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

Performance

ITDI vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2065 ETF (ITDI) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ITDI achieves a 10.17% return, which is significantly higher than BRK-B's -1.56% return.


ITDI

1D
-0.11%
1M
-0.29%
YTD
10.17%
6M
9.25%
1Y
24.17%
3Y*
5Y*
10Y*

BRK-B

1D
0.41%
1M
1.73%
YTD
-1.56%
6M
-1.30%
1Y
0.27%
3Y*
13.86%
5Y*
12.19%
10Y*
13.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITDI vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023
ITDI
Ishares Lifepath Target Date 2065 ETF
10.17%21.90%16.73%12.17%
BRK-B
Berkshire Hathaway Inc.
-1.56%10.89%27.09%4.63%

Correlation

The correlation between ITDI and BRK-B is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2023

0.33

Over the past year, the correlation between ITDI and BRK-B has dropped to 0.10 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

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Return for Risk

ITDI vs. BRK-B — Risk / Return Rank

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

ITDI
ITDI Risk / Return Rank: 6161
Overall Rank
ITDI Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ITDI Sortino Ratio Rank: 6060
Sortino Ratio Rank
ITDI Omega Ratio Rank: 6060
Omega Ratio Rank
ITDI Calmar Ratio Rank: 5858
Calmar Ratio Rank
ITDI Martin Ratio Rank: 6767
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 4040
Overall Rank
BRK-B Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3535
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3535
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4444
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4343
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.

ITDI vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2065 ETF (ITDI) 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.


ITDIBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+1.78

Sortino ratioReturn per unit of downside risk

+2.38

Omega ratioGain probability vs. loss probability

1.33

1.02

+0.31

Calmar ratioReturn relative to maximum drawdown

2.53

0.03

+2.50

Martin ratioReturn relative to average drawdown

10.84

0.06

+10.78

ITDI vs. BRK-B - Sharpe Ratio Comparison

The current ITDI Sharpe Ratio is 1.80, which is higher than the BRK-B Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of ITDI 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

ITDI vs. BRK-B - Drawdown Comparison

The maximum ITDI drawdown since its inception was -16.31%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ITDI and BRK-B.


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Drawdown Indicators


ITDIBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-16.31%

-53.86%

+37.55%

Max Drawdown (1Y)

Largest decline over 1 year

-9.60%

-9.42%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-2.53%

-8.33%

+5.80%

Average Drawdown

Average peak-to-trough decline

-1.58%

-11.07%

+9.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

4.58%

-2.34%

Volatility

ITDI vs. BRK-B - Volatility Comparison

Ishares Lifepath Target Date 2065 ETF (ITDI) has a higher volatility of 5.34% compared to Berkshire Hathaway Inc. (BRK-B) at 3.55%. This indicates that ITDI'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


ITDIBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

3.55%

+1.79%

Volatility (6M)

Calculated over the trailing 6-month period

11.27%

10.49%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

13.55%

14.38%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.65%

17.10%

-2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.65%

19.39%

-4.74%

Dividends

ITDI vs. BRK-B - Dividend Comparison

ITDI's dividend yield for the trailing twelve months is around 1.48%, while BRK-B has not paid dividends to shareholders.


PositionTTM202520242023
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%
ITDI
Ishares Lifepath Target Date 2065 ETF
1.48%1.63%1.68%0.84%

Frequently Asked Questions


ITDI and BRK-B have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ITDI has higher volatility (5.34%) compared to BRK-B (3.55%). In terms of maximum drawdown, ITDI dropped -16.31% vs BRK-B's -53.86%.

ITDI currently has the higher Sharpe Ratio (1.80 vs 0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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