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

XCNS.TO vs. BRK-B

Last updated Jun 5, 2026

XCNS.TO (iShares Core Conservative Balanced ETF Portfolio) is Diversified Portfolio fund actively managed by iShares, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, XCNS.TO returned 5.78%/yr vs 13.53%/yr for BRK-B. At a 0.30 correlation, their price movements are largely independent.

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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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 5.93% return, which is significantly higher than BRK-B's -3.47% return.

XCNS.TO

1D
0.34%
1M
3.18%
YTD
5.93%
6M
4.54%
1Y
12.96%
3Y*
11.09%
5Y*
5.78%
10Y*
—

BRK-B

1D
0.79%
1M
5.01%
YTD
-3.47%
6M
-5.21%
1Y
-0.86%
3Y*
14.65%
5Y*
13.53%
10Y*
13.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022202120202019
XCNS.TO
iShares Core Conservative Balanced ETF Portfolio		5.93%9.44%11.73%10.66%-11.25%5.93%10.28%3.45%
BRK-B
Berkshire Hathaway Inc.		-3.47%5.81%38.01%12.92%10.67%27.79%0.64%12.22%

Correlation

The correlation between XCNS.TO and BRK-B is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

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

0.22

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

0.26

Correlation (All Time)
Calculated using the full available price history since Aug 26, 2019

0.30

The correlation between XCNS.TO and BRK-B shifts across timeframes, from 0.17 (1 year) to 0.30 (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 Core Conservative Balanced ETF Portfolio

Berkshire Hathaway Inc.

Often compared with XCNS.TO:
XCNS.TO vs. XBAL.TOXCNS.TO vs. XINC.TOXCNS.TO vs. VCNS.TOXCNS.TO vs. XEQT.TOXCNS.TO vs. GCNS.TOXCNS.TO vs. XGRO.TOXCNS.TO vs. XTR.TO
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

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: 6060
Overall Rank
XCNS.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XCNS.TO Sortino Ratio Rank: 6060
Sortino Ratio Rank
XCNS.TO Omega Ratio Rank: 6464
Omega Ratio Rank
XCNS.TO Calmar Ratio Rank: 5555
Calmar Ratio Rank
XCNS.TO Martin Ratio Rank: 6060
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.

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 ratioReturn per unit of total volatility
1.95
-0.06

+2.01

Sortino ratioReturn per unit of downside risk
2.80
0.02

+2.78

Omega ratioGain probability vs. loss probability

1.38

1.00

+0.38

Calmar ratioReturn relative to maximum drawdown

2.68

-0.07

+2.75

Martin ratioReturn relative to average drawdown

10.44

-0.16

+10.60

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XCNS.TO Sharpe Ratio is 1.95, which is higher than the BRK-B Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of XCNS.TO 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

XCNS.TOBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

-0.06

+2.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.84

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.76

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.84

+0.02

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%

-22.96%

+6.00%

Max Drawdown (1Y)

Largest decline over 1 year

-4.86%

-11.97%

+7.11%

Max Drawdown (3Y)

Largest decline over 3 years

-6.40%

-17.44%

+11.04%

Max Drawdown (5Y)

Largest decline over 5 years

-16.09%

-22.78%

+6.69%

Max Drawdown (10Y)

Largest decline over 10 years

—

-22.96%

—

Current Drawdown

Current decline from peak

-0.45%

-13.10%

+12.65%

Average Drawdown

Average peak-to-trough decline

-3.49%

-5.29%

+1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

5.56%

-4.32%

Volatility

XCNS.TO vs. BRK-B - Volatility Comparison

The current volatility for iShares Core Conservative Balanced ETF Portfolio (XCNS.TO) is 3.14%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.94%. 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

3.14%

3.94%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

5.72%

11.52%

-5.80%

Volatility (1Y)

Calculated over the trailing 1-year period

6.67%

15.13%

-8.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.86%

16.10%

-9.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.61%

18.31%

-10.70%

Dividends

XCNS.TO vs. BRK-B - Dividend Comparison

XCNS.TO's dividend yield for the trailing twelve months is around 2.49%, 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%
XCNS.TO
iShares Core Conservative Balanced ETF Portfolio		2.49%2.55%2.58%2.49%2.26%1.81%2.15%0.92%

Frequently Asked Questions

XCNS.TO 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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