GERD.DE vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) and Berkshire Hathaway Inc. (BRK-B).

GERD.DE is a passively managed fund by LGIM Managers (Europe) Limited that tracks the performance of the Solactive Gerd Kommer Multifactor Equity. It was launched on Jun 14, 2023.

Performance

GERD.DE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023
GERD.DE L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc	1.42%	10.26%	18.54%	7.85%
BRK-B Berkshire Hathaway Inc.	-3.34%	-2.27%	35.48%	4.84%

Different Trading Currencies

GERD.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, GERD.DE achieves a 1.42% return, which is significantly higher than BRK-B's -3.15% return.

GERD.DE

• 1D: 2.02%
• 1M: -3.96%
• YTD: 1.42%
• 6M: 4.65%
• 1Y: 13.78%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BRK-B

• 1D: 0.00%
• 1M: 0.89%
• YTD: -3.15%
• 6M: -2.40%
• 1Y: -16.07%
• 3Y*: 13.32%
• 5Y*: 13.58%
• 10Y*: 12.63%

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

Return for Risk

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

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

GERD.DE

GERD.DE Risk / Return Rank: 51
GERD.DE Sharpe Ratio Rank: 46
GERD.DE Sortino Ratio Rank: 42
GERD.DE Omega Ratio Rank: 44
GERD.DE Calmar Ratio Rank: 57
GERD.DE Martin Ratio Rank: 64

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.

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

This table presents a comparison of risk-adjusted performance metrics for L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.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.

	GERD.DE	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	0.90	-0.82	+1.71
Sortino ratio Return per unit of downside risk	1.24	-1.02	+2.26
Omega ratio Gain probability vs. loss probability	1.18	0.86	+0.31
Calmar ratio Return relative to maximum drawdown	1.53	-0.77	+2.29
Martin ratio Return relative to average drawdown	6.79	-1.10	+7.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current GERD.DE Sharpe Ratio is 0.90, which is higher than the BRK-B Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of GERD.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

	GERD.DE	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	-0.82	+1.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.78	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.05	0.51	+0.54

Correlation

The correlation between GERD.DE 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

GERD.DE vs. BRK-B - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

GERD.DE vs. BRK-B - Drawdown Comparison

The maximum GERD.DE drawdown since its inception was -19.22%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for GERD.DE and BRK-B.

Drawdown Indicators

	GERD.DE	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-19.22%	-53.86%	+34.64%
Max Drawdown (1Y) Largest decline over 1 year	-12.62%	-14.95%	+2.33%
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	-4.28%	-11.36%	+7.08%
Average Drawdown Average peak-to-trough decline	-2.33%	-11.07%	+8.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	8.72%	-6.71%

Volatility

GERD.DE vs. BRK-B - Volatility Comparison

L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) has a higher volatility of 4.64% compared to Berkshire Hathaway Inc. (BRK-B) at 4.41%. This indicates that GERD.DE'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

	GERD.DE	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.64%	4.41%	+0.23%
Volatility (6M) Calculated over the trailing 6-month period	8.45%	11.71%	-3.26%
Volatility (1Y) Calculated over the trailing 1-year period	15.29%	19.78%	-4.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.97%	17.45%	-4.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.97%	20.14%	-7.17%