N1ES.DE vs. BRK-B

Last updated Apr 3, 2026

Compare and contrast key facts about Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) and Berkshire Hathaway Inc. (BRK-B).

N1ES.DE is a passively managed fund by Invesco that tracks the performance of the Nasdaq 100® ESG. It was launched on Oct 25, 2021.

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.

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

	2026 (YTD)	2025	2024	2023	2022	2021
N1ES.DE Invesco Nasdaq-100 ESG UCITS ETF Acc	-4.69%	8.26%	33.55%	51.62%	-29.13%	9.35%
BRK-B Berkshire Hathaway Inc.	-3.31%	-2.27%	35.48%	12.00%	9.71%	6.05%

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 -4.69% return, which is significantly lower than BRK-B's -3.34% return.

N1ES.DE

• 1D: 0.17%
• 1M: -1.47%
• YTD: -4.69%
• 6M: -2.38%
• 1Y: 17.17%
• 3Y*: 20.83%
• 5Y*: —
• 10Y*: —

BRK-B

• 1D: 0.00%
• 1M: -0.21%
• YTD: -3.34%
• 6M: -2.25%
• 1Y: -16.70%
• 3Y*: 13.26%
• 5Y*: 13.54%
• 10Y*: 12.65%

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

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: 49
N1ES.DE Sharpe Ratio Rank: 40
N1ES.DE Sortino Ratio Rank: 40
N1ES.DE Omega Ratio Rank: 39
N1ES.DE Calmar Ratio Rank: 72
N1ES.DE Martin Ratio Rank: 56

BRK-B

BRK-B Risk / Return Rank: 15
BRK-B Sharpe Ratio Rank: 14
BRK-B Sortino Ratio Rank: 15
BRK-B Omega Ratio Rank: 14
BRK-B Calmar Ratio Rank: 15
BRK-B Martin Ratio Rank: 17

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.

	N1ES.DE	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	0.81	-0.85	+1.66
Sortino ratio Return per unit of downside risk	1.22	-1.07	+2.29
Omega ratio Gain probability vs. loss probability	1.17	0.86	+0.31
Calmar ratio Return relative to maximum drawdown	2.27	-0.79	+3.05
Martin ratio Return relative to average drawdown	6.59	-1.12	+7.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current N1ES.DE Sharpe Ratio is 0.81, which is higher than the BRK-B Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of N1ES.DE and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	N1ES.DE	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.81	-0.85	+1.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.78	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.51	+0.03

Correlation

The correlation between N1ES.DE and BRK-B is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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

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.

Drawdown Indicators

	N1ES.DE	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-29.96%	-53.86%	+23.90%
Max Drawdown (1Y) Largest decline over 1 year	-10.86%	-14.95%	+4.09%
Max Drawdown (5Y) Largest decline over 5 years	—	-26.58%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-29.57%	—
Current Drawdown Current decline from peak	-8.22%	-11.57%	+3.35%
Average Drawdown Average peak-to-trough decline	-8.78%	-11.07%	+2.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.73%	8.75%	-5.02%

Volatility

N1ES.DE vs. BRK-B - Volatility Comparison

Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) has a higher volatility of 4.79% compared to Berkshire Hathaway Inc. (BRK-B) at 4.28%. 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.

Volatility by Period

	N1ES.DE	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.79%	4.28%	+0.51%
Volatility (6M) Calculated over the trailing 6-month period	12.66%	11.68%	+0.98%
Volatility (1Y) Calculated over the trailing 1-year period	21.18%	19.78%	+1.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.85%	17.44%	+3.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.85%	20.14%	+0.71%