SXRT.DE vs. BRK-B
Compare and contrast key facts about iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) and Berkshire Hathaway Inc. (BRK-B).
SXRT.DE is a passively managed fund by iShares that tracks the performance of the EURO STOXX® 50. It was launched on Jan 26, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXRT.DE or BRK-B.
Key characteristics
| SXRT.DE | BRK-B | |
|---|---|---|
| YTD Return | 8.93% | 29.93% |
| 1Y Return | 16.79% | 33.09% |
| 3Y Return (Ann) | 6.37% | 17.46% |
| 5Y Return (Ann) | 8.17% | 15.96% |
| 10Y Return (Ann) | 7.59% | 12.35% |
| Sharpe Ratio | 1.15 | 2.35 |
| Sortino Ratio | 1.66 | 3.28 |
| Omega Ratio | 1.20 | 1.42 |
| Calmar Ratio | 1.52 | 4.46 |
| Martin Ratio | 5.32 | 11.72 |
| Ulcer Index | 2.82% | 2.88% |
| Daily Std Dev | 13.12% | 14.37% |
| Max Drawdown | -38.41% | -53.86% |
| Current Drawdown | -5.11% | -3.17% |
Correlation
The correlation between SXRT.DE and BRK-B is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SXRT.DE vs. BRK-B - Performance Comparison
In the year-to-date period, SXRT.DE achieves a 8.93% return, which is significantly lower than BRK-B's 29.93% return. Over the past 10 years, SXRT.DE has underperformed BRK-B with an annualized return of 7.59%, while BRK-B has yielded a comparatively higher 12.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SXRT.DE vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.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.
Dividends
SXRT.DE vs. BRK-B - Dividend Comparison
Neither SXRT.DE nor BRK-B has paid dividends to shareholders.
Drawdowns
SXRT.DE vs. BRK-B - Drawdown Comparison
The maximum SXRT.DE drawdown since its inception was -38.41%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for SXRT.DE and BRK-B. For additional features, visit the drawdowns tool.
Volatility
SXRT.DE vs. BRK-B - Volatility Comparison
The current volatility for iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) is 5.53%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.68%. This indicates that SXRT.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.