DFUV vs. BRK-B

Last updated Jun 4, 2026

DFUV (Dimensional US Marketwide Value ETF) is Large Cap Value Equities fund actively managed by Dimensional, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 3 years, DFUV returned 19.61%/yr vs 13.00%/yr for BRK-B. A 0.65 correlation means they provide meaningful diversification when combined.

Performance

DFUV vs. BRK-B - Performance Comparison

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

Returns By Period

In the year-to-date period, DFUV achieves a 16.95% return, which is significantly higher than BRK-B's -5.43% return.

DFUV

• 1D: -0.11%
• 1M: 5.54%
• YTD: 16.95%
• 6M: 18.53%
• 1Y: 34.65%
• 3Y*: 19.61%
• 5Y*: —
• 10Y*: —

BRK-B

• 1D: 0.82%
• 1M: 1.46%
• YTD: -5.43%
• 6M: -5.61%
• 1Y: -4.51%
• 3Y*: 13.00%
• 5Y*: 10.20%
• 10Y*: 12.91%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFUV vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFUV Dimensional US Marketwide Value ETF	16.95%	15.77%	11.79%	13.25%	1.22%
BRK-B Berkshire Hathaway Inc.	-5.43%	10.89%	27.09%	15.46%	-1.30%

Correlation

The correlation between DFUV and BRK-B is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (All Time) Calculated using the full available price history since May 10, 2022	0.65

Over the past year, the correlation between DFUV and BRK-B has dropped to 0.36 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

Return for Risk

DFUV vs. BRK-B — Risk / Return Rank

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

DFUV

DFUV Risk / Return Rank: 88
DFUV Sharpe Ratio Rank: 87
DFUV Sortino Ratio Rank: 89
DFUV Omega Ratio Rank: 85
DFUV Calmar Ratio Rank: 91
DFUV Martin Ratio Rank: 90

BRK-B

BRK-B Risk / Return Rank: 23
BRK-B Sharpe Ratio Rank: 27
BRK-B Sortino Ratio Rank: 22
BRK-B Omega Ratio Rank: 23
BRK-B Calmar Ratio Rank: 24
BRK-B Martin Ratio Rank: 20

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.

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

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Marketwide Value ETF (DFUV) 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.

	DFUV	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	2.96	-0.32	+3.27
Sortino ratio Return per unit of downside risk	4.12	-0.34	+4.46
Omega ratio Gain probability vs. loss probability	1.52	0.96	+0.56
Calmar ratio Return relative to maximum drawdown	5.80	-0.48	+6.28
Martin ratio Return relative to average drawdown	21.03	-1.02	+22.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFUV vs. BRK-B - Sharpe Ratio Comparison

The current DFUV Sharpe Ratio is 2.96, which is higher than the BRK-B Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of DFUV 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.

Sharpe Ratios by Period

	DFUV	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.96	-0.32	+3.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.60	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	0.48	+0.42

Drawdowns

DFUV vs. BRK-B - Drawdown Comparison

The maximum DFUV drawdown since its inception was -17.60%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for DFUV and BRK-B.

Drawdown Indicators

	DFUV	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-17.60%	-53.86%	+36.26%
Max Drawdown (1Y) Largest decline over 1 year	-6.01%	-9.42%	+3.41%
Max Drawdown (3Y) Largest decline over 3 years	-17.60%	-14.95%	-2.65%
Max Drawdown (5Y) Largest decline over 5 years	—	-26.58%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-29.57%	—
Current Drawdown Current decline from peak	-0.11%	-11.94%	+11.83%
Average Drawdown Average peak-to-trough decline	-3.65%	-11.07%	+7.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.65%	4.57%	-2.92%

Volatility

DFUV vs. BRK-B - Volatility Comparison

The current volatility for Dimensional US Marketwide Value ETF (DFUV) is 3.11%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.75%. This indicates that DFUV 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.

Volatility by Period

	DFUV	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.11%	3.75%	-0.64%
Volatility (6M) Calculated over the trailing 6-month period	8.47%	10.68%	-2.21%
Volatility (1Y) Calculated over the trailing 1-year period	11.80%	14.33%	-2.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.24%	17.11%	-0.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.24%	19.43%	-3.19%

Dividends

DFUV vs. BRK-B - Dividend Comparison

DFUV's dividend yield for the trailing twelve months is around 1.35%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%
DFUV Dimensional US Marketwide Value ETF	1.35%	1.55%	1.64%	1.72%	1.34%

Frequently Asked Questions

Can I hold both DFUV and BRK-B in my portfolio?

DFUV and BRK-B have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFUV or BRK-B?

BRK-B has higher volatility (3.75%) compared to DFUV (3.11%). In terms of maximum drawdown, DFUV dropped -17.60% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

DFUV currently has the higher Sharpe Ratio (2.96 vs -0.32), 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.