CW8U.L vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi MSCI World UCITS USD (CW8U.L) and Berkshire Hathaway Inc. (BRK-B).

CW8U.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.

Performance

CW8U.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi MSCI World UCITS USD (CW8U.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

CW8U.L vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CW8U.L Amundi MSCI World UCITS USD	-2.46%	20.32%	19.03%	24.06%	-18.23%	22.09%	15.78%	28.00%	-9.95%	22.67%
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, CW8U.L achieves a -2.46% return, which is significantly higher than BRK-B's -4.80% return. Over the past 10 years, CW8U.L has underperformed BRK-B with an annualized return of 11.93%, while BRK-B has yielded a comparatively higher 12.78% annualized return.

CW8U.L

• 1D: 2.78%
• 1M: -3.70%
• YTD: -2.46%
• 6M: 0.86%
• 1Y: 19.89%
• 3Y*: 17.30%
• 5Y*: 10.24%
• 10Y*: 11.93%

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

CW8U.L vs. BRK-B — Risk / Return Rank

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

CW8U.L

CW8U.L Risk / Return Rank: 73
CW8U.L Sharpe Ratio Rank: 69
CW8U.L Sortino Ratio Rank: 69
CW8U.L Omega Ratio Rank: 69
CW8U.L Calmar Ratio Rank: 77
CW8U.L Martin Ratio Rank: 79

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.

CW8U.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS USD (CW8U.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.

	CW8U.L	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	1.28	-0.56	+1.84
Sortino ratio Return per unit of downside risk	1.82	-0.65	+2.47
Omega ratio Gain probability vs. loss probability	1.26	0.91	+0.35
Calmar ratio Return relative to maximum drawdown	2.21	-0.68	+2.89
Martin ratio Return relative to average drawdown	9.23	-1.16	+10.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CW8U.L vs. BRK-B - Sharpe Ratio Comparison

The current CW8U.L Sharpe Ratio is 1.28, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of CW8U.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

	CW8U.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.28	-0.56	+1.84
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	0.77	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	0.66	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.48	+0.21

Correlation

The correlation between CW8U.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

CW8U.L vs. BRK-B - Dividend Comparison

Neither CW8U.L nor BRK-B has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

CW8U.L vs. BRK-B - Drawdown Comparison

The maximum CW8U.L drawdown since its inception was -34.10%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for CW8U.L and BRK-B.

Drawdown Indicators

	CW8U.L	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-34.10%	-53.86%	+19.76%
Max Drawdown (1Y) Largest decline over 1 year	-11.80%	-14.95%	+3.15%
Max Drawdown (5Y) Largest decline over 5 years	-25.79%	-26.58%	+0.79%
Max Drawdown (10Y) Largest decline over 10 years	-34.10%	-29.57%	-4.53%
Current Drawdown Current decline from peak	-5.25%	-11.36%	+6.11%
Average Drawdown Average peak-to-trough decline	-4.54%	-11.07%	+6.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.12%	8.72%	-6.60%

Volatility

CW8U.L vs. BRK-B - Volatility Comparison

Amundi MSCI World UCITS USD (CW8U.L) has a higher volatility of 5.30% compared to Berkshire Hathaway Inc. (BRK-B) at 4.33%. This indicates that CW8U.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

	CW8U.L	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.30%	4.33%	+0.97%
Volatility (6M) Calculated over the trailing 6-month period	8.92%	11.14%	-2.22%
Volatility (1Y) Calculated over the trailing 1-year period	15.54%	18.30%	-2.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.54%	17.20%	-1.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.79%	19.45%	-3.66%