FUSR.DE vs. BRK-B

Last updated Apr 3, 2026

Compare and contrast key facts about Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) and Berkshire Hathaway Inc. (BRK-B).

FUSR.DE is a passively managed fund by Fidelity that tracks the performance of the Fidelity Sustainable Research Enhanced US Equity. It was launched on May 21, 2020.

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.

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	-3.21%	5.18%	33.40%	24.94%	-16.94%	38.09%	12.94%
BRK-B Berkshire Hathaway Inc.	-3.31%	-2.27%	35.48%	12.00%	9.71%	38.60%	11.76%

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

The year-to-date returns for both stocks are quite close, with FUSR.DE having a -3.21% return and BRK-B slightly lower at -3.34%.

FUSR.DE

• 1D: 0.14%
• 1M: -2.82%
• YTD: -3.21%
• 6M: -0.66%
• 1Y: 11.56%
• 3Y*: 16.87%
• 5Y*: 11.97%
• 10Y*: —

BRK-B

• 1D: 0.00%
• 1M: -0.21%
• YTD: -3.34%
• 6M: -2.25%
• 1Y: -16.70%
• 3Y*: 13.26%
• 5Y*: 13.54%
• 10Y*: 12.65%

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

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: 45
FUSR.DE Sharpe Ratio Rank: 31
FUSR.DE Sortino Ratio Rank: 29
FUSR.DE Omega Ratio Rank: 30
FUSR.DE Calmar Ratio Rank: 72
FUSR.DE Martin Ratio Rank: 65

BRK-B

BRK-B Risk / Return Rank: 15
BRK-B Sharpe Ratio Rank: 14
BRK-B Sortino Ratio Rank: 15
BRK-B Omega Ratio Rank: 14
BRK-B Calmar Ratio Rank: 15
BRK-B Martin Ratio Rank: 17

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	0.62	-0.85	+1.47
Sortino ratio Return per unit of downside risk	0.94	-1.07	+2.01
Omega ratio Gain probability vs. loss probability	1.14	0.86	+0.28
Calmar ratio Return relative to maximum drawdown	2.36	-0.79	+3.14
Martin ratio Return relative to average drawdown	8.04	-1.12	+9.16
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 0.62, which is higher than the BRK-B Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of FUSR.DE 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

	FUSR.DE	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	-0.85	+1.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.78	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	0.51	+0.37

Correlation

The correlation between FUSR.DE and BRK-B is 0.32, 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

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

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%	-53.86%	+29.57%
Max Drawdown (1Y) Largest decline over 1 year	-8.43%	-14.95%	+6.52%
Max Drawdown (5Y) Largest decline over 5 years	-24.29%	-26.58%	+2.29%
Max Drawdown (10Y) Largest decline over 10 years	—	-29.57%	—
Current Drawdown Current decline from peak	-5.42%	-11.57%	+6.15%
Average Drawdown Average peak-to-trough decline	-4.51%	-11.07%	+6.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.30%	8.75%	-6.45%

Volatility

FUSR.DE vs. BRK-B - Volatility Comparison

The current volatility for Fidelity Sustainable Research Enhanced US Equity UCITS ETF Acc (FUSR.DE) is 3.73%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.28%. 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	3.73%	4.28%	-0.55%
Volatility (6M) Calculated over the trailing 6-month period	9.56%	11.68%	-2.12%
Volatility (1Y) Calculated over the trailing 1-year period	18.53%	19.78%	-1.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.86%	17.44%	-1.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.12%	20.14%	-4.02%