ENGW.L vs. BRK-B
Compare and contrast key facts about SPDR MSCI World Energy UCITS ETF (ENGW.L) and Berkshire Hathaway Inc. (BRK-B).
ENGW.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Energy NR USD. It was launched on Apr 29, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ENGW.L or BRK-B.
Key characteristics
| ENGW.L | BRK-B | |
|---|---|---|
| YTD Return | 9.48% | 31.25% |
| 1Y Return | 7.24% | 32.14% |
| Sharpe Ratio | 0.39 | 2.35 |
| Sortino Ratio | 0.63 | 3.28 |
| Omega Ratio | 1.08 | 1.42 |
| Calmar Ratio | 0.42 | 4.45 |
| Martin Ratio | 0.91 | 11.65 |
| Ulcer Index | 7.24% | 2.90% |
| Daily Std Dev | 16.71% | 14.38% |
| Max Drawdown | -21.65% | -53.86% |
| Current Drawdown | -6.46% | -2.19% |
Correlation
The correlation between ENGW.L and BRK-B is 0.30, 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.
Performance
ENGW.L vs. BRK-B - Performance Comparison
In the year-to-date period, ENGW.L achieves a 9.48% return, which is significantly lower than BRK-B's 31.25% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
ENGW.L vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Energy UCITS ETF (ENGW.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
ENGW.L vs. BRK-B - Dividend Comparison
Neither ENGW.L nor BRK-B has paid dividends to shareholders.
Drawdowns
ENGW.L vs. BRK-B - Drawdown Comparison
The maximum ENGW.L drawdown since its inception was -21.65%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ENGW.L and BRK-B. For additional features, visit the drawdowns tool.
Volatility
ENGW.L vs. BRK-B - Volatility Comparison
The current volatility for SPDR MSCI World Energy UCITS ETF (ENGW.L) is 3.08%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.63%. This indicates that ENGW.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.