IMTM vs. BRK-B
IMTM (iShares MSCI Intl Momentum Factor ETF) is Momentum fund tracking the MSCI World ex USA Momentum, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, IMTM returned 10.44%/yr vs 13.22%/yr for BRK-B. At a 0.43 correlation, their price movements are largely independent.
Performance
IMTM vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, IMTM achieves a 11.53% return, which is significantly higher than BRK-B's -2.67% return. Over the past 10 years, IMTM has underperformed BRK-B with an annualized return of 10.44%, while BRK-B has yielded a comparatively higher 13.22% annualized return.
IMTM
- 1D
- 0.72%
- 1M
- 0.94%
- YTD
- 11.53%
- 6M
- 12.83%
- 1Y
- 25.06%
- 3Y*
- 21.00%
- 5Y*
- 9.19%
- 10Y*
- 10.44%
BRK-B
- 1D
- 0.71%
- 1M
- 1.07%
- YTD
- -2.67%
- 6M
- -2.06%
- 1Y
- 0.35%
- 3Y*
- 13.30%
- 5Y*
- 11.27%
- 10Y*
- 13.22%
IMTM vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMTM iShares MSCI Intl Momentum Factor ETF | 11.53% | 34.50% | 12.17% | 13.89% | -16.81% | 3.50% | 22.17% | 24.52% | -14.31% | 25.46% |
BRK-B Berkshire Hathaway Inc. | -2.67% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
Correlation
The correlation between IMTM and BRK-B is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2015 | 0.43 |
Over the past year, the correlation between IMTM and BRK-B has dropped to 0.13 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
IMTM vs. BRK-B — Risk / Return Rank
IMTM
BRK-B
IMTM vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Momentum Factor ETF (IMTM) 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.
| IMTM | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.01 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | -0.02 | +1.88 |
| Martin ratioReturn relative to average drawdown | 7.37 | -0.05 | +7.42 |
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Drawdowns
IMTM vs. BRK-B - Drawdown Comparison
The maximum IMTM drawdown since its inception was -32.66%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IMTM and BRK-B.
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Drawdown Indicators
| IMTM | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.66% | -53.86% | +21.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -9.42% | -3.43% |
Max Drawdown (3Y)Largest decline over 3 years | -12.85% | -14.95% | +2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -32.66% | -26.58% | -6.08% |
Max Drawdown (10Y)Largest decline over 10 years | -32.66% | -29.57% | -3.09% |
Current DrawdownCurrent decline from peak | -0.22% | -9.36% | +9.14% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -11.07% | +3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 4.53% | -1.29% |
Volatility
IMTM vs. BRK-B - Volatility Comparison
iShares MSCI Intl Momentum Factor ETF (IMTM) has a higher volatility of 7.20% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that IMTM'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.
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Volatility by Period
| IMTM | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.20% | 3.95% | +3.25% |
Volatility (6M)Calculated over the trailing 6-month period | 16.06% | 10.78% | +5.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.97% | 14.38% | +3.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 17.12% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.63% | 19.44% | -1.81% |
Dividends
IMTM vs. BRK-B - Dividend Comparison
IMTM's dividend yield for the trailing twelve months is around 4.22%, while BRK-B has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IMTM iShares MSCI Intl Momentum Factor ETF | 4.22% | 4.70% | 2.93% | 2.29% | 2.68% | 2.51% | 0.97% | 2.13% | 2.36% | 1.92% | 2.75% | 1.56% |
Frequently Asked Questions
IMTM and BRK-B have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMTM has higher volatility (7.20%) compared to BRK-B (3.95%). In terms of maximum drawdown, IMTM dropped -32.66% vs BRK-B's -53.86%.
IMTM currently has the higher Sharpe Ratio (1.33 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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