PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IYM vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IYM vs. BRK-B

Last updated Jun 14, 2026

IYM (iShares U.S. Basic Materials ETF) is Materials fund tracking the Dow Jones U.S. Basic Materials Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, IYM returned 11.23%/yr vs 13.22%/yr for BRK-B. At a 0.46 correlation, their price movements are largely independent.

Performance

IYM vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Basic Materials ETF (IYM) 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, IYM achieves a 22.39% return, which is significantly higher than BRK-B's -2.67% return. Over the past 10 years, IYM has underperformed BRK-B with an annualized return of 11.23%, while BRK-B has yielded a comparatively higher 13.22% annualized return.

IYM

1D
1.70%
1M
1.07%
YTD
22.39%
6M
23.93%
1Y
37.90%
3Y*
14.64%
5Y*
8.31%
10Y*
11.23%

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)

IYM vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IYM
iShares U.S. Basic Materials ETF		22.39%20.41%-4.54%12.83%-9.15%25.62%17.87%19.22%-16.63%24.83%
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 IYM and BRK-B is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.19

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

0.38

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

0.54

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

0.59

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2000

0.46

Over the past year, the correlation between IYM and BRK-B has dropped to 0.19 - well below their long-term average of 0.46, 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 U.S. Basic Materials ETF

Berkshire Hathaway Inc.

Often compared with IYM:
IYM vs. VAWIYM vs. MXIIYM vs. IYYIYM vs. CSDIYM vs. VTIIYM vs. IVVIYM vs. SOXX
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

IYM vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IYM
IYM Risk / Return Rank: 6363
Overall Rank
IYM Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IYM Sortino Ratio Rank: 6262
Sortino Ratio Rank
IYM Omega Ratio Rank: 6060
Omega Ratio Rank
IYM Calmar Ratio Rank: 6262
Calmar Ratio Rank
IYM Martin Ratio Rank: 6565
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Basic Materials ETF (IYM) 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.

IYMBRK-BDifference
Sharpe ratioReturn per unit of total volatility
1.90
-0.02

+1.92

Sortino ratioReturn per unit of downside risk
2.55
0.08

+2.47

Omega ratioGain probability vs. loss probability

1.32

1.01

+0.31

Calmar ratioReturn relative to maximum drawdown

2.74

-0.02

+2.76

Martin ratioReturn relative to average drawdown

10.29

-0.05

+10.33

IYM vs. BRK-B - Sharpe Ratio Comparison

The current IYM Sharpe Ratio is 1.90, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of IYM 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.

Loading charts...

Drawdowns

IYM vs. BRK-B - Drawdown Comparison

The maximum IYM drawdown since its inception was -67.78%, 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 IYM and BRK-B.

Loading charts...

Drawdown Indicators

IYMBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-67.78%

-53.86%

-13.92%

Max Drawdown (1Y)

Largest decline over 1 year

-13.61%

-9.42%

-4.19%

Max Drawdown (3Y)

Largest decline over 3 years

-23.62%

-14.95%

-8.67%

Max Drawdown (5Y)

Largest decline over 5 years

-29.94%

-26.58%

-3.36%

Max Drawdown (10Y)

Largest decline over 10 years

-42.76%

-29.57%

-13.19%

Current Drawdown

Current decline from peak

-0.61%

-9.36%

+8.75%

Average Drawdown

Average peak-to-trough decline

-11.45%

-11.07%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

4.53%

-0.92%

Volatility

IYM vs. BRK-B - Volatility Comparison

iShares U.S. Basic Materials ETF (IYM) has a higher volatility of 8.10% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that IYM'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.

Loading charts...

Volatility by Period

IYMBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

3.95%

+4.15%

Volatility (6M)

Calculated over the trailing 6-month period

15.79%

10.78%

+5.01%

Volatility (1Y)

Calculated over the trailing 1-year period

19.55%

14.38%

+5.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.53%

17.12%

+3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.77%

19.44%

+2.33%

Dividends

IYM vs. BRK-B - Dividend Comparison

IYM's dividend yield for the trailing twelve months is around 1.23%, 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%
IYM
iShares U.S. Basic Materials ETF		1.23%1.51%1.65%1.77%2.14%1.48%1.39%2.08%1.68%1.43%1.47%2.04%

Frequently Asked Questions

IYM and BRK-B have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYM has higher volatility (8.10%) compared to BRK-B (3.95%). In terms of maximum drawdown, IYM dropped -67.78% vs BRK-B's -53.86%.

IYM currently has the higher Sharpe Ratio (1.90 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.

Portfolio Optimizer

Find the right allocation for IYM and BRK-B

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer