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IPRV.L vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IPRV.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IPRV.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, IPRV.L achieves a -12.08% return, which is significantly lower than BRK-B's -5.08% return. Over the past 10 years, IPRV.L has underperformed BRK-B with an annualized return of 12.65%, while BRK-B has yielded a comparatively higher 13.69% annualized return.


IPRV.L

1D
2.62%
1M
-2.90%
YTD
-12.08%
6M
-10.54%
1Y
-7.71%
3Y*
10.33%
5Y*
6.33%
10Y*
12.65%

BRK-B

1D
0.00%
1M
3.02%
YTD
-5.08%
6M
-6.22%
1Y
-2.28%
3Y*
10.25%
5Y*
11.38%
10Y*
13.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPRV.L vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPRV.L
iShares Listed Private Equity UCITS ETF USD (Dist)
-12.08%-4.65%26.96%32.91%-19.32%45.11%2.39%40.72%-7.63%15.66%
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 IPRV.L and BRK-B is 0.04, 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

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2007

0.33

Over the past year, the correlation between IPRV.L and BRK-B has dropped to 0.04 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

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Return for Risk

IPRV.L vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IPRV.L
IPRV.L Risk / Return Rank: 66
Overall Rank
IPRV.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IPRV.L Sortino Ratio Rank: 55
Sortino Ratio Rank
IPRV.L Omega Ratio Rank: 55
Omega Ratio Rank
IPRV.L Calmar Ratio Rank: 66
Calmar Ratio Rank
IPRV.L Martin Ratio Rank: 66
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3131
Overall Rank
BRK-B Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 2828
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 2727
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3333
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3232
Martin Ratio Rank
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.

IPRV.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.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.


IPRV.LBRK-BDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

0.95

0.99

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.33

-0.19

-0.13

Martin ratioReturn relative to average drawdown

-0.69

-0.42

-0.28

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

The current IPRV.L Sharpe Ratio is -0.41, which is lower than the BRK-B Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of IPRV.L and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IPRV.LBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.41

-0.15

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.68

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.69

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.59

-0.43

Drawdowns

IPRV.L vs. BRK-B - Drawdown Comparison

The maximum IPRV.L drawdown since its inception was -74.08%, which is greater than BRK-B's maximum drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for IPRV.L and BRK-B.


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Drawdown Indicators


IPRV.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-74.08%

-37.92%

-36.16%

Max Drawdown (1Y)

Largest decline over 1 year

-23.47%

-11.88%

-11.59%

Max Drawdown (3Y)

Largest decline over 3 years

-27.90%

-17.26%

-10.64%

Max Drawdown (5Y)

Largest decline over 5 years

-27.90%

-20.84%

-7.06%

Max Drawdown (10Y)

Largest decline over 10 years

-44.53%

-21.44%

-23.09%

Current Drawdown

Current decline from peak

-22.45%

-14.52%

-7.93%

Average Drawdown

Average peak-to-trough decline

-11.64%

-7.39%

-4.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.08%

5.50%

+5.58%

Volatility

IPRV.L vs. BRK-B - Volatility Comparison

iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L) has a higher volatility of 5.75% compared to Berkshire Hathaway Inc. (BRK-B) at 3.82%. This indicates that IPRV.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.


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Volatility by Period


IPRV.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

3.82%

+1.93%

Volatility (6M)

Calculated over the trailing 6-month period

15.11%

11.92%

+3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

18.90%

15.39%

+3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.52%

16.89%

+2.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.36%

19.85%

+0.51%

Dividends

IPRV.L vs. BRK-B - Dividend Comparison

IPRV.L's dividend yield for the trailing twelve months is around 5.23%, while BRK-B has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
IPRV.L
iShares Listed Private Equity UCITS ETF USD (Dist)
5.23%3.98%3.81%4.27%5.26%3.42%4.85%4.28%6.46%6.70%5.33%8.21%

Frequently Asked Questions


IPRV.L and BRK-B have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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