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.
Key characteristics
IJPH.L | BRK-B | |
---|---|---|
YTD Return | 12.03% | 25.50% |
1Y Return | 12.44% | 21.14% |
3Y Return (Ann) | 11.45% | 17.37% |
5Y Return (Ann) | 13.15% | 15.97% |
10Y Return (Ann) | 8.71% | 12.46% |
Sharpe Ratio | 0.60 | 1.62 |
Daily Std Dev | 20.86% | 13.37% |
Max Drawdown | -34.54% | -53.86% |
Current Drawdown | -13.77% | -6.47% |
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.
Performance
IJPH.L vs. BRK-B - Performance Comparison
In the year-to-date period, IJPH.L achieves a 12.03% return, which is significantly lower than BRK-B's 25.50% return. Over the past 10 years, IJPH.L has underperformed BRK-B with an annualized return of 8.71%, while BRK-B has yielded a comparatively higher 12.46% annualized 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
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
iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) has a higher volatility of 7.41% compared to Berkshire Hathaway Inc. (BRK-B) at 4.70%. 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.