IYC vs. BRK-B
IYC (iShares U.S. Consumer Discretionary ETF) is Consumer Discretionary Equities fund tracking the Dow Jones U.S. Consumer Services Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, IYC returned 11.83%/yr vs 13.22%/yr for BRK-B. At a 0.47 correlation, their price movements are largely independent.
Performance
IYC vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, IYC achieves a -1.40% return, which is significantly higher than BRK-B's -2.67% return. Over the past 10 years, IYC has underperformed BRK-B with an annualized return of 11.83%, while BRK-B has yielded a comparatively higher 13.22% annualized return.
IYC
- 1D
- 0.16%
- 1M
- -0.02%
- YTD
- -1.40%
- 6M
- -2.54%
- 1Y
- 6.51%
- 3Y*
- 14.17%
- 5Y*
- 6.41%
- 10Y*
- 11.83%
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%
IYC vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IYC iShares U.S. Consumer Discretionary ETF | -1.40% | 7.85% | 27.54% | 34.03% | -31.78% | 19.65% | 24.58% | 27.36% | 1.76% | 19.87% |
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 IYC and BRK-B is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2000 | 0.47 |
Over the past year, the correlation between IYC and BRK-B has dropped to 0.27 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
IYC vs. BRK-B — Risk / Return Rank
IYC
BRK-B
IYC vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Consumer Discretionary ETF (IYC) 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.
| IYC | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.01 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | -0.02 | +0.46 |
| Martin ratioReturn relative to average drawdown | 1.28 | -0.05 | +1.33 |
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Drawdowns
IYC vs. BRK-B - Drawdown Comparison
The maximum IYC drawdown since its inception was -53.10%, roughly equal to the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IYC and BRK-B.
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Drawdown Indicators
| IYC | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.10% | -53.86% | +0.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -9.42% | -2.55% |
Max Drawdown (3Y)Largest decline over 3 years | -21.62% | -14.95% | -6.67% |
Max Drawdown (5Y)Largest decline over 5 years | -35.90% | -26.58% | -9.32% |
Max Drawdown (10Y)Largest decline over 10 years | -35.90% | -29.57% | -6.33% |
Current DrawdownCurrent decline from peak | -5.12% | -9.36% | +4.24% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -11.07% | +1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.08% | 4.53% | -0.45% |
Volatility
IYC vs. BRK-B - Volatility Comparison
iShares U.S. Consumer Discretionary ETF (IYC) has a higher volatility of 4.33% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that IYC'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
| IYC | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 3.95% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.74% | 10.78% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 14.38% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.74% | 17.12% | +3.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.90% | 19.44% | +0.46% |
Dividends
IYC vs. BRK-B - Dividend Comparison
IYC's dividend yield for the trailing twelve months is around 0.50%, while BRK-B has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IYC iShares U.S. Consumer Discretionary ETF | 0.50% | 0.51% | 0.47% | 0.68% | 0.68% | 0.39% | 0.65% | 0.89% | 0.90% | 0.92% | 1.10% | 1.03% |
Frequently Asked Questions
IYC and BRK-B have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IYC has higher volatility (4.33%) compared to BRK-B (3.95%). In terms of maximum drawdown, IYC dropped -53.10% vs BRK-B's -53.86%.
IYC currently has the higher Sharpe Ratio (0.36 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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