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

Performance

ASWC.DE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ASWC.DE is traded in EUR, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ASWC.DE achieves a 13.04% return, which is significantly higher than BRK-B's -0.98% return.


ASWC.DE

1D
-0.80%
1M
8.64%
YTD
13.04%
6M
15.13%
1Y
16.04%
3Y*
5Y*
10Y*

BRK-B

1D
0.00%
1M
4.92%
YTD
-0.98%
6M
-0.84%
1Y
-2.19%
3Y*
10.76%
5Y*
12.33%
10Y*
12.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASWC.DE vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023
ASWC.DE
HANetf Future of Defence UCITS ETF Acc EUR
13.04%38.30%39.36%14.35%
BRK-B
Berkshire Hathaway Inc.
-1.33%-2.27%35.48%3.11%

Correlation

The correlation between ASWC.DE and BRK-B is -0.10, 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

-0.10

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2023

0.11

The correlation between ASWC.DE and BRK-B shifts across timeframes, from -0.10 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ASWC.DE vs. BRK-B — Risk / Return Rank

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

ASWC.DE
ASWC.DE Risk / Return Rank: 2525
Overall Rank
ASWC.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ASWC.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
ASWC.DE Omega Ratio Rank: 2424
Omega Ratio Rank
ASWC.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
ASWC.DE Martin Ratio Rank: 2424
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3535
Overall Rank
BRK-B Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3030
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3030
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3838
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3737
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.

ASWC.DE vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) 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.


ASWC.DEBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.16

0.99

+0.17

Calmar ratioReturn relative to maximum drawdown

1.36

-0.20

+1.55

Martin ratioReturn relative to average drawdown

3.10

-0.42

+3.52

ASWC.DE vs. BRK-B - Sharpe Ratio Comparison

The current ASWC.DE Sharpe Ratio is 0.84, which is higher than the BRK-B Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of ASWC.DE 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


ASWC.DEBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

-0.15

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

1.91

0.50

+1.41

Drawdowns

ASWC.DE vs. BRK-B - Drawdown Comparison

The maximum ASWC.DE drawdown since its inception was -12.58%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for ASWC.DE and BRK-B.


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Drawdown Indicators


ASWC.DEBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-12.58%

-45.91%

+33.33%

Max Drawdown (1Y)

Largest decline over 1 year

-12.58%

-11.04%

-1.54%

Max Drawdown (3Y)

Largest decline over 3 years

-20.62%

Max Drawdown (5Y)

Largest decline over 5 years

-22.31%

Max Drawdown (10Y)

Largest decline over 10 years

-28.74%

Current Drawdown

Current decline from peak

-2.83%

-14.67%

+11.84%

Average Drawdown

Average peak-to-trough decline

-2.47%

-9.73%

+7.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

5.31%

+0.20%

Volatility

ASWC.DE vs. BRK-B - Volatility Comparison

HANetf Future of Defence UCITS ETF Acc EUR (ASWC.DE) has a higher volatility of 5.89% compared to Berkshire Hathaway Inc. (BRK-B) at 4.42%. This indicates that ASWC.DE'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


ASWC.DEBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

4.42%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

15.89%

11.54%

+4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

20.35%

15.15%

+5.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.12%

17.41%

+1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.12%

20.11%

-0.99%

Dividends

ASWC.DE vs. BRK-B - Dividend Comparison

Neither ASWC.DE nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ASWC.DE 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.

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