IJPH.L vs. BRK-B
Compare and contrast key facts about iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) and Berkshire Hathaway Inc. (BRK-B).
IJPH.L is a passively managed fund by iShares that tracks the performance of the MSCI Japan 100% Hedged to GBP Index. It was launched on Jul 31, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IJPH.L or BRK-B.
Performance
IJPH.L vs. BRK-B - Performance Comparison
Returns By Period
In the year-to-date period, IJPH.L achieves a 20.49% return, which is significantly lower than BRK-B's 31.46% return. Over the past 10 years, IJPH.L has underperformed BRK-B with an annualized return of 8.60%, while BRK-B has yielded a comparatively higher 12.35% annualized return.
IJPH.L
20.49%
0.59%
0.40%
21.20%
13.74%
8.60%
BRK-B
31.46%
0.87%
13.15%
29.76%
16.76%
12.35%
Key characteristics
| IJPH.L | BRK-B | |
|---|---|---|
| Sharpe Ratio | 0.95 | 2.14 |
| Sortino Ratio | 1.34 | 3.01 |
| Omega Ratio | 1.20 | 1.38 |
| Calmar Ratio | 0.91 | 4.04 |
| Martin Ratio | 3.18 | 10.54 |
| Ulcer Index | 6.25% | 2.91% |
| Daily Std Dev | 20.82% | 14.33% |
| Max Drawdown | -34.54% | -53.86% |
| Current Drawdown | -7.26% | -2.03% |
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Correlation
The correlation between IJPH.L and BRK-B is 0.39, 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.
Risk-Adjusted Performance
IJPH.L vs. BRK-B - Risk-Adjusted Performance 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.
Dividends
IJPH.L vs. BRK-B - Dividend Comparison
Neither IJPH.L nor BRK-B has paid dividends to shareholders.
Drawdowns
IJPH.L vs. BRK-B - Drawdown Comparison
The maximum IJPH.L drawdown since its inception was -34.54%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IJPH.L and BRK-B. For additional features, visit the drawdowns tool.
Volatility
IJPH.L vs. BRK-B - Volatility Comparison
The current volatility for iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) is 5.94%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.67%. This indicates that IJPH.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.