CU2U.L vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi MSCI USA UCITS USD (CU2U.L) and Berkshire Hathaway Inc. (BRK-B).

CU2U.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 18, 2018.

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.

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	-5.86%	14.10%	19.50%	27.09%	-20.03%	27.37%	20.45%	31.60%	-6.43%	21.69%
BRK-B Berkshire Hathaway Inc.	-4.80%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%

Returns By Period

In the year-to-date period, CU2U.L achieves a -5.86% return, which is significantly lower than BRK-B's -4.80% return. Both investments have delivered pretty close results over the past 10 years, with CU2U.L having a 12.75% annualized return and BRK-B not far ahead at 12.78%.

CU2U.L

• 1D: 3.04%
• 1M: -4.03%
• YTD: -5.86%
• 6M: -1.85%
• 1Y: 13.58%
• 3Y*: 15.03%
• 5Y*: 9.20%
• 10Y*: 12.75%

BRK-B

• 1D: -0.15%
• 1M: -0.35%
• YTD: -4.80%
• 6M: -3.95%
• 1Y: -10.22%
• 3Y*: 15.72%
• 5Y*: 13.13%
• 10Y*: 12.78%

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

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: 42
CU2U.L Sharpe Ratio Rank: 42
CU2U.L Sortino Ratio Rank: 42
CU2U.L Omega Ratio Rank: 41
CU2U.L Calmar Ratio Rank: 39
CU2U.L Martin Ratio Rank: 43

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 16
BRK-B Sortino Ratio Rank: 16
BRK-B Omega Ratio Rank: 16
BRK-B Calmar Ratio Rank: 17
BRK-B Martin Ratio Rank: 19

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	0.84	-0.56	+1.40
Sortino ratio Return per unit of downside risk	1.26	-0.65	+1.91
Omega ratio Gain probability vs. loss probability	1.17	0.91	+0.26
Calmar ratio Return relative to maximum drawdown	1.19	-0.68	+1.87
Martin ratio Return relative to average drawdown	4.73	-1.16	+5.89
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 0.84, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of CU2U.L and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CU2U.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.84	-0.56	+1.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.77	-0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	0.66	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.48	+0.33

Correlation

The correlation between CU2U.L and BRK-B is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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

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	-11.46%	-14.95%	+3.49%
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	-7.86%	-11.36%	+3.50%
Average Drawdown Average peak-to-trough decline	-4.25%	-11.07%	+6.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.79%	8.72%	-5.93%

Volatility

CU2U.L vs. BRK-B - Volatility Comparison

Amundi MSCI USA UCITS USD (CU2U.L) has a higher volatility of 5.22% compared to Berkshire Hathaway Inc. (BRK-B) at 4.33%. 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	5.22%	4.33%	+0.89%
Volatility (6M) Calculated over the trailing 6-month period	9.52%	11.14%	-1.62%
Volatility (1Y) Calculated over the trailing 1-year period	16.16%	18.30%	-2.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.22%	17.20%	-0.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.38%	19.45%	-3.07%