^DWCF vs. BRK-B
^DWCF (Dow Jones U.S. Total Stock Market Index) is an index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, ^DWCF returned 13.51%/yr vs 13.42%/yr for BRK-B. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
^DWCF vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, ^DWCF achieves a 8.31% return, which is significantly higher than BRK-B's -2.95% return. Both investments have delivered pretty close results over the past 10 years, with ^DWCF having a 13.51% annualized return and BRK-B not far behind at 13.42%.
^DWCF
- 1D
- 0.05%
- 1M
- -1.61%
- YTD
- 8.31%
- 6M
- 6.83%
- 1Y
- 21.49%
- 3Y*
- 19.21%
- 5Y*
- 10.28%
- 10Y*
- 13.51%
BRK-B
- 1D
- -1.41%
- 1M
- 0.87%
- YTD
- -2.95%
- 6M
- -2.70%
- 1Y
- 0.33%
- 3Y*
- 13.44%
- 5Y*
- 11.87%
- 10Y*
- 13.42%
^DWCF vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^DWCF Dow Jones U.S. Total Stock Market Index | 8.31% | 15.59% | 22.21% | 24.06% | -20.80% | 24.01% | 18.72% | 28.42% | -7.04% | 18.89% |
BRK-B Berkshire Hathaway Inc. | -2.95% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
Correlation
The correlation between ^DWCF and BRK-B is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since May 9, 1996 | 0.50 |
Over the past year, the correlation between ^DWCF and BRK-B has dropped to 0.10 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
^DWCF vs. BRK-B — Risk / Return Rank
^DWCF
BRK-B
^DWCF vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Total Stock Market Index (^DWCF) 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.
| ^DWCF | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.65 | ||
| Sortino ratioReturn per unit of downside risk | +2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.02 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 0.04 | +2.33 |
| Martin ratioReturn relative to average drawdown | 10.31 | 0.07 | +10.24 |
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Drawdowns
^DWCF vs. BRK-B - Drawdown Comparison
The maximum ^DWCF drawdown since its inception was -56.81%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ^DWCF and BRK-B.
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Drawdown Indicators
| ^DWCF | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.81% | -53.86% | -2.95% |
Max Drawdown (1Y)Largest decline over 1 year | -9.12% | -9.42% | +0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -19.59% | -14.95% | -4.64% |
Max Drawdown (5Y)Largest decline over 5 years | -26.31% | -26.58% | +0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -35.14% | -29.57% | -5.57% |
Current DrawdownCurrent decline from peak | -2.89% | -9.63% | +6.74% |
Average DrawdownAverage peak-to-trough decline | -11.08% | -11.07% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 4.51% | -2.42% |
Volatility
^DWCF vs. BRK-B - Volatility Comparison
Dow Jones U.S. Total Stock Market Index (^DWCF) has a higher volatility of 4.92% compared to Berkshire Hathaway Inc. (BRK-B) at 3.80%. This indicates that ^DWCF's price experiences larger fluctuations and is considered to be riskier 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
| ^DWCF | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 3.80% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 10.53% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.89% | 14.40% | -1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 17.10% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.47% | 19.39% | -0.92% |
Frequently Asked Questions
^DWCF and BRK-B have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^DWCF has higher volatility (4.92%) compared to BRK-B (3.80%). In terms of maximum drawdown, ^DWCF dropped -56.81% vs BRK-B's -53.86%.
^DWCF currently has the higher Sharpe Ratio (1.67 vs 0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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