44%	-9.42%	-4.02%
Max Drawdown (3Y) Largest decline over 3 years	-14.07%	-14.95%	+0.88%
Max Drawdown (5Y) Largest decline over 5 years	-33.54%	-26.58%	-6.96%
Max Drawdown (10Y) Largest decline over 10 years	-33.54%	-29.57%	-3.97%
Current Drawdown Current decline from peak	-0.33%	-9.36%	+9.03%
Average Drawdown Average peak-to-trough decline	-21.16%	-11.07%	-10.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	4.53%	-1.12%

Volatility

IDHQ vs. BRK-B - Volatility Comparison

Invesco S&P International Developed High Quality ETF (IDHQ) has a higher volatility of 9.75% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that IDHQ's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDHQ	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.75%	3.95%	+5.80%
Volatility (6M) Calculated over the trailing 6-month period	18.25%	10.78%	+7.47%
Volatility (1Y) Calculated over the trailing 1-year period	20.20%	14.38%	+5.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.74%	17.12%	+0.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.06%	19.44%	-1.38%

Dividends

IDHQ vs. BRK-B - Dividend Comparison

IDHQ's dividend yield for the trailing twelve months is around 2.01%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%
IDHQ Invesco S&P International Developed High Quality ETF	2.01%	2.46%	2.41%	2.52%	3.33%	2.10%	1.60%	2.10%	2.67%	1.68%	2.36%	1.71%

Frequently Asked Questions

Can I hold both IDHQ and BRK-B in my portfolio?

IDHQ and BRK-B have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDHQ or BRK-B?

IDHQ has higher volatility (9.75%) compared to BRK-B (3.95%). In terms of maximum drawdown, IDHQ dropped -73.84% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

IDHQ currently has the higher Sharpe Ratio (1.46 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.