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VWRD.L vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VWRD.L vs. BRK-B

Last updated Jun 13, 2026

VWRD.L (Vanguard FTSE All-World UCITS ETF) is Global Equities fund tracking the FTSE All-World Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, VWRD.L returned 12.94%/yr vs 13.22%/yr for BRK-B. At a 0.39 correlation, their price movements are largely independent.

Performance

VWRD.L vs. BRK-B - Performance Comparison

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

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Returns By Period

In the year-to-date period, VWRD.L achieves a 10.27% return, which is significantly higher than BRK-B's -2.67% return. Both investments have delivered pretty close results over the past 10 years, with VWRD.L having a 12.94% annualized return and BRK-B not far ahead at 13.22%.

VWRD.L

1D
2.38%
1M
0.88%
YTD
10.27%
6M
11.90%
1Y
25.73%
3Y*
19.78%
5Y*
10.91%
10Y*
12.94%

BRK-B

1D
0.71%
1M
0.77%
YTD
-2.67%
6M
-2.06%
1Y
-0.22%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRD.L vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VWRD.L
Vanguard FTSE All-World UCITS ETF		10.27%22.39%17.65%22.31%-18.19%18.52%16.13%25.67%-9.70%24.35%
BRK-B
Berkshire Hathaway Inc.		-2.67%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between VWRD.L and BRK-B is 0.04, 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

0.04

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

0.16

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

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since May 22, 2012

0.39

Over the past year, the correlation between VWRD.L and BRK-B has dropped to 0.04 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

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Vanguard FTSE All-World UCITS ETF

Berkshire Hathaway Inc.

Often compared with VWRD.L:
VWRD.L vs. VWRP.LVWRD.L vs. IWDA.LVWRD.L vs. VOOVWRD.L vs. JEPQVWRD.L vs. JEPG.LVWRD.L vs. EGLN.LVWRD.L vs. SPY
Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

Return for Risk

VWRD.L vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VWRD.L
VWRD.L Risk / Return Rank: 7272
Overall Rank
VWRD.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VWRD.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
VWRD.L Omega Ratio Rank: 7272
Omega Ratio Rank
VWRD.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
VWRD.L Martin Ratio Rank: 7373
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
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.

VWRD.L vs. BRK-B - Risk-Adjusted Trends Comparison

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

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.

VWRD.LBRK-BDifference
Sharpe ratioReturn per unit of total volatility
2.01
-0.02

+2.02

Sortino ratioReturn per unit of downside risk
3.00
0.08

+2.92

Omega ratioGain probability vs. loss probability

1.37

1.01

+0.36

Calmar ratioReturn relative to maximum drawdown

2.91

-0.02

+2.94

Martin ratioReturn relative to average drawdown

11.88

-0.05

+11.93

VWRD.L vs. BRK-B - Sharpe Ratio Comparison

The current VWRD.L Sharpe Ratio is 2.01, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of VWRD.L and BRK-B, 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

VWRD.L vs. BRK-B - Drawdown Comparison

The maximum VWRD.L drawdown since its inception was -33.83%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for VWRD.L and BRK-B.

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Drawdown Indicators

VWRD.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-33.83%

-53.86%

+20.03%

Max Drawdown (1Y)

Largest decline over 1 year

-8.80%

-9.42%

+0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-16.25%

-14.95%

-1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-26.02%

-26.58%

+0.56%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

-29.57%

-4.26%

Current Drawdown

Current decline from peak

-1.99%

-9.36%

+7.37%

Average Drawdown

Average peak-to-trough decline

-4.51%

-11.07%

+6.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

4.53%

-2.37%

Volatility

VWRD.L vs. BRK-B - Volatility Comparison

Vanguard FTSE All-World UCITS ETF (VWRD.L) has a higher volatility of 4.40% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that VWRD.L's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VWRD.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

3.95%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

10.78%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

12.77%

14.38%

-1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.38%

17.12%

-1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.73%

19.44%

-3.71%

Dividends

VWRD.L vs. BRK-B - Dividend Comparison

VWRD.L's dividend yield for the trailing twelve months is around 1.25%, while BRK-B has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%
VWRD.L
Vanguard FTSE All-World UCITS ETF		1.25%1.38%1.52%1.69%2.05%1.48%1.47%1.88%2.29%1.82%2.04%2.07%

Frequently Asked Questions

VWRD.L and BRK-B have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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