SDWD.L vs. BRK-B

Last updated Apr 3, 2026

Compare and contrast key facts about iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.L) and Berkshire Hathaway Inc. (BRK-B).

SDWD.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 19, 2018.

Performance

SDWD.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SDWD.L iShares MSCI World ESG Screened UCITS ETF USD (Dist)	-3.98%	20.86%	20.47%	26.73%	-19.56%	22.41%	17.75%	27.43%	-6.00%
BRK-B Berkshire Hathaway Inc.	-5.03%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	0.09%

Returns By Period

In the year-to-date period, SDWD.L achieves a -3.98% return, which is significantly higher than BRK-B's -5.03% return.

SDWD.L

• 1D: -0.45%
• 1M: -2.43%
• YTD: -3.98%
• 6M: -0.73%
• 1Y: 19.21%
• 3Y*: 17.79%
• 5Y*: 10.49%
• 10Y*: —

BRK-B

• 1D: -0.24%
• 1M: -0.83%
• YTD: -5.03%
• 6M: -3.74%
• 1Y: -11.23%
• 3Y*: 15.44%
• 5Y*: 13.08%
• 10Y*: 12.79%

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

Return for Risk

SDWD.L vs. BRK-B — Risk / Return Rank

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

SDWD.L

SDWD.L Risk / Return Rank: 69
SDWD.L Sharpe Ratio Rank: 63
SDWD.L Sortino Ratio Rank: 63
SDWD.L Omega Ratio Rank: 62
SDWD.L Calmar Ratio Rank: 75
SDWD.L Martin Ratio Rank: 81

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.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.

	SDWD.L	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	1.17	-0.62	+1.79
Sortino ratio Return per unit of downside risk	1.70	-0.73	+2.42
Omega ratio Gain probability vs. loss probability	1.24	0.90	+0.34
Calmar ratio Return relative to maximum drawdown	2.50	-0.70	+3.20
Martin ratio Return relative to average drawdown	10.92	-1.19	+12.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SDWD.L Sharpe Ratio is 1.17, which is higher than the BRK-B Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of SDWD.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

	SDWD.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.17	-0.62	+1.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.76	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	0.48	+0.25

Correlation

The correlation between SDWD.L and BRK-B is 0.38, 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

SDWD.L vs. BRK-B - Dividend Comparison

SDWD.L's dividend yield for the trailing twelve months is around 1.16%, while BRK-B has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
SDWD.L iShares MSCI World ESG Screened UCITS ETF USD (Dist)	1.16%	1.12%	1.27%	1.42%	1.66%	1.22%	1.28%	1.77%	0.20%
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SDWD.L vs. BRK-B - Drawdown Comparison

The maximum SDWD.L drawdown since its inception was -33.64%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for SDWD.L and BRK-B.

Drawdown Indicators

	SDWD.L	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-33.64%	-53.86%	+20.22%
Max Drawdown (1Y) Largest decline over 1 year	-9.31%	-14.95%	+5.64%
Max Drawdown (5Y) Largest decline over 5 years	-26.93%	-26.58%	-0.35%
Max Drawdown (10Y) Largest decline over 10 years	—	-29.57%	—
Current Drawdown Current decline from peak	-6.22%	-11.57%	+5.35%
Average Drawdown Average peak-to-trough decline	-5.35%	-11.07%	+5.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	8.75%	-6.62%

Volatility

SDWD.L vs. BRK-B - Volatility Comparison

iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.L) has a higher volatility of 5.41% compared to Berkshire Hathaway Inc. (BRK-B) at 4.12%. This indicates that SDWD.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

	SDWD.L	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.41%	4.12%	+1.29%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	11.11%	-1.74%
Volatility (1Y) Calculated over the trailing 1-year period	16.33%	18.30%	-1.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.04%	17.20%	-1.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.55%	19.44%	-1.89%