OMXS.L vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about iShares OMX Stockholm Capped UCITS ETF (OMXS.L) and Berkshire Hathaway Inc. (BRK-B).

OMXS.L is a passively managed fund by iShares that tracks the performance of the MSCI Sweden NR SEK. It was launched on Dec 14, 2016.

Performance

OMXS.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares OMX Stockholm Capped UCITS ETF (OMXS.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

OMXS.L vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OMXS.L iShares OMX Stockholm Capped UCITS ETF	3.02%	26.09%	-0.34%	14.97%	-21.16%	24.41%	24.04%	20.97%	-7.16%	10.84%
BRK-B Berkshire Hathaway Inc.	-3.23%	2.99%	29.31%	9.69%	15.59%	30.17%	-0.64%	6.71%	9.11%	11.10%

Different Trading Currencies

OMXS.L is traded in GBp, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, OMXS.L achieves a 3.02% return, which is significantly higher than BRK-B's -3.23% return.

OMXS.L

• 1D: 4.10%
• 1M: -5.32%
• YTD: 3.02%
• 6M: 11.98%
• 1Y: 21.15%
• 3Y*: 12.17%
• 5Y*: 6.18%
• 10Y*: —

BRK-B

• 1D: -0.38%
• 1M: 0.78%
• YTD: -3.23%
• 6M: -2.33%
• 1Y: -12.48%
• 3Y*: 12.98%
• 5Y*: 14.10%
• 10Y*: 13.58%

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

Return for Risk

OMXS.L vs. BRK-B — Risk / Return Rank

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

OMXS.L

OMXS.L Risk / Return Rank: 57
OMXS.L Sharpe Ratio Rank: 60
OMXS.L Sortino Ratio Rank: 57
OMXS.L Omega Ratio Rank: 57
OMXS.L Calmar Ratio Rank: 56
OMXS.L Martin Ratio Rank: 57

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 16
BRK-B Sortino Ratio Rank: 16
BRK-B Omega Ratio Rank: 16
BRK-B Calmar Ratio Rank: 17
BRK-B Martin Ratio Rank: 19

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.

OMXS.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares OMX Stockholm Capped UCITS ETF (OMXS.L) 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.

	OMXS.L	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	1.12	-0.66	+1.78
Sortino ratio Return per unit of downside risk	1.55	-0.80	+2.35
Omega ratio Gain probability vs. loss probability	1.22	0.90	+0.33
Calmar ratio Return relative to maximum drawdown	1.55	-0.73	+2.28
Martin ratio Return relative to average drawdown	6.00	-1.11	+7.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OMXS.L vs. BRK-B - Sharpe Ratio Comparison

The current OMXS.L Sharpe Ratio is 1.12, which is higher than the BRK-B Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of OMXS.L 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

	OMXS.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.12	-0.66	+1.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	0.84	-0.54
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.69	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.58	-0.11

Correlation

The correlation between OMXS.L and BRK-B is 0.29, 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

OMXS.L vs. BRK-B - Dividend Comparison

Neither OMXS.L nor BRK-B has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

OMXS.L vs. BRK-B - Drawdown Comparison

The maximum OMXS.L drawdown since its inception was -32.75%, smaller than the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for OMXS.L and BRK-B.

Drawdown Indicators

	OMXS.L	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-32.75%	-53.86%	+21.11%
Max Drawdown (1Y) Largest decline over 1 year	-13.98%	-14.95%	+0.97%
Max Drawdown (5Y) Largest decline over 5 years	-32.75%	-26.58%	-6.17%
Max Drawdown (10Y) Largest decline over 10 years	—	-29.57%	—
Current Drawdown Current decline from peak	-8.09%	-11.36%	+3.27%
Average Drawdown Average peak-to-trough decline	-8.71%	-11.07%	+2.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.62%	8.72%	-5.10%

Volatility

OMXS.L vs. BRK-B - Volatility Comparison

iShares OMX Stockholm Capped UCITS ETF (OMXS.L) has a higher volatility of 8.64% compared to Berkshire Hathaway Inc. (BRK-B) at 4.68%. This indicates that OMXS.L'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

	OMXS.L	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.64%	4.68%	+3.96%
Volatility (6M) Calculated over the trailing 6-month period	13.07%	12.29%	+0.78%
Volatility (1Y) Calculated over the trailing 1-year period	18.89%	18.95%	-0.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.65%	16.95%	+3.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.08%	19.84%	+0.24%