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WITS.AS vs. BRK-A
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, WITS.AS achieves a 15.83% return, which is significantly higher than BRK-A's -1.28% return.


WITS.AS

1D
-0.58%
1M
-1.32%
YTD
15.83%
6M
15.63%
1Y
33.20%
3Y*
28.60%
5Y*
17.71%
10Y*

BRK-A

1D
1.60%
1M
3.64%
YTD
-1.28%
6M
-0.25%
1Y
2.10%
3Y*
13.43%
5Y*
12.20%
10Y*
13.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
WITS.AS
iShares MSCI World Information Technology Sector ESG UCITS ETF
15.83%22.44%27.56%60.71%-33.28%30.10%44.41%11.30%
BRK-A
Berkshire Hathaway Inc.
-1.28%10.85%25.49%15.77%4.00%29.57%2.42%8.06%

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

-0.01

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

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 16, 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.

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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: 4747
Overall Rank
WITS.AS Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WITS.AS Sortino Ratio Rank: 5252
Sortino Ratio Rank
WITS.AS Omega Ratio Rank: 4747
Omega Ratio Rank
WITS.AS Calmar Ratio Rank: 4545
Calmar Ratio Rank
WITS.AS Martin Ratio Rank: 4141
Martin Ratio Rank

BRK-A
BRK-A Risk / Return Rank: 4545
Overall Rank
BRK-A Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BRK-A Sortino Ratio Rank: 4141
Sortino Ratio Rank
BRK-A Omega Ratio Rank: 4040
Omega Ratio Rank
BRK-A Calmar Ratio Rank: 4949
Calmar Ratio Rank
BRK-A Martin Ratio Rank: 4949
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.

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.

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.


WITS.ASBRK-ADifference
Sharpe ratioReturn per unit of total volatility

+1.43

Sortino ratioReturn per unit of downside risk

+1.95

Omega ratioGain probability vs. loss probability

1.27

1.04

+0.24

Calmar ratioReturn relative to maximum drawdown

2.04

0.23

+1.81

Martin ratioReturn relative to average drawdown

6.07

0.48

+5.60

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

The current WITS.AS Sharpe Ratio is 1.58, which is higher than the BRK-A Sharpe Ratio of 0.15. 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.


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Drawdowns

WITS.AS vs. BRK-A - Drawdown Comparison

The maximum WITS.AS drawdown since its inception was -39.11%, 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.


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Drawdown Indicators


WITS.ASBRK-ADifference

Max Drawdown

Largest peak-to-trough decline

-39.11%

-51.47%

+12.36%

Max Drawdown (1Y)

Largest decline over 1 year

-16.06%

-9.12%

-6.94%

Max Drawdown (3Y)

Largest decline over 3 years

-25.21%

-14.43%

-10.78%

Max Drawdown (5Y)

Largest decline over 5 years

-39.11%

-25.98%

-13.13%

Max Drawdown (10Y)

Largest decline over 10 years

-30.43%

Current Drawdown

Current decline from peak

-8.32%

-7.93%

-0.39%

Average Drawdown

Average peak-to-trough decline

-8.38%

-9.52%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.42%

4.43%

+0.99%

Volatility

WITS.AS vs. BRK-A - Volatility Comparison

iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) has a higher volatility of 8.18% compared to Berkshire Hathaway Inc. (BRK-A) at 4.05%. 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.


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Volatility by Period


WITS.ASBRK-ADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

4.05%

+4.13%

Volatility (6M)

Calculated over the trailing 6-month period

16.89%

10.52%

+6.37%

Volatility (1Y)

Calculated over the trailing 1-year period

20.72%

14.00%

+6.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.93%

17.15%

+6.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.49%

18.94%

+5.55%

Dividends

WITS.AS vs. BRK-A - Dividend Comparison

WITS.AS's dividend yield for the trailing twelve months is around 0.26%, while BRK-A has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
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
0.26%0.31%0.38%0.46%0.81%0.41%0.62%0.12%

Frequently Asked Questions


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.

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