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

IYJ vs. BRK-B

Last updated Jun 14, 2026

IYJ (iShares U.S. Industrials ETF) is Industrials Equities fund tracking the Dow Jones U.S. Industrials Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, IYJ returned 12.54%/yr vs 13.22%/yr for BRK-B. A 0.53 correlation means they provide meaningful diversification when combined.

Performance

IYJ vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Industrials ETF (IYJ) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IYJ achieves a 7.60% return, which is significantly higher than BRK-B's -2.67% return. Over the past 10 years, IYJ has underperformed BRK-B with an annualized return of 12.54%, while BRK-B has yielded a comparatively higher 13.22% annualized return.

IYJ

1D
0.68%
1M
1.18%
YTD
7.60%
6M
6.77%
1Y
16.22%
3Y*
16.65%
5Y*
8.44%
10Y*
12.54%

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)

IYJ vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IYJ
iShares U.S. Industrials ETF		7.60%11.94%17.82%19.94%-13.53%17.02%17.37%32.27%-11.69%23.98%
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 IYJ and BRK-B is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.32

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

0.49

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

0.61

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

0.66

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2000

0.53

Over the past year, the correlation between IYJ and BRK-B has dropped to 0.32 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

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iShares U.S. Industrials ETF

Berkshire Hathaway Inc.

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Often compared with BRK-B:
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Return for Risk

IYJ vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IYJ
IYJ Risk / Return Rank: 2929
Overall Rank
IYJ Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IYJ Sortino Ratio Rank: 2828
Sortino Ratio Rank
IYJ Omega Ratio Rank: 2525
Omega Ratio Rank
IYJ Calmar Ratio Rank: 2828
Calmar Ratio Rank
IYJ Martin Ratio Rank: 3333
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Industrials ETF (IYJ) 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.

IYJBRK-BDifference
Sharpe ratioReturn per unit of total volatility
0.90
-0.02

+0.91

Sortino ratioReturn per unit of downside risk
1.37
0.08

+1.29

Omega ratioGain probability vs. loss probability

1.16

1.01

+0.15

Calmar ratioReturn relative to maximum drawdown

1.24

-0.02

+1.26

Martin ratioReturn relative to average drawdown

4.44

-0.05

+4.49

IYJ vs. BRK-B - Sharpe Ratio Comparison

The current IYJ Sharpe Ratio is 0.90, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of IYJ 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

IYJ vs. BRK-B - Drawdown Comparison

The maximum IYJ drawdown since its inception was -61.97%, 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 IYJ and BRK-B.

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Drawdown Indicators

IYJBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-61.97%

-53.86%

-8.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-9.42%

-1.97%

Max Drawdown (3Y)

Largest decline over 3 years

-19.67%

-14.95%

-4.72%

Max Drawdown (5Y)

Largest decline over 5 years

-26.24%

-26.58%

+0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-40.20%

-29.57%

-10.63%

Current Drawdown

Current decline from peak

-1.61%

-9.36%

+7.75%

Average Drawdown

Average peak-to-trough decline

-11.20%

-11.07%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

4.53%

-1.36%

Volatility

IYJ vs. BRK-B - Volatility Comparison

iShares U.S. Industrials ETF (IYJ) has a higher volatility of 5.76% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that IYJ'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

IYJBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

3.95%

+1.81%

Volatility (6M)

Calculated over the trailing 6-month period

12.57%

10.78%

+1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

15.71%

14.38%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.14%

17.12%

+1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.91%

19.44%

+0.47%

Dividends

IYJ vs. BRK-B - Dividend Comparison

IYJ's dividend yield for the trailing twelve months is around 0.77%, 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%
IYJ
iShares U.S. Industrials ETF		0.77%0.83%0.88%1.05%1.05%0.76%1.01%1.32%1.43%1.29%1.38%1.53%

Frequently Asked Questions

IYJ and BRK-B have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYJ has higher volatility (5.76%) compared to BRK-B (3.95%). In terms of maximum drawdown, IYJ dropped -61.97% vs BRK-B's -53.86%.

IYJ currently has the higher Sharpe Ratio (0.90 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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