PortfoliosLab logoPortfoliosLab logo
BRK-B vs. XDAX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRK-B vs. XDAX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Hathaway Inc. (BRK-B) and Xtrackers DAX UCITS ETF 1C (XDAX.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, BRK-B achieves a -2.67% return, which is significantly lower than XDAX.L's -1.51% return. Over the past 10 years, BRK-B has outperformed XDAX.L with an annualized return of 13.22%, while XDAX.L has yielded a comparatively lower 7.31% annualized return.


BRK-B

1D
0.71%
1M
1.07%
YTD
-2.67%
6M
-2.06%
1Y
0.35%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%

XDAX.L

1D
1.54%
1M
0.69%
YTD
-1.51%
6M
-0.17%
1Y
2.94%
3Y*
17.06%
5Y*
7.92%
10Y*
7.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRK-B vs. XDAX.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%
XDAX.L
Xtrackers DAX UCITS ETF 1C
-1.51%38.53%11.26%23.38%-17.46%6.89%12.73%21.15%-21.83%8.92%

Correlation

The correlation between BRK-B and XDAX.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

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

0.19

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

0.33

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

0.36

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.39

Over the past year, the correlation between BRK-B and XDAX.L has dropped to 0.11 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BRK-B vs. XDAX.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

XDAX.L
XDAX.L Risk / Return Rank: 1414
Overall Rank
XDAX.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XDAX.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
XDAX.L Omega Ratio Rank: 1313
Omega Ratio Rank
XDAX.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
XDAX.L Martin Ratio Rank: 1515
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. XDAX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Inc. (BRK-B) and Xtrackers DAX UCITS ETF 1C (XDAX.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-BXDAX.LDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.01

1.04

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.02

0.20

-0.23

Martin ratioReturn relative to average drawdown

-0.05

0.64

-0.69

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

The current BRK-B Sharpe Ratio is -0.02, which is lower than the XDAX.L Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of BRK-B and XDAX.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.


Loading charts...

Drawdowns

BRK-B vs. XDAX.L - Drawdown Comparison

The maximum BRK-B drawdown since its inception was -53.86%, smaller than the maximum XDAX.L drawdown of -67.75%. Use the drawdown chart below to compare losses from any high point for BRK-B and XDAX.L.


Loading charts...

Drawdown Indicators


BRK-BXDAX.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.86%

-67.75%

+13.89%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-14.45%

+5.03%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-15.87%

+0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-39.23%

+12.65%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

-49.16%

+19.59%

Current Drawdown

Current decline from peak

-9.36%

-5.27%

-4.09%

Average Drawdown

Average peak-to-trough decline

-11.07%

-20.63%

+9.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

4.61%

-0.08%

Volatility

BRK-B vs. XDAX.L - Volatility Comparison

The current volatility for Berkshire Hathaway Inc. (BRK-B) is 3.95%, while Xtrackers DAX UCITS ETF 1C (XDAX.L) has a volatility of 4.96%. This indicates that BRK-B experiences smaller price fluctuations and is considered to be less risky than XDAX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BRK-BXDAX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

4.96%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

14.12%

-3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

14.38%

17.19%

-2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

21.93%

-4.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

22.27%

-2.83%

Dividends

BRK-B vs. XDAX.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


BRK-B and XDAX.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for BRK-B and XDAX.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer