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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.

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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 -9.85% return, which is significantly lower than BRK-B's 0.30% return. Over the past 10 years, IS0E.DE has underperformed BRK-B with an annualized return of 11.71%, while BRK-B has yielded a comparatively higher 13.07% annualized return.


IS0E.DE

1D
1.18%
1M
-10.64%
YTD
-9.85%
6M
-11.68%
1Y
51.42%
3Y*
36.68%
5Y*
19.61%
10Y*
11.71%

BRK-B

1D
-1.48%
1M
3.21%
YTD
0.30%
6M
0.83%
1Y
2.89%
3Y*
11.89%
5Y*
12.97%
10Y*
13.07%
*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
-9.85%129.59%18.76%6.25%-3.74%-3.07%13.51%44.07%-4.43%-6.02%
BRK-B
Berkshire Hathaway Inc.
0.30%-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 -0.04, 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

-0.06

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 Sep 16, 2011

-0.04

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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: 3434
Overall Rank
IS0E.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IS0E.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
IS0E.DE Omega Ratio Rank: 3434
Omega Ratio Rank
IS0E.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
IS0E.DE Martin Ratio Rank: 3131
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 4141
Overall Rank
BRK-B Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3636
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3636
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4444
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4444
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.

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.


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

+0.98

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.21

1.05

+0.16

Calmar ratioReturn relative to maximum drawdown

1.56

0.26

+1.30

Martin ratioReturn relative to average drawdown

4.09

0.59

+3.50

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

The current IS0E.DE Sharpe Ratio is 1.17, which is higher than the BRK-B Sharpe Ratio of 0.19. 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.


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Drawdowns

IS0E.DE vs. BRK-B - Drawdown Comparison

The maximum IS0E.DE drawdown since its inception was -82.14%, 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.DEBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-82.14%

-45.91%

-36.23%

Max Drawdown (1Y)

Largest decline over 1 year

-32.80%

-11.04%

-21.76%

Max Drawdown (3Y)

Largest decline over 3 years

-32.80%

-20.62%

-12.18%

Max Drawdown (5Y)

Largest decline over 5 years

-38.05%

-22.31%

-15.74%

Max Drawdown (10Y)

Largest decline over 10 years

-45.61%

-28.74%

-16.87%

Current Drawdown

Current decline from peak

-30.49%

-13.57%

-16.92%

Average Drawdown

Average peak-to-trough decline

-54.02%

-9.76%

-44.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.54%

4.92%

+7.62%

Volatility

IS0E.DE vs. BRK-B - Volatility Comparison

iShares Gold Producers UCITS ETF (IS0E.DE) has a higher volatility of 16.82% compared to Berkshire Hathaway Inc. (BRK-B) at 4.30%. 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.DEBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.82%

4.30%

+12.52%

Volatility (6M)

Calculated over the trailing 6-month period

36.16%

11.32%

+24.84%

Volatility (1Y)

Calculated over the trailing 1-year period

43.82%

15.23%

+28.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.85%

17.39%

+15.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.21%

20.09%

+12.12%

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 -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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