IEFV.L vs. BRK-B
Compare and contrast key facts about iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) and Berkshire Hathaway Inc. (BRK-B).
IEFV.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe Value NR EUR. It was launched on Jan 16, 2015.
Performance
IEFV.L vs. BRK-B - Performance Comparison
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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 | 4.44% | 42.20% | 5.40% | 11.41% | 1.47% | 18.58% | -3.74% | 15.71% | -12.67% | 14.28% |
BRK-B Berkshire Hathaway Inc. | -3.26% | 2.99% | 29.31% | 9.69% | 15.59% | 30.17% | -0.64% | 6.71% | 9.11% | 11.10% |
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 4.44% return, which is significantly higher than BRK-B's -3.23% return. Over the past 10 years, IEFV.L has underperformed BRK-B with an annualized return of 11.24%, while BRK-B has yielded a comparatively higher 13.65% annualized return.
IEFV.L
- 1D
- 0.09%
- 1M
- 0.22%
- YTD
- 4.44%
- 6M
- 14.44%
- 1Y
- 33.73%
- 3Y*
- 18.03%
- 5Y*
- 14.20%
- 10Y*
- 11.24%
BRK-B
- 1D
- 0.00%
- 1M
- 0.17%
- YTD
- -3.23%
- 6M
- -2.17%
- 1Y
- -12.73%
- 3Y*
- 13.04%
- 5Y*
- 14.10%
- 10Y*
- 13.65%
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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 | 2.26 | -0.67 | +2.93 |
Sortino ratioReturn per unit of downside risk | 2.79 | -0.82 | +3.61 |
Omega ratioGain probability vs. loss probability | 1.43 | 0.89 | +0.54 |
Calmar ratioReturn relative to maximum drawdown | 3.50 | -0.73 | +4.23 |
Martin ratioReturn relative to average drawdown | 13.35 | -1.12 | +14.46 |
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 | 2.26 | -0.67 | +2.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.84 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.69 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.58 | -0.03 |
Correlation
The correlation between IEFV.L and BRK-B is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IEFV.L vs. BRK-B - Dividend Comparison
Neither IEFV.L nor BRK-B has paid dividends to shareholders.
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% | -53.86% | +19.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.57% | -14.95% | +4.38% |
Max Drawdown (5Y)Largest decline over 5 years | -16.16% | -26.58% | +10.42% |
Max Drawdown (10Y)Largest decline over 10 years | -34.64% | -29.57% | -5.07% |
Current DrawdownCurrent decline from peak | -5.42% | -11.57% | +6.15% |
Average DrawdownAverage peak-to-trough decline | -6.01% | -11.07% | +5.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 8.75% | -5.98% |
Volatility
IEFV.L vs. BRK-B - Volatility Comparison
iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) has a higher volatility of 5.96% compared to Berkshire Hathaway Inc. (BRK-B) at 4.52%. 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 | 5.96% | 4.52% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 10.02% | 12.24% | -2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.89% | 18.95% | -4.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 16.94% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.67% | 19.84% | -3.17% |