BRK-B vs. FWRG.L

Last updated Jun 13, 2026

BRK-B (Berkshire Hathaway Inc.) is a stock, while FWRG.L (Invesco FTSE All-World UCITS ETF Acc) is Global Equities fund tracking the FTSE All-World Index. Over the past year, BRK-B returned -0.22% vs 27.51% for FWRG.L. At a 0.10 correlation, their price movements are largely independent.

Performance

BRK-B vs. FWRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and Invesco FTSE All-World UCITS ETF Acc (FWRG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BRK-B achieves a -2.67% return, which is significantly lower than FWRG.L's 10.64% return.

BRK-B

• 1D: 0.71%
• 1M: 0.77%
• YTD: -2.67%
• 6M: -2.06%
• 1Y: -0.22%
• 3Y*: 13.30%
• 5Y*: 11.27%
• 10Y*: 13.22%

FWRG.L

• 1D: 1.78%
• 1M: 1.72%
• YTD: 10.64%
• 6M: 11.30%
• 1Y: 27.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BRK-B vs. FWRG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BRK-B Berkshire Hathaway Inc.	-2.67%	10.89%	27.09%	6.39%
FWRG.L Invesco FTSE All-World UCITS ETF Acc	10.64%	13.84%	20.11%	8,531.38%

Correlation

The correlation between BRK-B and FWRG.L 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 (All Time) Calculated using the full available price history since Jun 26, 2023	0.10

The correlation between BRK-B and FWRG.L shifts across timeframes, from 0.00 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

Return for Risk

BRK-B vs. FWRG.L — Risk / Return Rank

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

BRK-B

BRK-B Risk / Return Rank: 39
BRK-B Sharpe Ratio Rank: 42
BRK-B Sortino Ratio Rank: 34
BRK-B Omega Ratio Rank: 33
BRK-B Calmar Ratio Rank: 42
BRK-B Martin Ratio Rank: 42

FWRG.L

FWRG.L Risk / Return Rank: 87
FWRG.L Sharpe Ratio Rank: 89
FWRG.L Sortino Ratio Rank: 89
FWRG.L Omega Ratio Rank: 89
FWRG.L Calmar Ratio Rank: 82
FWRG.L Martin Ratio Rank: 85

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.

BRK-B vs. FWRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and Invesco FTSE All-World UCITS ETF Acc (FWRG.L). 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.

	BRK-B	FWRG.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.02	2.58	-2.60
Sortino ratio: Return per unit of downside risk	0.08	3.59	-3.51
Omega ratio: Gain probability vs. loss probability	1.01	1.49	-0.48
Calmar ratio: Return relative to maximum drawdown	-0.02	3.84	-3.86
Martin ratio: Return relative to average drawdown	-0.05	15.15	-15.19

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

The current BRK-B Sharpe Ratio is -0.02, which is lower than the FWRG.L Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of BRK-B and FWRG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BRK-B vs. FWRG.L - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, which is greater than FWRG.L's maximum drawdown of -18.87%. Use the drawdown chart below to compare losses from any high point for BRK-B and FWRG.L.

Drawdown Indicators

	BRK-B	FWRG.L	Difference
Max Drawdown Largest peak-to-trough decline	-53.86%	-18.87%	-34.99%
Max Drawdown (1Y) Largest decline over 1 year	-9.42%	-7.14%	-2.28%
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	-9.36%	-1.57%	-7.79%
Average Drawdown Average peak-to-trough decline	-11.07%	-2.26%	-8.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.53%	1.81%	+2.72%

Volatility

BRK-B vs. FWRG.L - Volatility Comparison

Berkshire Hathaway Inc. (BRK-B) has a higher volatility of 3.95% compared to Invesco FTSE All-World UCITS ETF Acc (FWRG.L) at 3.65%. This indicates that BRK-B's price experiences larger fluctuations and is considered to be riskier than FWRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRK-B	FWRG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.95%	3.65%	+0.30%
Volatility (6M) Calculated over the trailing 6-month period	10.78%	8.11%	+2.67%
Volatility (1Y) Calculated over the trailing 1-year period	14.38%	10.63%	+3.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.12%	4,484.46%	-4,467.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.44%	4,484.46%	-4,465.02%

Dividends

BRK-B vs. FWRG.L - Dividend Comparison

Neither BRK-B nor FWRG.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BRK-B and FWRG.L in my portfolio?

BRK-B and FWRG.L 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.