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

BRK-B vs. VWRD.L

Last updated Jun 13, 2026

BRK-B (Berkshire Hathaway Inc.) is a stock, while VWRD.L (Vanguard FTSE All-World UCITS ETF) is Global Equities fund tracking the FTSE All-World Index. Over the past 10 years, BRK-B returned 13.22%/yr vs 12.94%/yr for VWRD.L. At a 0.39 correlation, their price movements are largely independent.

Performance

BRK-B vs. VWRD.L - Performance Comparison

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

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Returns By Period

In the year-to-date period, BRK-B achieves a -2.67% return, which is significantly lower than VWRD.L's 10.27% return. Both investments have delivered pretty close results over the past 10 years, with BRK-B having a 13.22% annualized return and VWRD.L not far behind at 12.94%.

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%

VWRD.L

1D
2.38%
1M
0.88%
YTD
10.27%
6M
11.90%
1Y
25.73%
3Y*
19.78%
5Y*
10.91%
10Y*
12.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
BRK-B
Berkshire Hathaway Inc.		-2.67%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%
VWRD.L
Vanguard FTSE All-World UCITS ETF		10.27%22.39%17.65%22.31%-18.19%18.52%16.13%25.67%-9.70%24.35%

Correlation

The correlation between BRK-B and VWRD.L is 0.04, 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

0.04

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

0.16

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

0.31

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

0.37

Correlation (All Time)
Calculated using the full available price history since May 22, 2012

0.39

Over the past year, the correlation between BRK-B and VWRD.L has dropped to 0.04 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

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Berkshire Hathaway Inc.

Vanguard FTSE All-World UCITS ETF

Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT
Often compared with VWRD.L:
VWRD.L vs. VWRP.LVWRD.L vs. IWDA.LVWRD.L vs. VOOVWRD.L vs. JEPQVWRD.L vs. JEPG.LVWRD.L vs. EGLN.LVWRD.L vs. SPY

Return for Risk

BRK-B vs. VWRD.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: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
Martin Ratio Rank
VWRD.L
VWRD.L Risk / Return Rank: 7272
Overall Rank
VWRD.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VWRD.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
VWRD.L Omega Ratio Rank: 7272
Omega Ratio Rank
VWRD.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
VWRD.L Martin Ratio Rank: 7373
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.

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

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and Vanguard FTSE All-World UCITS ETF (VWRD.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-BVWRD.LDifference
Sharpe ratioReturn per unit of total volatility
-0.02
2.01

-2.02

Sortino ratioReturn per unit of downside risk
0.08
3.00

-2.92

Omega ratioGain probability vs. loss probability

1.01

1.37

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.02

2.91

-2.94

Martin ratioReturn relative to average drawdown

-0.05

11.88

-11.93

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

The current BRK-B Sharpe Ratio is -0.02, which is lower than the VWRD.L Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of BRK-B and VWRD.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.

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Drawdowns

BRK-B vs. VWRD.L - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, which is greater than VWRD.L's maximum drawdown of -33.83%. Use the drawdown chart below to compare losses from any high point for BRK-B and VWRD.L.

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Drawdown Indicators

BRK-BVWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-33.83%

-20.03%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-8.80%

-0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-16.25%

+1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-26.02%

-0.56%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-33.83%

+4.26%

Current Drawdown

Current decline from peak

-9.36%

-1.99%

-7.37%

Average Drawdown

Average peak-to-trough decline

-11.07%

-4.51%

-6.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

2.16%

+2.37%

Volatility

BRK-B vs. VWRD.L - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.95%, while Vanguard FTSE All-World UCITS ETF (VWRD.L) has a volatility of 4.40%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than VWRD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BRK-BVWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

4.40%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

10.29%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

12.77%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

15.38%

+1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

15.73%

+3.71%

Dividends

BRK-B vs. VWRD.L - Dividend Comparison

BRK-B has not paid dividends to shareholders, while VWRD.L's dividend yield for the trailing twelve months is around 1.25%.

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%
VWRD.L
Vanguard FTSE All-World UCITS ETF		1.25%1.38%1.52%1.69%2.05%1.48%1.47%1.88%2.29%1.82%2.04%2.07%

Frequently Asked Questions

BRK-B and VWRD.L have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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