^DWRTF vs. BRK-A

Last updated Jul 14, 2026

^DWRTF (Dow Jones U.S. Select REIT Index) is an index, while BRK-A (Berkshire Hathaway Inc.) is a stock.

Performance

^DWRTF vs. BRK-A - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Select REIT Index (^DWRTF) and Berkshire Hathaway Inc. (BRK-A). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^DWRTF

• 1D: 0.25%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BRK-A

• 1D: 0.69%
• 1M: 1.74%
• 6M: -0.40%
• YTD: -1.32%
• 1Y: 4.49%
• 3Y*: 12.91%
• 5Y*: 12.22%
• 10Y*: 13.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

^DWRTF vs. BRK-A - Yearly Performance Comparison

	2026 (YTD)
^DWRTF Dow Jones U.S. Select REIT Index	0.25%
BRK-A Berkshire Hathaway Inc.	0.69%

Return for Risk

^DWRTF vs. BRK-A — Risk / Return Rank

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

^DWRTF

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

BRK-A

BRK-A Risk / Return Rank: 53
BRK-A Sharpe Ratio Rank: 57
BRK-A Sortino Ratio Rank: 47
BRK-A Omega Ratio Rank: 47
BRK-A Calmar Ratio Rank: 58
BRK-A Martin Ratio Rank: 57

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.

^DWRTF vs. BRK-A - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Select REIT Index (^DWRTF) and Berkshire Hathaway Inc. (BRK-A). 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.

	^DWRTF	BRK-A	Difference
Sharpe ratio: Return per unit of total volatility	—	0.32	—
Sortino ratio: Return per unit of downside risk	—	0.54	—
Omega ratio: Gain probability vs. loss probability	—	1.07	—
Calmar ratio: Return relative to maximum drawdown	—	0.49	—
Martin ratio: Return relative to average drawdown	—	1.03	—

Drawdowns

^DWRTF vs. BRK-A - Drawdown Comparison

The maximum ^DWRTF drawdown since its inception was 0.00%, smaller than the maximum BRK-A drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for ^DWRTF and BRK-A.

Drawdown Indicators

	^DWRTF	BRK-A	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-51.47%	+51.47%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.12%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-14.43%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.98%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-30.43%	—
Current Drawdown Current decline from peak	0.00%	-7.97%	+7.97%
Average Drawdown Average peak-to-trough decline	0.00%	-9.51%	+9.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.38%	—

Volatility

Volatility by Period

	^DWRTF	BRK-A	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.72%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.59%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	13.95%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	17.12%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	18.94%	—