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

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 1.01% return, which is significantly higher than BRK-B's -2.84% return.


TIP5.L

1D
0.20%
1M
-0.00%
6M
1.01%
YTD
1.01%
1Y
3.11%
3Y*
4.66%
5Y*
2.85%
10Y*

BRK-B

1D
-0.56%
1M
-1.45%
6M
-0.97%
YTD
-2.84%
1Y
3.88%
3Y*
12.71%
5Y*
11.94%
10Y*
12.84%
*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)
1.01%6.33%3.94%4.20%-2.77%5.40%4.98%4.81%0.71%0.01%
BRK-B
Berkshire Hathaway Inc.
-2.84%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.79%

Correlation

The correlation between TIP5.L and BRK-B is -0.00, 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

-0.00

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

0.01

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

0.03

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2017

0.04

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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: 3232
Overall Rank
TIP5.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
TIP5.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
TIP5.L Omega Ratio Rank: 4242
Omega Ratio Rank
TIP5.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
TIP5.L Martin Ratio Rank: 4646
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 5252
Overall Rank
BRK-B Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 4646
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 4545
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 5656
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 5757
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.

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.


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

+0.49

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.23

1.06

+0.18

Calmar ratioReturn relative to maximum drawdown

1.04

0.41

+0.63

Martin ratioReturn relative to average drawdown

6.21

0.87

+5.35

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

The current TIP5.L Sharpe Ratio is 0.76, which is higher than the BRK-B Sharpe Ratio of 0.27. 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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Drawdowns

TIP5.L vs. BRK-B - Drawdown Comparison

The maximum TIP5.L drawdown since its inception was -5.42%, 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

-5.42%

-53.86%

+48.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

-9.42%

+6.44%

Max Drawdown (3Y)

Largest decline over 3 years

-3.88%

-14.95%

+11.07%

Max Drawdown (5Y)

Largest decline over 5 years

-5.22%

-26.58%

+21.36%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-1.00%

-9.53%

+8.53%

Average Drawdown

Average peak-to-trough decline

-0.75%

-11.06%

+10.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

4.47%

-3.97%

Volatility

TIP5.L vs. BRK-B - Volatility Comparison

The current volatility for iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TIP5.L) is 0.69%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.54%. 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

0.69%

4.54%

-3.85%

Volatility (6M)

Calculated over the trailing 6-month period

3.68%

11.04%

-7.36%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

14.57%

-10.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.98%

17.12%

-13.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.79%

19.40%

-15.61%

Dividends

TIP5.L vs. BRK-B - Dividend Comparison

TIP5.L's dividend yield for the trailing twelve months is around 5.14%, 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)
5.14%5.94%6.18%5.15%0.29%0.37%3.00%3.27%2.99%1.03%

Frequently Asked Questions


TIP5.L and BRK-B have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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