IJPH.L vs. BRK-B

Last updated Apr 2, 2026

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.

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.

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	10.05%	29.38%	23.82%	34.19%	-4.30%	11.94%	9.27%	15.95%	-15.90%	19.46%
BRK-B Berkshire Hathaway Inc.	-3.23%	2.99%	29.31%	9.69%	15.59%	30.17%	-0.64%	6.71%	9.11%	11.10%

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 10.05% return, which is significantly higher than BRK-B's -3.23% return. Both investments have delivered pretty close results over the past 10 years, with IJPH.L having a 13.97% annualized return and BRK-B not far behind at 13.58%.

IJPH.L

• 1D: 5.92%
• 1M: -2.07%
• YTD: 10.05%
• 6M: 23.59%
• 1Y: 46.19%
• 3Y*: 29.38%
• 5Y*: 18.37%
• 10Y*: 13.97%

BRK-B

• 1D: -0.38%
• 1M: 0.78%
• YTD: -3.23%
• 6M: -2.33%
• 1Y: -12.48%
• 3Y*: 12.98%
• 5Y*: 14.10%
• 10Y*: 13.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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: 92
IJPH.L Sharpe Ratio Rank: 89
IJPH.L Sortino Ratio Rank: 90
IJPH.L Omega Ratio Rank: 89
IJPH.L Calmar Ratio Rank: 96
IJPH.L Martin Ratio Rank: 95

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 16
BRK-B Sortino Ratio Rank: 16
BRK-B Omega Ratio Rank: 16
BRK-B Calmar Ratio Rank: 17
BRK-B Martin Ratio Rank: 19

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.

	IJPH.L	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	1.98	-0.66	+2.64
Sortino ratio Return per unit of downside risk	2.68	-0.80	+3.48
Omega ratio Gain probability vs. loss probability	1.39	0.90	+0.49
Calmar ratio Return relative to maximum drawdown	4.76	-0.73	+5.49
Martin ratio Return relative to average drawdown	17.05	-1.11	+18.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IJPH.L Sharpe Ratio is 1.98, which is higher than the BRK-B Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of IJPH.L and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IJPH.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.98	-0.66	+2.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.97	0.84	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	0.69	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.58	+0.12

Correlation

The correlation between IJPH.L and BRK-B is 0.29, 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

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

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.

Drawdown Indicators

	IJPH.L	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-34.55%	-53.86%	+19.31%
Max Drawdown (1Y) Largest decline over 1 year	-13.04%	-14.95%	+1.91%
Max Drawdown (5Y) Largest decline over 5 years	-21.95%	-26.58%	+4.63%
Max Drawdown (10Y) Largest decline over 10 years	-34.55%	-29.57%	-4.98%
Current Drawdown Current decline from peak	-4.29%	-11.36%	+7.07%
Average Drawdown Average peak-to-trough decline	-7.49%	-11.07%	+3.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.69%	8.72%	-6.03%

Volatility

IJPH.L vs. BRK-B - Volatility Comparison

iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) has a higher volatility of 9.78% compared to Berkshire Hathaway Inc. (BRK-B) at 4.68%. 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.

Volatility by Period

	IJPH.L	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.78%	4.68%	+5.10%
Volatility (6M) Calculated over the trailing 6-month period	15.93%	12.29%	+3.64%
Volatility (1Y) Calculated over the trailing 1-year period	23.22%	18.95%	+4.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.94%	16.95%	+1.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.43%	19.84%	-0.41%