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IEFM.L vs. BRYN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEFM.L vs. BRYN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI Europe Momentum Factor UCITS ETF (IEFM.L) and Berkshire Hathaway Inc (BRYN.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IEFM.L is traded in GBp, while BRYN.DE is traded in EUR. To make them comparable, the BRYN.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IEFM.L achieves a 7.84% return, which is significantly higher than BRYN.DE's -1.93% return. Over the past 10 years, IEFM.L has underperformed BRYN.DE with an annualized return of 13.00%, while BRYN.DE has yielded a comparatively higher 13.84% annualized return.


IEFM.L

1D
1.60%
1M
2.32%
YTD
7.84%
6M
10.12%
1Y
22.14%
3Y*
20.53%
5Y*
11.67%
10Y*
13.00%

BRYN.DE

1D
0.84%
1M
1.90%
YTD
-1.93%
6M
-2.20%
1Y
1.66%
3Y*
11.01%
5Y*
12.35%
10Y*
13.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEFM.L vs. BRYN.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEFM.L
iShares Edge MSCI Europe Momentum Factor UCITS ETF
7.84%33.05%15.03%10.37%-9.80%14.07%17.04%23.39%-9.34%15.91%
BRYN.DE
Berkshire Hathaway Inc
-1.93%2.76%28.87%9.90%14.51%31.94%-2.42%9.42%6.58%13.07%

Correlation

The correlation between IEFM.L and BRYN.DE is 0.02, 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

0.02

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

0.16

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

0.28

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

0.37

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2015

0.39

Over the past year, the correlation between IEFM.L and BRYN.DE has dropped to 0.02 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

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Return for Risk

IEFM.L vs. BRYN.DE — Risk / Return Rank

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

IEFM.L
IEFM.L Risk / Return Rank: 4444
Overall Rank
IEFM.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IEFM.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
IEFM.L Omega Ratio Rank: 4444
Omega Ratio Rank
IEFM.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
IEFM.L Martin Ratio Rank: 4646
Martin Ratio Rank

BRYN.DE
BRYN.DE Risk / Return Rank: 4040
Overall Rank
BRYN.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BRYN.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
BRYN.DE Omega Ratio Rank: 3434
Omega Ratio Rank
BRYN.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
BRYN.DE Martin Ratio Rank: 4343
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.

IEFM.L vs. BRYN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Momentum Factor UCITS ETF (IEFM.L) and Berkshire Hathaway Inc (BRYN.DE). 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.


IEFM.LBRYN.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.75

Omega ratioGain probability vs. loss probability

1.25

1.03

+0.22

Calmar ratioReturn relative to maximum drawdown

1.83

0.14

+1.69

Martin ratioReturn relative to average drawdown

6.72

0.30

+6.42

IEFM.L vs. BRYN.DE - Sharpe Ratio Comparison

The current IEFM.L Sharpe Ratio is 1.36, which is higher than the BRYN.DE Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of IEFM.L and BRYN.DE, 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

IEFM.L vs. BRYN.DE - Drawdown Comparison

The maximum IEFM.L drawdown since its inception was -23.88%, smaller than the maximum BRYN.DE drawdown of -97.99%. Use the drawdown chart below to compare losses from any high point for IEFM.L and BRYN.DE.


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Drawdown Indicators


IEFM.LBRYN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.88%

-97.99%

+74.11%

Max Drawdown (1Y)

Largest decline over 1 year

-12.05%

-11.78%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-12.95%

-16.96%

+4.01%

Max Drawdown (5Y)

Largest decline over 5 years

-21.33%

-20.57%

-0.76%

Max Drawdown (10Y)

Largest decline over 10 years

-23.88%

-22.02%

-1.86%

Current Drawdown

Current decline from peak

-0.77%

-82.37%

+81.60%

Average Drawdown

Average peak-to-trough decline

-5.04%

-82.24%

+77.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

5.56%

-2.27%

Volatility

IEFM.L vs. BRYN.DE - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Momentum Factor UCITS ETF (IEFM.L) is 4.17%, while Berkshire Hathaway Inc (BRYN.DE) has a volatility of 5.07%. This indicates that IEFM.L experiences smaller price fluctuations and is considered to be less risky than BRYN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFM.LBRYN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

5.07%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

14.10%

11.56%

+2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

16.23%

15.47%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.67%

17.14%

-1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.95%

18.75%

-2.80%

Dividends

IEFM.L vs. BRYN.DE - Dividend Comparison

Neither IEFM.L nor BRYN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IEFM.L and BRYN.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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