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

Performance

IWR vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Midcap ETF (IWR) 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, IWR achieves a 10.71% return, which is significantly higher than BRK-B's -3.11% return. Over the past 10 years, IWR has underperformed BRK-B with an annualized return of 11.41%, while BRK-B has yielded a comparatively higher 13.14% annualized return.


IWR

1D
0.08%
1M
1.05%
YTD
10.71%
6M
10.50%
1Y
19.23%
3Y*
16.25%
5Y*
7.68%
10Y*
11.41%

BRK-B

1D
-0.23%
1M
2.32%
YTD
-3.11%
6M
-2.06%
1Y
-1.32%
3Y*
13.25%
5Y*
11.03%
10Y*
13.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWR vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWR
iShares Russell Midcap ETF
10.71%10.37%15.21%17.05%-17.48%22.44%16.93%30.23%-9.10%18.25%
BRK-B
Berkshire Hathaway Inc.
-3.11%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between IWR and BRK-B is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.43

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

0.56

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

0.61

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2001

0.53

Over the past year, the correlation between IWR and BRK-B has dropped to 0.22 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

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Return for Risk

IWR vs. BRK-B — Risk / Return Rank

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

IWR
IWR Risk / Return Rank: 4949
Overall Rank
IWR Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IWR Sortino Ratio Rank: 4646
Sortino Ratio Rank
IWR Omega Ratio Rank: 4343
Omega Ratio Rank
IWR Calmar Ratio Rank: 5353
Calmar Ratio Rank
IWR Martin Ratio Rank: 5757
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap ETF (IWR) 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.


IWRBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+1.52

Sortino ratioReturn per unit of downside risk

+2.09

Omega ratioGain probability vs. loss probability

1.25

1.00

+0.25

Calmar ratioReturn relative to maximum drawdown

2.37

-0.14

+2.51

Martin ratioReturn relative to average drawdown

9.09

-0.30

+9.39

IWR vs. BRK-B - Sharpe Ratio Comparison

The current IWR Sharpe Ratio is 1.43, which is higher than the BRK-B Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of IWR 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


IWRBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

-0.09

+1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.65

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.68

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.48

+0.01

Drawdowns

IWR vs. BRK-B - Drawdown Comparison

The maximum IWR drawdown since its inception was -58.78%, 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 IWR and BRK-B.


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Drawdown Indicators


IWRBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-58.78%

-53.86%

-4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-9.42%

+1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-21.09%

-14.95%

-6.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.18%

-26.58%

+0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-40.59%

-29.57%

-11.02%

Current Drawdown

Current decline from peak

-2.04%

-9.78%

+7.74%

Average Drawdown

Average peak-to-trough decline

-7.80%

-11.07%

+3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

4.49%

-2.37%

Volatility

IWR vs. BRK-B - Volatility Comparison

The current volatility for iShares Russell Midcap ETF (IWR) is 3.59%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.98%. This indicates that IWR experiences smaller price fluctuations and is considered to be less risky 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


IWRBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

3.98%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

10.87%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

13.54%

14.38%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.25%

17.13%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.38%

19.44%

-0.06%

Dividends

IWR vs. BRK-B - Dividend Comparison

IWR's dividend yield for the trailing twelve months is around 1.17%, while BRK-B has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWR
iShares Russell Midcap ETF
1.17%1.29%1.27%1.43%1.59%1.04%1.28%1.43%1.98%1.52%1.72%1.59%

Frequently Asked Questions


IWR and BRK-B have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRK-B has higher volatility (3.98%) compared to IWR (3.59%). In terms of maximum drawdown, IWR dropped -58.78% vs BRK-B's -53.86%.

IWR currently has the higher Sharpe Ratio (1.43 vs -0.09), 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.

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