EUDI.L vs. BRK-B

Last updated Jun 9, 2026

EUDI.L (SPDR® S&P Euro Dividend Aristocrats UCITS ETF) is Europe Equities fund tracking the MSCI EMU NR EUR, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, EUDI.L returned 7.07%/yr vs 12.89%/yr for BRK-B. At a 0.34 correlation, their price movements are largely independent.

Performance

EUDI.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

EUDI.L is traded in EUR, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUDI.L achieves a 5.88% return, which is significantly higher than BRK-B's -0.98% return. Over the past 10 years, EUDI.L has underperformed BRK-B with an annualized return of 7.07%, while BRK-B has yielded a comparatively higher 12.89% annualized return.

EUDI.L

• 1D: -0.17%
• 1M: 0.63%
• YTD: 5.88%
• 6M: 8.25%
• 1Y: 7.73%
• 3Y*: 13.61%
• 5Y*: 8.06%
• 10Y*: 7.07%

BRK-B

• 1D: 0.00%
• 1M: 4.92%
• YTD: -0.98%
• 6M: -0.84%
• 1Y: -2.19%
• 3Y*: 10.76%
• 5Y*: 12.33%
• 10Y*: 12.89%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EUDI.L SPDR® S&P Euro Dividend Aristocrats UCITS ETF	5.88%	19.78%	8.49%	17.84%	-10.67%	14.45%	-11.74%	21.42%	-7.84%	11.12%
BRK-B Berkshire Hathaway Inc.	-1.33%	-2.27%	35.48%	12.00%	9.71%	38.60%	-6.07%	13.44%	7.84%	6.68%

Correlation

The correlation between EUDI.L and BRK-B is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.25
Correlation (10Y) Calculated over the trailing 10-year period	0.32
Correlation (All Time) Calculated using the full available price history since Mar 2, 2012	0.34

The correlation between EUDI.L and BRK-B shifts across timeframes, from 0.17 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.

Return for Risk

EUDI.L vs. BRK-B — Risk / Return Rank

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

EUDI.L

EUDI.L Risk / Return Rank: 23
EUDI.L Sharpe Ratio Rank: 23
EUDI.L Sortino Ratio Rank: 21
EUDI.L Omega Ratio Rank: 23
EUDI.L Calmar Ratio Rank: 23
EUDI.L Martin Ratio Rank: 25

BRK-B

BRK-B Risk / Return Rank: 35
BRK-B Sharpe Ratio Rank: 38
BRK-B Sortino Ratio Rank: 30
BRK-B Omega Ratio Rank: 30
BRK-B Calmar Ratio Rank: 38
BRK-B Martin Ratio Rank: 37

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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.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.

	EUDI.L	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	0.72	-0.15	+0.86
Sortino ratio: Return per unit of downside risk	1.04	-0.10	+1.13
Omega ratio: Gain probability vs. loss probability	1.14	0.99	+0.15
Calmar ratio: Return relative to maximum drawdown	0.97	-0.20	+1.17
Martin ratio: Return relative to average drawdown	3.09	-0.42	+3.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current EUDI.L Sharpe Ratio is 0.72, which is higher than the BRK-B Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of EUDI.L 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

	EUDI.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.72	-0.15	+0.86
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	0.71	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.64	-0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.50	+0.03

Drawdowns

EUDI.L vs. BRK-B - Drawdown Comparison

The maximum EUDI.L drawdown since its inception was -37.79%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for EUDI.L and BRK-B.

Drawdown Indicators

	EUDI.L	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-37.79%	-45.91%	+8.12%
Max Drawdown (1Y) Largest decline over 1 year	-7.96%	-11.04%	+3.08%
Max Drawdown (3Y) Largest decline over 3 years	-11.66%	-20.62%	+8.96%
Max Drawdown (5Y) Largest decline over 5 years	-24.02%	-22.31%	-1.71%
Max Drawdown (10Y) Largest decline over 10 years	-37.79%	-28.74%	-9.05%
Current Drawdown Current decline from peak	-2.18%	-14.67%	+12.49%
Average Drawdown Average peak-to-trough decline	-5.61%	-9.73%	+4.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.48%	5.31%	-2.83%

Volatility

EUDI.L vs. BRK-B - Volatility Comparison

The current volatility for SPDR® S&P Euro Dividend Aristocrats UCITS ETF (EUDI.L) is 2.78%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.42%. This indicates that EUDI.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.

Volatility by Period

	EUDI.L	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.78%	4.42%	-1.64%
Volatility (6M) Calculated over the trailing 6-month period	8.83%	11.54%	-2.71%
Volatility (1Y) Calculated over the trailing 1-year period	10.77%	15.15%	-4.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.40%	17.41%	-4.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.88%	20.11%	-5.23%

Dividends

EUDI.L vs. BRK-B - Dividend Comparison

EUDI.L's dividend yield for the trailing twelve months is around 3.58%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
EUDI.L SPDR® S&P Euro Dividend Aristocrats UCITS ETF	3.58%	4.08%	3.66%	3.31%	3.61%	2.80%	3.07%	3.12%	3.71%	3.15%	2.97%	3.01%

Frequently Asked Questions

Can I hold both EUDI.L and BRK-B in my portfolio?

EUDI.L and BRK-B have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.