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SEC0.DE vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEC0.DE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.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

SEC0.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, SEC0.DE achieves a 98.10% return, which is significantly higher than BRK-B's -0.98% return.


SEC0.DE

1D
-2.85%
1M
15.32%
YTD
98.10%
6M
96.55%
1Y
187.70%
3Y*
56.37%
5Y*
10Y*

BRK-B

1D
0.00%
1M
4.92%
YTD
-0.98%
6M
-0.84%
1Y
-2.19%
3Y*
10.76%
5Y*
12.33%
10Y*
12.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEC0.DE vs. BRK-B - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)
98.10%36.46%20.85%61.01%-32.22%21.50%
BRK-B
Berkshire Hathaway Inc.
-1.33%-2.27%35.48%12.00%9.71%11.08%

Correlation

The correlation between SEC0.DE and BRK-B is -0.16, 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

-0.16

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2021

0.08

The correlation between SEC0.DE and BRK-B shifts across timeframes, from -0.16 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SEC0.DE vs. BRK-B — Risk / Return Rank

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

SEC0.DE
SEC0.DE Risk / Return Rank: 9797
Overall Rank
SEC0.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SEC0.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
SEC0.DE Omega Ratio Rank: 9595
Omega Ratio Rank
SEC0.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
SEC0.DE Martin Ratio Rank: 9898
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3535
Overall Rank
BRK-B Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3030
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3030
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3838
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3737
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.

SEC0.DE vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.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.


SEC0.DEBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+6.04

Sortino ratioReturn per unit of downside risk

+5.96

Omega ratioGain probability vs. loss probability

1.75

0.99

+0.76

Calmar ratioReturn relative to maximum drawdown

14.81

-0.20

+15.00

Martin ratioReturn relative to average drawdown

52.61

-0.42

+53.03

SEC0.DE vs. BRK-B - Sharpe Ratio Comparison

The current SEC0.DE Sharpe Ratio is 5.89, which is higher than the BRK-B Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of SEC0.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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Sharpe Ratios by Period


SEC0.DEBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.89

-0.15

+6.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

0.50

+0.67

Drawdowns

SEC0.DE vs. BRK-B - Drawdown Comparison

The maximum SEC0.DE drawdown since its inception was -39.35%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for SEC0.DE and BRK-B.


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Drawdown Indicators


SEC0.DEBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-39.35%

-45.91%

+6.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-11.04%

-1.86%

Max Drawdown (3Y)

Largest decline over 3 years

-39.35%

-20.62%

-18.73%

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

-2.85%

-14.67%

+11.82%

Average Drawdown

Average peak-to-trough decline

-11.85%

-9.73%

-2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

5.31%

-1.67%

Volatility

SEC0.DE vs. BRK-B - Volatility Comparison

iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a higher volatility of 13.13% compared to Berkshire Hathaway Inc. (BRK-B) at 4.42%. This indicates that SEC0.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


SEC0.DEBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.13%

4.42%

+8.71%

Volatility (6M)

Calculated over the trailing 6-month period

25.14%

11.54%

+13.60%

Volatility (1Y)

Calculated over the trailing 1-year period

32.42%

15.15%

+17.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.95%

17.41%

+12.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.95%

20.11%

+9.84%

Dividends

SEC0.DE vs. BRK-B - Dividend Comparison

Neither SEC0.DE nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SEC0.DE and BRK-B have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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