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

IYR vs. BRK-B

Last updated Jun 14, 2026

IYR (iShares U.S. Real Estate ETF) is REIT fund tracking the Dow Jones U.S. Real Estate Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, IYR returned 5.97%/yr vs 13.22%/yr for BRK-B. At a 0.40 correlation, their price movements are largely independent.

Performance

IYR vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Real Estate ETF (IYR) 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, IYR achieves a 11.47% return, which is significantly higher than BRK-B's -2.67% return. Over the past 10 years, IYR has underperformed BRK-B with an annualized return of 5.97%, while BRK-B has yielded a comparatively higher 13.22% annualized return.

IYR

1D
0.89%
1M
3.00%
YTD
11.47%
6M
11.46%
1Y
12.40%
3Y*
9.71%
5Y*
2.47%
10Y*
5.97%

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)

IYR vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IYR
iShares U.S. Real Estate ETF		11.47%3.38%4.41%11.89%-25.51%38.74%-5.23%28.21%-4.33%9.31%
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 IYR and BRK-B is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.38

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

0.43

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

0.50

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

0.44

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2000

0.40

The correlation between IYR and BRK-B shifts across timeframes, from 0.38 (1 year) to 0.50 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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iShares U.S. Real Estate ETF

Berkshire Hathaway Inc.

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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

IYR vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IYR
IYR Risk / Return Rank: 2828
Overall Rank
IYR Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IYR Sortino Ratio Rank: 2525
Sortino Ratio Rank
IYR Omega Ratio Rank: 2525
Omega Ratio Rank
IYR Calmar Ratio Rank: 3131
Calmar Ratio Rank
IYR Martin Ratio Rank: 3232
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Real Estate ETF (IYR) 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.

IYRBRK-BDifference
Sharpe ratioReturn per unit of total volatility
0.84
-0.02

+0.86

Sortino ratioReturn per unit of downside risk
1.24
0.08

+1.16

Omega ratioGain probability vs. loss probability

1.15

1.01

+0.14

Calmar ratioReturn relative to maximum drawdown

1.34

-0.02

+1.37

Martin ratioReturn relative to average drawdown

4.19

-0.05

+4.24

IYR vs. BRK-B - Sharpe Ratio Comparison

The current IYR Sharpe Ratio is 0.84, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of IYR 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

IYR vs. BRK-B - Drawdown Comparison

The maximum IYR drawdown since its inception was -74.13%, 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 IYR and BRK-B.

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Drawdown Indicators

IYRBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-74.13%

-53.86%

-20.27%

Max Drawdown (1Y)

Largest decline over 1 year

-8.54%

-9.42%

+0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-14.95%

-2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-33.75%

-26.58%

-7.17%

Max Drawdown (10Y)

Largest decline over 10 years

-42.32%

-29.57%

-12.75%

Current Drawdown

Current decline from peak

0.00%

-9.36%

+9.36%

Average Drawdown

Average peak-to-trough decline

-12.89%

-11.07%

-1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

4.53%

-1.80%

Volatility

IYR vs. BRK-B - Volatility Comparison

iShares U.S. Real Estate ETF (IYR) has a higher volatility of 4.80% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that IYR'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

IYRBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

3.95%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

10.78%

-0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

14.38%

-0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.76%

17.12%

+1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.34%

19.44%

+0.90%

Dividends

IYR vs. BRK-B - Dividend Comparison

IYR's dividend yield for the trailing twelve months is around 2.15%, 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%
IYR
iShares U.S. Real Estate ETF		2.15%2.48%2.57%2.75%2.92%2.06%2.58%3.05%3.53%3.73%4.41%3.92%

Frequently Asked Questions

IYR and BRK-B have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYR has higher volatility (4.80%) compared to BRK-B (3.95%). In terms of maximum drawdown, IYR dropped -74.13% vs BRK-B's -53.86%.

IYR currently has the higher Sharpe Ratio (0.84 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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