IS0E.DE vs. BRK-B
IS0E.DE (iShares Gold Producers UCITS ETF) is Precious Metals fund tracking the S&P Commodity Producers Gold, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, IS0E.DE returned 13.92%/yr vs 12.72%/yr for BRK-B. At a correlation of -0.05, they often move in opposite directions.
Performance
IS0E.DE vs. BRK-B - Performance Comparison
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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%
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 | -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 |
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Return for Risk
IS0E.DE vs. BRK-B — Risk / Return Rank
IS0E.DE
BRK-B
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 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 |
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
| IS0E.DE | BRK-B | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| IS0E.DE | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -22.93% | -17.01% | -5.92% |
Average DrawdownAverage peak-to-trough decline | -33.74% | -9.73% | -24.01% |
Ulcer IndexDepth 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.
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Volatility by Period
| IS0E.DE | BRK-B | Difference | |
|---|---|---|---|
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.
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.
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