CU2U.L vs. BRK-B

Last updated Jun 5, 2026

CU2U.L (Amundi MSCI USA UCITS USD) is Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, CU2U.L returned 14.45%/yr vs 12.93%/yr for BRK-B. At a 0.33 correlation, their price movements are largely independent.

Performance

CU2U.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi MSCI USA UCITS USD (CU2U.L) 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, CU2U.L achieves a 12.35% return, which is significantly higher than BRK-B's -4.78% return. Over the past 10 years, CU2U.L has outperformed BRK-B with an annualized return of 14.45%, while BRK-B has yielded a comparatively lower 12.93% annualized return.

CU2U.L

• 1D: 0.43%
• 1M: 6.87%
• YTD: 12.35%
• 6M: 13.81%
• 1Y: 27.88%
• 3Y*: 19.93%
• 5Y*: 11.99%
• 10Y*: 14.45%

BRK-B

• 1D: 0.69%
• 1M: 2.82%
• YTD: -4.78%
• 6M: -4.89%
• 1Y: -2.52%
• 3Y*: 13.36%
• 5Y*: 10.35%
• 10Y*: 12.93%

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

CU2U.L vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CU2U.L Amundi MSCI USA UCITS USD	12.35%	14.10%	19.50%	27.09%	-20.03%	27.37%	20.45%	31.60%	-6.43%	21.69%
BRK-B Berkshire Hathaway Inc.	-4.78%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%

Correlation

The correlation between CU2U.L and BRK-B is 0.06, 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	0.06
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	0.36
Correlation (All Time) Calculated using the full available price history since May 13, 2011	0.33

Over the past year, the correlation between CU2U.L and BRK-B has dropped to 0.06 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

Return for Risk

CU2U.L vs. BRK-B — Risk / Return Rank

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

CU2U.L

CU2U.L Risk / Return Rank: 62
CU2U.L Sharpe Ratio Rank: 66
CU2U.L Sortino Ratio Rank: 71
CU2U.L Omega Ratio Rank: 66
CU2U.L Calmar Ratio Rank: 51
CU2U.L Martin Ratio Rank: 58

BRK-B

BRK-B Risk / Return Rank: 31
BRK-B Sharpe Ratio Rank: 34
BRK-B Sortino Ratio Rank: 28
BRK-B Omega Ratio Rank: 27
BRK-B Calmar Ratio Rank: 33
BRK-B Martin Ratio Rank: 32

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.

CU2U.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI USA UCITS USD (CU2U.L) 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.

	CU2U.L	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	2.16	-0.18	+2.34
Sortino ratio: Return per unit of downside risk	3.16	-0.15	+3.31
Omega ratio: Gain probability vs. loss probability	1.39	0.98	+0.41
Calmar ratio: Return relative to maximum drawdown	2.49	-0.27	+2.76
Martin ratio: Return relative to average drawdown	9.91	-0.57	+10.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CU2U.L vs. BRK-B - Sharpe Ratio Comparison

The current CU2U.L Sharpe Ratio is 2.16, which is higher than the BRK-B Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of CU2U.L 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

	CU2U.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.16	-0.18	+2.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.61	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.88	0.67	+0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	0.48	+0.41

Drawdowns

CU2U.L vs. BRK-B - Drawdown Comparison

The maximum CU2U.L drawdown since its inception was -34.38%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for CU2U.L and BRK-B.

Drawdown Indicators

	CU2U.L	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-34.38%	-53.86%	+19.48%
Max Drawdown (1Y) Largest decline over 1 year	-11.13%	-9.42%	-1.71%
Max Drawdown (3Y) Largest decline over 3 years	-19.32%	-14.95%	-4.37%
Max Drawdown (5Y) Largest decline over 5 years	-25.42%	-26.58%	+1.16%
Max Drawdown (10Y) Largest decline over 10 years	-34.38%	-29.57%	-4.81%
Current Drawdown Current decline from peak	0.00%	-11.33%	+11.33%
Average Drawdown Average peak-to-trough decline	-4.21%	-11.07%	+6.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.81%	4.46%	-1.65%

Volatility

CU2U.L vs. BRK-B - Volatility Comparison

Amundi MSCI USA UCITS USD (CU2U.L) has a higher volatility of 4.09% compared to Berkshire Hathaway Inc. (BRK-B) at 3.72%. This indicates that CU2U.L's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CU2U.L	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.09%	3.72%	+0.37%
Volatility (6M) Calculated over the trailing 6-month period	9.89%	10.70%	-0.81%
Volatility (1Y) Calculated over the trailing 1-year period	12.83%	14.32%	-1.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.31%	17.11%	-0.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.46%	19.43%	-2.97%

Dividends

CU2U.L vs. BRK-B - Dividend Comparison

Neither CU2U.L nor BRK-B has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both CU2U.L and BRK-B in my portfolio?

CU2U.L and BRK-B have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.