EXUS.L vs. BRK-B

Last updated Jun 5, 2026

EXUS.L (Xtrackers MSCI World ex USA UCITS ETF 1C USD) is Global Equities fund tracking the MSCI World ex USA index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past year, EXUS.L returned 22.21% vs -2.52% for BRK-B. At a 0.20 correlation, their price movements are largely independent.

Performance

EXUS.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.L) 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, EXUS.L achieves a 8.97% return, which is significantly higher than BRK-B's -4.78% return.

EXUS.L

• 1D: 0.34%
• 1M: 2.75%
• YTD: 8.97%
• 6M: 11.45%
• 1Y: 22.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BRK-B

• 1D: 0.69%
• 1M: 2.82%
• YTD: -4.78%
• 6M: -4.89%
• 1Y: -2.52%
• 3Y*: 13.36%
• 5Y*: 10.35%
• 10Y*: 12.93%

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

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

	2026 (YTD)	2025	2024
EXUS.L Xtrackers MSCI World ex USA UCITS ETF 1C USD	8.97%	31.98%	1.23%
BRK-B Berkshire Hathaway Inc.	-4.78%	10.89%	12.21%

Correlation

The correlation between EXUS.L and BRK-B is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (All Time) Calculated using the full available price history since Mar 7, 2024	0.20

Return for Risk

EXUS.L vs. BRK-B — Risk / Return Rank

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

EXUS.L

EXUS.L Risk / Return Rank: 45
EXUS.L Sharpe Ratio Rank: 44
EXUS.L Sortino Ratio Rank: 46
EXUS.L Omega Ratio Rank: 45
EXUS.L Calmar Ratio Rank: 42
EXUS.L Martin Ratio Rank: 47

BRK-B

BRK-B Risk / Return Rank: 31
BRK-B Sharpe Ratio Rank: 34
BRK-B Sortino Ratio Rank: 28
BRK-B Omega Ratio Rank: 27
BRK-B Calmar Ratio Rank: 33
BRK-B Martin Ratio Rank: 32

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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.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.

	EXUS.L	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	1.51	-0.18	+1.68
Sortino ratio: Return per unit of downside risk	2.25	-0.15	+2.40
Omega ratio: Gain probability vs. loss probability	1.28	0.98	+0.30
Calmar ratio: Return relative to maximum drawdown	2.05	-0.27	+2.32
Martin ratio: Return relative to average drawdown	7.56	-0.57	+8.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current EXUS.L Sharpe Ratio is 1.51, which is higher than the BRK-B Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of EXUS.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

	EXUS.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.51	-0.18	+1.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.19	0.48	+0.71

Drawdowns

EXUS.L vs. BRK-B - Drawdown Comparison

The maximum EXUS.L drawdown since its inception was -12.85%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for EXUS.L and BRK-B.

Drawdown Indicators

	EXUS.L	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-12.85%	-53.86%	+41.01%
Max Drawdown (1Y) Largest decline over 1 year	-10.74%	-9.42%	-1.32%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.95%	—
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	-0.59%	-11.33%	+10.74%
Average Drawdown Average peak-to-trough decline	-2.35%	-11.07%	+8.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	4.46%	-1.53%

Volatility

EXUS.L vs. BRK-B - Volatility Comparison

Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.L) has a higher volatility of 4.25% compared to Berkshire Hathaway Inc. (BRK-B) at 3.72%. This indicates that EXUS.L's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EXUS.L	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.25%	3.72%	+0.53%
Volatility (6M) Calculated over the trailing 6-month period	12.23%	10.70%	+1.53%
Volatility (1Y) Calculated over the trailing 1-year period	14.64%	14.32%	+0.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.29%	17.11%	-1.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.29%	19.43%	-4.14%

Dividends

EXUS.L vs. BRK-B - Dividend Comparison

Neither EXUS.L nor BRK-B has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

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

EXUS.L and BRK-B have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.