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VUSA.DE vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUSA.DE and BRK-B is 0.38, 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.


-0.50.00.51.00.4

Performance

VUSA.DE vs. BRK-B - Performance Comparison

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

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.25%
2.53%
VUSA.DE
BRK-B

Key characteristics

Sharpe Ratio

VUSA.DE:

2.42

BRK-B:

1.64

Sortino Ratio

VUSA.DE:

3.32

BRK-B:

2.33

Omega Ratio

VUSA.DE:

1.49

BRK-B:

1.30

Calmar Ratio

VUSA.DE:

3.62

BRK-B:

2.85

Martin Ratio

VUSA.DE:

15.72

BRK-B:

6.93

Ulcer Index

VUSA.DE:

1.90%

BRK-B:

3.44%

Daily Std Dev

VUSA.DE:

12.34%

BRK-B:

14.60%

Max Drawdown

VUSA.DE:

-33.63%

BRK-B:

-53.86%

Current Drawdown

VUSA.DE:

-2.15%

BRK-B:

-6.84%

Returns By Period

In the year-to-date period, VUSA.DE achieves a 0.10% return, which is significantly higher than BRK-B's -0.72% return.


VUSA.DE

YTD

0.10%

1M

-1.67%

6M

9.17%

1Y

30.60%

5Y*

15.16%

10Y*

N/A

BRK-B

YTD

-0.72%

1M

-1.72%

6M

2.54%

1Y

23.76%

5Y*

14.46%

10Y*

11.71%

*Annualized

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Risk-Adjusted Performance

VUSA.DE vs. BRK-B — Risk-Adjusted Performance Rank

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

VUSA.DE
The Risk-Adjusted Performance Rank of VUSA.DE is 9292
Overall Rank
The Sharpe Ratio Rank of VUSA.DE is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSA.DE is 9393
Sortino Ratio Rank
The Omega Ratio Rank of VUSA.DE is 9494
Omega Ratio Rank
The Calmar Ratio Rank of VUSA.DE is 9090
Calmar Ratio Rank
The Martin Ratio Rank of VUSA.DE is 9191
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8989
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VUSA.DE vs. BRK-B - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for VUSA.DE, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.821.45
The chart of Sortino ratio for VUSA.DE, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.0010.002.532.09
The chart of Omega ratio for VUSA.DE, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.27
The chart of Calmar ratio for VUSA.DE, currently valued at 2.69, compared to the broader market0.005.0010.0015.002.692.50
The chart of Martin ratio for VUSA.DE, currently valued at 10.53, compared to the broader market0.0020.0040.0060.0080.00100.0010.536.01
VUSA.DE
BRK-B

The current VUSA.DE Sharpe Ratio is 2.42, which is higher than the BRK-B Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of VUSA.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.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
1.82
1.45
VUSA.DE
BRK-B

Dividends

VUSA.DE vs. BRK-B - Dividend Comparison

VUSA.DE's dividend yield for the trailing twelve months is around 0.52%, while BRK-B has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
VUSA.DE
Vanguard S&P 500 UCITS ETF
0.52%0.52%1.35%1.53%1.21%1.65%2.34%3.76%2.26%1.78%2.00%
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%

Drawdowns

VUSA.DE vs. BRK-B - Drawdown Comparison

The maximum VUSA.DE drawdown since its inception was -33.63%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for VUSA.DE and BRK-B. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.34%
-6.84%
VUSA.DE
BRK-B

Volatility

VUSA.DE vs. BRK-B - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS ETF (VUSA.DE) is 3.63%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.93%. This indicates that VUSA.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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
3.63%
3.93%
VUSA.DE
BRK-B
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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