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

IYK vs. BRK-B

Last updated Jun 14, 2026

IYK (iShares U.S. Consumer Goods ETF) is Consumer Staples Equities fund tracking the Dow Jones U.S. Consumer Goods Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, IYK returned 9.42%/yr vs 13.22%/yr for BRK-B. At a 0.46 correlation, their price movements are largely independent.

Performance

IYK vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Consumer Goods ETF (IYK) 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, IYK achieves a 10.91% return, which is significantly higher than BRK-B's -2.67% return. Over the past 10 years, IYK has underperformed BRK-B with an annualized return of 9.42%, while BRK-B has yielded a comparatively higher 13.22% annualized return.

IYK

1D
0.70%
1M
1.92%
YTD
10.91%
6M
10.35%
1Y
7.28%
3Y*
6.56%
5Y*
6.67%
10Y*
9.42%

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)

IYK vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IYK
iShares U.S. Consumer Goods ETF		10.91%4.78%5.27%-2.84%3.57%17.32%32.65%28.12%-13.84%16.53%
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 IYK and BRK-B is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.33

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

0.41

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

0.50

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

0.53

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2000

0.46

The correlation between IYK and BRK-B shifts across timeframes, from 0.33 (1 year) to 0.53 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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iShares U.S. Consumer Goods ETF

Berkshire Hathaway Inc.

Often compared with IYK:
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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

IYK vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IYK
IYK Risk / Return Rank: 1717
Overall Rank
IYK Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IYK Sortino Ratio Rank: 1717
Sortino Ratio Rank
IYK Omega Ratio Rank: 1717
Omega Ratio Rank
IYK Calmar Ratio Rank: 1717
Calmar Ratio Rank
IYK Martin Ratio Rank: 1616
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Consumer Goods ETF (IYK) 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.

IYKBRK-BDifference
Sharpe ratioReturn per unit of total volatility
0.50
-0.02

+0.52

Sortino ratioReturn per unit of downside risk
0.80
0.08

+0.72

Omega ratioGain probability vs. loss probability

1.09

1.01

+0.08

Calmar ratioReturn relative to maximum drawdown

0.59

-0.02

+0.62

Martin ratioReturn relative to average drawdown

1.23

-0.05

+1.28

IYK vs. BRK-B - Sharpe Ratio Comparison

The current IYK Sharpe Ratio is 0.50, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of IYK 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

IYK vs. BRK-B - Drawdown Comparison

The maximum IYK drawdown since its inception was -42.64%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IYK and BRK-B.

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Drawdown Indicators

IYKBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-42.64%

-53.86%

+11.22%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-9.42%

-1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-12.14%

-14.95%

+2.81%

Max Drawdown (5Y)

Largest decline over 5 years

-15.05%

-26.58%

+11.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.19%

-29.57%

-3.62%

Current Drawdown

Current decline from peak

-4.40%

-9.36%

+4.96%

Average Drawdown

Average peak-to-trough decline

-5.07%

-11.07%

+6.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.13%

4.53%

+0.60%

Volatility

IYK vs. BRK-B - Volatility Comparison

iShares U.S. Consumer Goods ETF (IYK) has a higher volatility of 4.75% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that IYK'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

IYKBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

3.95%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

10.78%

-1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

12.59%

14.38%

-1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.05%

17.12%

-4.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.53%

19.44%

-3.91%

Dividends

IYK vs. BRK-B - Dividend Comparison

IYK's dividend yield for the trailing twelve months is around 2.56%, 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%
IYK
iShares U.S. Consumer Goods ETF		2.56%2.75%2.63%2.74%2.16%1.49%1.42%2.21%2.81%1.74%2.63%2.11%

Frequently Asked Questions

IYK and BRK-B have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYK has higher volatility (4.75%) compared to BRK-B (3.95%). In terms of maximum drawdown, IYK dropped -42.64% vs BRK-B's -53.86%.

IYK currently has the higher Sharpe Ratio (0.50 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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