IUSQ.DE vs. BRK-B
IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) is Global Equities fund tracking the MSCI All Country World (ACWI), while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, IUSQ.DE returned 12.38%/yr vs 12.68%/yr for BRK-B. At a 0.42 correlation, their price movements are largely independent.
Performance
IUSQ.DE vs. BRK-B - Performance Comparison
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Different Trading Currencies
IUSQ.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, IUSQ.DE achieves a 12.65% return, which is significantly higher than BRK-B's -3.69% return. Both investments have delivered pretty close results over the past 10 years, with IUSQ.DE having a 12.38% annualized return and BRK-B not far ahead at 12.68%.
IUSQ.DE
- 1D
- -0.23%
- 1M
- 5.01%
- YTD
- 12.65%
- 6M
- 13.33%
- 1Y
- 26.56%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
BRK-B
- 1D
- 0.55%
- 1M
- 3.50%
- YTD
- -3.69%
- 6M
- -4.63%
- 1Y
- -4.16%
- 3Y*
- 10.34%
- 5Y*
- 11.37%
- 10Y*
- 12.68%
IUSQ.DE vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
BRK-B Berkshire Hathaway Inc. | -3.69% | -2.27% | 35.48% | 12.00% | 9.71% | 38.60% | -6.07% | 13.44% | 7.84% | 6.68% |
Correlation
The correlation between IUSQ.DE and BRK-B is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011 | 0.42 |
Over the past year, the correlation between IUSQ.DE and BRK-B has dropped to 0.03 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
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Return for Risk
IUSQ.DE vs. BRK-B — Risk / Return Rank
IUSQ.DE
BRK-B
IUSQ.DE vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.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.
| IUSQ.DE | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.58 | ||
| Sortino ratioReturn per unit of downside risk | +3.49 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.97 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | -0.38 | +4.46 |
| Martin ratioReturn relative to average drawdown | 16.69 | -0.79 | +17.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUSQ.DE | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | -0.28 | +2.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.66 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.63 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.49 | +0.27 |
Drawdowns
IUSQ.DE vs. BRK-B - Drawdown Comparison
The maximum IUSQ.DE drawdown since its inception was -33.60%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and BRK-B.
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Drawdown Indicators
| IUSQ.DE | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.60% | -45.91% | +12.31% |
Max Drawdown (1Y)Largest decline over 1 year | -6.48% | -11.04% | +4.56% |
Max Drawdown (3Y)Largest decline over 3 years | -21.25% | -20.62% | -0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -21.25% | -22.31% | +1.06% |
Max Drawdown (10Y)Largest decline over 10 years | -33.60% | -28.74% | -4.86% |
Current DrawdownCurrent decline from peak | -0.55% | -17.01% | +16.46% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -9.73% | +5.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 5.30% | -3.71% |
Volatility
IUSQ.DE vs. BRK-B - Volatility Comparison
The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) is 3.03%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.72%. This indicates that IUSQ.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
| IUSQ.DE | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 3.72% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 8.26% | 11.24% | -2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.47% | 15.04% | -3.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 17.37% | -3.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 20.09% | -5.07% |
Dividends
IUSQ.DE vs. BRK-B - Dividend Comparison
Neither IUSQ.DE nor BRK-B has paid dividends to shareholders.
Frequently Asked Questions
IUSQ.DE and BRK-B have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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