FUSR.DE vs. BRK-B

Last updated Jun 5, 2026

FUSR.DE (Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc) is Large Cap Blend Equities fund tracking the Fidelity Sustainable Research Enhanced US Equity, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, FUSR.DE returned 14.75%/yr vs 11.37%/yr for BRK-B. At a 0.31 correlation, their price movements are largely independent.

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.

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 10.99% return, which is significantly higher than BRK-B's -3.69% return.

FUSR.DE

• 1D: 0.07%
• 1M: 4.38%
• YTD: 10.99%
• 6M: 10.70%
• 1Y: 26.84%
• 3Y*: 19.47%
• 5Y*: 14.75%
• 10Y*: —

BRK-B

• 1D: 0.55%
• 1M: 3.50%
• YTD: -3.69%
• 6M: -4.63%
• 1Y: -4.16%
• 3Y*: 10.34%
• 5Y*: 11.37%
• 10Y*: 12.68%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
FUSR.DE Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc	10.99%	5.18%	33.40%	24.94%	-16.94%	38.09%	12.94%
BRK-B Berkshire Hathaway Inc.	-3.69%	-2.27%	35.48%	12.00%	9.71%	38.60%	11.76%

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 4, 2020	0.31

The correlation between FUSR.DE and BRK-B shifts across timeframes, from -0.01 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

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: 65
FUSR.DE Sharpe Ratio Rank: 64
FUSR.DE Sortino Ratio Rank: 62
FUSR.DE Omega Ratio Rank: 63
FUSR.DE Calmar Ratio Rank: 69
FUSR.DE Martin Ratio Rank: 67

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.

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.

	FUSR.DE	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	2.11	-0.28	+2.39
Sortino ratio: Return per unit of downside risk	2.87	-0.28	+3.15
Omega ratio: Gain probability vs. loss probability	1.38	0.97	+0.41
Calmar ratio: Return relative to maximum drawdown	3.40	-0.38	+3.78
Martin ratio: Return relative to average drawdown	12.17	-0.79	+12.95
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current FUSR.DE Sharpe Ratio is 2.11, which is higher than the BRK-B Sharpe Ratio of -0.28. 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.

Sharpe Ratios by Period

	FUSR.DE	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.11	-0.28	+2.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.92	0.66	+0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.03	0.49	+0.54

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.

Drawdown Indicators

	FUSR.DE	BRK-B	Difference
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	-0.25%	-17.01%	+16.76%
Average Drawdown Average peak-to-trough decline	-4.40%	-9.73%	+5.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	5.30%	-3.10%

Volatility

FUSR.DE vs. BRK-B - Volatility Comparison

The current volatility for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) is 2.62%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.72%. 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.

Volatility by Period

	FUSR.DE	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.62%	3.72%	-1.10%
Volatility (6M) Calculated over the trailing 6-month period	8.39%	11.24%	-2.85%
Volatility (1Y) Calculated over the trailing 1-year period	12.69%	15.04%	-2.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.84%	17.37%	-1.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.99%	20.09%	-4.10%

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

Can I hold both FUSR.DE and BRK-B in my portfolio?

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.