IWVL.L vs. BRK-B
IWVL.L (iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)) is Global Equities fund tracking the MSCI World Enhanced Value Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, IWVL.L returned 13.36%/yr vs 13.22%/yr for BRK-B. At a 0.42 correlation, their price movements are largely independent.
Performance
IWVL.L vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, IWVL.L achieves a 32.97% return, which is significantly higher than BRK-B's -2.67% return. Both investments have delivered pretty close results over the past 10 years, with IWVL.L having a 13.36% annualized return and BRK-B not far behind at 13.22%.
IWVL.L
- 1D
- 3.36%
- 1M
- 6.98%
- YTD
- 32.97%
- 6M
- 35.11%
- 1Y
- 63.09%
- 3Y*
- 28.41%
- 5Y*
- 16.13%
- 10Y*
- 13.36%
BRK-B
- 1D
- 0.71%
- 1M
- 1.36%
- YTD
- -2.67%
- 6M
- -2.06%
- 1Y
- 0.35%
- 3Y*
- 13.30%
- 5Y*
- 11.27%
- 10Y*
- 13.22%
IWVL.L vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWVL.L iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) | 32.97% | 40.42% | 5.13% | 19.53% | -9.79% | 20.11% | -3.67% | 18.13% | -14.03% | 22.60% |
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 IWVL.L and BRK-B is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.42 |
Over the past year, the correlation between IWVL.L and BRK-B has dropped to 0.11 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
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Return for Risk
IWVL.L vs. BRK-B — Risk / Return Rank
IWVL.L
BRK-B
IWVL.L 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 USD (Acc) (IWVL.L) 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.
| IWVL.L | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.84 | ||
| Sortino ratioReturn per unit of downside risk | +5.24 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 1.01 | +0.67 |
| Calmar ratioReturn relative to maximum drawdown | 7.10 | -0.02 | +7.12 |
| Martin ratioReturn relative to average drawdown | 25.90 | -0.05 | +25.95 |
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Drawdowns
IWVL.L vs. BRK-B - Drawdown Comparison
The maximum IWVL.L drawdown since its inception was -39.30%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IWVL.L and BRK-B.
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Drawdown Indicators
| IWVL.L | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.30% | -53.86% | +14.56% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -9.42% | +0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -14.46% | -14.95% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -26.55% | -26.58% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -39.30% | -29.57% | -9.73% |
Current DrawdownCurrent decline from peak | -1.88% | -9.36% | +7.48% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -11.07% | +3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 4.53% | -2.13% |
Volatility
IWVL.L vs. BRK-B - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) has a higher volatility of 6.99% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that IWVL.L'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
| IWVL.L | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 3.95% | +3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 13.69% | 10.78% | +2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 14.38% | +1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 17.12% | -0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.05% | 19.44% | -2.39% |
Dividends
IWVL.L vs. BRK-B - Dividend Comparison
Neither IWVL.L nor BRK-B has paid dividends to shareholders.
Frequently Asked Questions
IWVL.L and BRK-B have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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