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

Performance

IUSQ.DE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.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

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

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


2026 (YTD)202520242023202220212020201920182017
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

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

IUSQ.DE
IUSQ.DE Risk / Return Rank: 7676
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 7474
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 8383
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.

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.DEBRK-BDifference
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

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

The current IUSQ.DE Sharpe Ratio is 2.31, which is higher than the BRK-B Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of IUSQ.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


IUSQ.DEBRK-BDifference

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.DEBRK-BDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.55%

-17.01%

+16.46%

Average Drawdown

Average peak-to-trough decline

-4.19%

-9.73%

+5.54%

Ulcer Index

Depth 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.DEBRK-BDifference

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.


Tickers have no history of dividend payments

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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