PortfoliosLab logoPortfoliosLab logo
IJPH.L vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJPH.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IJPH.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, IJPH.L achieves a 22.24% return, which is significantly higher than BRK-B's -0.93% return. Over the past 10 years, IJPH.L has outperformed BRK-B with an annualized return of 16.48%, while BRK-B has yielded a comparatively lower 13.44% annualized return.


IJPH.L

1D
0.75%
1M
3.44%
YTD
22.24%
6M
22.61%
1Y
54.54%
3Y*
28.44%
5Y*
20.86%
10Y*
16.48%

BRK-B

1D
-1.63%
1M
2.78%
YTD
-0.93%
6M
-0.42%
1Y
3.85%
3Y*
12.04%
5Y*
13.00%
10Y*
13.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJPH.L vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IJPH.L
iShares MSCI Japan GBP Hedged UCITS ETF
22.24%29.37%23.82%34.19%-4.30%11.94%9.27%15.94%-15.89%19.45%
BRK-B
Berkshire Hathaway Inc.
-0.93%2.99%29.31%9.69%15.59%30.17%-0.64%6.71%9.11%11.10%

Correlation

The correlation between IJPH.L and BRK-B is -0.00, 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

-0.00

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

0.07

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

0.14

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2012

0.28

The correlation between IJPH.L and BRK-B shifts across timeframes, from -0.00 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IJPH.L vs. BRK-B — Risk / Return Rank

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

IJPH.L
IJPH.L Risk / Return Rank: 9090
Overall Rank
IJPH.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IJPH.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
IJPH.L Omega Ratio Rank: 8888
Omega Ratio Rank
IJPH.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
IJPH.L Martin Ratio Rank: 9292
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 4141
Overall Rank
BRK-B Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3636
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3636
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4444
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4444
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.

IJPH.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.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.

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.


IJPH.LBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+2.35

Sortino ratioReturn per unit of downside risk

+3.13

Omega ratioGain probability vs. loss probability

1.47

1.06

+0.42

Calmar ratioReturn relative to maximum drawdown

5.63

0.33

+5.30

Martin ratioReturn relative to average drawdown

19.56

0.70

+18.86

IJPH.L vs. BRK-B - Sharpe Ratio Comparison

The current IJPH.L Sharpe Ratio is 2.60, which is higher than the BRK-B Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of IJPH.L and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IJPH.L vs. BRK-B - Drawdown Comparison

The maximum IJPH.L drawdown since its inception was -34.55%, smaller than the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for IJPH.L and BRK-B.


Loading charts...

Drawdown Indicators


IJPH.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-34.55%

-37.92%

+3.37%

Max Drawdown (1Y)

Largest decline over 1 year

-9.64%

-11.88%

+2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-21.95%

-17.26%

-4.69%

Max Drawdown (5Y)

Largest decline over 5 years

-21.95%

-20.84%

-1.11%

Max Drawdown (10Y)

Largest decline over 10 years

-34.55%

-21.44%

-13.11%

Current Drawdown

Current decline from peak

-3.19%

-10.78%

+7.59%

Average Drawdown

Average peak-to-trough decline

-7.45%

-7.41%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

5.54%

-2.76%

Volatility

IJPH.L vs. BRK-B - Volatility Comparison

iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) has a higher volatility of 6.69% compared to Berkshire Hathaway Inc. (BRK-B) at 4.40%. This indicates that IJPH.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.


Loading charts...

Volatility by Period


IJPH.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.69%

4.40%

+2.29%

Volatility (6M)

Calculated over the trailing 6-month period

16.50%

11.86%

+4.64%

Volatility (1Y)

Calculated over the trailing 1-year period

20.87%

15.68%

+5.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.20%

16.92%

+2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.05%

19.79%

-0.74%

Dividends

IJPH.L vs. BRK-B - Dividend Comparison

Neither IJPH.L nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IJPH.L and BRK-B have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for IJPH.L and BRK-B

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer