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TIP5.L vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TIP5.L vs. BRK-B

Last updated Jun 5, 2026

TIP5.L (iShares USD TIPS 0-5 UCITS ETF USD (Dist)) is Inflation-Protected Bonds fund tracking the ICE U.S. Treasury Inflation Linked Bond Index 0-5, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, TIP5.L returned 3.31%/yr vs 10.35%/yr for BRK-B. At a 0.02 correlation, their price movements are largely independent.

Performance

TIP5.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TIP5.L) 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, TIP5.L achieves a 1.77% return, which is significantly higher than BRK-B's -4.78% return.

TIP5.L

1D
-0.01%
1M
0.03%
YTD
1.77%
6M
2.06%
1Y
4.41%
3Y*
5.18%
5Y*
3.31%
10Y*
—

BRK-B

1D
0.69%
1M
2.82%
YTD
-4.78%
6M
-4.89%
1Y
-2.52%
3Y*
13.36%
5Y*
10.35%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIP5.L vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
TIP5.L
iShares USD TIPS 0-5 UCITS ETF USD (Dist)		1.77%6.22%4.90%4.24%-2.74%5.42%4.91%4.90%0.56%0.16%
BRK-B
Berkshire Hathaway Inc.		-4.78%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%19.78%

Correlation

The correlation between TIP5.L and BRK-B is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.01

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

0.02

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

0.04

Correlation (All Time)
Calculated using the full available price history since May 24, 2017

0.02

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares USD TIPS 0-5 UCITS ETF USD (Dist)

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

TIP5.L vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TIP5.L
TIP5.L Risk / Return Rank: 7575
Overall Rank
TIP5.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TIP5.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
TIP5.L Omega Ratio Rank: 6262
Omega Ratio Rank
TIP5.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
TIP5.L Martin Ratio Rank: 8989
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 3131
Overall Rank
BRK-B Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 2828
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 2727
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3333
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3232
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.

TIP5.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TIP5.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.

TIP5.LBRK-BDifference
Sharpe ratioReturn per unit of total volatility
1.99
-0.18

+2.17

Sortino ratioReturn per unit of downside risk
3.12
-0.15

+3.26

Omega ratioGain probability vs. loss probability

1.37

0.98

+0.39

Calmar ratioReturn relative to maximum drawdown

6.97

-0.27

+7.24

Martin ratioReturn relative to average drawdown

19.95

-0.57

+20.52

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TIP5.L vs. BRK-B - Sharpe Ratio Comparison

The current TIP5.L Sharpe Ratio is 1.99, which is higher than the BRK-B Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of TIP5.L 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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Sharpe Ratios by Period

TIP5.LBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

-0.18

+2.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

0.61

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.67

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.48

+0.57

Drawdowns

TIP5.L vs. BRK-B - Drawdown Comparison

The maximum TIP5.L drawdown since its inception was -5.55%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for TIP5.L and BRK-B.

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Drawdown Indicators

TIP5.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-5.55%

-53.86%

+48.31%

Max Drawdown (1Y)

Largest decline over 1 year

-0.63%

-9.42%

+8.79%

Max Drawdown (3Y)

Largest decline over 3 years

-1.51%

-14.95%

+13.44%

Max Drawdown (5Y)

Largest decline over 5 years

-5.21%

-26.58%

+21.37%

Max Drawdown (10Y)

Largest decline over 10 years

—

-29.57%

—

Current Drawdown

Current decline from peak

-0.14%

-11.33%

+11.19%

Average Drawdown

Average peak-to-trough decline

-0.73%

-11.07%

+10.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

4.46%

-4.24%

Volatility

TIP5.L vs. BRK-B - Volatility Comparison

The current volatility for iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TIP5.L) is 0.54%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.72%. This indicates that TIP5.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

TIP5.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.54%

3.72%

-3.18%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

10.70%

-9.21%

Volatility (1Y)

Calculated over the trailing 1-year period

2.22%

14.32%

-12.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.96%

17.11%

-14.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.18%

19.43%

-16.25%

Dividends

TIP5.L vs. BRK-B - Dividend Comparison

TIP5.L's dividend yield for the trailing twelve months is around 5.81%, while BRK-B has not paid dividends to shareholders.

PositionTTM202520242023202220212020201920182017
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%
TIP5.L
iShares USD TIPS 0-5 UCITS ETF USD (Dist)		5.81%5.93%6.97%5.15%0.34%0.37%3.00%3.27%2.99%1.03%

Frequently Asked Questions

TIP5.L and BRK-B have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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