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 2.92%/yr vs 13.30%/yr for BRK-B. At a 0.25 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 5.32% return, which is significantly higher than BRK-B's 1.79% return.
JPEE.L
- 1D
- 0.00%
- 1M
- 3.80%
- YTD
- 5.32%
- 6M
- 5.77%
- 1Y
- 12.73%
- 3Y*
- 7.75%
- 5Y*
- 2.92%
- 10Y*
- —
BRK-B
- 1D
- 0.61%
- 1M
- 3.89%
- YTD
- 1.79%
- 6M
- 2.34%
- 1Y
- 2.52%
- 3Y*
- 12.28%
- 5Y*
- 13.30%
- 10Y*
- 13.23%
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) | 5.32% | 0.68% | 12.62% | 6.56% | -13.43% | 5.84% | -3.49% | 18.14% | -0.92% | -12.09% |
BRK-B Berkshire Hathaway Inc. | 1.79% | -2.27% | 35.48% | 12.00% | 9.71% | 38.60% | -6.07% | 13.44% | 7.84% | 6.69% |
Correlation
The correlation between JPEE.L and BRK-B is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
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 Apr 13, 2017 | 0.25 |
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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.
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.
| JPEE.L | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.97 | ||
| Sortino ratioReturn per unit of downside risk | +2.84 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.04 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 4.15 | 0.23 | +3.92 |
| Martin ratioReturn relative to average drawdown | 12.32 | 0.51 | +11.81 |
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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% | -12.28% | +12.28% |
Average DrawdownAverage peak-to-trough decline | -9.65% | -9.76% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 5.08% | -4.04% |
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 1.25%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.08%. 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 | 1.25% | 4.08% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 4.19% | 11.23% | -7.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.99% | 15.17% | -9.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.54% | 17.38% | -8.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.89% | 20.09% | -9.20% |
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 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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