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IDU vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDU vs. BRK-B

Last updated Jun 14, 2026

IDU (iShares U.S. Utilities ETF) is Utilities Equities fund tracking the Dow Jones U.S. Utilities Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, IDU returned 8.77%/yr vs 13.22%/yr for BRK-B. At a 0.33 correlation, their price movements are largely independent.

Performance

IDU vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Utilities ETF (IDU) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDU achieves a 4.44% return, which is significantly higher than BRK-B's -2.67% return. Over the past 10 years, IDU has underperformed BRK-B with an annualized return of 8.77%, while BRK-B has yielded a comparatively higher 13.22% annualized return.

IDU

1D
1.08%
1M
-0.74%
YTD
4.44%
6M
4.87%
1Y
10.11%
3Y*
13.84%
5Y*
9.15%
10Y*
8.77%

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)

IDU vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDU
iShares U.S. Utilities ETF		4.44%15.23%23.23%-5.02%0.17%16.96%-1.07%24.21%3.93%11.94%
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 IDU and BRK-B is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2000

0.33

The correlation between IDU and BRK-B shifts across timeframes, from 0.23 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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iShares U.S. Utilities ETF

Berkshire Hathaway Inc.

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Return for Risk

IDU vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDU
IDU Risk / Return Rank: 2222
Overall Rank
IDU Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IDU Sortino Ratio Rank: 2121
Sortino Ratio Rank
IDU Omega Ratio Rank: 2121
Omega Ratio Rank
IDU Calmar Ratio Rank: 2525
Calmar Ratio Rank
IDU Martin Ratio Rank: 2222
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
Martin Ratio Rank
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Utilities ETF (IDU) 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.

IDUBRK-BDifference
Sharpe ratioReturn per unit of total volatility
0.68
-0.02

+0.70

Sortino ratioReturn per unit of downside risk
1.01
0.08

+0.93

Omega ratioGain probability vs. loss probability

1.13

1.01

+0.12

Calmar ratioReturn relative to maximum drawdown

1.04

-0.02

+1.06

Martin ratioReturn relative to average drawdown

2.35

-0.05

+2.40

IDU vs. BRK-B - Sharpe Ratio Comparison

The current IDU Sharpe Ratio is 0.68, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of IDU 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.

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Drawdowns

IDU vs. BRK-B - Drawdown Comparison

The maximum IDU drawdown since its inception was -53.88%, roughly equal to the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IDU and BRK-B.

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Drawdown Indicators

IDUBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-53.88%

-53.86%

-0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

-9.42%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-16.74%

-14.95%

-1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-24.11%

-26.58%

+2.47%

Max Drawdown (10Y)

Largest decline over 10 years

-36.18%

-29.57%

-6.61%

Current Drawdown

Current decline from peak

-6.24%

-9.36%

+3.12%

Average Drawdown

Average peak-to-trough decline

-11.38%

-11.07%

-0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

4.53%

-0.49%

Volatility

IDU vs. BRK-B - Volatility Comparison

iShares U.S. Utilities ETF (IDU) has a higher volatility of 5.25% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that IDU'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.

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Volatility by Period

IDUBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

3.95%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

10.78%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

13.93%

14.38%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

17.12%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.73%

19.44%

-0.71%

Dividends

IDU vs. BRK-B - Dividend Comparison

IDU's dividend yield for the trailing twelve months is around 2.20%, while BRK-B has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
IDU
iShares U.S. Utilities ETF		2.20%2.23%2.29%2.79%2.39%2.39%2.94%2.71%2.80%2.62%3.18%4.22%

Frequently Asked Questions

IDU and BRK-B have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDU has higher volatility (5.25%) compared to BRK-B (3.95%). In terms of maximum drawdown, IDU dropped -53.88% vs BRK-B's -53.86%.

IDU currently has the higher Sharpe Ratio (0.68 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.

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