FWRG.L vs. BRK-B

Last updated Jun 13, 2026

FWRG.L (Invesco FTSE All-World UCITS ETF Acc) is Global Equities fund tracking the FTSE All-World Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past year, FWRG.L returned 27.51% vs -0.22% for BRK-B. At a 0.10 correlation, their price movements are largely independent.

Performance

FWRG.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco FTSE All-World UCITS ETF Acc (FWRG.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FWRG.L achieves a 10.64% return, which is significantly higher than BRK-B's -2.67% return.

FWRG.L

• 1D: 1.78%
• 1M: 1.72%
• YTD: 10.64%
• 6M: 11.30%
• 1Y: 27.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BRK-B

• 1D: 0.71%
• 1M: 0.77%
• YTD: -2.67%
• 6M: -2.06%
• 1Y: -0.22%
• 3Y*: 13.30%
• 5Y*: 11.27%
• 10Y*: 13.22%

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

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

	2026 (YTD)	2025	2024	2023
FWRG.L Invesco FTSE All-World UCITS ETF Acc	10.64%	13.84%	20.11%	8,531.38%
BRK-B Berkshire Hathaway Inc.	-2.67%	10.89%	27.09%	6.39%

Correlation

The correlation between FWRG.L and BRK-B is 0.00, 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	0.00
Correlation (All Time) Calculated using the full available price history since Jun 26, 2023	0.10

The correlation between FWRG.L and BRK-B shifts across timeframes, from 0.00 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FWRG.L vs. BRK-B — Risk / Return Rank

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

FWRG.L

FWRG.L Risk / Return Rank: 87
FWRG.L Sharpe Ratio Rank: 89
FWRG.L Sortino Ratio Rank: 89
FWRG.L Omega Ratio Rank: 89
FWRG.L Calmar Ratio Rank: 82
FWRG.L Martin Ratio Rank: 85

BRK-B

BRK-B Risk / Return Rank: 39
BRK-B Sharpe Ratio Rank: 42
BRK-B Sortino Ratio Rank: 34
BRK-B Omega Ratio Rank: 33
BRK-B Calmar Ratio Rank: 42
BRK-B Martin Ratio Rank: 42

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.

FWRG.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF Acc (FWRG.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.

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.

	FWRG.L	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	2.58	-0.02	+2.60
Sortino ratio: Return per unit of downside risk	3.59	0.08	+3.51
Omega ratio: Gain probability vs. loss probability	1.49	1.01	+0.48
Calmar ratio: Return relative to maximum drawdown	3.84	-0.02	+3.86
Martin ratio: Return relative to average drawdown	15.15	-0.05	+15.19

FWRG.L vs. BRK-B - Sharpe Ratio Comparison

The current FWRG.L Sharpe Ratio is 2.58, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of FWRG.L 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.

Drawdowns

FWRG.L vs. BRK-B - Drawdown Comparison

The maximum FWRG.L drawdown since its inception was -18.87%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for FWRG.L and BRK-B.

Drawdown Indicators

	FWRG.L	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-18.87%	-53.86%	+34.99%
Max Drawdown (1Y) Largest decline over 1 year	-7.14%	-9.42%	+2.28%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.95%	—
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	-1.57%	-9.36%	+7.79%
Average Drawdown Average peak-to-trough decline	-2.26%	-11.07%	+8.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	4.53%	-2.72%

Volatility

FWRG.L vs. BRK-B - Volatility Comparison

The current volatility for Invesco FTSE All-World UCITS ETF Acc (FWRG.L) is 3.65%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.95%. This indicates that FWRG.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.

Volatility by Period

	FWRG.L	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.65%	3.95%	-0.30%
Volatility (6M) Calculated over the trailing 6-month period	8.11%	10.78%	-2.67%
Volatility (1Y) Calculated over the trailing 1-year period	10.63%	14.38%	-3.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4,484.46%	17.12%	+4,467.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4,484.46%	19.44%	+4,465.02%

Dividends

FWRG.L vs. BRK-B - Dividend Comparison

Neither FWRG.L nor BRK-B has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both FWRG.L and BRK-B in my portfolio?

FWRG.L and BRK-B have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.