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CUKX.L vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CUKX.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares FTSE 100 UCITS ETF (CUKX.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, CUKX.L achieves a 7.04% return, which is significantly higher than BRK-B's -2.17% return. Over the past 10 years, CUKX.L has underperformed BRK-B with an annualized return of 9.82%, while BRK-B has yielded a comparatively higher 13.81% annualized return.


CUKX.L

1D
1.55%
1M
1.52%
YTD
7.04%
6M
10.02%
1Y
21.65%
3Y*
15.22%
5Y*
11.77%
10Y*
9.82%

BRK-B

1D
0.80%
1M
1.65%
YTD
-2.17%
6M
-2.30%
1Y
1.36%
3Y*
11.02%
5Y*
12.42%
10Y*
13.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CUKX.L
iShares FTSE 100 UCITS ETF
7.04%25.78%9.30%7.72%4.97%17.48%-11.28%17.23%-9.05%12.45%
BRK-B
Berkshire Hathaway Inc.
-2.17%2.99%29.31%9.69%15.59%30.17%-0.64%6.71%9.11%11.10%

Correlation

The correlation between CUKX.L and BRK-B is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.19

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

0.25

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

0.33

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2010

0.36

Over the past year, the correlation between CUKX.L and BRK-B has dropped to 0.14 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.

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Return for Risk

CUKX.L vs. BRK-B — Risk / Return Rank

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

CUKX.L
CUKX.L Risk / Return Rank: 6464
Overall Rank
CUKX.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CUKX.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
CUKX.L Omega Ratio Rank: 7171
Omega Ratio Rank
CUKX.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
CUKX.L Martin Ratio Rank: 5353
Martin Ratio Rank

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares FTSE 100 UCITS ETF (CUKX.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.

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.


CUKX.LBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+1.86

Sortino ratioReturn per unit of downside risk

+2.50

Omega ratioGain probability vs. loss probability

1.36

1.03

+0.34

Calmar ratioReturn relative to maximum drawdown

2.42

0.12

+2.31

Martin ratioReturn relative to average drawdown

7.99

0.25

+7.75

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

The current CUKX.L Sharpe Ratio is 1.95, which is higher than the BRK-B Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of CUKX.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.


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Drawdowns

CUKX.L vs. BRK-B - Drawdown Comparison

The maximum CUKX.L drawdown since its inception was -34.50%, smaller than the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for CUKX.L and BRK-B.


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Drawdown Indicators


CUKX.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-34.50%

-37.92%

+3.42%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-11.88%

+2.99%

Max Drawdown (3Y)

Largest decline over 3 years

-12.88%

-17.26%

+4.38%

Max Drawdown (5Y)

Largest decline over 5 years

-12.88%

-20.84%

+7.96%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

-21.44%

-13.06%

Current Drawdown

Current decline from peak

-3.09%

-11.90%

+8.81%

Average Drawdown

Average peak-to-trough decline

-4.32%

-7.40%

+3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

5.54%

-2.84%

Volatility

CUKX.L vs. BRK-B - Volatility Comparison

The current volatility for iShares FTSE 100 UCITS ETF (CUKX.L) is 3.63%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.20%. This indicates that CUKX.L 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.


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Volatility by Period


CUKX.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

4.20%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.68%

12.04%

-2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

11.06%

15.49%

-4.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.73%

16.90%

-4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

19.86%

-4.78%

Dividends

CUKX.L vs. BRK-B - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CUKX.L and BRK-B have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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