VDC vs. BRK-B

Last updated Jun 13, 2026

VDC (Vanguard Consumer Staples ETF) is Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, VDC returned 8.03%/yr vs 13.22%/yr for BRK-B. A 0.50 correlation means they provide meaningful diversification when combined.

Performance

VDC vs. BRK-B - Performance Comparison

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

Returns By Period

In the year-to-date period, VDC achieves a 10.55% return, which is significantly higher than BRK-B's -2.67% return. Over the past 10 years, VDC has underperformed BRK-B with an annualized return of 8.03%, while BRK-B has yielded a comparatively higher 13.22% annualized return.

VDC

• 1D: 0.65%
• 1M: 0.44%
• YTD: 10.55%
• 6M: 8.59%
• 1Y: 7.31%
• 3Y*: 9.05%
• 5Y*: 7.16%
• 10Y*: 8.03%

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)

VDC vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VDC Vanguard Consumer Staples ETF	10.55%	2.17%	13.30%	2.38%	-1.79%	17.64%	10.86%	26.11%	-7.79%	11.85%
BRK-B Berkshire Hathaway Inc.	-2.67%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%

Correlation

The correlation between VDC and BRK-B is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.51
Correlation (10Y) Calculated over the trailing 10-year period	0.51
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	0.50

Over the past year, the correlation between VDC and BRK-B has dropped to 0.29 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

Return for Risk

VDC vs. BRK-B — Risk / Return Rank

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

VDC

VDC Risk / Return Rank: 19
VDC Sharpe Ratio Rank: 20
VDC Sortino Ratio Rank: 19
VDC Omega Ratio Rank: 18
VDC Calmar Ratio Rank: 20
VDC Martin Ratio Rank: 18

BRK-B

BRK-B Risk / Return Rank: 39
BRK-B Sharpe Ratio Rank: 42
BRK-B Sortino Ratio Rank: 34
BRK-B Omega Ratio Rank: 33
BRK-B Calmar Ratio Rank: 42
BRK-B Martin Ratio Rank: 42

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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) 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.

	VDC	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	0.58	-0.02	+0.60
Sortino ratio: Return per unit of downside risk	0.93	0.08	+0.85
Omega ratio: Gain probability vs. loss probability	1.11	1.01	+0.10
Calmar ratio: Return relative to maximum drawdown	0.79	-0.02	+0.81
Martin ratio: Return relative to average drawdown	1.60	-0.05	+1.65

VDC vs. BRK-B - Sharpe Ratio Comparison

The current VDC Sharpe Ratio is 0.58, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of VDC 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.

Drawdowns

VDC vs. BRK-B - Drawdown Comparison

The maximum VDC drawdown since its inception was -34.24%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for VDC and BRK-B.

Drawdown Indicators

	VDC	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-34.24%	-53.86%	+19.62%
Max Drawdown (1Y) Largest decline over 1 year	-9.28%	-9.42%	+0.14%
Max Drawdown (3Y) Largest decline over 3 years	-11.78%	-14.95%	+3.17%
Max Drawdown (5Y) Largest decline over 5 years	-16.55%	-26.58%	+10.03%
Max Drawdown (10Y) Largest decline over 10 years	-25.31%	-29.57%	+4.26%
Current Drawdown Current decline from peak	-4.37%	-9.36%	+4.99%
Average Drawdown Average peak-to-trough decline	-3.73%	-11.07%	+7.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.57%	4.53%	+0.04%

Volatility

VDC vs. BRK-B - Volatility Comparison

Vanguard Consumer Staples ETF (VDC) has a higher volatility of 4.62% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that VDC'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.

Volatility by Period

	VDC	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.62%	3.95%	+0.67%
Volatility (6M) Calculated over the trailing 6-month period	10.02%	10.78%	-0.76%
Volatility (1Y) Calculated over the trailing 1-year period	12.57%	14.38%	-1.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.17%	17.12%	-3.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.66%	19.44%	-4.78%

Dividends

VDC vs. BRK-B - Dividend Comparison

VDC's dividend yield for the trailing twelve months is around 2.08%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VDC Vanguard Consumer Staples ETF	2.08%	2.26%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%

Frequently Asked Questions

Can I hold both VDC and BRK-B in my portfolio?

VDC and BRK-B have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VDC or BRK-B?

VDC has higher volatility (4.62%) compared to BRK-B (3.95%). In terms of maximum drawdown, VDC dropped -34.24% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

VDC currently has the higher Sharpe Ratio (0.58 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.