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VWRA.L vs. BRYN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWRA.L vs. BRYN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) and Berkshire Hathaway Inc (BRYN.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VWRA.L is traded in USD, while BRYN.DE is traded in EUR. To make them comparable, the BRYN.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VWRA.L achieves a 10.21% return, which is significantly higher than BRYN.DE's -2.40% return.


VWRA.L

1D
2.32%
1M
0.88%
YTD
10.21%
6M
11.90%
1Y
25.71%
3Y*
19.80%
5Y*
10.91%
10Y*

BRYN.DE

1D
0.75%
1M
1.01%
YTD
-2.40%
6M
-1.95%
1Y
0.07%
3Y*
13.29%
5Y*
11.20%
10Y*
13.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRA.L vs. BRYN.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating
10.21%22.45%17.65%22.28%-18.11%18.46%16.19%7.42%
BRYN.DE
Berkshire Hathaway Inc
-2.40%10.28%27.03%15.68%2.58%30.76%1.39%10.78%

Correlation

The correlation between VWRA.L and BRYN.DE is 0.06, 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

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2019

0.50

Over the past year, the correlation between VWRA.L and BRYN.DE has dropped to 0.06 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

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Return for Risk

VWRA.L vs. BRYN.DE — Risk / Return Rank

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

VWRA.L
VWRA.L Risk / Return Rank: 7373
Overall Rank
VWRA.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VWRA.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
VWRA.L Omega Ratio Rank: 7373
Omega Ratio Rank
VWRA.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
VWRA.L Martin Ratio Rank: 7373
Martin Ratio Rank

BRYN.DE
BRYN.DE Risk / Return Rank: 4040
Overall Rank
BRYN.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BRYN.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
BRYN.DE Omega Ratio Rank: 3434
Omega Ratio Rank
BRYN.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
BRYN.DE Martin Ratio Rank: 4343
Martin Ratio Rank
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.

VWRA.L vs. BRYN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) 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.

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.


VWRA.LBRYN.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.00

Sortino ratioReturn per unit of downside risk

+2.89

Omega ratioGain probability vs. loss probability

1.37

1.01

+0.35

Calmar ratioReturn relative to maximum drawdown

2.91

0.01

+2.91

Martin ratioReturn relative to average drawdown

11.88

0.02

+11.87

VWRA.L vs. BRYN.DE - Sharpe Ratio Comparison

The current VWRA.L Sharpe Ratio is 2.01, which is higher than the BRYN.DE Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of VWRA.L and BRYN.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VWRA.L vs. BRYN.DE - Drawdown Comparison

The maximum VWRA.L drawdown since its inception was -33.62%, smaller than the maximum BRYN.DE drawdown of -97.94%. Use the drawdown chart below to compare losses from any high point for VWRA.L and BRYN.DE.


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Drawdown Indicators


VWRA.LBRYN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.62%

-97.94%

+64.32%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-9.74%

+0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-14.17%

-2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-26.06%

-26.57%

+0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-29.89%

Current Drawdown

Current decline from peak

-1.98%

-84.49%

+82.51%

Average Drawdown

Average peak-to-trough decline

-5.36%

-84.29%

+78.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

4.68%

-2.52%

Volatility

VWRA.L vs. BRYN.DE - Volatility Comparison

Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) and Berkshire Hathaway Inc (BRYN.DE) have volatilities of 4.38% and 4.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWRA.LBRYN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

4.21%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

10.79%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

12.74%

15.05%

-2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.39%

17.62%

-2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.25%

18.79%

-1.54%

Dividends

VWRA.L vs. BRYN.DE - Dividend Comparison

Neither VWRA.L nor BRYN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VWRA.L and BRYN.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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