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IEEU.L vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IEEU.L and BRK-B is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

IEEU.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI Europe Multifactor UCITS ETF EUR (Acc) USD (IEEU.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-0.09%
8.27%
IEEU.L
BRK-B

Key characteristics

Sharpe Ratio

IEEU.L:

1.10

BRK-B:

2.00

Sortino Ratio

IEEU.L:

1.57

BRK-B:

2.79

Omega Ratio

IEEU.L:

1.19

BRK-B:

1.36

Calmar Ratio

IEEU.L:

1.32

BRK-B:

3.50

Martin Ratio

IEEU.L:

3.36

BRK-B:

8.43

Ulcer Index

IEEU.L:

4.23%

BRK-B:

3.48%

Daily Std Dev

IEEU.L:

12.99%

BRK-B:

14.66%

Max Drawdown

IEEU.L:

-38.74%

BRK-B:

-53.86%

Current Drawdown

IEEU.L:

-6.14%

BRK-B:

-3.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with IEEU.L having a 3.44% return and BRK-B slightly lower at 3.37%.


IEEU.L

YTD

3.44%

1M

4.19%

6M

-0.71%

1Y

13.38%

5Y*

6.92%

10Y*

N/A

BRK-B

YTD

3.37%

1M

3.39%

6M

7.96%

1Y

27.31%

5Y*

15.42%

10Y*

12.17%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IEEU.L vs. BRK-B — Risk-Adjusted Performance Rank

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

IEEU.L
The Risk-Adjusted Performance Rank of IEEU.L is 4141
Overall Rank
The Sharpe Ratio Rank of IEEU.L is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of IEEU.L is 4040
Sortino Ratio Rank
The Omega Ratio Rank of IEEU.L is 3838
Omega Ratio Rank
The Calmar Ratio Rank of IEEU.L is 4949
Calmar Ratio Rank
The Martin Ratio Rank of IEEU.L is 3535
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 9191
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8888
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.

IEEU.L vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Multifactor UCITS ETF EUR (Acc) USD (IEEU.L) 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 IEEU.L, currently valued at 0.98, compared to the broader market0.002.004.000.981.54
The chart of Sortino ratio for IEEU.L, currently valued at 1.42, compared to the broader market0.005.0010.001.422.21
The chart of Omega ratio for IEEU.L, currently valued at 1.17, compared to the broader market1.002.003.001.171.29
The chart of Calmar ratio for IEEU.L, currently valued at 1.17, compared to the broader market0.005.0010.0015.0020.001.172.66
The chart of Martin ratio for IEEU.L, currently valued at 2.96, compared to the broader market0.0020.0040.0060.0080.00100.002.966.33
IEEU.L
BRK-B

The current IEEU.L Sharpe Ratio is 1.10, which is lower than the BRK-B Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of IEEU.L 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.98
1.54
IEEU.L
BRK-B

Dividends

IEEU.L vs. BRK-B - Dividend Comparison

Neither IEEU.L nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IEEU.L vs. BRK-B - Drawdown Comparison

The maximum IEEU.L drawdown since its inception was -38.74%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IEEU.L and BRK-B. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.14%
-3.00%
IEEU.L
BRK-B

Volatility

IEEU.L vs. BRK-B - Volatility Comparison

iShares Edge MSCI Europe Multifactor UCITS ETF EUR (Acc) USD (IEEU.L) and Berkshire Hathaway Inc. (BRK-B) have volatilities of 3.91% and 3.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
3.91%
3.95%
IEEU.L
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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