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

Performance

EUNW.DE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EUNW.DE 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, EUNW.DE achieves a 1.38% return, which is significantly higher than BRK-B's 0.30% return. Over the past 10 years, EUNW.DE has underperformed BRK-B with an annualized return of 3.36%, while BRK-B has yielded a comparatively higher 13.07% annualized return.


EUNW.DE

1D
0.09%
1M
0.85%
YTD
1.38%
6M
1.52%
1Y
3.93%
3Y*
6.60%
5Y*
2.74%
10Y*
3.36%

BRK-B

1D
-1.48%
1M
3.21%
YTD
0.30%
6M
0.83%
1Y
2.89%
3Y*
11.89%
5Y*
12.97%
10Y*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNW.DE vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNW.DE
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
1.38%4.99%5.90%11.26%-9.37%2.92%1.07%9.86%-3.52%4.59%
BRK-B
Berkshire Hathaway Inc.
0.30%-2.27%35.48%12.00%9.71%38.60%-6.07%13.44%7.84%6.68%

Correlation

The correlation between EUNW.DE and BRK-B is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

0.08

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

0.19

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

0.24

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2010

0.22

The correlation between EUNW.DE and BRK-B shifts across timeframes, from -0.01 (1 year) to 0.24 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

EUNW.DE vs. BRK-B — Risk / Return Rank

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

EUNW.DE
EUNW.DE Risk / Return Rank: 3838
Overall Rank
EUNW.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
EUNW.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
EUNW.DE Omega Ratio Rank: 3939
Omega Ratio Rank
EUNW.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
EUNW.DE Martin Ratio Rank: 4040
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 4141
Overall Rank
BRK-B Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3636
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3636
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4444
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4444
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.

EUNW.DE vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE) 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.


EUNW.DEBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.55

Omega ratioGain probability vs. loss probability

1.23

1.05

+0.19

Calmar ratioReturn relative to maximum drawdown

1.37

0.26

+1.10

Martin ratioReturn relative to average drawdown

5.74

0.59

+5.15

EUNW.DE vs. BRK-B - Sharpe Ratio Comparison

The current EUNW.DE Sharpe Ratio is 1.18, which is higher than the BRK-B Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of EUNW.DE 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

EUNW.DE vs. BRK-B - Drawdown Comparison

The maximum EUNW.DE drawdown since its inception was -25.47%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for EUNW.DE and BRK-B.


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Drawdown Indicators


EUNW.DEBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-25.47%

-45.91%

+20.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-11.04%

+8.18%

Max Drawdown (3Y)

Largest decline over 3 years

-3.80%

-20.62%

+16.82%

Max Drawdown (5Y)

Largest decline over 5 years

-14.79%

-22.31%

+7.52%

Max Drawdown (10Y)

Largest decline over 10 years

-25.47%

-28.74%

+3.27%

Current Drawdown

Current decline from peak

-0.09%

-13.57%

+13.48%

Average Drawdown

Average peak-to-trough decline

-2.05%

-9.76%

+7.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

4.92%

-4.24%

Volatility

EUNW.DE vs. BRK-B - Volatility Comparison

The current volatility for iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE) is 0.63%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.30%. This indicates that EUNW.DE 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.


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Volatility by Period


EUNW.DEBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

4.30%

-3.67%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

11.32%

-8.37%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

15.23%

-11.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.27%

17.39%

-12.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.55%

20.09%

-13.54%

Dividends

EUNW.DE vs. BRK-B - Dividend Comparison

EUNW.DE's dividend yield for the trailing twelve months is around 6.49%, 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%
EUNW.DE
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
6.49%5.45%6.09%5.41%3.70%3.07%3.67%3.75%3.68%3.78%4.03%4.59%

Frequently Asked Questions


EUNW.DE and BRK-B have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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