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IS3N.DE vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3N.DE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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

IS3N.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, IS3N.DE achieves a 25.82% return, which is significantly higher than BRK-B's -0.98% return. Over the past 10 years, IS3N.DE has underperformed BRK-B with an annualized return of 10.00%, while BRK-B has yielded a comparatively higher 12.89% annualized return.


IS3N.DE

1D
-1.45%
1M
2.58%
YTD
25.82%
6M
26.89%
1Y
45.44%
3Y*
19.99%
5Y*
8.61%
10Y*
10.00%

BRK-B

1D
0.00%
1M
4.92%
YTD
-0.98%
6M
-0.84%
1Y
-2.19%
3Y*
10.76%
5Y*
12.33%
10Y*
12.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3N.DE vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
25.82%17.14%13.87%7.20%-14.09%7.38%7.07%21.01%-11.06%20.43%
BRK-B
Berkshire Hathaway Inc.
-1.33%-2.27%35.48%12.00%9.71%38.60%-6.07%13.44%7.84%6.68%

Correlation

The correlation between IS3N.DE and BRK-B is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

0.03

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

0.10

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

0.24

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2014

0.29

The correlation between IS3N.DE and BRK-B shifts across timeframes, from -0.11 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IS3N.DE vs. BRK-B — Risk / Return Rank

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

IS3N.DE
IS3N.DE Risk / Return Rank: 8282
Overall Rank
IS3N.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IS3N.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
IS3N.DE Omega Ratio Rank: 8282
Omega Ratio Rank
IS3N.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
IS3N.DE Martin Ratio Rank: 8282
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3535
Overall Rank
BRK-B Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3030
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3030
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3838
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3737
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.

IS3N.DE vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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.


IS3N.DEBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+2.83

Sortino ratioReturn per unit of downside risk

+3.69

Omega ratioGain probability vs. loss probability

1.49

0.99

+0.50

Calmar ratioReturn relative to maximum drawdown

4.42

-0.20

+4.62

Martin ratioReturn relative to average drawdown

16.00

-0.42

+16.42

IS3N.DE vs. BRK-B - Sharpe Ratio Comparison

The current IS3N.DE Sharpe Ratio is 2.69, which is higher than the BRK-B Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of IS3N.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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Sharpe Ratios by Period


IS3N.DEBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

-0.15

+2.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.71

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.64

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.50

-0.07

Drawdowns

IS3N.DE vs. BRK-B - Drawdown Comparison

The maximum IS3N.DE drawdown since its inception was -35.06%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for IS3N.DE and BRK-B.


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Drawdown Indicators


IS3N.DEBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-35.06%

-45.91%

+10.85%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-11.04%

+0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-19.17%

-20.62%

+1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-22.01%

-22.31%

+0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

-28.74%

-3.77%

Current Drawdown

Current decline from peak

-2.49%

-14.67%

+12.18%

Average Drawdown

Average peak-to-trough decline

-9.30%

-9.73%

+0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

5.31%

-2.40%

Volatility

IS3N.DE vs. BRK-B - Volatility Comparison

iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a higher volatility of 7.16% compared to Berkshire Hathaway Inc. (BRK-B) at 4.42%. This indicates that IS3N.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


IS3N.DEBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

4.42%

+2.74%

Volatility (6M)

Calculated over the trailing 6-month period

14.69%

11.54%

+3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

17.32%

15.15%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

17.41%

-1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

20.11%

-2.07%

Dividends

IS3N.DE vs. BRK-B - Dividend Comparison

Neither IS3N.DE nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS3N.DE and BRK-B have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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