IOO vs. BRK-B
IOO (iShares Global 100 ETF) is Global Equities fund tracking the S&P Global 100 Index (Net), while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, IOO returned 16.53%/yr vs 13.14%/yr for BRK-B. At a 0.49 correlation, their price movements are largely independent.
Performance
IOO vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, IOO achieves a 9.70% return, which is significantly higher than BRK-B's -3.11% return. Over the past 10 years, IOO has outperformed BRK-B with an annualized return of 16.53%, while BRK-B has yielded a comparatively lower 13.14% annualized return.
IOO
- 1D
- 0.27%
- 1M
- -0.80%
- YTD
- 9.70%
- 6M
- 9.96%
- 1Y
- 33.76%
- 3Y*
- 24.64%
- 5Y*
- 16.11%
- 10Y*
- 16.53%
BRK-B
- 1D
- -0.23%
- 1M
- 2.32%
- YTD
- -3.11%
- 6M
- -2.06%
- 1Y
- -1.32%
- 3Y*
- 13.25%
- 5Y*
- 11.03%
- 10Y*
- 13.14%
IOO vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IOO iShares Global 100 ETF | 9.70% | 27.02% | 26.54% | 27.71% | -16.34% | 26.03% | 18.61% | 30.01% | -6.22% | 23.56% |
BRK-B Berkshire Hathaway Inc. | -3.11% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
Correlation
The correlation between IOO and BRK-B is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2000 | 0.49 |
Over the past year, the correlation between IOO and BRK-B has dropped to 0.01 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
IOO vs. BRK-B — Risk / Return Rank
IOO
BRK-B
IOO vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) 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.
| IOO | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.54 | ||
| Sortino ratioReturn per unit of downside risk | +3.31 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.00 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 3.41 | -0.14 | +3.55 |
| Martin ratioReturn relative to average drawdown | 15.65 | -0.30 | +15.94 |
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
| IOO | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.45 | -0.09 | +2.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.65 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.68 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.48 | -0.09 |
Drawdowns
IOO vs. BRK-B - Drawdown Comparison
The maximum IOO drawdown since its inception was -55.85%, roughly equal to the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IOO and BRK-B.
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Drawdown Indicators
| IOO | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.85% | -53.86% | -1.99% |
Max Drawdown (1Y)Largest decline over 1 year | -9.94% | -9.42% | -0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -19.19% | -14.95% | -4.24% |
Max Drawdown (5Y)Largest decline over 5 years | -23.52% | -26.58% | +3.06% |
Max Drawdown (10Y)Largest decline over 10 years | -31.43% | -29.57% | -1.86% |
Current DrawdownCurrent decline from peak | -3.57% | -9.78% | +6.21% |
Average DrawdownAverage peak-to-trough decline | -11.27% | -11.07% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 4.49% | -2.33% |
Volatility
IOO vs. BRK-B - Volatility Comparison
iShares Global 100 ETF (IOO) has a higher volatility of 4.47% compared to Berkshire Hathaway Inc. (BRK-B) at 3.98%. This indicates that IOO'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
| IOO | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 3.98% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 10.87% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.88% | 14.38% | -0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.09% | 17.13% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.80% | 19.44% | -1.64% |
Dividends
IOO vs. BRK-B - Dividend Comparison
IOO's dividend yield for the trailing twelve months is around 0.84%, 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% |
IOO iShares Global 100 ETF | 0.84% | 0.92% | 1.08% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% |
Frequently Asked Questions
IOO and BRK-B have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IOO has higher volatility (4.47%) compared to BRK-B (3.98%). In terms of maximum drawdown, IOO dropped -55.85% vs BRK-B's -53.86%.
IOO currently has the higher Sharpe Ratio (2.45 vs -0.09), 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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