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

Performance

IQLT vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Quality Factor ETF (IQLT) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQLT achieves a 9.81% return, which is significantly higher than BRK-B's -2.67% return. Over the past 10 years, IQLT has underperformed BRK-B with an annualized return of 10.17%, while BRK-B has yielded a comparatively higher 13.22% annualized return.


IQLT

1D
0.04%
1M
1.57%
YTD
9.81%
6M
11.22%
1Y
18.29%
3Y*
14.25%
5Y*
7.32%
10Y*
10.17%

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

IQLT vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQLT
iShares MSCI Intl Quality Factor ETF
9.81%25.42%1.54%18.73%-15.22%12.94%12.48%28.18%-10.76%24.04%
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 IQLT and BRK-B is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

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

0.32

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

0.46

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

0.49

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2015

0.47

Over the past year, the correlation between IQLT and BRK-B has dropped to 0.15 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

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Return for Risk

IQLT vs. BRK-B — Risk / Return Rank

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

IQLT
IQLT Risk / Return Rank: 3737
Overall Rank
IQLT Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IQLT Sortino Ratio Rank: 3636
Sortino Ratio Rank
IQLT Omega Ratio Rank: 3333
Omega Ratio Rank
IQLT Calmar Ratio Rank: 3737
Calmar Ratio Rank
IQLT Martin Ratio Rank: 4343
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
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.

IQLT vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Quality Factor ETF (IQLT) 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.


IQLTBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+1.60

Omega ratioGain probability vs. loss probability

1.20

1.01

+0.19

Calmar ratioReturn relative to maximum drawdown

1.63

-0.02

+1.65

Martin ratioReturn relative to average drawdown

6.18

-0.05

+6.23

IQLT vs. BRK-B - Sharpe Ratio Comparison

The current IQLT Sharpe Ratio is 1.13, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of IQLT 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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Drawdowns

IQLT vs. BRK-B - Drawdown Comparison

The maximum IQLT drawdown since its inception was -32.21%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IQLT and BRK-B.


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Drawdown Indicators


IQLTBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-32.21%

-53.86%

+21.65%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-9.42%

-0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-13.18%

-14.95%

+1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-30.24%

-26.58%

-3.66%

Max Drawdown (10Y)

Largest decline over 10 years

-32.21%

-29.57%

-2.64%

Current Drawdown

Current decline from peak

-0.04%

-9.36%

+9.32%

Average Drawdown

Average peak-to-trough decline

-6.21%

-11.07%

+4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

4.53%

-1.79%

Volatility

IQLT vs. BRK-B - Volatility Comparison

iShares MSCI Intl Quality Factor ETF (IQLT) has a higher volatility of 5.41% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that IQLT'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


IQLTBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

3.95%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

12.72%

10.78%

+1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

15.00%

14.38%

+0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

17.12%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.00%

19.44%

-2.44%

Dividends

IQLT vs. BRK-B - Dividend Comparison

IQLT's dividend yield for the trailing twelve months is around 2.12%, 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%
IQLT
iShares MSCI Intl Quality Factor ETF
2.12%2.33%2.87%2.27%3.14%2.24%1.61%2.28%2.72%2.36%2.91%2.78%

Frequently Asked Questions


IQLT and BRK-B have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IQLT has higher volatility (5.41%) compared to BRK-B (3.95%). In terms of maximum drawdown, IQLT dropped -32.21% vs BRK-B's -53.86%.

IQLT currently has the higher Sharpe Ratio (1.13 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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