XDW0.DE vs. BRK-B

Last updated Apr 3, 2026

Compare and contrast key facts about Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) and Berkshire Hathaway Inc. (BRK-B).

XDW0.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Energy NR USD. It was launched on Mar 9, 2016.

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.

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	35.64%	2.24%	7.48%	0.18%	53.95%	52.18%	-36.97%	14.05%	-12.13%	-7.68%
BRK-B Berkshire Hathaway Inc.	-3.31%	-2.27%	35.48%	12.00%	9.71%	38.60%	-6.07%	13.44%	7.84%	6.68%

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 35.64% return, which is significantly higher than BRK-B's -3.34% return. Over the past 10 years, XDW0.DE has underperformed BRK-B with an annualized return of 10.50%, while BRK-B has yielded a comparatively higher 12.65% annualized return.

XDW0.DE

• 1D: 1.22%
• 1M: 7.14%
• YTD: 35.64%
• 6M: 38.76%
• 1Y: 28.71%
• 3Y*: 14.46%
• 5Y*: 22.49%
• 10Y*: 10.50%

BRK-B

• 1D: 0.00%
• 1M: -0.21%
• YTD: -3.34%
• 6M: -2.25%
• 1Y: -16.70%
• 3Y*: 13.26%
• 5Y*: 13.54%
• 10Y*: 12.65%

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

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: 76
XDW0.DE Sharpe Ratio Rank: 68
XDW0.DE Sortino Ratio Rank: 60
XDW0.DE Omega Ratio Rank: 63
XDW0.DE Calmar Ratio Rank: 96
XDW0.DE Martin Ratio Rank: 91

BRK-B

BRK-B Risk / Return Rank: 15
BRK-B Sharpe Ratio Rank: 14
BRK-B Sortino Ratio Rank: 15
BRK-B Omega Ratio Rank: 14
BRK-B Calmar Ratio Rank: 15
BRK-B Martin Ratio Rank: 17

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	1.26	-0.85	+2.11
Sortino ratio Return per unit of downside risk	1.62	-1.07	+2.69
Omega ratio Gain probability vs. loss probability	1.25	0.86	+0.39
Calmar ratio Return relative to maximum drawdown	5.18	-0.79	+5.97
Martin ratio Return relative to average drawdown	13.97	-1.12	+15.09
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 1.26, which is higher than the BRK-B Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of XDW0.DE 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.

Sharpe Ratios by Period

	XDW0.DE	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.26	-0.85	+2.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.93	0.78	+0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.40	0.63	-0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.51	-0.13

Correlation

The correlation between XDW0.DE and BRK-B is 0.34, 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

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

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%	-53.86%	-7.58%
Max Drawdown (1Y) Largest decline over 1 year	-14.61%	-14.95%	+0.34%
Max Drawdown (5Y) Largest decline over 5 years	-23.71%	-26.58%	+2.87%
Max Drawdown (10Y) Largest decline over 10 years	-61.44%	-29.57%	-31.87%
Current Drawdown Current decline from peak	-5.36%	-11.57%	+6.21%
Average Drawdown Average peak-to-trough decline	-13.92%	-11.07%	-2.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	8.75%	-6.02%

Volatility

XDW0.DE vs. BRK-B - Volatility Comparison

Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a higher volatility of 8.45% compared to Berkshire Hathaway Inc. (BRK-B) at 4.28%. 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	8.45%	4.28%	+4.17%
Volatility (6M) Calculated over the trailing 6-month period	14.50%	11.68%	+2.82%
Volatility (1Y) Calculated over the trailing 1-year period	22.69%	19.78%	+2.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.80%	17.44%	+6.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.88%	20.14%	+5.74%