CEMS.DE vs. BRYN.DE
CEMS.DE (iShares Edge MSCI Europe Value Factor UCITS ETF) is Europe Equities fund tracking the MSCI Europe Enhanced Value, while BRYN.DE (Berkshire Hathaway Inc) is a stock. Over the past 10 years, CEMS.DE returned 11.60%/yr vs 12.90%/yr for BRYN.DE. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
CEMS.DE vs. BRYN.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CEMS.DE achieves a 14.37% return, which is significantly higher than BRYN.DE's -0.87% return. Over the past 10 years, CEMS.DE has underperformed BRYN.DE with an annualized return of 11.60%, while BRYN.DE has yielded a comparatively higher 12.90% annualized return.
CEMS.DE
- 1D
- 2.48%
- 1M
- 3.42%
- YTD
- 14.37%
- 6M
- 17.13%
- 1Y
- 32.78%
- 3Y*
- 21.17%
- 5Y*
- 14.39%
- 10Y*
- 11.60%
BRYN.DE
- 1D
- 0.86%
- 1M
- 2.29%
- YTD
- -0.87%
- 6M
- -0.48%
- 1Y
- 0.19%
- 3Y*
- 10.70%
- 5Y*
- 12.22%
- 10Y*
- 12.90%
CEMS.DE vs. BRYN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CEMS.DE iShares Edge MSCI Europe Value Factor UCITS ETF | 14.37% | 36.00% | 9.92% | 13.88% | -4.51% | 26.64% | -8.83% | 23.35% | -14.05% | 10.13% |
BRYN.DE Berkshire Hathaway Inc | -0.87% | -2.32% | 34.74% | 12.14% | 8.56% | 41.95% | -7.63% | 15.43% | 5.10% | 8.44% |
Correlation
The correlation between CEMS.DE and BRYN.DE is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.50 |
Over the past year, the correlation between CEMS.DE and BRYN.DE has dropped to 0.08 - well below their long-term average of 0.50, 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
CEMS.DE vs. BRYN.DE — Risk / Return Rank
CEMS.DE
BRYN.DE
CEMS.DE vs. BRYN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) and Berkshire Hathaway Inc (BRYN.DE). 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.
| CEMS.DE | BRYN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.29 | ||
| Sortino ratioReturn per unit of downside risk | +3.08 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.01 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 0.02 | +3.24 |
| Martin ratioReturn relative to average drawdown | 12.19 | 0.04 | +12.16 |
Loading charts...
Drawdowns
CEMS.DE vs. BRYN.DE - Drawdown Comparison
The maximum CEMS.DE drawdown since its inception was -40.22%, smaller than the maximum BRYN.DE drawdown of -98.01%. Use the drawdown chart below to compare losses from any high point for CEMS.DE and BRYN.DE.
Loading charts...
Drawdown Indicators
| CEMS.DE | BRYN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.22% | -98.01% | +57.79% |
Max Drawdown (1Y)Largest decline over 1 year | -10.02% | -10.57% | +0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -19.97% | +2.36% |
Max Drawdown (5Y)Largest decline over 5 years | -19.56% | -22.34% | +2.78% |
Max Drawdown (10Y)Largest decline over 10 years | -40.22% | -28.72% | -11.50% |
Current DrawdownCurrent decline from peak | -0.66% | -82.31% | +81.65% |
Average DrawdownAverage peak-to-trough decline | -7.50% | -83.07% | +75.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 5.16% | -2.48% |
Volatility
CEMS.DE vs. BRYN.DE - Volatility Comparison
iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) and Berkshire Hathaway Inc (BRYN.DE) have volatilities of 4.88% and 5.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CEMS.DE | BRYN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 5.11% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 11.10% | +0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.15% | 15.27% | -1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 17.29% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 18.71% | -1.25% |
Dividends
CEMS.DE vs. BRYN.DE - Dividend Comparison
Neither CEMS.DE nor BRYN.DE has paid dividends to shareholders.
Frequently Asked Questions
CEMS.DE and BRYN.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for CEMS.DE and BRYN.DE
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