VUSA.DE vs. BRK-B
Compare and contrast key facts about Vanguard S&P 500 UCITS ETF (VUSA.DE) and Berkshire Hathaway Inc. (BRK-B).
VUSA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUSA.DE or BRK-B.
Performance
VUSA.DE vs. BRK-B - Performance Comparison
Returns By Period
In the year-to-date period, VUSA.DE achieves a 29.72% return, which is significantly lower than BRK-B's 31.86% return.
VUSA.DE
29.72%
4.13%
14.69%
36.00%
16.01%
N/A
BRK-B
31.86%
1.18%
12.79%
31.02%
16.57%
12.47%
Key characteristics
| VUSA.DE | BRK-B | |
|---|---|---|
| Sharpe Ratio | 2.95 | 2.22 |
| Sortino Ratio | 3.97 | 3.12 |
| Omega Ratio | 1.60 | 1.40 |
| Calmar Ratio | 4.31 | 4.20 |
| Martin Ratio | 19.03 | 10.96 |
| Ulcer Index | 1.87% | 2.90% |
| Daily Std Dev | 12.03% | 14.33% |
| Max Drawdown | -33.63% | -53.86% |
| Current Drawdown | -1.75% | -1.73% |
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Correlation
The correlation between VUSA.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.
Risk-Adjusted Performance
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.
Dividends
VUSA.DE vs. BRK-B - Dividend Comparison
VUSA.DE's dividend yield for the trailing twelve months is around 0.79%, while BRK-B has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUSA.DE Vanguard S&P 500 UCITS ETF | 0.79% | 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% |
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.
Volatility
VUSA.DE vs. BRK-B - Volatility Comparison
The current volatility for Vanguard S&P 500 UCITS ETF (VUSA.DE) is 3.81%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.62%. 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.