BTIIX vs. BRK-B

Last updated Jun 4, 2026

BTIIX (DWS Equity 500 Index Fund) is Large Cap Blend Equities fund managed by DWS, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, BTIIX returned 16.52%/yr vs 12.91%/yr for BRK-B. A 0.50 correlation means they provide meaningful diversification when combined.

Performance

BTIIX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Equity 500 Index Fund (BTIIX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BTIIX achieves a 11.63% return, which is significantly higher than BRK-B's -5.43% return. Over the past 10 years, BTIIX has outperformed BRK-B with an annualized return of 16.52%, while BRK-B has yielded a comparatively lower 12.91% annualized return.

BTIIX

• 1D: 0.13%
• 1M: 5.78%
• YTD: 11.63%
• 6M: 11.63%
• 1Y: 28.72%
• 3Y*: 22.52%
• 5Y*: 14.04%
• 10Y*: 16.52%

BRK-B

• 1D: 0.82%
• 1M: 1.46%
• YTD: -5.43%
• 6M: -5.61%
• 1Y: -4.51%
• 3Y*: 13.00%
• 5Y*: 10.20%
• 10Y*: 12.91%

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

BTIIX vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BTIIX DWS Equity 500 Index Fund	11.63%	17.56%	24.83%	26.04%	-18.51%	28.71%	18.37%	45.09%	-4.99%	21.61%
BRK-B Berkshire Hathaway Inc.	-5.43%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%

Correlation

The correlation between BTIIX and BRK-B is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (10Y) Calculated over the trailing 10-year period	0.61
Correlation (All Time) Calculated using the full available price history since Jun 21, 1996	0.50

Over the past year, the correlation between BTIIX and BRK-B has dropped to 0.15 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

Return for Risk

BTIIX vs. BRK-B — Risk / Return Rank

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

BTIIX

BTIIX Risk / Return Rank: 73
BTIIX Sharpe Ratio Rank: 75
BTIIX Sortino Ratio Rank: 68
BTIIX Omega Ratio Rank: 68
BTIIX Calmar Ratio Rank: 73
BTIIX Martin Ratio Rank: 82

BRK-B

BRK-B Risk / Return Rank: 23
BRK-B Sharpe Ratio Rank: 27
BRK-B Sortino Ratio Rank: 22
BRK-B Omega Ratio Rank: 23
BRK-B Calmar Ratio Rank: 24
BRK-B Martin Ratio Rank: 20

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.

BTIIX vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Equity 500 Index Fund (BTIIX) 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.

	BTIIX	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	2.51	-0.32	+2.83
Sortino ratio Return per unit of downside risk	3.45	-0.34	+3.79
Omega ratio Gain probability vs. loss probability	1.46	0.96	+0.50
Calmar ratio Return relative to maximum drawdown	3.33	-0.48	+3.81
Martin ratio Return relative to average drawdown	15.43	-1.02	+16.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BTIIX vs. BRK-B - Sharpe Ratio Comparison

The current BTIIX Sharpe Ratio is 2.51, which is higher than the BRK-B Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of BTIIX 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.

Sharpe Ratios by Period

	BTIIX	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.51	-0.32	+2.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.60	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	0.67	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.48	+0.04

Drawdowns

BTIIX vs. BRK-B - Drawdown Comparison

The maximum BTIIX drawdown since its inception was -55.24%, roughly equal to the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for BTIIX and BRK-B.

Drawdown Indicators

	BTIIX	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-55.24%	-53.86%	-1.38%
Max Drawdown (1Y) Largest decline over 1 year	-8.93%	-9.42%	+0.49%
Max Drawdown (3Y) Largest decline over 3 years	-21.16%	-14.95%	-6.21%
Max Drawdown (5Y) Largest decline over 5 years	-24.60%	-26.58%	+1.98%
Max Drawdown (10Y) Largest decline over 10 years	-33.83%	-29.57%	-4.26%
Current Drawdown Current decline from peak	0.00%	-11.94%	+11.94%
Average Drawdown Average peak-to-trough decline	-10.09%	-11.07%	+0.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	4.57%	-2.65%

Volatility

BTIIX vs. BRK-B - Volatility Comparison

The current volatility for DWS Equity 500 Index Fund (BTIIX) is 2.83%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.75%. This indicates that BTIIX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BTIIX	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.83%	3.75%	-0.92%
Volatility (6M) Calculated over the trailing 6-month period	8.93%	10.68%	-1.75%
Volatility (1Y) Calculated over the trailing 1-year period	11.85%	14.33%	-2.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.45%	17.11%	+5.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.21%	19.43%	+1.78%

Dividends

BTIIX vs. BRK-B - Dividend Comparison

BTIIX's dividend yield for the trailing twelve months is around 11.80%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
BTIIX DWS Equity 500 Index Fund	11.80%	13.18%	20.02%	26.57%	14.49%	15.07%	20.31%	23.22%	22.74%	15.17%	11.11%	8.32%

Frequently Asked Questions

Can I hold both BTIIX and BRK-B in my portfolio?

BTIIX and BRK-B have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BTIIX or BRK-B?

BRK-B has higher volatility (3.75%) compared to BTIIX (2.83%). In terms of maximum drawdown, BTIIX dropped -55.24% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

BTIIX currently has the higher Sharpe Ratio (2.51 vs -0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.