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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEFV.L or BRK-B.
Key characteristics
| IEFV.L | BRK-B | |
|---|---|---|
| YTD Return | 6.59% | 28.02% |
| 1Y Return | 10.24% | 23.25% |
| 3Y Return (Ann) | 8.53% | 18.21% |
| 5Y Return (Ann) | 7.23% | 17.07% |
| Sharpe Ratio | 0.77 | 1.74 |
| Daily Std Dev | 11.24% | 13.40% |
| Max Drawdown | -34.64% | -53.86% |
| Current Drawdown | -3.70% | -4.59% |
Correlation
The correlation between IEFV.L and BRK-B is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IEFV.L vs. BRK-B - Performance Comparison
In the year-to-date period, IEFV.L achieves a 6.59% return, which is significantly lower than BRK-B's 28.02% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IEFV.L vs. BRK-B - Risk-Adjusted Performance 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.
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 -53.86%. Use the drawdown chart below to compare losses from any high point for IEFV.L and BRK-B. For additional features, visit the drawdowns tool.
Volatility
IEFV.L vs. BRK-B - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) is 4.22%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.74%. This indicates that IEFV.L 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.