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EXUS.L vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EXUS.L and BRK-B is 0.40, 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.

EXUS.L vs. BRK-B

Last updated Jun 1, 2025

Compare and contrast key facts about Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.L) and Berkshire Hathaway Inc. (BRK-B).

EXUS.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World ex USA index. It was launched on Mar 6, 2024.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXUS.L or BRK-B.

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.

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Key characteristics

Sharpe Ratio

EXUS.L:

0.86

BRK-B:

1.19

Sortino Ratio

EXUS.L:

1.17

BRK-B:

1.77

Omega Ratio

EXUS.L:

1.16

BRK-B:

1.25

Calmar Ratio

EXUS.L:

1.02

BRK-B:

2.81

Martin Ratio

EXUS.L:

3.09

BRK-B:

6.66

Ulcer Index

EXUS.L:

4.24%

BRK-B:

3.72%

Daily Std Dev

EXUS.L:

16.64%

BRK-B:

19.76%

Max Drawdown

EXUS.L:

-12.85%

BRK-B:

-53.86%

Current Drawdown

EXUS.L:

-0.74%

BRK-B:

-6.64%

Returns By Period

In the year-to-date period, EXUS.L achieves a 16.19% return, which is significantly higher than BRK-B's 11.18% return.

EXUS.L

YTD

16.19%

1M

4.26%

6M

13.03%

1Y

14.30%

3Y*

N/A

5Y*

N/A

10Y*

N/A

BRK-B

YTD

11.18%

1M

-4.95%

6M

4.34%

1Y

21.61%

3Y*

16.84%

5Y*

22.12%

10Y*

13.42%

*Annualized

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Xtrackers MSCI World ex USA UCITS ETF 1C USD

Berkshire Hathaway Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

EXUS.L vs. BRK-B — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EXUS.L
The Risk-Adjusted Performance Rank of EXUS.L is 7070
Overall Rank
The Sharpe Ratio Rank of EXUS.L is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of EXUS.L is 6767
Sortino Ratio Rank
The Omega Ratio Rank of EXUS.L is 6565
Omega Ratio Rank
The Calmar Ratio Rank of EXUS.L is 8080
Calmar Ratio Rank
The Martin Ratio Rank of EXUS.L is 7070
Martin Ratio Rank
BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8787
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8181
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8383
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EXUS.L vs. BRK-B - Risk-Adjusted Performance 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.

The current EXUS.L Sharpe Ratio is 0.86, which is comparable to the BRK-B Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of EXUS.L and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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

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.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

EXUS.L vs. BRK-B - Volatility Comparison

The current volatility for Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.L) is 2.86%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.63%. This indicates that EXUS.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.

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