PortfoliosLab logoPortfoliosLab logo
IS0E.DE vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0E.DE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Gold Producers UCITS ETF (IS0E.DE) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IS0E.DE is traded in EUR, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS0E.DE achieves a -0.06% return, which is significantly higher than BRK-B's -3.69% return. Over the past 10 years, IS0E.DE has outperformed BRK-B with an annualized return of 13.92%, while BRK-B has yielded a comparatively lower 12.72% annualized return.


IS0E.DE

1D
0.88%
1M
-5.38%
YTD
-0.06%
6M
7.39%
1Y
60.26%
3Y*
38.14%
5Y*
19.77%
10Y*
13.92%

BRK-B

1D
0.00%
1M
3.05%
YTD
-3.69%
6M
-4.88%
1Y
-3.50%
3Y*
9.75%
5Y*
11.37%
10Y*
12.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0E.DE vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0E.DE
iShares Gold Producers UCITS ETF
-0.06%129.59%18.76%6.29%-3.80%-3.04%13.47%44.05%-4.38%-6.00%
BRK-B
Berkshire Hathaway Inc.
-0.98%-2.27%35.48%12.00%9.71%38.60%-6.07%13.44%7.84%6.68%

Correlation

The correlation between IS0E.DE and BRK-B is -0.05, 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

-0.05

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

-0.05

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

-0.02

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

-0.06

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2012

-0.05

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IS0E.DE vs. BRK-B — Risk / Return Rank

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

IS0E.DE
IS0E.DE Risk / Return Rank: 3737
Overall Rank
IS0E.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IS0E.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
IS0E.DE Omega Ratio Rank: 3737
Omega Ratio Rank
IS0E.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
IS0E.DE Martin Ratio Rank: 3636
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3838
Overall Rank
BRK-B Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3333
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3232
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4141
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4141
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.

IS0E.DE vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (IS0E.DE) 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.


IS0E.DEBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+1.48

Sortino ratioReturn per unit of downside risk

+1.93

Omega ratioGain probability vs. loss probability

1.24

0.97

+0.27

Calmar ratioReturn relative to maximum drawdown

2.17

-0.32

+2.49

Martin ratioReturn relative to average drawdown

5.45

-0.66

+6.11

IS0E.DE vs. BRK-B - Sharpe Ratio Comparison

The current IS0E.DE Sharpe Ratio is 1.24, which is higher than the BRK-B Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of IS0E.DE 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.


Loading charts...

Sharpe Ratios by Period


IS0E.DEBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

-0.24

+1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.66

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.63

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.49

-0.32

Drawdowns

IS0E.DE vs. BRK-B - Drawdown Comparison

The maximum IS0E.DE drawdown since its inception was -71.63%, which is greater than BRK-B's maximum drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for IS0E.DE and BRK-B.


Loading charts...

Drawdown Indicators


IS0E.DEBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-71.63%

-45.91%

-25.72%

Max Drawdown (1Y)

Largest decline over 1 year

-27.26%

-11.04%

-16.22%

Max Drawdown (3Y)

Largest decline over 3 years

-27.26%

-20.62%

-6.64%

Max Drawdown (5Y)

Largest decline over 5 years

-38.03%

-22.31%

-15.72%

Max Drawdown (10Y)

Largest decline over 10 years

-45.62%

-28.74%

-16.88%

Current Drawdown

Current decline from peak

-22.93%

-17.01%

-5.92%

Average Drawdown

Average peak-to-trough decline

-33.74%

-9.73%

-24.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.85%

5.31%

+5.54%

Volatility

IS0E.DE vs. BRK-B - Volatility Comparison

iShares Gold Producers UCITS ETF (IS0E.DE) has a higher volatility of 12.84% compared to Berkshire Hathaway Inc. (BRK-B) at 3.71%. This indicates that IS0E.DE'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.


Loading charts...

Volatility by Period


IS0E.DEBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.84%

3.71%

+9.13%

Volatility (6M)

Calculated over the trailing 6-month period

33.62%

11.20%

+22.42%

Volatility (1Y)

Calculated over the trailing 1-year period

47.58%

14.94%

+32.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.83%

17.37%

+16.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.53%

20.09%

+12.44%

Dividends

IS0E.DE vs. BRK-B - Dividend Comparison

Neither IS0E.DE nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS0E.DE and BRK-B have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for IS0E.DE and BRK-B

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer