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

Performance

DAX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X DAX Germany ETF (DAX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DAX achieves a -1.45% return, which is significantly higher than BRK-B's -2.67% return. Over the past 10 years, DAX has underperformed BRK-B with an annualized return of 9.57%, while BRK-B has yielded a comparatively higher 13.22% annualized return.


DAX

1D
0.26%
1M
0.31%
YTD
-1.45%
6M
-0.46%
1Y
4.51%
3Y*
16.82%
5Y*
7.62%
10Y*
9.57%

BRK-B

1D
0.71%
1M
1.36%
YTD
-2.67%
6M
-2.06%
1Y
0.35%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DAX vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DAX
Global X DAX Germany ETF
-1.45%39.00%10.55%23.62%-18.47%7.73%12.27%22.11%-22.92%28.23%
BRK-B
Berkshire Hathaway Inc.
-2.67%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between DAX and BRK-B is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.28

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

0.43

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

0.46

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2014

0.48

Over the past year, the correlation between DAX and BRK-B has dropped to 0.13 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

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Return for Risk

DAX vs. BRK-B — Risk / Return Rank

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

DAX
DAX Risk / Return Rank: 1212
Overall Rank
DAX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
DAX Sortino Ratio Rank: 1111
Sortino Ratio Rank
DAX Omega Ratio Rank: 1111
Omega Ratio Rank
DAX Calmar Ratio Rank: 1212
Calmar Ratio Rank
DAX Martin Ratio Rank: 1212
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.

DAX vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X DAX Germany ETF (DAX) 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.


DAXBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.04

1.01

+0.03

Calmar ratioReturn relative to maximum drawdown

0.19

-0.02

+0.21

Martin ratioReturn relative to average drawdown

0.58

-0.05

+0.63

DAX vs. BRK-B - Sharpe Ratio Comparison

The current DAX Sharpe Ratio is 0.15, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of DAX 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

DAX vs. BRK-B - Drawdown Comparison

The maximum DAX drawdown since its inception was -45.58%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for DAX and BRK-B.


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Drawdown Indicators


DAXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-45.58%

-53.86%

+8.28%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

-9.42%

-5.40%

Max Drawdown (3Y)

Largest decline over 3 years

-16.03%

-14.95%

-1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-39.72%

-26.58%

-13.14%

Max Drawdown (10Y)

Largest decline over 10 years

-45.58%

-29.57%

-16.01%

Current Drawdown

Current decline from peak

-5.39%

-9.36%

+3.97%

Average Drawdown

Average peak-to-trough decline

-10.49%

-11.07%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.77%

4.53%

+0.24%

Volatility

DAX vs. BRK-B - Volatility Comparison

Global X DAX Germany ETF (DAX) has a higher volatility of 5.86% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that DAX'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.


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Volatility by Period


DAXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

3.95%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

14.79%

10.78%

+4.01%

Volatility (1Y)

Calculated over the trailing 1-year period

18.01%

14.38%

+3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.44%

17.12%

+3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.25%

19.44%

+1.81%

Dividends

DAX vs. BRK-B - Dividend Comparison

DAX's dividend yield for the trailing twelve months is around 1.50%, while BRK-B has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DAX
Global X DAX Germany ETF
1.50%1.47%2.24%2.48%2.80%2.65%2.25%2.47%3.33%1.73%1.78%1.41%

Frequently Asked Questions


DAX and BRK-B have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DAX has higher volatility (5.86%) compared to BRK-B (3.95%). In terms of maximum drawdown, DAX dropped -45.58% vs BRK-B's -53.86%.

DAX currently has the higher Sharpe Ratio (0.15 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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