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IDWR.L vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDWR.L vs. BRK-B

Last updated Jun 5, 2026

IDWR.L (iShares MSCI World UCITS) is Global Equities fund tracking the MSCI ACWI NR USD, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, IDWR.L returned 12.75%/yr vs 12.93%/yr for BRK-B. At a 0.37 correlation, their price movements are largely independent.

Performance

IDWR.L vs. BRK-B - Performance Comparison

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

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Returns By Period

In the year-to-date period, IDWR.L achieves a 9.72% return, which is significantly higher than BRK-B's -4.78% return. Both investments have delivered pretty close results over the past 10 years, with IDWR.L having a 12.75% annualized return and BRK-B not far ahead at 12.93%.

IDWR.L

1D
0.09%
1M
4.01%
YTD
9.72%
6M
10.83%
1Y
25.57%
3Y*
20.43%
5Y*
11.53%
10Y*
12.75%

BRK-B

1D
0.69%
1M
2.82%
YTD
-4.78%
6M
-4.89%
1Y
-2.52%
3Y*
13.36%
5Y*
10.35%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
IDWR.L
iShares MSCI World UCITS		9.72%20.58%18.78%24.08%-18.32%21.58%15.70%26.75%-9.24%22.59%
BRK-B
Berkshire Hathaway Inc.		-4.78%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between IDWR.L and BRK-B is 0.06, 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

0.06

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

0.16

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

0.32

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

0.38

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2006

0.37

Over the past year, the correlation between IDWR.L and BRK-B has dropped to 0.06 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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iShares MSCI World UCITS

Berkshire Hathaway Inc.

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Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

Return for Risk

IDWR.L vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDWR.L
IDWR.L Risk / Return Rank: 6767
Overall Rank
IDWR.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IDWR.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
IDWR.L Omega Ratio Rank: 6666
Omega Ratio Rank
IDWR.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
IDWR.L Martin Ratio Rank: 7171
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 3131
Overall Rank
BRK-B Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 2828
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 2727
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3333
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3232
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World UCITS (IDWR.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.

IDWR.LBRK-BDifference
Sharpe ratioReturn per unit of total volatility
2.15
-0.18

+2.33

Sortino ratioReturn per unit of downside risk
3.20
-0.15

+3.35

Omega ratioGain probability vs. loss probability

1.39

0.98

+0.41

Calmar ratioReturn relative to maximum drawdown

3.07

-0.27

+3.34

Martin ratioReturn relative to average drawdown

12.98

-0.57

+13.55

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IDWR.L Sharpe Ratio is 2.15, which is higher than the BRK-B Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of IDWR.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.

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Sharpe Ratios by Period

IDWR.LBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

-0.18

+2.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.61

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.67

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.48

-0.02

Drawdowns

IDWR.L vs. BRK-B - Drawdown Comparison

The maximum IDWR.L drawdown since its inception was -56.75%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IDWR.L and BRK-B.

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Drawdown Indicators

IDWR.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-56.75%

-53.86%

-2.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

-9.42%

+1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-17.08%

-14.95%

-2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-26.58%

+0.54%

Max Drawdown (10Y)

Largest decline over 10 years

-34.06%

-29.57%

-4.49%

Current Drawdown

Current decline from peak

-0.46%

-11.33%

+10.87%

Average Drawdown

Average peak-to-trough decline

-9.61%

-11.07%

+1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

4.46%

-2.50%

Volatility

IDWR.L vs. BRK-B - Volatility Comparison

The current volatility for iShares MSCI World UCITS (IDWR.L) is 3.30%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.72%. This indicates that IDWR.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.

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Volatility by Period

IDWR.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

3.72%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

10.70%

-1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

11.85%

14.32%

-2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

17.11%

-1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

19.43%

-3.57%

Dividends

IDWR.L vs. BRK-B - Dividend Comparison

IDWR.L's dividend yield for the trailing twelve months is around 0.85%, while BRK-B has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDWR.L
iShares MSCI World UCITS		0.85%0.93%1.08%1.29%1.46%1.05%1.14%1.61%1.87%1.58%1.77%1.83%

Frequently Asked Questions

IDWR.L and BRK-B have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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