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XSFN.L vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSFN.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI USA Financials UCITS ETF 1D (XSFN.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XSFN.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, XSFN.L achieves a 3.10% return, which is significantly higher than BRK-B's -3.24% return.


XSFN.L

1D
-0.15%
1M
5.48%
6M
5.21%
YTD
3.10%
1Y
9.60%
3Y*
19.53%
5Y*
11.77%
10Y*

BRK-B

1D
-1.59%
1M
-2.31%
6M
-1.58%
YTD
-3.24%
1Y
2.77%
3Y*
11.48%
5Y*
12.32%
10Y*
12.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSFN.L vs. BRK-B - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XSFN.L
Xtrackers MSCI USA Financials UCITS ETF 1D
3.10%7.83%33.18%8.53%-2.16%38.75%-6.87%27.92%-6.44%
BRK-B
Berkshire Hathaway Inc.
-3.24%2.99%29.31%9.69%15.59%30.17%-0.64%6.71%11.99%

Correlation

The correlation between XSFN.L and BRK-B is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.42

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

0.45

Correlation (All Time)
Calculated using the full available price history since Apr 23, 2018

0.51

Over the past year, the correlation between XSFN.L and BRK-B has dropped to 0.30 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

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Return for Risk

XSFN.L vs. BRK-B — Risk / Return Rank

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

XSFN.L
XSFN.L Risk / Return Rank: 2020
Overall Rank
XSFN.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XSFN.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
XSFN.L Omega Ratio Rank: 2121
Omega Ratio Rank
XSFN.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
XSFN.L Martin Ratio Rank: 1818
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 5252
Overall Rank
BRK-B Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 4646
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 4545
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 5656
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 5757
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.

XSFN.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Financials UCITS ETF 1D (XSFN.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.


XSFN.LBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.12

1.04

+0.08

Calmar ratioReturn relative to maximum drawdown

0.71

0.23

+0.48

Martin ratioReturn relative to average drawdown

1.64

0.49

+1.15

XSFN.L vs. BRK-B - Sharpe Ratio Comparison

The current XSFN.L Sharpe Ratio is 0.66, which is higher than the BRK-B Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of XSFN.L 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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Drawdowns

XSFN.L vs. BRK-B - Drawdown Comparison

The maximum XSFN.L drawdown since its inception was -36.54%, roughly equal to the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for XSFN.L and BRK-B.


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Drawdown Indicators


XSFN.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-36.54%

-37.92%

+1.38%

Max Drawdown (1Y)

Largest decline over 1 year

-13.39%

-11.88%

-1.51%

Max Drawdown (3Y)

Largest decline over 3 years

-19.67%

-17.26%

-2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-19.67%

-20.84%

+1.17%

Max Drawdown (10Y)

Largest decline over 10 years

-21.44%

Current Drawdown

Current decline from peak

-0.15%

-12.87%

+12.72%

Average Drawdown

Average peak-to-trough decline

-6.76%

-7.44%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.83%

5.62%

+0.21%

Volatility

XSFN.L vs. BRK-B - Volatility Comparison

The current volatility for Xtrackers MSCI USA Financials UCITS ETF 1D (XSFN.L) is 3.81%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 5.10%. This indicates that XSFN.L 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


XSFN.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

5.10%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

10.86%

12.45%

-1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

14.57%

15.99%

-1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.78%

16.97%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.60%

19.77%

+0.83%

Dividends

XSFN.L vs. BRK-B - Dividend Comparison

XSFN.L's dividend yield for the trailing twelve months is around 1.07%, 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%
XSFN.L
Xtrackers MSCI USA Financials UCITS ETF 1D
1.07%1.14%1.10%1.67%2.55%1.31%1.32%3.53%

Frequently Asked Questions


XSFN.L and BRK-B have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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