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

Performance

SHLD vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Defense Tech ETF (SHLD) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHLD achieves a -1.50% return, which is significantly higher than BRK-B's -2.67% return.


SHLD

1D
-2.04%
1M
0.05%
YTD
-1.50%
6M
-1.03%
1Y
10.40%
3Y*
5Y*
10Y*

BRK-B

1D
0.71%
1M
0.77%
YTD
-2.67%
6M
-2.06%
1Y
-0.22%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHLD vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023
SHLD
Global X Defense Tech ETF
-1.50%74.16%35.03%12.89%
BRK-B
Berkshire Hathaway Inc.
-2.67%10.89%27.09%-3.02%

Correlation

The correlation between SHLD and BRK-B is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2023

0.18

The correlation between SHLD and BRK-B shifts across timeframes, from -0.09 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SHLD vs. BRK-B — Risk / Return Rank

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

SHLD
SHLD Risk / Return Rank: 1616
Overall Rank
SHLD Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 1717
Sortino Ratio Rank
SHLD Omega Ratio Rank: 1616
Omega Ratio Rank
SHLD Calmar Ratio Rank: 1616
Calmar Ratio Rank
SHLD Martin Ratio Rank: 1616
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
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.

SHLD vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Defense Tech ETF (SHLD) 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.


SHLDBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.09

1.01

+0.08

Calmar ratioReturn relative to maximum drawdown

0.52

-0.02

+0.54

Martin ratioReturn relative to average drawdown

1.28

-0.05

+1.33

SHLD vs. BRK-B - Sharpe Ratio Comparison

The current SHLD Sharpe Ratio is 0.43, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of SHLD 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

SHLD vs. BRK-B - Drawdown Comparison

The maximum SHLD drawdown since its inception was -20.10%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for SHLD and BRK-B.


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Drawdown Indicators


SHLDBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-20.10%

-53.86%

+33.76%

Max Drawdown (1Y)

Largest decline over 1 year

-20.10%

-9.42%

-10.68%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

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

-18.20%

-9.36%

-8.84%

Average Drawdown

Average peak-to-trough decline

-3.34%

-11.07%

+7.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.12%

4.53%

+3.59%

Volatility

SHLD vs. BRK-B - Volatility Comparison

Global X Defense Tech ETF (SHLD) has a higher volatility of 9.05% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that SHLD'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


SHLDBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

3.95%

+5.10%

Volatility (6M)

Calculated over the trailing 6-month period

19.94%

10.78%

+9.16%

Volatility (1Y)

Calculated over the trailing 1-year period

24.55%

14.38%

+10.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.29%

17.12%

+4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.29%

19.44%

+1.85%

Dividends

SHLD vs. BRK-B - Dividend Comparison

SHLD's dividend yield for the trailing twelve months is around 0.56%, while BRK-B has not paid dividends to shareholders.


PositionTTM202520242023
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%
SHLD
Global X Defense Tech ETF
0.56%0.55%0.53%0.26%

Frequently Asked Questions


SHLD and BRK-B have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHLD has higher volatility (9.05%) compared to BRK-B (3.95%). In terms of maximum drawdown, SHLD dropped -20.10% vs BRK-B's -53.86%.

SHLD currently has the higher Sharpe Ratio (0.43 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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