EXUS.L vs. BRK-B

Last updated Apr 2, 2026

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.

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.

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

	2026 (YTD)	2025	2024
EXUS.L Xtrackers MSCI World ex USA UCITS ETF 1C USD	2.45%	31.98%	1.23%
BRK-B Berkshire Hathaway Inc.	-4.80%	10.89%	12.21%

Returns By Period

In the year-to-date period, EXUS.L achieves a 2.45% return, which is significantly higher than BRK-B's -4.80% return.

EXUS.L

• 1D: 3.47%
• 1M: -4.22%
• YTD: 2.45%
• 6M: 7.37%
• 1Y: 26.07%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BRK-B

• 1D: -0.15%
• 1M: -0.35%
• YTD: -4.80%
• 6M: -3.95%
• 1Y: -10.22%
• 3Y*: 15.72%
• 5Y*: 13.13%
• 10Y*: 12.78%

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

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: 82
EXUS.L Sharpe Ratio Rank: 81
EXUS.L Sortino Ratio Rank: 81
EXUS.L Omega Ratio Rank: 80
EXUS.L Calmar Ratio Rank: 85
EXUS.L Martin Ratio Rank: 85

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 16
BRK-B Sortino Ratio Rank: 16
BRK-B Omega Ratio Rank: 16
BRK-B Calmar Ratio Rank: 17
BRK-B Martin Ratio Rank: 19

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	1.59	-0.56	+2.15
Sortino ratio Return per unit of downside risk	2.16	-0.65	+2.81
Omega ratio Gain probability vs. loss probability	1.32	0.91	+0.41
Calmar ratio Return relative to maximum drawdown	2.60	-0.68	+3.28
Martin ratio Return relative to average drawdown	10.45	-1.16	+11.62
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 1.59, which is higher than the BRK-B Sharpe Ratio of -0.56. 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.

Sharpe Ratios by Period

	EXUS.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.59	-0.56	+2.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.77	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.09	0.48	+0.61

Correlation

The correlation between EXUS.L and BRK-B is 0.20, 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.

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.

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%	-14.95%	+4.21%
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	-6.54%	-11.36%	+4.82%
Average Drawdown Average peak-to-trough decline	-2.34%	-11.07%	+8.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.68%	8.72%	-6.04%

Volatility

EXUS.L vs. BRK-B - Volatility Comparison

Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.L) has a higher volatility of 7.05% compared to Berkshire Hathaway Inc. (BRK-B) at 4.33%. 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	7.05%	4.33%	+2.72%
Volatility (6M) Calculated over the trailing 6-month period	10.85%	11.14%	-0.29%
Volatility (1Y) Calculated over the trailing 1-year period	16.28%	18.30%	-2.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.98%	17.20%	-2.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.98%	19.45%	-4.47%