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

Performance

FUSR.DE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.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

FUSR.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, FUSR.DE achieves a 10.97% return, which is significantly higher than BRK-B's 0.30% return.


FUSR.DE

1D
0.00%
1M
0.74%
YTD
10.97%
6M
11.33%
1Y
25.55%
3Y*
19.70%
5Y*
13.91%
10Y*

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)

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


2026 (YTD)202520242023202220212020
FUSR.DE
Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc
10.97%5.18%33.40%24.94%-16.94%38.09%13.65%
BRK-B
Berkshire Hathaway Inc.
0.30%-2.27%35.48%12.00%9.71%38.60%14.00%

Correlation

The correlation between FUSR.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

0.18

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

0.30

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2020

0.28

The correlation between FUSR.DE and BRK-B shifts across timeframes, from -0.01 (1 year) to 0.30 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

FUSR.DE
FUSR.DE Risk / Return Rank: 7070
Overall Rank
FUSR.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FUSR.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
FUSR.DE Omega Ratio Rank: 6868
Omega Ratio Rank
FUSR.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
FUSR.DE Martin Ratio Rank: 7171
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.

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

This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.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.


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

+1.79

Sortino ratioReturn per unit of downside risk

+2.35

Omega ratioGain probability vs. loss probability

1.35

1.05

+0.31

Calmar ratioReturn relative to maximum drawdown

3.27

0.26

+3.01

Martin ratioReturn relative to average drawdown

11.58

0.59

+10.99

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

The current FUSR.DE Sharpe Ratio is 1.98, which is higher than the BRK-B Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of FUSR.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

FUSR.DE vs. BRK-B - Drawdown Comparison

The maximum FUSR.DE drawdown since its inception was -24.29%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for FUSR.DE and BRK-B.


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Drawdown Indicators


FUSR.DEBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-24.29%

-45.91%

+21.62%

Max Drawdown (1Y)

Largest decline over 1 year

-7.85%

-11.04%

+3.19%

Max Drawdown (3Y)

Largest decline over 3 years

-24.29%

-20.62%

-3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-24.29%

-22.31%

-1.98%

Max Drawdown (10Y)

Largest decline over 10 years

-28.74%

Current Drawdown

Current decline from peak

-0.27%

-13.57%

+13.30%

Average Drawdown

Average peak-to-trough decline

-4.27%

-9.76%

+5.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

4.92%

-2.71%

Volatility

FUSR.DE vs. BRK-B - Volatility Comparison

The current volatility for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) is 3.31%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.30%. This indicates that FUSR.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


FUSR.DEBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

4.30%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

11.32%

-2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

12.96%

15.23%

-2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.90%

17.39%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

20.09%

-4.53%

Dividends

FUSR.DE vs. BRK-B - Dividend Comparison

Neither FUSR.DE nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FUSR.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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