WITS.AS vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) and Berkshire Hathaway Inc. (BRK-B).

WITS.AS is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Oct 16, 2019.

Performance

WITS.AS vs. BRK-B - 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-B). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
WITS.AS iShares MSCI World Information Technology Sector ESG UCITS ETF	-8.08%	22.39%	28.01%	60.19%	-33.27%	30.12%	44.49%	12.11%
BRK-B Berkshire Hathaway Inc.	-4.80%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	7.10%

Returns By Period

In the year-to-date period, WITS.AS achieves a -8.08% return, which is significantly lower than BRK-B's -4.80% return.

WITS.AS

• 1D: 3.79%
• 1M: -2.83%
• YTD: -8.08%
• 6M: -5.74%
• 1Y: 25.71%
• 3Y*: 23.69%
• 5Y*: 14.19%
• 10Y*: —

BRK-B

• 1D: -0.15%
• 1M: -0.35%
• YTD: -4.80%
• 6M: -3.95%
• 1Y: -10.22%
• 3Y*: 15.72%
• 5Y*: 13.13%
• 10Y*: 12.78%

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

Return for Risk

WITS.AS vs. BRK-B — 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: 61
WITS.AS Sortino Ratio Rank: 62
WITS.AS Omega Ratio Rank: 55
WITS.AS Calmar Ratio Rank: 81
WITS.AS Martin Ratio Rank: 72

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 16
BRK-B Sortino Ratio Rank: 16
BRK-B Omega Ratio Rank: 16
BRK-B Calmar Ratio Rank: 17
BRK-B Martin Ratio Rank: 19

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-B - 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-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.

	WITS.AS	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	1.11	-0.56	+1.67
Sortino ratio Return per unit of downside risk	1.65	-0.65	+2.29
Omega ratio Gain probability vs. loss probability	1.21	0.91	+0.30
Calmar ratio Return relative to maximum drawdown	2.42	-0.68	+3.10
Martin ratio Return relative to average drawdown	7.86	-1.16	+9.03
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-B - Sharpe Ratio Comparison

The current WITS.AS Sharpe Ratio is 1.11, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of WITS.AS and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WITS.AS	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.11	-0.56	+1.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.77	-0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.48	+0.33

Correlation

The correlation between WITS.AS and BRK-B is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

WITS.AS vs. BRK-B - Dividend Comparison

WITS.AS's dividend yield for the trailing twelve months is around 0.34%, while BRK-B has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019
WITS.AS iShares MSCI World Information Technology Sector ESG UCITS ETF	0.34%	0.31%	0.38%	0.46%	0.81%	0.41%	0.73%	0.12%
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

WITS.AS vs. BRK-B - Drawdown Comparison

The maximum WITS.AS drawdown since its inception was -39.08%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for WITS.AS and BRK-B.

Drawdown Indicators

	WITS.AS	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-39.08%	-53.86%	+14.78%
Max Drawdown (1Y) Largest decline over 1 year	-16.07%	-14.95%	-1.12%
Max Drawdown (5Y) Largest decline over 5 years	-39.08%	-26.58%	-12.50%
Max Drawdown (10Y) Largest decline over 10 years	—	-29.57%	—
Current Drawdown Current decline from peak	-12.17%	-11.36%	-0.81%
Average Drawdown Average peak-to-trough decline	-8.67%	-11.07%	+2.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.95%	8.72%	-3.77%

Volatility

WITS.AS vs. BRK-B - Volatility Comparison

iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) has a higher volatility of 6.52% compared to Berkshire Hathaway Inc. (BRK-B) at 4.33%. This indicates that WITS.AS'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.

Volatility by Period

	WITS.AS	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.52%	4.33%	+2.19%
Volatility (6M) Calculated over the trailing 6-month period	14.83%	11.14%	+3.69%
Volatility (1Y) Calculated over the trailing 1-year period	22.96%	18.30%	+4.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.57%	17.20%	+6.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.60%	19.45%	+5.15%