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N1ES.DE vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

N1ES.DE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.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

N1ES.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, N1ES.DE achieves a 20.46% return, which is significantly higher than BRK-B's 0.30% return.


N1ES.DE

1D
0.00%
1M
1.06%
YTD
20.46%
6M
20.67%
1Y
37.93%
3Y*
25.41%
5Y*
10Y*

BRK-B

1D
-1.48%
1M
3.21%
YTD
0.30%
6M
0.83%
1Y
2.89%
3Y*
11.89%
5Y*
12.97%
10Y*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

N1ES.DE vs. BRK-B - Yearly Performance Comparison


2026 (YTD)20252024202320222021
N1ES.DE
Invesco Nasdaq-100 ESG UCITS ETF Acc
20.46%8.26%33.55%51.62%-29.13%10.00%
BRK-B
Berkshire Hathaway Inc.
0.30%-2.27%35.48%12.00%9.71%4.87%

Correlation

The correlation between N1ES.DE and BRK-B is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.10

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

0.05

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2021

0.17

The correlation between N1ES.DE and BRK-B shifts across timeframes, from -0.10 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

N1ES.DE vs. BRK-B — Risk / Return Rank

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

N1ES.DE
N1ES.DE Risk / Return Rank: 7373
Overall Rank
N1ES.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
N1ES.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
N1ES.DE Omega Ratio Rank: 7373
Omega Ratio Rank
N1ES.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
N1ES.DE Martin Ratio Rank: 6363
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 4141
Overall Rank
BRK-B Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3636
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3636
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4444
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4444
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.

N1ES.DE vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.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.

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.


N1ES.DEBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+1.98

Sortino ratioReturn per unit of downside risk

+2.53

Omega ratioGain probability vs. loss probability

1.37

1.05

+0.33

Calmar ratioReturn relative to maximum drawdown

3.51

0.26

+3.25

Martin ratioReturn relative to average drawdown

9.95

0.59

+9.36

N1ES.DE vs. BRK-B - Sharpe Ratio Comparison

The current N1ES.DE Sharpe Ratio is 2.17, which is higher than the BRK-B Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of N1ES.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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Drawdowns

N1ES.DE vs. BRK-B - Drawdown Comparison

The maximum N1ES.DE drawdown since its inception was -29.96%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for N1ES.DE and BRK-B.


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Drawdown Indicators


N1ES.DEBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-29.96%

-45.91%

+15.95%

Max Drawdown (1Y)

Largest decline over 1 year

-10.86%

-11.04%

+0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-26.65%

-20.62%

-6.03%

Max Drawdown (5Y)

Largest decline over 5 years

-22.31%

Max Drawdown (10Y)

Largest decline over 10 years

-28.74%

Current Drawdown

Current decline from peak

-1.93%

-13.57%

+11.64%

Average Drawdown

Average peak-to-trough decline

-8.43%

-9.76%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

4.92%

-1.10%

Volatility

N1ES.DE vs. BRK-B - Volatility Comparison

Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) has a higher volatility of 6.05% compared to Berkshire Hathaway Inc. (BRK-B) at 4.30%. This indicates that N1ES.DE's price experiences larger fluctuations and is considered to be riskier 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


N1ES.DEBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

4.30%

+1.75%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

11.32%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

17.57%

15.23%

+2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.79%

17.39%

+3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.79%

20.09%

+0.70%

Dividends

N1ES.DE vs. BRK-B - Dividend Comparison

Neither N1ES.DE nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


N1ES.DE and BRK-B have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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