IEFV.L vs. BRK-B
IEFV.L (iShares Edge MSCI Europe Value Factor UCITS ETF) is Europe Equities fund tracking the MSCI Europe Value NR EUR, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, IEFV.L returned 11.79%/yr vs 13.69%/yr for BRK-B. At a 0.36 correlation, their price movements are largely independent.
Performance
IEFV.L vs. BRK-B - Performance Comparison
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Different Trading Currencies
IEFV.L is traded in GBp, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IEFV.L achieves a 12.95% return, which is significantly higher than BRK-B's -5.08% return. Over the past 10 years, IEFV.L has underperformed BRK-B with an annualized return of 11.79%, while BRK-B has yielded a comparatively higher 13.69% annualized return.
IEFV.L
- 1D
- 0.27%
- 1M
- 5.00%
- YTD
- 12.95%
- 6M
- 16.06%
- 1Y
- 36.47%
- 3Y*
- 21.78%
- 5Y*
- 14.64%
- 10Y*
- 11.79%
BRK-B
- 1D
- 0.00%
- 1M
- 3.02%
- YTD
- -5.08%
- 6M
- -6.22%
- 1Y
- -2.28%
- 3Y*
- 10.25%
- 5Y*
- 11.38%
- 10Y*
- 13.69%
IEFV.L vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF | 12.95% | 42.20% | 5.40% | 11.41% | 1.47% | 18.58% | -3.74% | 15.71% | -12.67% | 14.28% |
BRK-B Berkshire Hathaway Inc. | -4.39% | 2.99% | 29.31% | 9.69% | 15.59% | 30.17% | -0.64% | 6.71% | 9.11% | 11.10% |
Correlation
The correlation between IEFV.L and BRK-B is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 2015 | 0.36 |
Over the past year, the correlation between IEFV.L and BRK-B has dropped to 0.09 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.
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Return for Risk
IEFV.L vs. BRK-B — Risk / Return Rank
IEFV.L
BRK-B
IEFV.L vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.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.
| IEFV.L | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.89 | ||
| Sortino ratioReturn per unit of downside risk | +3.79 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 0.99 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 3.43 | -0.19 | +3.63 |
| Martin ratioReturn relative to average drawdown | 12.64 | -0.42 | +13.05 |
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
| IEFV.L | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | -0.15 | +2.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.68 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.69 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.59 | +0.01 |
Drawdowns
IEFV.L vs. BRK-B - Drawdown Comparison
The maximum IEFV.L drawdown since its inception was -34.64%, smaller than the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for IEFV.L and BRK-B.
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Drawdown Indicators
| IEFV.L | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.64% | -37.92% | +3.28% |
Max Drawdown (1Y)Largest decline over 1 year | -10.57% | -11.88% | +1.31% |
Max Drawdown (3Y)Largest decline over 3 years | -15.02% | -17.26% | +2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -16.16% | -20.84% | +4.68% |
Max Drawdown (10Y)Largest decline over 10 years | -34.64% | -21.44% | -13.20% |
Current DrawdownCurrent decline from peak | -0.70% | -14.52% | +13.82% |
Average DrawdownAverage peak-to-trough decline | -5.95% | -7.39% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 5.50% | -2.62% |
Volatility
IEFV.L vs. BRK-B - Volatility Comparison
iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) has a higher volatility of 4.25% compared to Berkshire Hathaway Inc. (BRK-B) at 3.82%. This indicates that IEFV.L's price experiences larger fluctuations and is considered to be riskier 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
| IEFV.L | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 3.82% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 10.74% | 11.92% | -1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.27% | 15.39% | -2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.04% | 16.89% | -1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 19.85% | -3.15% |
Dividends
IEFV.L vs. BRK-B - Dividend Comparison
Neither IEFV.L nor BRK-B has paid dividends to shareholders.
Frequently Asked Questions
IEFV.L and BRK-B have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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