XSFN.L vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers MSCI USA Financials UCITS ETF 1D (XSFN.L) and Berkshire Hathaway Inc. (BRK-B).

XSFN.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Financials NR USD. It was launched on Sep 12, 2017.

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.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
XSFN.L Xtrackers MSCI USA Financials UCITS ETF 1D	-8.97%	7.83%	34.69%	8.03%	-2.82%	38.02%	-7.44%	29.37%	-6.51%
BRK-B Berkshire Hathaway Inc.	-3.23%	2.99%	29.31%	9.69%	15.59%	30.17%	-0.64%	6.71%	11.80%

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 -8.97% return, which is significantly lower than BRK-B's -3.23% return.

XSFN.L

• 1D: 1.03%
• 1M: -2.24%
• YTD: -8.97%
• 6M: -5.97%
• 1Y: -0.71%
• 3Y*: 15.65%
• 5Y*: 10.60%
• 10Y*: —

BRK-B

• 1D: -0.38%
• 1M: 0.78%
• YTD: -3.23%
• 6M: -2.33%
• 1Y: -12.48%
• 3Y*: 12.98%
• 5Y*: 14.10%
• 10Y*: 13.58%

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

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: 11
XSFN.L Sharpe Ratio Rank: 11
XSFN.L Sortino Ratio Rank: 10
XSFN.L Omega Ratio Rank: 10
XSFN.L Calmar Ratio Rank: 11
XSFN.L Martin Ratio Rank: 10

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 16
BRK-B Sortino Ratio Rank: 16
BRK-B Omega Ratio Rank: 16
BRK-B Calmar Ratio Rank: 17
BRK-B Martin Ratio Rank: 19

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.

	XSFN.L	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	-0.04	-0.66	+0.62
Sortino ratio Return per unit of downside risk	0.07	-0.80	+0.87
Omega ratio Gain probability vs. loss probability	1.01	0.90	+0.11
Calmar ratio Return relative to maximum drawdown	-0.07	-0.73	+0.65
Martin ratio Return relative to average drawdown	-0.21	-1.11	+0.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XSFN.L Sharpe Ratio is -0.04, which is higher than the BRK-B Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of XSFN.L 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

	XSFN.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.04	-0.66	+0.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.84	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.69	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.58	+0.06

Correlation

The correlation between XSFN.L 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

XSFN.L vs. BRK-B - Dividend Comparison

XSFN.L's dividend yield for the trailing twelve months is around 1.21%, while BRK-B has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019
XSFN.L Xtrackers MSCI USA Financials UCITS ETF 1D	1.21%	1.14%	1.10%	1.69%	2.57%	1.31%	1.31%	3.49%
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

XSFN.L vs. BRK-B - Drawdown Comparison

The maximum XSFN.L drawdown since its inception was -33.95%, smaller than 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.

Drawdown Indicators

	XSFN.L	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-33.95%	-53.86%	+19.91%
Max Drawdown (1Y) Largest decline over 1 year	-13.39%	-14.95%	+1.56%
Max Drawdown (5Y) Largest decline over 5 years	-19.67%	-26.58%	+6.91%
Max Drawdown (10Y) Largest decline over 10 years	—	-29.57%	—
Current Drawdown Current decline from peak	-10.89%	-11.36%	+0.47%
Average Drawdown Average peak-to-trough decline	-6.11%	-11.07%	+4.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.71%	8.72%	-4.01%

Volatility

XSFN.L vs. BRK-B - Volatility Comparison

Xtrackers MSCI USA Financials UCITS ETF 1D (XSFN.L) has a higher volatility of 5.01% compared to Berkshire Hathaway Inc. (BRK-B) at 4.68%. This indicates that XSFN.L'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

	XSFN.L	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.01%	4.68%	+0.33%
Volatility (6M) Calculated over the trailing 6-month period	10.96%	12.29%	-1.33%
Volatility (1Y) Calculated over the trailing 1-year period	18.07%	18.95%	-0.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.23%	16.95%	+2.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.03%	19.84%	+4.19%