XDW0.DE vs. BRK-B

Last updated Jun 5, 2026

XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) is Energy Equities fund tracking the MSCI World/Energy NR USD, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, XDW0.DE returned 9.20%/yr vs 12.72%/yr for BRK-B. At a 0.33 correlation, their price movements are largely independent.

Performance

XDW0.DE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XDW0.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, XDW0.DE achieves a 32.75% return, which is significantly higher than BRK-B's -3.69% return. Over the past 10 years, XDW0.DE has underperformed BRK-B with an annualized return of 9.20%, while BRK-B has yielded a comparatively higher 12.72% annualized return.

XDW0.DE

• 1D: -0.47%
• 1M: 3.29%
• YTD: 32.75%
• 6M: 28.86%
• 1Y: 45.88%
• 3Y*: 15.71%
• 5Y*: 20.33%
• 10Y*: 9.20%

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)

XDW0.DE vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C	32.75%	2.24%	7.48%	0.18%	53.95%	52.18%	-36.97%	14.05%	-12.13%	-7.68%
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 XDW0.DE and BRK-B is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.20
Correlation (5Y) Calculated over the trailing 5-year period	0.24
Correlation (10Y) Calculated over the trailing 10-year period	0.33
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016	0.33

Over the past year, the correlation between XDW0.DE and BRK-B has dropped to 0.10 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

Return for Risk

XDW0.DE vs. BRK-B — Risk / Return Rank

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

XDW0.DE

XDW0.DE Risk / Return Rank: 59
XDW0.DE Sharpe Ratio Rank: 64
XDW0.DE Sortino Ratio Rank: 54
XDW0.DE Omega Ratio Rank: 61
XDW0.DE Calmar Ratio Rank: 61
XDW0.DE Martin Ratio Rank: 57

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.

XDW0.DE vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.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.

	XDW0.DE	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	2.10	-0.24	+2.33
Sortino ratio: Return per unit of downside risk	2.58	-0.22	+2.80
Omega ratio: Gain probability vs. loss probability	1.37	0.97	+0.39
Calmar ratio: Return relative to maximum drawdown	2.98	-0.32	+3.30
Martin ratio: Return relative to average drawdown	9.92	-0.66	+10.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDW0.DE vs. BRK-B - Sharpe Ratio Comparison

The current XDW0.DE Sharpe Ratio is 2.10, which is higher than the BRK-B Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of XDW0.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

	XDW0.DE	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.10	-0.24	+2.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.84	0.66	+0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.35	0.63	-0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.49	-0.13

Drawdowns

XDW0.DE vs. BRK-B - Drawdown Comparison

The maximum XDW0.DE drawdown since its inception was -61.44%, which is greater than BRK-B's maximum drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and BRK-B.

Drawdown Indicators

	XDW0.DE	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-61.44%	-45.91%	-15.53%
Max Drawdown (1Y) Largest decline over 1 year	-15.05%	-11.04%	-4.01%
Max Drawdown (3Y) Largest decline over 3 years	-23.71%	-20.62%	-3.09%
Max Drawdown (5Y) Largest decline over 5 years	-23.71%	-22.31%	-1.40%
Max Drawdown (10Y) Largest decline over 10 years	-61.44%	-28.74%	-32.70%
Current Drawdown Current decline from peak	-7.38%	-17.01%	+9.63%
Average Drawdown Average peak-to-trough decline	-13.84%	-9.73%	-4.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.53%	5.31%	-0.78%

Volatility

XDW0.DE vs. BRK-B - Volatility Comparison

Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a higher volatility of 6.96% compared to Berkshire Hathaway Inc. (BRK-B) at 3.71%. This indicates that XDW0.DE'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.

Volatility by Period

	XDW0.DE	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.96%	3.71%	+3.25%
Volatility (6M) Calculated over the trailing 6-month period	18.42%	11.20%	+7.22%
Volatility (1Y) Calculated over the trailing 1-year period	21.48%	14.94%	+6.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.04%	17.37%	+6.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.02%	20.09%	+5.93%

Dividends

XDW0.DE vs. BRK-B - Dividend Comparison

Neither XDW0.DE nor BRK-B has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XDW0.DE and BRK-B in my portfolio?

XDW0.DE and BRK-B have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.