VUAA.DE vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) and Berkshire Hathaway Inc. (BRK-B).

VUAA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019.

Performance

VUAA.DE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

VUAA.DE vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF	-2.97%	4.68%	32.33%	22.52%	-14.29%	40.76%	3.17%
BRK-B Berkshire Hathaway Inc.	-3.34%	-2.27%	35.48%	12.00%	9.71%	38.60%	-6.85%

Different Trading Currencies

VUAA.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, VUAA.DE achieves a -2.97% return, which is significantly higher than BRK-B's -3.15% return.

VUAA.DE

• 1D: 1.73%
• 1M: -3.11%
• YTD: -2.97%
• 6M: 0.07%
• 1Y: 10.21%
• 3Y*: 16.08%
• 5Y*: 12.10%
• 10Y*: —

BRK-B

• 1D: 0.00%
• 1M: 0.89%
• YTD: -3.15%
• 6M: -2.40%
• 1Y: -16.07%
• 3Y*: 13.32%
• 5Y*: 13.58%
• 10Y*: 12.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VUAA.DE vs. BRK-B — Risk / Return Rank

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

VUAA.DE

VUAA.DE Risk / Return Rank: 36
VUAA.DE Sharpe Ratio Rank: 30
VUAA.DE Sortino Ratio Rank: 29
VUAA.DE Omega Ratio Rank: 31
VUAA.DE Calmar Ratio Rank: 45
VUAA.DE Martin Ratio Rank: 45

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 16
BRK-B Sortino Ratio Rank: 16
BRK-B Omega Ratio Rank: 16
BRK-B Calmar Ratio Rank: 17
BRK-B Martin Ratio Rank: 19

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.

VUAA.DE vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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.

	VUAA.DE	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	0.60	-0.82	+1.41
Sortino ratio Return per unit of downside risk	0.90	-1.02	+1.92
Omega ratio Gain probability vs. loss probability	1.13	0.86	+0.27
Calmar ratio Return relative to maximum drawdown	1.22	-0.77	+1.98
Martin ratio Return relative to average drawdown	4.41	-1.10	+5.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VUAA.DE vs. BRK-B - Sharpe Ratio Comparison

The current VUAA.DE Sharpe Ratio is 0.60, which is higher than the BRK-B Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of VUAA.DE and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VUAA.DE	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	-0.82	+1.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	0.78	+0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.51	+0.17

Correlation

The correlation between VUAA.DE and BRK-B is 0.35, 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.

Dividends

VUAA.DE vs. BRK-B - Dividend Comparison

Neither VUAA.DE nor BRK-B has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

VUAA.DE vs. BRK-B - Drawdown Comparison

The maximum VUAA.DE drawdown since its inception was -33.67%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for VUAA.DE and BRK-B.

Drawdown Indicators

	VUAA.DE	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-33.67%	-53.86%	+20.19%
Max Drawdown (1Y) Largest decline over 1 year	-13.45%	-14.95%	+1.50%
Max Drawdown (5Y) Largest decline over 5 years	-23.33%	-26.58%	+3.25%
Max Drawdown (10Y) Largest decline over 10 years	—	-29.57%	—
Current Drawdown Current decline from peak	-5.19%	-11.36%	+6.17%
Average Drawdown Average peak-to-trough decline	-5.18%	-11.07%	+5.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.31%	8.72%	-6.41%

Volatility

VUAA.DE vs. BRK-B - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) is 3.84%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.41%. This indicates that VUAA.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.

Volatility by Period

	VUAA.DE	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.84%	4.41%	-0.57%
Volatility (6M) Calculated over the trailing 6-month period	8.66%	11.71%	-3.05%
Volatility (1Y) Calculated over the trailing 1-year period	17.07%	19.78%	-2.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.15%	17.45%	-2.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.76%	20.14%	-2.38%