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IUSQ.DE vs. BRYN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSQ.DE vs. BRYN.DE - 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 (BRYN.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUSQ.DE achieves a 11.73% return, which is significantly higher than BRYN.DE's -0.87% return. Both investments have delivered pretty close results over the past 10 years, with IUSQ.DE having a 12.55% annualized return and BRYN.DE not far ahead at 12.90%.


IUSQ.DE

1D
1.86%
1M
2.20%
YTD
11.73%
6M
13.44%
1Y
25.86%
3Y*
17.12%
5Y*
12.02%
10Y*
12.55%

BRYN.DE

1D
0.86%
1M
2.29%
YTD
-0.87%
6M
-0.48%
1Y
0.19%
3Y*
10.70%
5Y*
12.22%
10Y*
12.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSQ.DE vs. BRYN.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
11.73%9.02%24.53%18.57%-13.58%29.13%4.94%30.14%-5.97%9.14%
BRYN.DE
Berkshire Hathaway Inc
-0.87%-2.32%34.74%12.14%8.56%41.95%-7.63%15.43%5.10%8.44%

Correlation

The correlation between IUSQ.DE and BRYN.DE is 0.09, 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

0.09

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

0.31

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

0.46

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

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2011

0.60

Over the past year, the correlation between IUSQ.DE and BRYN.DE has dropped to 0.09 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

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Return for Risk

IUSQ.DE vs. BRYN.DE — 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: 8282
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 8080
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 8787
Martin Ratio Rank

BRYN.DE
BRYN.DE Risk / Return Rank: 4040
Overall Rank
BRYN.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BRYN.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
BRYN.DE Omega Ratio Rank: 3434
Omega Ratio Rank
BRYN.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
BRYN.DE Martin Ratio Rank: 4343
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. BRYN.DE - 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 (BRYN.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IUSQ.DEBRYN.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.20

Sortino ratioReturn per unit of downside risk

+2.96

Omega ratioGain probability vs. loss probability

1.41

1.01

+0.40

Calmar ratioReturn relative to maximum drawdown

3.97

0.02

+3.95

Martin ratioReturn relative to average drawdown

16.29

0.04

+16.26

IUSQ.DE vs. BRYN.DE - Sharpe Ratio Comparison

The current IUSQ.DE Sharpe Ratio is 2.21, which is higher than the BRYN.DE Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of IUSQ.DE and BRYN.DE, 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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Drawdowns

IUSQ.DE vs. BRYN.DE - Drawdown Comparison

The maximum IUSQ.DE drawdown since its inception was -33.60%, smaller than the maximum BRYN.DE drawdown of -98.01%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and BRYN.DE.


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Drawdown Indicators


IUSQ.DEBRYN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.60%

-98.01%

+64.41%

Max Drawdown (1Y)

Largest decline over 1 year

-6.48%

-10.57%

+4.09%

Max Drawdown (3Y)

Largest decline over 3 years

-21.25%

-19.97%

-1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

-22.34%

+1.09%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

-28.72%

-4.88%

Current Drawdown

Current decline from peak

-1.37%

-82.31%

+80.94%

Average Drawdown

Average peak-to-trough decline

-4.18%

-83.07%

+78.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

5.16%

-3.58%

Volatility

IUSQ.DE vs. BRYN.DE - Volatility Comparison

The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) is 3.41%, while Berkshire Hathaway Inc (BRYN.DE) has a volatility of 5.11%. This indicates that IUSQ.DE experiences smaller price fluctuations and is considered to be less risky than BRYN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSQ.DEBRYN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

5.11%

-1.70%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

11.10%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

15.27%

-3.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

17.29%

-3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

18.71%

-3.68%

Dividends

IUSQ.DE vs. BRYN.DE - Dividend Comparison

Neither IUSQ.DE nor BRYN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUSQ.DE and BRYN.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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