IEFM.L vs. BRYN.DE
IEFM.L (iShares Edge MSCI Europe Momentum Factor UCITS ETF) is Momentum fund tracking the MSCI Europe Momentum Index, while BRYN.DE (Berkshire Hathaway Inc) is a stock. Over the past 10 years, IEFM.L returned 13.00%/yr vs 13.84%/yr for BRYN.DE. At a 0.39 correlation, their price movements are largely independent.
Performance
IEFM.L vs. BRYN.DE - Performance Comparison
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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%
IEFM.L vs. BRYN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IEFM.L
BRYN.DE
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.L | BRYN.DE | Difference | |
|---|---|---|---|
| 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 |
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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.L | BRYN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.77% | -82.37% | +81.60% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -82.24% | +77.20% |
Ulcer IndexDepth 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.L | BRYN.DE | Difference | |
|---|---|---|---|
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.
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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