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

IWV vs. BRK-B

Last updated Jun 13, 2026

IWV (iShares Russell 3000 ETF) is Large Cap Blend Equities fund tracking the Russell 3000 Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, IWV returned 14.84%/yr vs 13.22%/yr for BRK-B. A 0.52 correlation means they provide meaningful diversification when combined.

Performance

IWV vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 3000 ETF (IWV) 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, IWV achieves a 9.30% return, which is significantly higher than BRK-B's -2.67% return. Over the past 10 years, IWV has outperformed BRK-B with an annualized return of 14.84%, while BRK-B has yielded a comparatively lower 13.22% annualized return.

IWV

1D
0.53%
1M
-0.32%
YTD
9.30%
6M
9.38%
1Y
25.70%
3Y*
20.32%
5Y*
12.07%
10Y*
14.84%

BRK-B

1D
0.71%
1M
1.07%
YTD
-2.67%
6M
-2.06%
1Y
0.35%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWV vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IWV
iShares Russell 3000 ETF		9.30%16.96%23.49%25.82%-19.28%25.54%20.55%30.66%-5.43%20.97%
BRK-B
Berkshire Hathaway Inc.		-2.67%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between IWV and BRK-B is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.12

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

0.35

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

0.52

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

0.61

Correlation (All Time)
Calculated using the full available price history since May 26, 2000

0.52

Over the past year, the correlation between IWV and BRK-B has dropped to 0.12 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Russell 3000 ETF

Berkshire Hathaway Inc.

Often compared with IWV:
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Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

Return for Risk

IWV vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IWV
IWV Risk / Return Rank: 6868
Overall Rank
IWV Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IWV Sortino Ratio Rank: 6767
Sortino Ratio Rank
IWV Omega Ratio Rank: 6868
Omega Ratio Rank
IWV Calmar Ratio Rank: 6262
Calmar Ratio Rank
IWV Martin Ratio Rank: 7575
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 3000 ETF (IWV) 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.

IWVBRK-BDifference
Sharpe ratioReturn per unit of total volatility
1.94
-0.02

+1.95

Sortino ratioReturn per unit of downside risk
2.64
0.08

+2.57

Omega ratioGain probability vs. loss probability

1.35

1.01

+0.34

Calmar ratioReturn relative to maximum drawdown

2.74

-0.02

+2.76

Martin ratioReturn relative to average drawdown

12.28

-0.05

+12.33

IWV vs. BRK-B - Sharpe Ratio Comparison

The current IWV Sharpe Ratio is 1.94, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of IWV 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

IWV vs. BRK-B - Drawdown Comparison

The maximum IWV drawdown since its inception was -55.61%, roughly equal to the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IWV and BRK-B.

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Drawdown Indicators

IWVBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-55.61%

-53.86%

-1.75%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-9.42%

+0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-19.28%

-14.95%

-4.33%

Max Drawdown (5Y)

Largest decline over 5 years

-25.11%

-26.58%

+1.47%

Max Drawdown (10Y)

Largest decline over 10 years

-35.22%

-29.57%

-5.65%

Current Drawdown

Current decline from peak

-2.09%

-9.36%

+7.27%

Average Drawdown

Average peak-to-trough decline

-10.58%

-11.07%

+0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

4.53%

-2.55%

Volatility

IWV vs. BRK-B - Volatility Comparison

iShares Russell 3000 ETF (IWV) has a higher volatility of 4.44% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that IWV'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

IWVBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

3.95%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

10.78%

-1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

12.57%

14.38%

-1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

17.12%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.43%

19.44%

-1.01%

Dividends

IWV vs. BRK-B - Dividend Comparison

IWV's dividend yield for the trailing twelve months is around 0.87%, 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%
IWV
iShares Russell 3000 ETF		0.87%0.96%1.08%1.30%1.56%1.04%1.30%1.69%1.97%1.58%1.79%1.99%

Frequently Asked Questions

IWV and BRK-B have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWV has higher volatility (4.44%) compared to BRK-B (3.95%). In terms of maximum drawdown, IWV dropped -55.61% vs BRK-B's -53.86%.

IWV currently has the higher Sharpe Ratio (1.94 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.

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