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CW8G.L vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

CW8G.L vs. BRK-B

Last updated Apr 25, 2025

Compare and contrast key facts about Amundi MSCI World UCITS USD (CW8G.L) and Berkshire Hathaway Inc. (BRK-B).

CW8G.L is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI NR USD. It was launched on Apr 18, 2018.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CW8G.L or BRK-B.

Correlation

The correlation between CW8G.L and BRK-B is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

-0.50.00.51.0
Correlation: 0.6

Performance

CW8G.L vs. BRK-B - 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-B). The values are adjusted to include any dividend payments, if applicable.
150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
171.02%
306.64%
CW8G.L
BRK-B

Key characteristics

Sharpe Ratio

CW8G.L:

0.23

BRK-B:

1.59

Sortino Ratio

CW8G.L:

0.41

BRK-B:

2.23

Omega Ratio

CW8G.L:

1.06

BRK-B:

1.32

Calmar Ratio

CW8G.L:

0.18

BRK-B:

3.41

Martin Ratio

CW8G.L:

0.72

BRK-B:

8.75

Ulcer Index

CW8G.L:

4.71%

BRK-B:

3.44%

Daily Std Dev

CW8G.L:

14.88%

BRK-B:

18.94%

Max Drawdown

CW8G.L:

-25.60%

BRK-B:

-53.86%

Current Drawdown

CW8G.L:

-13.50%

BRK-B:

-1.13%

Returns By Period

In the year-to-date period, CW8G.L achieves a -9.43% return, which is significantly lower than BRK-B's 17.29% return.

CW8G.L

YTD

-9.43%

1M

-6.81%

6M

-5.41%

1Y

2.00%

5Y*

12.67%

10Y*

N/A

BRK-B

YTD

17.29%

1M

0.52%

6M

16.14%

1Y

30.96%

5Y*

23.39%

10Y*

14.22%

*Annualized

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Risk-Adjusted Performance

CW8G.L vs. BRK-B — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CW8G.L
The Risk-Adjusted Performance Rank of CW8G.L is 3838
Overall Rank
The Sharpe Ratio Rank of CW8G.L is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of CW8G.L is 3737
Sortino Ratio Rank
The Omega Ratio Rank of CW8G.L is 3838
Omega Ratio Rank
The Calmar Ratio Rank of CW8G.L is 3838
Calmar Ratio Rank
The Martin Ratio Rank of CW8G.L is 3838
Martin Ratio Rank
BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 9292
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9898
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CW8G.L vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS USD (CW8G.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.

The chart of Sharpe ratio for CW8G.L, currently valued at 0.62, compared to the broader market-1.000.001.002.003.004.00
CW8G.L: 0.62
BRK-B: 1.77
The chart of Sortino ratio for CW8G.L, currently valued at 0.93, compared to the broader market-2.000.002.004.006.008.00
CW8G.L: 0.93
BRK-B: 2.44
The chart of Omega ratio for CW8G.L, currently valued at 1.14, compared to the broader market0.501.001.502.00
CW8G.L: 1.14
BRK-B: 1.36
The chart of Calmar ratio for CW8G.L, currently valued at 0.57, compared to the broader market0.002.004.006.008.0010.0012.00
CW8G.L: 0.57
BRK-B: 3.79
The chart of Martin ratio for CW8G.L, currently valued at 2.59, compared to the broader market0.0020.0040.0060.00
CW8G.L: 2.59
BRK-B: 9.66

The current CW8G.L Sharpe Ratio is 0.23, which is lower than the BRK-B Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of CW8G.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.

Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.62
1.77
CW8G.L
BRK-B

Dividends

CW8G.L vs. BRK-B - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

CW8G.L vs. BRK-B - Drawdown Comparison

The maximum CW8G.L drawdown since its inception was -25.60%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for CW8G.L and BRK-B. For additional features, visit the drawdowns tool.

-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.02%
-1.13%
CW8G.L
BRK-B

Volatility

CW8G.L vs. BRK-B - Volatility Comparison

Amundi MSCI World UCITS USD (CW8G.L) has a higher volatility of 11.61% compared to Berkshire Hathaway Inc. (BRK-B) at 11.02%. This indicates that CW8G.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.

2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.61%
11.02%
CW8G.L
BRK-B