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CW8G.L vs. BRK-A
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CW8G.L vs. BRK-A - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI World UCITS USD (CW8G.L) and Berkshire Hathaway Inc. (BRK-A). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CW8G.L is traded in GBp, while BRK-A is traded in USD. To make them comparable, the BRK-A values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CW8G.L achieves a 9.97% return, which is significantly higher than BRK-A's -4.43% return. Both investments have delivered pretty close results over the past 10 years, with CW8G.L having a 13.68% annualized return and BRK-A not far ahead at 13.78%.


CW8G.L

1D
0.05%
1M
5.16%
YTD
9.97%
6M
10.16%
1Y
26.81%
3Y*
17.37%
5Y*
12.80%
10Y*
13.68%

BRK-A

1D
0.66%
1M
3.58%
YTD
-4.43%
6M
-5.47%
1Y
-1.69%
3Y*
10.09%
5Y*
11.54%
10Y*
13.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CW8G.L vs. BRK-A - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CW8G.L
Amundi MSCI World UCITS USD
9.97%12.11%20.95%17.29%-8.45%23.58%11.88%23.12%-4.09%11.70%
BRK-A
Berkshire Hathaway Inc.
-4.43%2.95%27.68%9.98%16.37%30.80%-0.59%6.76%8.92%11.36%

Correlation

The correlation between CW8G.L and BRK-A is 0.10, 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

0.10

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

0.19

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

0.28

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

0.39

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2016

0.40

Over the past year, the correlation between CW8G.L and BRK-A has dropped to 0.10 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

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Return for Risk

CW8G.L vs. BRK-A — Risk / Return Rank

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

CW8G.L
CW8G.L Risk / Return Rank: 8383
Overall Rank
CW8G.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CW8G.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
CW8G.L Omega Ratio Rank: 8585
Omega Ratio Rank
CW8G.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
CW8G.L Martin Ratio Rank: 8181
Martin Ratio Rank

BRK-A
BRK-A Risk / Return Rank: 3030
Overall Rank
BRK-A Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BRK-A Sortino Ratio Rank: 2727
Sortino Ratio Rank
BRK-A Omega Ratio Rank: 2727
Omega Ratio Rank
BRK-A Calmar Ratio Rank: 3232
Calmar Ratio Rank
BRK-A Martin Ratio Rank: 3131
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.

CW8G.L vs. BRK-A - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS USD (CW8G.L) and Berkshire Hathaway Inc. (BRK-A). 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.


CW8G.LBRK-ADifference
Sharpe ratioReturn per unit of total volatility

+2.85

Sortino ratioReturn per unit of downside risk

+3.79

Omega ratioGain probability vs. loss probability

1.51

0.99

+0.52

Calmar ratioReturn relative to maximum drawdown

4.00

-0.14

+4.14

Martin ratioReturn relative to average drawdown

15.91

-0.31

+16.22

CW8G.L vs. BRK-A - Sharpe Ratio Comparison

The current CW8G.L Sharpe Ratio is 2.74, which is higher than the BRK-A Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of CW8G.L and BRK-A, 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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Sharpe Ratios by Period


CW8G.LBRK-ADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

-0.11

+2.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.68

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

0.71

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.59

+0.39

Drawdowns

CW8G.L vs. BRK-A - Drawdown Comparison

The maximum CW8G.L drawdown since its inception was -25.60%, smaller than the maximum BRK-A drawdown of -36.09%. Use the drawdown chart below to compare losses from any high point for CW8G.L and BRK-A.


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Drawdown Indicators


CW8G.LBRK-ADifference

Max Drawdown

Largest peak-to-trough decline

-25.60%

-36.09%

+10.49%

Max Drawdown (1Y)

Largest decline over 1 year

-6.67%

-11.98%

+5.31%

Max Drawdown (3Y)

Largest decline over 3 years

-18.88%

-17.21%

-1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-18.88%

-20.59%

+1.71%

Max Drawdown (10Y)

Largest decline over 10 years

-25.60%

-21.87%

-3.73%

Current Drawdown

Current decline from peak

-0.15%

-13.76%

+13.61%

Average Drawdown

Average peak-to-trough decline

-3.10%

-7.34%

+4.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

5.51%

-3.83%

Volatility

CW8G.L vs. BRK-A - Volatility Comparison

The current volatility for Amundi MSCI World UCITS USD (CW8G.L) is 2.55%, while Berkshire Hathaway Inc. (BRK-A) has a volatility of 3.87%. This indicates that CW8G.L experiences smaller price fluctuations and is considered to be less risky than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CW8G.LBRK-ADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

3.87%

-1.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.27%

11.58%

-4.31%

Volatility (1Y)

Calculated over the trailing 1-year period

9.75%

15.01%

-5.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.21%

16.98%

-3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.45%

19.35%

-4.90%

Dividends

CW8G.L vs. BRK-A - Dividend Comparison

Neither CW8G.L nor BRK-A has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CW8G.L and BRK-A have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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