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

Performance

WPS vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Developed Property ETF (WPS) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


WPS

1D
1M
YTD
6M
1Y
3Y*
5Y*
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)

WPS vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WPS
iShares International Developed Property ETF
0.00%0.00%-3.59%7.43%-24.74%9.05%-5.36%20.34%-9.03%22.86%
BRK-B
Berkshire Hathaway Inc.
-4.78%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between WPS and BRK-B is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.34

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

0.38

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2007

0.47

The correlation between WPS and BRK-B shifts across timeframes, from 0.20 (3 years) to 0.47 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WPS vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WPS

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Property ETF (WPS) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

WPS vs. BRK-B - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WPSBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

Drawdowns

WPS vs. BRK-B - Drawdown Comparison


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Drawdown Indicators


WPSBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-11.33%

Average Drawdown

Average peak-to-trough decline

-11.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

Volatility

WPS vs. BRK-B - Volatility Comparison


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Volatility by Period


WPSBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.70%

Volatility (1Y)

Calculated over the trailing 1-year period

14.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.43%

Dividends

WPS vs. BRK-B - Dividend Comparison

Neither WPS nor BRK-B has 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%
WPS
iShares International Developed Property ETF
0.00%0.00%2.48%2.38%2.63%4.36%2.31%6.81%4.45%4.31%5.73%3.20%

Frequently Asked Questions


WPS and BRK-B have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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