XDAX.L vs. BRK-B
XDAX.L (Xtrackers DAX UCITS ETF 1C) is Europe Equities fund tracking the FSE DAX TR EUR, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, XDAX.L returned 7.87%/yr vs 13.81%/yr for BRK-B. At a 0.32 correlation, their price movements are largely independent.
Performance
XDAX.L vs. BRK-B - Performance Comparison
Loading charts...
Different Trading Currencies
XDAX.L is traded in GBp, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDAX.L achieves a -1.06% return, which is significantly higher than BRK-B's -2.17% return. Over the past 10 years, XDAX.L has underperformed BRK-B with an annualized return of 7.87%, while BRK-B has yielded a comparatively higher 13.81% annualized return.
XDAX.L
- 1D
- 1.70%
- 1M
- 0.32%
- YTD
- -1.06%
- 6M
- -0.40%
- 1Y
- 5.95%
- 3Y*
- 14.74%
- 5Y*
- 9.05%
- 10Y*
- 7.87%
BRK-B
- 1D
- 0.80%
- 1M
- 1.65%
- YTD
- -2.17%
- 6M
- -2.30%
- 1Y
- 1.36%
- 3Y*
- 11.02%
- 5Y*
- 12.42%
- 10Y*
- 13.81%
XDAX.L vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDAX.L Xtrackers DAX UCITS ETF 1C | -1.06% | 28.81% | 13.14% | 17.20% | -7.58% | 7.86% | 9.38% | 16.48% | -17.14% | -0.54% |
BRK-B Berkshire Hathaway Inc. | -2.17% | 2.99% | 29.31% | 9.69% | 15.59% | 30.17% | -0.64% | 6.71% | 9.11% | 11.10% |
Correlation
The correlation between XDAX.L and BRK-B is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.32 |
Over the past year, the correlation between XDAX.L and BRK-B has dropped to 0.03 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDAX.L vs. BRK-B — Risk / Return Rank
XDAX.L
BRK-B
XDAX.L vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX UCITS ETF 1C (XDAX.L) 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.
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.
| XDAX.L | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.03 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 0.12 | +0.24 |
| Martin ratioReturn relative to average drawdown | 1.13 | 0.25 | +0.89 |
Loading charts...
Drawdowns
XDAX.L vs. BRK-B - Drawdown Comparison
The maximum XDAX.L drawdown since its inception was -53.95%, which is greater than BRK-B's maximum drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for XDAX.L and BRK-B.
Loading charts...
Drawdown Indicators
| XDAX.L | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.95% | -37.92% | -16.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.83% | -11.88% | -0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -13.98% | -17.26% | +3.28% |
Max Drawdown (5Y)Largest decline over 5 years | -23.44% | -20.84% | -2.60% |
Max Drawdown (10Y)Largest decline over 10 years | -43.99% | -21.44% | -22.55% |
Current DrawdownCurrent decline from peak | -4.51% | -11.90% | +7.39% |
Average DrawdownAverage peak-to-trough decline | -13.19% | -7.40% | -5.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 5.54% | -1.48% |
Volatility
XDAX.L vs. BRK-B - Volatility Comparison
Xtrackers DAX UCITS ETF 1C (XDAX.L) and Berkshire Hathaway Inc. (BRK-B) have volatilities of 4.27% and 4.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDAX.L | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 4.20% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.53% | 12.04% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 15.49% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.95% | 16.90% | +2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.54% | 19.86% | -0.32% |
Dividends
XDAX.L vs. BRK-B - Dividend Comparison
Neither XDAX.L nor BRK-B has paid dividends to shareholders.
Frequently Asked Questions
XDAX.L and BRK-B have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for XDAX.L and BRK-B
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer