WITS.AS vs. BRK-A

Last updated Jun 5, 2026

WITS.AS (iShares MSCI World Information Technology Sector ESG UCITS ETF) is Technology Equities fund tracking the MSCI World/Information Tech NR USD, while BRK-A (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, WITS.AS returned 20.38%/yr vs 10.35%/yr for BRK-A. At a 0.18 correlation, their price movements are largely independent.

Performance

WITS.AS vs. BRK-A - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) and Berkshire Hathaway Inc. (BRK-A). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WITS.AS achieves a 23.70% return, which is significantly higher than BRK-A's -4.82% return.

WITS.AS

• 1D: -1.52%
• 1M: 14.43%
• YTD: 23.70%
• 6M: 23.08%
• 1Y: 47.95%
• 3Y*: 31.66%
• 5Y*: 20.38%
• 10Y*: —

BRK-A

• 1D: 0.66%
• 1M: 2.64%
• YTD: -4.82%
• 6M: -4.81%
• 1Y: -2.63%
• 3Y*: 12.92%
• 5Y*: 10.35%
• 10Y*: 12.93%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
WITS.AS iShares MSCI World Information Technology Sector ESG UCITS ETF	23.70%	22.39%	28.01%	60.19%	-33.27%	30.12%	44.49%	12.11%
BRK-A Berkshire Hathaway Inc.	-4.82%	10.85%	25.49%	15.77%	4.00%	29.57%	2.42%	7.11%

Correlation

The correlation between WITS.AS and BRK-A is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.13
Correlation (3Y) Calculated over the trailing 3-year period	-0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (All Time) Calculated using the full available price history since Oct 22, 2019	0.18

The correlation between WITS.AS and BRK-A shifts across timeframes, from -0.13 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

Return for Risk

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

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

WITS.AS

WITS.AS Risk / Return Rank: 66
WITS.AS Sharpe Ratio Rank: 75
WITS.AS Sortino Ratio Rank: 72
WITS.AS Omega Ratio Rank: 67
WITS.AS Calmar Ratio Rank: 60
WITS.AS Martin Ratio Rank: 54

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.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.

	WITS.AS	BRK-A	Difference
Sharpe ratio: Return per unit of total volatility	2.39	-0.19	+2.58
Sortino ratio: Return per unit of downside risk	3.20	-0.17	+3.37
Omega ratio: Gain probability vs. loss probability	1.40	0.98	+0.42
Calmar ratio: Return relative to maximum drawdown	2.94	-0.29	+3.23
Martin ratio: Return relative to average drawdown	9.14	-0.60	+9.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current WITS.AS Sharpe Ratio is 2.39, which is higher than the BRK-A Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of WITS.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

	WITS.AS	BRK-A	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.39	-0.19	+2.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	0.61	+0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.01	0.82	+0.19

Drawdowns

WITS.AS vs. BRK-A - Drawdown Comparison

The maximum WITS.AS drawdown since its inception was -39.08%, smaller than the maximum BRK-A drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for WITS.AS and BRK-A.

Drawdown Indicators

	WITS.AS	BRK-A	Difference
Max Drawdown Largest peak-to-trough decline	-39.08%	-51.47%	+12.39%
Max Drawdown (1Y) Largest decline over 1 year	-16.07%	-9.12%	-6.95%
Max Drawdown (3Y) Largest decline over 3 years	-25.21%	-14.43%	-10.78%
Max Drawdown (5Y) Largest decline over 5 years	-39.08%	-25.98%	-13.10%
Max Drawdown (10Y) Largest decline over 10 years	—	-30.43%	—
Current Drawdown Current decline from peak	-2.12%	-11.23%	+9.11%
Average Drawdown Average peak-to-trough decline	-8.50%	-9.52%	+1.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.20%	4.39%	+0.81%

Volatility

WITS.AS vs. BRK-A - Volatility Comparison

iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) has a higher volatility of 7.12% compared to Berkshire Hathaway Inc. (BRK-A) at 3.58%. This indicates that WITS.AS's price experiences larger fluctuations and is considered to be riskier than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WITS.AS	BRK-A	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.12%	3.58%	+3.54%
Volatility (6M) Calculated over the trailing 6-month period	15.52%	10.42%	+5.10%
Volatility (1Y) Calculated over the trailing 1-year period	19.78%	13.84%	+5.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.75%	17.15%	+6.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.61%	18.97%	+5.64%

Dividends

WITS.AS vs. BRK-A - Dividend Comparison

WITS.AS's dividend yield for the trailing twelve months is around 0.25%, while BRK-A has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
BRK-A Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WITS.AS iShares MSCI World Information Technology Sector ESG UCITS ETF	0.25%	0.31%	0.38%	0.46%	0.81%	0.41%	0.73%	0.12%

Frequently Asked Questions

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

WITS.AS and BRK-A have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.