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

Performance

GMVM.DE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.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

GMVM.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, GMVM.DE achieves a -1.57% return, which is significantly higher than BRK-B's -3.69% return. Over the past 10 years, GMVM.DE has underperformed BRK-B with an annualized return of 10.29%, while BRK-B has yielded a comparatively higher 12.72% annualized return.


GMVM.DE

1D
0.97%
1M
2.94%
YTD
-1.57%
6M
-3.00%
1Y
6.57%
3Y*
5.24%
5Y*
4.14%
10Y*
10.29%

BRK-B

1D
0.00%
1M
3.05%
YTD
-3.69%
6M
-4.88%
1Y
-3.50%
3Y*
9.75%
5Y*
11.37%
10Y*
12.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
GMVM.DE
VanEck Morningstar US Sustainable Wide Moat UCITS ETF
-1.57%-4.56%17.59%14.37%-14.38%36.91%2.73%38.45%2.27%7.97%
BRK-B
Berkshire Hathaway Inc.
-0.98%-2.27%35.48%12.00%9.71%38.60%-6.07%13.44%7.84%6.68%

Correlation

The correlation between GMVM.DE and BRK-B is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

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

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2015

0.42

Over the past year, the correlation between GMVM.DE and BRK-B has dropped to 0.18 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

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Return for Risk

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

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

GMVM.DE
GMVM.DE Risk / Return Rank: 1616
Overall Rank
GMVM.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GMVM.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
GMVM.DE Omega Ratio Rank: 1616
Omega Ratio Rank
GMVM.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
GMVM.DE Martin Ratio Rank: 1616
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3838
Overall Rank
BRK-B Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3333
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3232
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4141
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4141
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.

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

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.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.


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

+0.72

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

1.09

0.97

+0.12

Calmar ratioReturn relative to maximum drawdown

0.58

-0.32

+0.90

Martin ratioReturn relative to average drawdown

1.37

-0.66

+2.03

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

The current GMVM.DE Sharpe Ratio is 0.48, which is higher than the BRK-B Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of GMVM.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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Sharpe Ratios by Period


GMVM.DEBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

-0.24

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.66

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.63

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.49

+0.12

Drawdowns

GMVM.DE vs. BRK-B - Drawdown Comparison

The maximum GMVM.DE drawdown since its inception was -32.25%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for GMVM.DE and BRK-B.


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Drawdown Indicators


GMVM.DEBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-32.25%

-45.91%

+13.66%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-11.04%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-25.74%

-20.62%

-5.12%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-22.31%

-3.43%

Max Drawdown (10Y)

Largest decline over 10 years

-32.25%

-28.74%

-3.51%

Current Drawdown

Current decline from peak

-10.18%

-17.01%

+6.83%

Average Drawdown

Average peak-to-trough decline

-5.85%

-9.73%

+3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.69%

5.31%

-0.62%

Volatility

GMVM.DE vs. BRK-B - Volatility Comparison

The current volatility for VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.DE) is 3.23%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.71%. This indicates that GMVM.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


GMVM.DEBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

3.71%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

8.82%

11.20%

-2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

13.33%

14.94%

-1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.26%

17.37%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

20.09%

-3.55%

Dividends

GMVM.DE vs. BRK-B - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


GMVM.DE and BRK-B have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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