IS3S.DE vs. BRK-B
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) is Global Equities fund tracking the MSCI World Enhanced Value, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, IS3S.DE returned 12.98%/yr vs 12.86%/yr for BRK-B. At a 0.45 correlation, their price movements are largely independent.
Performance
IS3S.DE vs. BRK-B - Performance Comparison
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Different Trading Currencies
IS3S.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, IS3S.DE achieves a 34.68% return, which is significantly higher than BRK-B's -1.17% return. Both investments have delivered pretty close results over the past 10 years, with IS3S.DE having a 12.98% annualized return and BRK-B not far behind at 12.86%.
IS3S.DE
- 1D
- 2.88%
- 1M
- 5.58%
- YTD
- 34.68%
- 6M
- 37.30%
- 1Y
- 63.13%
- 3Y*
- 25.47%
- 5Y*
- 17.18%
- 10Y*
- 12.98%
BRK-B
- 1D
- 0.79%
- 1M
- 1.97%
- YTD
- -1.17%
- 6M
- -0.61%
- 1Y
- 0.20%
- 3Y*
- 10.70%
- 5Y*
- 12.29%
- 10Y*
- 12.86%
IS3S.DE vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 34.68% | 25.13% | 11.36% | 15.62% | -4.81% | 30.35% | -12.53% | 22.01% | -10.32% | 7.66% |
BRK-B Berkshire Hathaway Inc. | -1.17% | -2.27% | 35.48% | 12.00% | 9.71% | 38.60% | -6.07% | 13.44% | 7.84% | 6.68% |
Correlation
The correlation between IS3S.DE and BRK-B is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.45 |
Over the past year, the correlation between IS3S.DE and BRK-B has dropped to 0.08 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
IS3S.DE vs. BRK-B — Risk / Return Rank
IS3S.DE
BRK-B
IS3S.DE vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.
| IS3S.DE | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.30 | ||
| Sortino ratioReturn per unit of downside risk | +5.73 | ||
| Omega ratioGain probability vs. loss probability | 1.77 | 1.01 | +0.76 |
| Calmar ratioReturn relative to maximum drawdown | 10.20 | -0.00 | +10.20 |
| Martin ratioReturn relative to average drawdown | 37.08 | -0.01 | +37.09 |
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Drawdowns
IS3S.DE vs. BRK-B - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.19%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and BRK-B.
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Drawdown Indicators
| IS3S.DE | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.19% | -45.91% | +10.72% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -11.04% | +4.95% |
Max Drawdown (3Y)Largest decline over 3 years | -17.78% | -20.62% | +2.84% |
Max Drawdown (5Y)Largest decline over 5 years | -17.78% | -22.31% | +4.53% |
Max Drawdown (10Y)Largest decline over 10 years | -35.19% | -28.74% | -6.45% |
Current DrawdownCurrent decline from peak | -1.26% | -14.83% | +13.57% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -9.74% | +2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 5.05% | -3.37% |
Volatility
IS3S.DE vs. BRK-B - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a higher volatility of 5.87% compared to Berkshire Hathaway Inc. (BRK-B) at 4.31%. This indicates that IS3S.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
| IS3S.DE | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 4.31% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 11.44% | +0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 15.11% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 17.39% | -3.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 20.11% | -3.45% |
Dividends
IS3S.DE vs. BRK-B - Dividend Comparison
Neither IS3S.DE nor BRK-B has paid dividends to shareholders.
Frequently Asked Questions
IS3S.DE and BRK-B have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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