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

WITS.AS vs. BRK-B

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-B (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, WITS.AS returned 20.38%/yr vs 10.35%/yr for BRK-B. At a 0.18 correlation, their price movements are largely independent.

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.

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Returns By Period

In the year-to-date period, WITS.AS achieves a 23.70% return, which is significantly higher than BRK-B's -4.78% 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-B

1D
0.69%
1M
2.82%
YTD
-4.78%
6M
-4.89%
1Y
-2.52%
3Y*
13.36%
5Y*
10.35%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022202120202019
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-B
Berkshire Hathaway Inc.		-4.78%10.89%27.09%15.46%3.31%28.95%2.37%7.10%

Correlation

The correlation between WITS.AS and BRK-B is -0.17, 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

-0.17

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

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-B shifts across timeframes, from -0.17 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI World Information Technology Sector ESG UCITS ETF

Berkshire Hathaway Inc.

Often compared with WITS.AS:
WITS.AS vs. XDWT.LWITS.AS vs. IUIT.LWITS.AS vs. JEPQWITS.AS vs. AYEW.DEWITS.AS vs. FIKHXWITS.AS vs. MSFTWITS.AS vs. BRK-A
Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

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: 6666
Overall Rank
WITS.AS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
WITS.AS Sortino Ratio Rank: 7272
Sortino Ratio Rank
WITS.AS Omega Ratio Rank: 6767
Omega Ratio Rank
WITS.AS Calmar Ratio Rank: 6060
Calmar Ratio Rank
WITS.AS Martin Ratio Rank: 5454
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 3131
Overall Rank
BRK-B Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 2828
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 2727
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3333
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3232
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-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.ASBRK-BDifference
Sharpe ratioReturn per unit of total volatility
2.39
-0.18

+2.57

Sortino ratioReturn per unit of downside risk
3.20
-0.15

+3.34

Omega ratioGain probability vs. loss probability

1.40

0.98

+0.42

Calmar ratioReturn relative to maximum drawdown

2.94

-0.27

+3.21

Martin ratioReturn relative to average drawdown

9.14

-0.57

+9.70

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 2.39, which is higher than the BRK-B Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of WITS.AS and BRK-B, 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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Sharpe Ratios by Period

WITS.ASBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

-0.18

+2.57

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

—

0.67

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.48

+0.53

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.

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Drawdown Indicators

WITS.ASBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-39.08%

-53.86%

+14.78%

Max Drawdown (1Y)

Largest decline over 1 year

-16.07%

-9.42%

-6.65%

Max Drawdown (3Y)

Largest decline over 3 years

-25.21%

-14.95%

-10.26%

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

-2.12%

-11.33%

+9.21%

Average Drawdown

Average peak-to-trough decline

-8.50%

-11.07%

+2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

4.46%

+0.74%

Volatility

WITS.AS vs. BRK-B - 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-B) at 3.72%. 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.

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Volatility by Period

WITS.ASBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

3.72%

+3.40%

Volatility (6M)

Calculated over the trailing 6-month period

15.52%

10.70%

+4.82%

Volatility (1Y)

Calculated over the trailing 1-year period

19.78%

14.32%

+5.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.75%

17.11%

+6.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.61%

19.43%

+5.18%

Dividends

WITS.AS vs. BRK-B - Dividend Comparison

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

PositionTTM2025202420232022202120202019
BRK-B
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

WITS.AS and BRK-B have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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