VWRL.AS vs. BRK-A

Last updated Jun 5, 2026

VWRL.AS (Vanguard FTSE All-World UCITS ETF (USD) Distributing) is Global Equities fund tracking the FTSE All-World Index, while BRK-A (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, VWRL.AS returned 12.39%/yr vs 12.68%/yr for BRK-A. At a 0.43 correlation, their price movements are largely independent.

Performance

VWRL.AS vs. BRK-A - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) and Berkshire Hathaway Inc. (BRK-A). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

VWRL.AS is traded in EUR, while BRK-A is traded in USD. To make them comparable, the BRK-A values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VWRL.AS achieves a 12.89% return, which is significantly higher than BRK-A's -3.74% return. Both investments have delivered pretty close results over the past 10 years, with VWRL.AS having a 12.39% annualized return and BRK-A not far ahead at 12.68%.

VWRL.AS

• 1D: -0.19%
• 1M: 5.02%
• YTD: 12.89%
• 6M: 13.40%
• 1Y: 26.44%
• 3Y*: 17.84%
• 5Y*: 12.29%
• 10Y*: 12.39%

BRK-A

• 1D: 0.52%
• 1M: 3.32%
• YTD: -3.74%
• 6M: -4.56%
• 1Y: -4.26%
• 3Y*: 9.92%
• 5Y*: 11.38%
• 10Y*: 12.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRL.AS vs. BRK-A - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VWRL.AS Vanguard FTSE All-World UCITS ETF (USD) Distributing	12.89%	8.40%	25.57%	18.07%	-13.65%	28.52%	6.31%	27.76%	-4.68%	8.95%
BRK-A Berkshire Hathaway Inc.	-3.74%	-2.30%	33.77%	12.30%	10.45%	39.26%	-6.02%	13.48%	7.65%	6.93%

Correlation

The correlation between VWRL.AS and BRK-A 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	0.20
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since Jun 5, 2013	0.43

Over the past year, the correlation between VWRL.AS and BRK-A has dropped to 0.06 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

Return for Risk

VWRL.AS vs. BRK-A — Risk / Return Rank

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

VWRL.AS

VWRL.AS Risk / Return Rank: 77
VWRL.AS Sharpe Ratio Rank: 73
VWRL.AS Sortino Ratio Rank: 74
VWRL.AS Omega Ratio Rank: 75
VWRL.AS Calmar Ratio Rank: 79
VWRL.AS Martin Ratio Rank: 82

BRK-A

BRK-A Risk / Return Rank: 30
BRK-A Sharpe Ratio Rank: 34
BRK-A Sortino Ratio Rank: 27
BRK-A Omega Ratio Rank: 27
BRK-A Calmar Ratio Rank: 32
BRK-A Martin Ratio Rank: 31

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.

VWRL.AS vs. BRK-A - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) and Berkshire Hathaway Inc. (BRK-A). 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.

	VWRL.AS	BRK-A	Difference
Sharpe ratio: Return per unit of total volatility	2.34	-0.29	+2.63
Sortino ratio: Return per unit of downside risk	3.28	-0.30	+3.58
Omega ratio: Gain probability vs. loss probability	1.44	0.96	+0.48
Calmar ratio: Return relative to maximum drawdown	4.00	-0.39	+4.39
Martin ratio: Return relative to average drawdown	16.48	-0.82	+17.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VWRL.AS vs. BRK-A - Sharpe Ratio Comparison

The current VWRL.AS Sharpe Ratio is 2.34, which is higher than the BRK-A Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of VWRL.AS and BRK-A, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VWRL.AS	BRK-A	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.34	-0.29	+2.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	0.65	+0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.82	0.65	+0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.77	0.50	+0.27

Drawdowns

VWRL.AS vs. BRK-A - Drawdown Comparison

The maximum VWRL.AS drawdown since its inception was -33.27%, smaller than the maximum BRK-A drawdown of -43.24%. Use the drawdown chart below to compare losses from any high point for VWRL.AS and BRK-A.

Drawdown Indicators

	VWRL.AS	BRK-A	Difference
Max Drawdown Largest peak-to-trough decline	-33.27%	-43.24%	+9.97%
Max Drawdown (1Y) Largest decline over 1 year	-6.53%	-10.84%	+4.31%
Max Drawdown (3Y) Largest decline over 3 years	-21.00%	-20.74%	-0.26%
Max Drawdown (5Y) Largest decline over 5 years	-21.00%	-22.09%	+1.09%
Max Drawdown (10Y) Largest decline over 10 years	-33.27%	-29.70%	-3.57%
Current Drawdown Current decline from peak	-0.61%	-17.19%	+16.58%
Average Drawdown Average peak-to-trough decline	-4.38%	-9.60%	+5.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.59%	5.22%	-3.63%

Volatility

VWRL.AS vs. BRK-A - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) is 3.07%, while Berkshire Hathaway Inc. (BRK-A) has a volatility of 3.68%. This indicates that VWRL.AS experiences smaller price fluctuations and is considered to be less risky than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VWRL.AS	BRK-A	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.07%	3.68%	-0.61%
Volatility (6M) Calculated over the trailing 6-month period	8.03%	10.99%	-2.96%
Volatility (1Y) Calculated over the trailing 1-year period	11.16%	14.78%	-3.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.70%	17.48%	-3.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.82%	19.67%	-4.85%

Dividends

VWRL.AS vs. BRK-A - Dividend Comparison

VWRL.AS's dividend yield for the trailing twelve months is around 1.24%, while BRK-A has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRK-A 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%
VWRL.AS Vanguard FTSE All-World UCITS ETF (USD) Distributing	1.24%	1.42%	1.47%	1.74%	2.10%	1.43%	1.56%	1.89%	2.24%	1.93%	1.95%	2.03%

Frequently Asked Questions

Can I hold both VWRL.AS and BRK-A in my portfolio?

VWRL.AS and BRK-A 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.