IEF vs. BRK-B
IEF (iShares 7-10 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, IEF returned 0.53%/yr vs 13.14%/yr for BRK-B. At a correlation of -0.21, they often move in opposite directions.
Performance
IEF vs. BRK-B - Performance Comparison
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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%
IEF vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IEF
BRK-B
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.
| IEF | BRK-B | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IEF | BRK-B | Difference | |
|---|---|---|---|
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
| IEF | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.80% | -9.78% | -2.02% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -11.07% | +5.72% |
Ulcer IndexDepth 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
| IEF | BRK-B | Difference | |
|---|---|---|---|
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.
| 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% |
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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