VWCE.DE vs. BRYN.DE
VWCE.DE (Vanguard FTSE All-World UCITS ETF) is Global Equities fund tracking the FTSE All-World Index, while BRYN.DE (Berkshire Hathaway Inc) is a stock. Over the past 5 years, VWCE.DE returned 11.93%/yr vs 12.29%/yr for BRYN.DE. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
VWCE.DE vs. BRYN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VWCE.DE achieves a 11.26% return, which is significantly higher than BRYN.DE's -0.95% return.
VWCE.DE
- 1D
- 0.15%
- 1M
- 2.31%
- YTD
- 11.26%
- 6M
- 11.96%
- 1Y
- 24.29%
- 3Y*
- 17.30%
- 5Y*
- 11.93%
- 10Y*
- —
BRYN.DE
- 1D
- -0.18%
- 1M
- 4.09%
- YTD
- -0.95%
- 6M
- -1.18%
- 1Y
- -2.75%
- 3Y*
- 10.49%
- 5Y*
- 12.29%
- 10Y*
- 12.86%
VWCE.DE vs. BRYN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VWCE.DE Vanguard FTSE All-World UCITS ETF | 11.26% | 9.16% | 24.41% | 18.18% | -13.47% | 28.62% | 5.36% | 7.08% |
BRYN.DE Berkshire Hathaway Inc | -0.95% | -2.32% | 34.74% | 12.14% | 8.56% | 41.95% | -7.63% | 9.44% |
Correlation
The correlation between VWCE.DE and BRYN.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.53 |
Over the past year, the correlation between VWCE.DE and BRYN.DE has dropped to 0.09 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
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Return for Risk
VWCE.DE vs. BRYN.DE — Risk / Return Rank
VWCE.DE
BRYN.DE
VWCE.DE vs. BRYN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWCE.DE) and Berkshire Hathaway Inc (BRYN.DE). 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.
| VWCE.DE | BRYN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.26 | ||
| Sortino ratioReturn per unit of downside risk | +3.05 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.99 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 3.68 | -0.21 | +3.89 |
| Martin ratioReturn relative to average drawdown | 15.26 | -0.41 | +15.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VWCE.DE | BRYN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | -0.15 | +2.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.70 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.01 | +0.75 |
Drawdowns
VWCE.DE vs. BRYN.DE - Drawdown Comparison
The maximum VWCE.DE drawdown since its inception was -33.43%, smaller than the maximum BRYN.DE drawdown of -98.01%. Use the drawdown chart below to compare losses from any high point for VWCE.DE and BRYN.DE.
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Drawdown Indicators
| VWCE.DE | BRYN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -98.01% | +64.58% |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | -10.57% | +4.02% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -19.97% | -1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -21.07% | -22.34% | +1.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.72% | — |
Current DrawdownCurrent decline from peak | -1.87% | -82.33% | +80.46% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -83.07% | +78.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 5.23% | -3.65% |
Volatility
VWCE.DE vs. BRYN.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (VWCE.DE) is 3.29%, while Berkshire Hathaway Inc (BRYN.DE) has a volatility of 5.14%. This indicates that VWCE.DE experiences smaller price fluctuations and is considered to be less risky than BRYN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWCE.DE | BRYN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 5.14% | -1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 11.25% | -3.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.42% | 15.22% | -3.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.76% | 17.28% | -3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.15% | 18.71% | -2.56% |
Dividends
VWCE.DE vs. BRYN.DE - Dividend Comparison
Neither VWCE.DE nor BRYN.DE has paid dividends to shareholders.
Frequently Asked Questions
VWCE.DE and BRYN.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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