IJPH.L vs. BRK-B
IJPH.L (iShares MSCI Japan GBP Hedged UCITS ETF) is Japan Equities fund tracking the MSCI Japan 100% Hedged to GBP Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, IJPH.L returned 14.77%/yr vs 13.78%/yr for BRK-B. At a 0.28 correlation, their price movements are largely independent.
Performance
IJPH.L vs. BRK-B - Performance Comparison
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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 19.91% return, which is significantly higher than BRK-B's -4.39% return. Over the past 10 years, IJPH.L has outperformed BRK-B with an annualized return of 14.77%, while BRK-B has yielded a comparatively lower 13.78% annualized return.
IJPH.L
- 1D
- -0.37%
- 1M
- 6.95%
- YTD
- 19.91%
- 6M
- 21.68%
- 1Y
- 52.45%
- 3Y*
- 28.46%
- 5Y*
- 20.45%
- 10Y*
- 14.77%
BRK-B
- 1D
- 0.69%
- 1M
- 3.76%
- YTD
- -4.39%
- 6M
- -5.55%
- 1Y
- -1.57%
- 3Y*
- 10.51%
- 5Y*
- 11.54%
- 10Y*
- 13.78%
IJPH.L vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJPH.L iShares MSCI Japan GBP Hedged UCITS ETF | 19.91% | 29.38% | 23.82% | 34.19% | -4.30% | 11.94% | 9.27% | 15.95% | -15.90% | 19.46% |
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 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 | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Aug 2, 2012 | 0.28 |
Over the past year, the correlation between IJPH.L and BRK-B has dropped to 0.00 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
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Return for Risk
IJPH.L vs. BRK-B — Risk / Return Rank
IJPH.L
BRK-B
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.
| IJPH.L | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.72 | ||
| Sortino ratioReturn per unit of downside risk | +3.76 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.00 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 5.41 | -0.13 | +5.55 |
| Martin ratioReturn relative to average drawdown | 19.27 | -0.29 | +19.55 |
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
| IJPH.L | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.62 | -0.10 | +2.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.69 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.70 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.59 | +0.14 |
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.
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Drawdown Indicators
| IJPH.L | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.37% | -13.90% | +13.53% |
Average DrawdownAverage peak-to-trough decline | -7.42% | -7.39% | -0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 5.50% | -2.79% |
Volatility
IJPH.L vs. BRK-B - Volatility Comparison
The current volatility for iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) is 3.51%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.86%. 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.
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Volatility by Period
| IJPH.L | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 3.86% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 15.39% | 11.95% | +3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.98% | 15.41% | +4.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.01% | 16.90% | +2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.24% | 19.85% | -0.61% |
Dividends
IJPH.L vs. BRK-B - Dividend Comparison
Neither IJPH.L nor BRK-B has paid dividends to shareholders.
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.
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