JPEE.L vs. BRK-B
JPEE.L (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)) is Emerging Markets Bonds fund tracking the JPM EMBI Global Diversified TR USD, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, JPEE.L returned 2.89%/yr vs 11.37%/yr for BRK-B. At a 0.26 correlation, their price movements are largely independent.
Performance
JPEE.L vs. BRK-B - Performance Comparison
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Different Trading Currencies
JPEE.L is traded in EUR, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, JPEE.L achieves a 2.94% return, which is significantly higher than BRK-B's -3.69% return.
JPEE.L
- 1D
- 0.09%
- 1M
- 1.79%
- YTD
- 2.94%
- 6M
- 2.68%
- 1Y
- 9.56%
- 3Y*
- 6.84%
- 5Y*
- 2.89%
- 10Y*
- —
BRK-B
- 1D
- 0.55%
- 1M
- 3.50%
- YTD
- -3.69%
- 6M
- -4.63%
- 1Y
- -4.16%
- 3Y*
- 10.34%
- 5Y*
- 11.37%
- 10Y*
- 12.68%
JPEE.L vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPEE.L iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) | 2.94% | 0.68% | 12.62% | 6.56% | -13.43% | 5.84% | -3.49% | 18.14% | -0.92% | 0.44% |
BRK-B Berkshire Hathaway Inc. | -3.69% | -2.27% | 35.48% | 12.00% | 9.71% | 38.60% | -6.07% | 13.44% | 7.84% | 9.66% |
Correlation
The correlation between JPEE.L and BRK-B is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2017 | 0.26 |
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Return for Risk
JPEE.L vs. BRK-B — Risk / Return Rank
JPEE.L
BRK-B
JPEE.L vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (JPEE.L) 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.
| JPEE.L | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.90 | ||
| Sortino ratioReturn per unit of downside risk | +2.69 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.97 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | -0.38 | +3.47 |
| Martin ratioReturn relative to average drawdown | 8.92 | -0.79 | +9.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPEE.L | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | -0.28 | +1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.66 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.49 | -0.19 |
Drawdowns
JPEE.L vs. BRK-B - Drawdown Comparison
The maximum JPEE.L drawdown since its inception was -25.89%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for JPEE.L and BRK-B.
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Drawdown Indicators
| JPEE.L | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.89% | -45.91% | +20.02% |
Max Drawdown (1Y)Largest decline over 1 year | -3.08% | -11.04% | +7.96% |
Max Drawdown (3Y)Largest decline over 3 years | -12.74% | -20.62% | +7.88% |
Max Drawdown (5Y)Largest decline over 5 years | -15.87% | -22.31% | +6.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.74% | — |
Current DrawdownCurrent decline from peak | 0.00% | -17.01% | +17.01% |
Average DrawdownAverage peak-to-trough decline | -7.46% | -9.73% | +2.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 5.30% | -4.23% |
Volatility
JPEE.L vs. BRK-B - Volatility Comparison
The current volatility for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (JPEE.L) is 1.27%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.72%. This indicates that JPEE.L experiences smaller price fluctuations and is considered to be less risky 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
| JPEE.L | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.27% | 3.72% | -2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 4.02% | 11.24% | -7.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.88% | 15.04% | -9.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.56% | 17.37% | -8.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.73% | 20.09% | -10.36% |
Dividends
JPEE.L vs. BRK-B - Dividend Comparison
Neither JPEE.L nor BRK-B has paid dividends to shareholders.
Frequently Asked Questions
JPEE.L and BRK-B have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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