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XCNS.TO vs. BRK-B
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XCNS.TO vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core Conservative Balanced ETF Portfolio (XCNS.TO) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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XCNS.TO vs. BRK-B - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XCNS.TO
iShares Core Conservative Balanced ETF Portfolio
0.48%9.44%11.73%10.66%-11.25%5.93%10.28%3.45%
BRK-B
Berkshire Hathaway Inc.
-3.60%5.81%38.01%12.92%10.67%27.79%0.64%12.22%
Different Trading Currencies

XCNS.TO is traded in CAD, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XCNS.TO achieves a 0.48% return, which is significantly higher than BRK-B's -3.60% return.


XCNS.TO

1D
0.20%
1M
-2.36%
YTD
0.48%
6M
0.46%
1Y
8.55%
3Y*
9.24%
5Y*
4.99%
10Y*

BRK-B

1D
-0.28%
1M
1.27%
YTD
-3.60%
6M
-4.22%
1Y
-12.78%
3Y*
16.80%
5Y*
15.47%
10Y*
13.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XCNS.TO vs. BRK-B — Risk / Return Rank

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

XCNS.TO
XCNS.TO Risk / Return Rank: 5959
Overall Rank
XCNS.TO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XCNS.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
XCNS.TO Omega Ratio Rank: 6060
Omega Ratio Rank
XCNS.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
XCNS.TO Martin Ratio Rank: 5656
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 1717
Overall Rank
BRK-B Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1616
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1616
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1717
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 1919
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.

XCNS.TO vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Conservative Balanced ETF Portfolio (XCNS.TO) 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.


XCNS.TOBRK-BDifference

Sharpe ratio

Return per unit of total volatility

1.14

-0.70

+1.84

Sortino ratio

Return per unit of downside risk

1.55

-0.84

+2.39

Omega ratio

Gain probability vs. loss probability

1.23

0.89

+0.34

Calmar ratio

Return relative to maximum drawdown

1.57

-0.76

+2.33

Martin ratio

Return relative to average drawdown

5.75

-1.20

+6.95

XCNS.TO vs. BRK-B - Sharpe Ratio Comparison

The current XCNS.TO Sharpe Ratio is 1.14, which is higher than the BRK-B Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of XCNS.TO 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.


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Sharpe Ratios by Period


XCNS.TOBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

-0.70

+1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.96

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.78

0.00

Correlation

The correlation between XCNS.TO and BRK-B is 0.31, 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

XCNS.TO vs. BRK-B - Dividend Comparison

XCNS.TO's dividend yield for the trailing twelve months is around 2.62%, while BRK-B has not paid dividends to shareholders.


TTM2025202420232022202120202019
XCNS.TO
iShares Core Conservative Balanced ETF Portfolio
2.62%2.55%2.58%2.49%2.26%1.81%2.15%0.92%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XCNS.TO vs. BRK-B - Drawdown Comparison

The maximum XCNS.TO drawdown since its inception was -16.96%, smaller than the maximum BRK-B drawdown of -22.96%. Use the drawdown chart below to compare losses from any high point for XCNS.TO and BRK-B.


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Drawdown Indicators


XCNS.TOBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-16.96%

-53.86%

+36.90%

Max Drawdown (1Y)

Largest decline over 1 year

-5.60%

-14.95%

+9.35%

Max Drawdown (5Y)

Largest decline over 5 years

-16.09%

-26.58%

+10.49%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-2.81%

-11.36%

+8.55%

Average Drawdown

Average peak-to-trough decline

-3.56%

-11.07%

+7.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

8.72%

-7.19%

Volatility

XCNS.TO vs. BRK-B - Volatility Comparison

The current volatility for iShares Core Conservative Balanced ETF Portfolio (XCNS.TO) is 3.36%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.35%. This indicates that XCNS.TO experiences smaller price fluctuations and is considered to be less risky 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


XCNS.TOBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

4.35%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

5.06%

11.83%

-6.77%

Volatility (1Y)

Calculated over the trailing 1-year period

7.54%

18.36%

-10.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.72%

16.12%

-9.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.57%

18.32%

-10.75%