SPPW.DE vs. BRK-B
SPPW.DE (SPDR MSCI World UCITS ETF) is Global Equities fund tracking the MSCI World, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, SPPW.DE returned 13.03%/yr vs 11.37%/yr for BRK-B. At a 0.37 correlation, their price movements are largely independent.
Performance
SPPW.DE vs. BRK-B - Performance Comparison
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Different Trading Currencies
SPPW.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, SPPW.DE achieves a 10.85% return, which is significantly higher than BRK-B's -3.69% return.
SPPW.DE
- 1D
- -0.31%
- 1M
- 3.71%
- YTD
- 10.85%
- 6M
- 10.95%
- 1Y
- 23.79%
- 3Y*
- 17.79%
- 5Y*
- 13.03%
- 10Y*
- —
BRK-B
- 1D
- 0.00%
- 1M
- 3.05%
- YTD
- -3.69%
- 6M
- -4.88%
- 1Y
- -3.50%
- 3Y*
- 9.75%
- 5Y*
- 11.37%
- 10Y*
- 12.72%
SPPW.DE vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SPPW.DE SPDR MSCI World UCITS ETF | 10.85% | 8.03% | 26.09% | 20.25% | -13.28% | 32.66% | 5.27% | 17.24% |
BRK-B Berkshire Hathaway Inc. | -0.98% | -2.27% | 35.48% | 12.00% | 9.71% | 38.60% | -6.07% | 13.01% |
Correlation
The correlation between SPPW.DE 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 (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2019 | 0.37 |
Over the past year, the correlation between SPPW.DE and BRK-B has dropped to 0.04 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
SPPW.DE vs. BRK-B — Risk / Return Rank
SPPW.DE
BRK-B
SPPW.DE vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World UCITS ETF (SPPW.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.
| SPPW.DE | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.39 | ||
| Sortino ratioReturn per unit of downside risk | +3.22 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 0.97 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | -0.32 | +3.98 |
| Martin ratioReturn relative to average drawdown | 14.69 | -0.66 | +15.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPPW.DE | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | -0.24 | +2.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.66 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.49 | +0.37 |
Drawdowns
SPPW.DE vs. BRK-B - Drawdown Comparison
The maximum SPPW.DE drawdown since its inception was -33.69%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for SPPW.DE and BRK-B.
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Drawdown Indicators
| SPPW.DE | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.69% | -45.91% | +12.22% |
Max Drawdown (1Y)Largest decline over 1 year | -6.51% | -11.04% | +4.53% |
Max Drawdown (3Y)Largest decline over 3 years | -21.62% | -20.62% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -21.62% | -22.31% | +0.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.74% | — |
Current DrawdownCurrent decline from peak | -0.31% | -17.01% | +16.70% |
Average DrawdownAverage peak-to-trough decline | -4.43% | -9.73% | +5.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 5.31% | -3.68% |
Volatility
SPPW.DE vs. BRK-B - Volatility Comparison
The current volatility for SPDR MSCI World UCITS ETF (SPPW.DE) is 2.70%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.71%. This indicates that SPPW.DE experiences smaller price fluctuations and is considered to be less risky 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
| SPPW.DE | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 3.71% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.62% | 11.20% | -3.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.11% | 14.94% | -3.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 17.37% | -3.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 20.09% | -4.01% |
Dividends
SPPW.DE vs. BRK-B - Dividend Comparison
Neither SPPW.DE nor BRK-B has paid dividends to shareholders.
Frequently Asked Questions
SPPW.DE 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.
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