XDEW.DE vs. BRK-B

Last updated Jun 5, 2026

XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) is S&P 500 fund tracking the S&P 500 Equal Weight Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, XDEW.DE returned 11.25%/yr vs 12.72%/yr for BRK-B. At a 0.48 correlation, their price movements are largely independent.

Performance

XDEW.DE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, XDEW.DE achieves a 10.39% return, which is significantly higher than BRK-B's -3.69% return. Over the past 10 years, XDEW.DE has underperformed BRK-B with an annualized return of 11.25%, while BRK-B has yielded a comparatively higher 12.72% annualized return.

XDEW.DE

• 1D: 0.30%
• 1M: 3.90%
• YTD: 10.39%
• 6M: 10.29%
• 1Y: 18.10%
• 3Y*: 12.12%
• 5Y*: 9.22%
• 10Y*: 11.25%

BRK-B

• 1D: 0.00%
• 1M: 3.05%
• YTD: -3.69%
• 6M: -4.88%
• 1Y: -3.50%
• 3Y*: 9.75%
• 5Y*: 11.37%
• 10Y*: 12.72%

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

XDEW.DE vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C	10.39%	-0.46%	18.66%	10.08%	-6.94%	41.59%	1.18%	31.25%	-4.52%	4.00%
BRK-B Berkshire Hathaway Inc.	-0.98%	-2.27%	35.48%	12.00%	9.71%	38.60%	-6.07%	13.44%	7.84%	6.68%

Correlation

The correlation between XDEW.DE and BRK-B is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (10Y) Calculated over the trailing 10-year period	0.46
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014	0.48

Over the past year, the correlation between XDEW.DE and BRK-B has dropped to 0.26 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

Return for Risk

XDEW.DE vs. BRK-B — Risk / Return Rank

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

XDEW.DE

XDEW.DE Risk / Return Rank: 55
XDEW.DE Sharpe Ratio Rank: 48
XDEW.DE Sortino Ratio Rank: 48
XDEW.DE Omega Ratio Rank: 48
XDEW.DE Calmar Ratio Rank: 71
XDEW.DE Martin Ratio Rank: 59

BRK-B

BRK-B Risk / Return Rank: 38
BRK-B Sharpe Ratio Rank: 41
BRK-B Sortino Ratio Rank: 33
BRK-B Omega Ratio Rank: 32
BRK-B Calmar Ratio Rank: 41
BRK-B Martin Ratio Rank: 41

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.

XDEW.DE vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) 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.

	XDEW.DE	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	1.66	-0.24	+1.89
Sortino ratio: Return per unit of downside risk	2.35	-0.22	+2.57
Omega ratio: Gain probability vs. loss probability	1.30	0.97	+0.33
Calmar ratio: Return relative to maximum drawdown	3.51	-0.32	+3.83
Martin ratio: Return relative to average drawdown	10.36	-0.66	+11.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDEW.DE vs. BRK-B - Sharpe Ratio Comparison

The current XDEW.DE Sharpe Ratio is 1.66, which is higher than the BRK-B Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of XDEW.DE 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.

Sharpe Ratios by Period

	XDEW.DE	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.66	-0.24	+1.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.66	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	0.63	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.49	+0.18

Drawdowns

XDEW.DE vs. BRK-B - Drawdown Comparison

The maximum XDEW.DE drawdown since its inception was -38.79%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and BRK-B.

Drawdown Indicators

	XDEW.DE	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-38.79%	-45.91%	+7.12%
Max Drawdown (1Y) Largest decline over 1 year	-5.06%	-11.04%	+5.98%
Max Drawdown (3Y) Largest decline over 3 years	-22.70%	-20.62%	-2.08%
Max Drawdown (5Y) Largest decline over 5 years	-22.70%	-22.31%	-0.39%
Max Drawdown (10Y) Largest decline over 10 years	-38.79%	-28.74%	-10.05%
Current Drawdown Current decline from peak	0.00%	-17.01%	+17.01%
Average Drawdown Average peak-to-trough decline	-5.39%	-9.73%	+4.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.72%	5.31%	-3.59%

Volatility

XDEW.DE vs. BRK-B - Volatility Comparison

The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.06%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.71%. This indicates that XDEW.DE 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.

Volatility by Period

	XDEW.DE	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.06%	3.71%	-1.65%
Volatility (6M) Calculated over the trailing 6-month period	6.75%	11.20%	-4.45%
Volatility (1Y) Calculated over the trailing 1-year period	10.70%	14.94%	-4.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.89%	17.37%	-2.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.86%	20.09%	-3.23%

Dividends

XDEW.DE vs. BRK-B - Dividend Comparison

Neither XDEW.DE nor BRK-B has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XDEW.DE and BRK-B in my portfolio?

XDEW.DE and BRK-B have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.