PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, SHLD achieves a -7.05% return, which is significantly lower than BRK-B's -2.27% return.


SHLD

1D
-0.05%
1M
-3.33%
6M
-22.70%
YTD
-7.05%
1Y
-2.37%
3Y*
5Y*
10Y*
ALL TIME*
37.29%

BRK-B

1D
0.07%
1M
0.37%
6M
-0.41%
YTD
-2.27%
1Y
3.68%
3Y*
12.42%
5Y*
11.91%
10Y*
13.01%
ALL TIME*
10.58%
*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
-7.05%74.16%35.03%12.89%
BRK-B
Berkshire Hathaway Inc.
-2.27%10.89%27.09%-3.02%

Correlation

The correlation between SHLD and BRK-B is -0.04, 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

-0.04

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 -0.04 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 99
Overall Rank
SHLD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 99
Sortino Ratio Rank
SHLD Omega Ratio Rank: 99
Omega Ratio Rank
SHLD Calmar Ratio Rank: 99
Calmar Ratio Rank
SHLD Martin Ratio Rank: 99
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 5151
Overall Rank
BRK-B Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 4646
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 4545
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 5656
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 5555
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

-0.35

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.00

1.05

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.09

0.39

-0.49

Martin ratioReturn relative to average drawdown

-0.23

0.82

-1.05

SHLD vs. BRK-B - Sharpe Ratio Comparison

The current SHLD Sharpe Ratio is -0.10, which is lower than the BRK-B Sharpe Ratio of 0.25. 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.


Loading charts...

Drawdowns

SHLD vs. BRK-B - Drawdown Comparison

The maximum SHLD drawdown since its inception was -25.40%, 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.


Loading charts...

Drawdown Indicators


SHLDBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-25.40%

-53.86%

+28.46%

Max Drawdown (1Y)

Largest decline over 1 year

-25.40%

-9.42%

-15.98%

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

-22.81%

-8.99%

-13.82%

Average Drawdown

Average peak-to-trough decline

-3.95%

-11.06%

+7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.49%

4.50%

+5.99%

Volatility

SHLD vs. BRK-B - Volatility Comparison

Global X Defense Tech ETF (SHLD) has a higher volatility of 8.21% compared to Berkshire Hathaway Inc. (BRK-B) at 4.42%. 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.


Loading charts...

Volatility by Period


SHLDBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.21%

4.42%

+3.79%

Volatility (6M)

Calculated over the trailing 6-month period

19.76%

11.07%

+8.69%

Volatility (1Y)

Calculated over the trailing 1-year period

25.13%

14.57%

+10.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.51%

17.09%

+4.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.51%

19.40%

+2.11%

Dividends

SHLD vs. BRK-B - Dividend Comparison

SHLD's dividend yield for the trailing twelve months is around 0.71%, 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
0.71%0.55%0.53%0.26%

Frequently Asked Questions


SHLD and BRK-B have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHLD has higher volatility (8.21%) compared to BRK-B (4.42%). In terms of maximum drawdown, SHLD dropped -25.40% vs BRK-B's -53.86%.

BRK-B currently has the higher Sharpe Ratio (0.25 vs -0.10), 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

Find the right allocation for SHLD and BRK-B

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer