IS0E.DE vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Gold Producers UCITS ETF (IS0E.DE) and Berkshire Hathaway Inc. (BRK-B).

IS0E.DE is a passively managed fund by iShares that tracks the performance of the S&P Commodity Producers Gold. It was launched on Sep 16, 2011.

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.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IS0E.DE iShares Gold Producers UCITS ETF	12.43%	129.59%	18.76%	6.29%	-3.80%	-3.04%	13.47%	44.05%	-4.38%	-6.00%
BRK-B Berkshire Hathaway Inc.	-3.34%	-2.27%	35.48%	12.00%	9.71%	38.60%	-6.07%	13.44%	7.84%	6.68%

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 12.43% return, which is significantly higher than BRK-B's -3.15% return. Over the past 10 years, IS0E.DE has outperformed BRK-B with an annualized return of 18.11%, while BRK-B has yielded a comparatively lower 12.63% annualized return.

IS0E.DE

• 1D: 7.42%
• 1M: -13.09%
• YTD: 12.43%
• 6M: 28.53%
• 1Y: 96.78%
• 3Y*: 43.42%
• 5Y*: 25.64%
• 10Y*: 18.11%

BRK-B

• 1D: 0.00%
• 1M: 0.89%
• YTD: -3.15%
• 6M: -2.40%
• 1Y: -16.07%
• 3Y*: 13.32%
• 5Y*: 13.58%
• 10Y*: 12.63%

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

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: 89
IS0E.DE Sharpe Ratio Rank: 90
IS0E.DE Sortino Ratio Rank: 84
IS0E.DE Omega Ratio Rank: 85
IS0E.DE Calmar Ratio Rank: 93
IS0E.DE Martin Ratio Rank: 91

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 16
BRK-B Sortino Ratio Rank: 16
BRK-B Omega Ratio Rank: 16
BRK-B Calmar Ratio Rank: 17
BRK-B Martin Ratio Rank: 19

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.DE	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	2.01	-0.82	+2.83
Sortino ratio Return per unit of downside risk	2.32	-1.02	+3.33
Omega ratio Gain probability vs. loss probability	1.35	0.86	+0.49
Calmar ratio Return relative to maximum drawdown	3.69	-0.77	+4.46
Martin ratio Return relative to average drawdown	12.94	-1.10	+14.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IS0E.DE Sharpe Ratio is 2.01, which is higher than the BRK-B Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of IS0E.DE and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IS0E.DE	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.01	-0.82	+2.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.78	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.63	-0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.51	-0.31

Correlation

The correlation between IS0E.DE and BRK-B is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

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

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.

Drawdown Indicators

	IS0E.DE	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-71.63%	-53.86%	-17.77%
Max Drawdown (1Y) Largest decline over 1 year	-27.26%	-14.95%	-12.31%
Max Drawdown (5Y) Largest decline over 5 years	-38.03%	-26.58%	-11.45%
Max Drawdown (10Y) Largest decline over 10 years	-45.62%	-29.57%	-16.05%
Current Drawdown Current decline from peak	-13.30%	-11.36%	-1.94%
Average Drawdown Average peak-to-trough decline	-33.92%	-11.07%	-22.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.78%	8.72%	-0.94%

Volatility

IS0E.DE vs. BRK-B - Volatility Comparison

iShares Gold Producers UCITS ETF (IS0E.DE) has a higher volatility of 17.45% compared to Berkshire Hathaway Inc. (BRK-B) at 4.41%. 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.

Volatility by Period

	IS0E.DE	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.45%	4.41%	+13.04%
Volatility (6M) Calculated over the trailing 6-month period	42.38%	11.71%	+30.67%
Volatility (1Y) Calculated over the trailing 1-year period	47.79%	19.78%	+28.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.28%	17.45%	+15.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.60%	20.14%	+12.46%