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EUNL.DE vs. BRYN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNL.DE vs. BRYN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) and Berkshire Hathaway Inc (BRYN.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUNL.DE achieves a 9.95% return, which is significantly higher than BRYN.DE's -0.87% return. Both investments have delivered pretty close results over the past 10 years, with EUNL.DE having a 12.99% annualized return and BRYN.DE not far behind at 12.90%.


EUNL.DE

1D
1.66%
1M
2.05%
YTD
9.95%
6M
11.17%
1Y
23.39%
3Y*
16.77%
5Y*
12.47%
10Y*
12.99%

BRYN.DE

1D
0.86%
1M
2.29%
YTD
-0.87%
6M
-0.48%
1Y
0.19%
3Y*
10.70%
5Y*
12.22%
10Y*
12.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNL.DE vs. BRYN.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
9.95%7.91%25.93%20.12%-13.59%32.72%5.48%31.35%-5.13%7.71%
BRYN.DE
Berkshire Hathaway Inc
-0.87%-2.32%34.74%12.14%8.56%41.95%-7.63%15.43%5.10%8.44%

Correlation

The correlation between EUNL.DE and BRYN.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.33

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

0.48

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

0.59

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2009

0.57

Over the past year, the correlation between EUNL.DE and BRYN.DE has dropped to 0.11 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

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Return for Risk

EUNL.DE vs. BRYN.DE — Risk / Return Rank

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

EUNL.DE
EUNL.DE Risk / Return Rank: 7878
Overall Rank
EUNL.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 8585
Martin Ratio Rank

BRYN.DE
BRYN.DE Risk / Return Rank: 4040
Overall Rank
BRYN.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BRYN.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
BRYN.DE Omega Ratio Rank: 3434
Omega Ratio Rank
BRYN.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
BRYN.DE Martin Ratio Rank: 4343
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.

EUNL.DE vs. BRYN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) and Berkshire Hathaway Inc (BRYN.DE). 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.


EUNL.DEBRYN.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.05

Sortino ratioReturn per unit of downside risk

+2.76

Omega ratioGain probability vs. loss probability

1.38

1.01

+0.37

Calmar ratioReturn relative to maximum drawdown

3.74

0.02

+3.73

Martin ratioReturn relative to average drawdown

15.11

0.04

+15.07

EUNL.DE vs. BRYN.DE - Sharpe Ratio Comparison

The current EUNL.DE Sharpe Ratio is 2.07, which is higher than the BRYN.DE Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of EUNL.DE and BRYN.DE, 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

EUNL.DE vs. BRYN.DE - Drawdown Comparison

The maximum EUNL.DE drawdown since its inception was -33.63%, smaller than the maximum BRYN.DE drawdown of -98.01%. Use the drawdown chart below to compare losses from any high point for EUNL.DE and BRYN.DE.


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Drawdown Indicators


EUNL.DEBRYN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-98.01%

+64.38%

Max Drawdown (1Y)

Largest decline over 1 year

-6.22%

-10.57%

+4.35%

Max Drawdown (3Y)

Largest decline over 3 years

-21.73%

-19.97%

-1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

-22.34%

+0.61%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

-28.72%

-4.91%

Current Drawdown

Current decline from peak

-1.13%

-82.31%

+81.18%

Average Drawdown

Average peak-to-trough decline

-4.22%

-83.07%

+78.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

5.16%

-3.62%

Volatility

EUNL.DE vs. BRYN.DE - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) is 3.08%, while Berkshire Hathaway Inc (BRYN.DE) has a volatility of 5.11%. This indicates that EUNL.DE experiences smaller price fluctuations and is considered to be less risky than BRYN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNL.DEBRYN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

5.11%

-2.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

11.10%

-3.12%

Volatility (1Y)

Calculated over the trailing 1-year period

11.31%

15.27%

-3.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.18%

17.29%

-3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.16%

18.71%

-3.55%

Dividends

EUNL.DE vs. BRYN.DE - Dividend Comparison

Neither EUNL.DE nor BRYN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EUNL.DE and BRYN.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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