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VWRL.AS vs. BRK-A
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VWRL.AS and BRK-A is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

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 (VWRL.AS) and Berkshire Hathaway Inc (BRK-A). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
0.46%
2.33%
VWRL.AS
BRK-A

Key characteristics

Sharpe Ratio

VWRL.AS:

2.31

BRK-A:

1.49

Sortino Ratio

VWRL.AS:

3.10

BRK-A:

2.14

Omega Ratio

VWRL.AS:

1.46

BRK-A:

1.27

Calmar Ratio

VWRL.AS:

3.09

BRK-A:

2.67

Martin Ratio

VWRL.AS:

14.60

BRK-A:

6.63

Ulcer Index

VWRL.AS:

1.71%

BRK-A:

3.39%

Daily Std Dev

VWRL.AS:

10.79%

BRK-A:

15.12%

Max Drawdown

VWRL.AS:

-33.27%

BRK-A:

-51.47%

Current Drawdown

VWRL.AS:

-2.37%

BRK-A:

-6.67%

Returns By Period

In the year-to-date period, VWRL.AS achieves a -0.33% return, which is significantly higher than BRK-A's -0.76% return. Over the past 10 years, VWRL.AS has underperformed BRK-A with an annualized return of 10.39%, while BRK-A has yielded a comparatively higher 11.73% annualized return.


VWRL.AS

YTD

-0.33%

1M

-1.74%

6M

7.01%

1Y

24.10%

5Y*

10.99%

10Y*

10.39%

BRK-A

YTD

-0.76%

1M

-1.48%

6M

2.33%

1Y

22.46%

5Y*

14.49%

10Y*

11.73%

*Annualized

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Risk-Adjusted Performance

VWRL.AS vs. BRK-A — Risk-Adjusted Performance Rank

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

VWRL.AS
The Risk-Adjusted Performance Rank of VWRL.AS is 8989
Overall Rank
The Sharpe Ratio Rank of VWRL.AS is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of VWRL.AS is 8989
Sortino Ratio Rank
The Omega Ratio Rank of VWRL.AS is 9292
Omega Ratio Rank
The Calmar Ratio Rank of VWRL.AS is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VWRL.AS is 8989
Martin Ratio Rank

BRK-A
The Risk-Adjusted Performance Rank of BRK-A is 8787
Overall Rank
The Sharpe Ratio Rank of BRK-A is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-A is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BRK-A is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BRK-A is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BRK-A is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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

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


Sharpe ratio
The chart of Sharpe ratio for VWRL.AS, currently valued at 1.44, compared to the broader market-1.000.001.002.003.004.005.001.441.32
The chart of Sortino ratio for VWRL.AS, currently valued at 2.04, compared to the broader market-2.000.002.004.006.008.0010.0012.002.041.93
The chart of Omega ratio for VWRL.AS, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.24
The chart of Calmar ratio for VWRL.AS, currently valued at 2.04, compared to the broader market0.005.0010.0015.002.042.35
The chart of Martin ratio for VWRL.AS, currently valued at 8.12, compared to the broader market0.0020.0040.0060.0080.00100.008.125.76
VWRL.AS
BRK-A

The current VWRL.AS Sharpe Ratio is 2.31, which is higher than the BRK-A Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of VWRL.AS and BRK-A, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.44
1.32
VWRL.AS
BRK-A

Dividends

VWRL.AS vs. BRK-A - Dividend Comparison

VWRL.AS's dividend yield for the trailing twelve months is around 1.48%, while BRK-A has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
VWRL.AS
Vanguard FTSE All-World UCITS ETF
1.48%1.47%1.74%2.10%1.43%1.56%1.89%2.24%1.93%1.95%2.03%2.06%
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%

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 -51.47%. Use the drawdown chart below to compare losses from any high point for VWRL.AS and BRK-A. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.04%
-6.67%
VWRL.AS
BRK-A

Volatility

VWRL.AS vs. BRK-A - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF (VWRL.AS) is 3.27%, while Berkshire Hathaway Inc (BRK-A) has a volatility of 4.23%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
3.27%
4.23%
VWRL.AS
BRK-A
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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