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IWML vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

IWML vs. BRK-B

Last updated May 10, 2025

Compare and contrast key facts about ETRACS 2x Leveraged US Size Factor TR ETN (IWML) and Berkshire Hathaway Inc. (BRK-B).

IWML is a passively managed fund by UBS that tracks the performance of the Russell 2000 Index. It was launched on Feb 4, 2021.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IWML or BRK-B.

Correlation

The correlation between IWML and BRK-B is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

IWML vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2x Leveraged US Size Factor TR ETN (IWML) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IWML:

-0.29

BRK-B:

1.31

Sortino Ratio

IWML:

-0.07

BRK-B:

1.87

Omega Ratio

IWML:

0.99

BRK-B:

1.27

Calmar Ratio

IWML:

-0.23

BRK-B:

3.01

Martin Ratio

IWML:

-0.75

BRK-B:

7.59

Ulcer Index

IWML:

18.66%

BRK-B:

3.49%

Daily Std Dev

IWML:

50.37%

BRK-B:

19.71%

Max Drawdown

IWML:

-60.06%

BRK-B:

-53.86%

Current Drawdown

IWML:

-46.41%

BRK-B:

-4.83%

Returns By Period

In the year-to-date period, IWML achieves a -23.74% return, which is significantly lower than BRK-B's 13.34% return.

IWML

YTD

-23.74%

1M

9.89%

6M

-34.14%

1Y

-14.57%

5Y*

N/A

10Y*

N/A

BRK-B

YTD

13.34%

1M

-1.47%

6M

10.86%

1Y

25.66%

5Y*

23.84%

10Y*

13.54%

*Annualized

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Risk-Adjusted Performance

IWML vs. BRK-B — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IWML
The Risk-Adjusted Performance Rank of IWML is 1010
Overall Rank
The Sharpe Ratio Rank of IWML is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of IWML is 1313
Sortino Ratio Rank
The Omega Ratio Rank of IWML is 1313
Omega Ratio Rank
The Calmar Ratio Rank of IWML is 88
Calmar Ratio Rank
The Martin Ratio Rank of IWML is 88
Martin Ratio Rank
BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8989
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IWML vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged US Size Factor TR ETN (IWML) 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.

The current IWML Sharpe Ratio is -0.29, which is lower than the BRK-B Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of IWML and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Dividends

IWML vs. BRK-B - Dividend Comparison

Neither IWML nor BRK-B has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

IWML vs. BRK-B - Drawdown Comparison

The maximum IWML drawdown since its inception was -60.06%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IWML and BRK-B. For additional features, visit the drawdowns tool.

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Volatility

IWML vs. BRK-B - Volatility Comparison

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