CW8U.L vs. BRK-B
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CW8U.L or BRK-B.
Performance
CW8U.L vs. BRK-B - Performance Comparison
Returns By Period
In the year-to-date period, CW8U.L achieves a 18.73% return, which is significantly lower than BRK-B's 32.39% return. Over the past 10 years, CW8U.L has underperformed BRK-B with an annualized return of 9.82%, while BRK-B has yielded a comparatively higher 12.44% annualized return.
CW8U.L
18.73%
-0.54%
7.59%
26.86%
12.07%
9.82%
BRK-B
32.39%
1.59%
14.33%
31.56%
16.83%
12.44%
Key characteristics
| CW8U.L | BRK-B | |
|---|---|---|
| Sharpe Ratio | 2.31 | 2.18 |
| Sortino Ratio | 3.23 | 3.07 |
| Omega Ratio | 1.42 | 1.39 |
| Calmar Ratio | 3.36 | 4.12 |
| Martin Ratio | 14.65 | 10.75 |
| Ulcer Index | 1.78% | 2.90% |
| Daily Std Dev | 11.25% | 14.34% |
| Max Drawdown | -34.10% | -53.86% |
| Current Drawdown | -1.82% | -1.33% |
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Correlation
The correlation between CW8U.L and BRK-B is 0.36, 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.
Risk-Adjusted Performance
CW8U.L vs. BRK-B - Risk-Adjusted Performance 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.
Dividends
CW8U.L vs. BRK-B - Dividend Comparison
Neither CW8U.L nor BRK-B has paid dividends to shareholders.
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. For additional features, visit the drawdowns tool.
Volatility
CW8U.L vs. BRK-B - Volatility Comparison
The current volatility for Amundi MSCI World UCITS USD (CW8U.L) is 3.44%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.63%. This indicates that CW8U.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.