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

Performance

IEF vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 7-10 Year Treasury Bond ETF (IEF) 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, IEF achieves a -1.16% return, which is significantly higher than BRK-B's -3.11% return. Over the past 10 years, IEF has underperformed BRK-B with an annualized return of 0.53%, while BRK-B has yielded a comparatively higher 13.14% annualized return.


IEF

1D
-0.11%
1M
-1.19%
YTD
-1.16%
6M
-0.96%
1Y
3.91%
3Y*
2.43%
5Y*
-1.34%
10Y*
0.53%

BRK-B

1D
-0.23%
1M
2.32%
YTD
-3.11%
6M
-2.06%
1Y
-1.32%
3Y*
13.25%
5Y*
11.03%
10Y*
13.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEF vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEF
iShares 7-10 Year Treasury Bond ETF
-1.16%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%
BRK-B
Berkshire Hathaway Inc.
-3.11%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between IEF and BRK-B is 0.07, 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

0.07

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

0.07

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

-0.00

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

-0.17

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2002

-0.21

The correlation between IEF and BRK-B shifts across timeframes, from -0.21 (all time) to 0.07 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IEF vs. BRK-B — Risk / Return Rank

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

IEF
IEF Risk / Return Rank: 2424
Overall Rank
IEF Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2525
Sortino Ratio Rank
IEF Omega Ratio Rank: 2323
Omega Ratio Rank
IEF Calmar Ratio Rank: 2323
Calmar Ratio Rank
IEF Martin Ratio Rank: 2323
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3535
Overall Rank
BRK-B Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3030
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3030
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3838
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3737
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) 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.


IEFBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.14

1.00

+0.15

Calmar ratioReturn relative to maximum drawdown

0.96

-0.14

+1.10

Martin ratioReturn relative to average drawdown

2.79

-0.30

+3.08

IEF vs. BRK-B - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.84, which is higher than the BRK-B Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of IEF 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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Sharpe Ratios by Period


IEFBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

-0.09

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.65

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.68

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.48

+0.01

Drawdowns

IEF vs. BRK-B - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IEF and BRK-B.


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Drawdown Indicators


IEFBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-53.86%

+29.93%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-9.42%

+5.35%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-14.95%

+7.21%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-26.58%

+5.18%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-29.57%

+5.64%

Current Drawdown

Current decline from peak

-11.80%

-9.78%

-2.02%

Average Drawdown

Average peak-to-trough decline

-5.35%

-11.07%

+5.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

4.49%

-3.09%

Volatility

IEF vs. BRK-B - Volatility Comparison

The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.51%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.98%. This indicates that IEF 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.


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Volatility by Period


IEFBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

3.98%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

3.36%

10.87%

-7.51%

Volatility (1Y)

Calculated over the trailing 1-year period

4.69%

14.38%

-9.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

17.13%

-9.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

19.44%

-12.81%

Dividends

IEF vs. BRK-B - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.92%, 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%
IEF
iShares 7-10 Year Treasury Bond ETF
3.92%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%

Frequently Asked Questions


IEF and BRK-B have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRK-B has higher volatility (3.98%) compared to IEF (1.51%). In terms of maximum drawdown, IEF dropped -23.93% vs BRK-B's -53.86%.

IEF currently has the higher Sharpe Ratio (0.84 vs -0.09), 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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