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

Performance

SWRD.AS vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI World UCITS ETF (SWRD.AS) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SWRD.AS 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, SWRD.AS achieves a 11.10% return, which is significantly higher than BRK-B's -5.24% return.


SWRD.AS

1D
-0.29%
1M
5.59%
YTD
11.10%
6M
11.67%
1Y
23.98%
3Y*
17.79%
5Y*
12.98%
10Y*

BRK-B

1D
0.00%
1M
1.18%
YTD
-5.24%
6M
-6.02%
1Y
-7.33%
3Y*
9.64%
5Y*
11.02%
10Y*
12.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWRD.AS vs. BRK-B - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SWRD.AS
SPDR MSCI World UCITS ETF
11.10%7.29%27.33%20.14%-13.35%32.60%6.05%15.56%
BRK-B
Berkshire Hathaway Inc.
-4.29%-2.27%35.48%12.00%9.71%38.60%-6.07%13.52%

Correlation

The correlation between SWRD.AS and BRK-B is 0.05, 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

0.05

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

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2019

0.36

Over the past year, the correlation between SWRD.AS and BRK-B has dropped to 0.05 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.

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Return for Risk

SWRD.AS vs. BRK-B — Risk / Return Rank

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

SWRD.AS
SWRD.AS Risk / Return Rank: 6868
Overall Rank
SWRD.AS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SWRD.AS Sortino Ratio Rank: 6363
Sortino Ratio Rank
SWRD.AS Omega Ratio Rank: 6666
Omega Ratio Rank
SWRD.AS Calmar Ratio Rank: 7272
Calmar Ratio Rank
SWRD.AS Martin Ratio Rank: 7676
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 2323
Overall Rank
BRK-B Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 2222
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 2323
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 2424
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 2020
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.

SWRD.AS vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World UCITS ETF (SWRD.AS) 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.


SWRD.ASBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+2.64

Sortino ratioReturn per unit of downside risk

+3.59

Omega ratioGain probability vs. loss probability

1.41

0.93

+0.48

Calmar ratioReturn relative to maximum drawdown

3.65

-0.67

+4.31

Martin ratioReturn relative to average drawdown

14.76

-1.39

+16.15

SWRD.AS vs. BRK-B - Sharpe Ratio Comparison

The current SWRD.AS Sharpe Ratio is 2.15, which is higher than the BRK-B Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of SWRD.AS 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


SWRD.ASBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

-0.49

+2.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.64

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.49

+0.36

Drawdowns

SWRD.AS vs. BRK-B - Drawdown Comparison

The maximum SWRD.AS drawdown since its inception was -33.61%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for SWRD.AS and BRK-B.


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Drawdown Indicators


SWRD.ASBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-33.61%

-45.91%

+12.30%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-11.04%

+4.55%

Max Drawdown (3Y)

Largest decline over 3 years

-21.51%

-20.62%

-0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-21.51%

-22.31%

+0.80%

Max Drawdown (10Y)

Largest decline over 10 years

-28.74%

Current Drawdown

Current decline from peak

-0.29%

-18.33%

+18.04%

Average Drawdown

Average peak-to-trough decline

-4.42%

-9.72%

+5.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

5.55%

-3.94%

Volatility

SWRD.AS vs. BRK-B - Volatility Comparison

The current volatility for SPDR MSCI World UCITS ETF (SWRD.AS) is 2.79%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.64%. This indicates that SWRD.AS 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


SWRD.ASBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

3.64%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

7.65%

11.18%

-3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

11.06%

14.99%

-3.93%

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

16.01%

20.09%

-4.08%

Dividends

SWRD.AS vs. BRK-B - Dividend Comparison

Neither SWRD.AS nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SWRD.AS and BRK-B have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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