XSTC.L vs. BRK-B

Last updated Jun 5, 2026

XSTC.L (Xtrackers MSCI USA Information Technology UCITS ETF 1D) is Technology Equities fund tracking the MSCI World/Information Tech NR USD, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, XSTC.L returned 24.21%/yr vs 11.38%/yr for BRK-B. At a 0.21 correlation, their price movements are largely independent.

Performance

XSTC.L vs. BRK-B - Performance Comparison

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

Different Trading Currencies

XSTC.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, XSTC.L achieves a 23.32% return, which is significantly higher than BRK-B's -5.08% return.

XSTC.L

• 1D: -2.13%
• 1M: 14.77%
• YTD: 23.32%
• 6M: 22.05%
• 1Y: 53.36%
• 3Y*: 30.65%
• 5Y*: 24.21%
• 10Y*: —

BRK-B

• 1D: 0.00%
• 1M: 3.02%
• YTD: -5.08%
• 6M: -6.22%
• 1Y: -2.28%
• 3Y*: 10.25%
• 5Y*: 11.38%
• 10Y*: 13.69%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
XSTC.L Xtrackers MSCI USA Information Technology UCITS ETF 1D	23.32%	14.31%	39.50%	48.82%	-22.54%	33.47%	41.54%	43.20%	3.21%
BRK-B Berkshire Hathaway Inc.	-4.39%	2.99%	29.31%	9.69%	15.59%	30.17%	-0.64%	6.71%	11.88%

Correlation

The correlation between XSTC.L and BRK-B is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.18
Correlation (3Y) Calculated over the trailing 3-year period	-0.03
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (All Time) Calculated using the full available price history since Apr 24, 2018	0.21

The correlation between XSTC.L and BRK-B shifts across timeframes, from -0.18 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XSTC.L vs. BRK-B — Risk / Return Rank

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

XSTC.L

XSTC.L Risk / Return Rank: 70
XSTC.L Sharpe Ratio Rank: 84
XSTC.L Sortino Ratio Rank: 78
XSTC.L Omega Ratio Rank: 76
XSTC.L Calmar Ratio Rank: 63
XSTC.L Martin Ratio Rank: 48

BRK-B

BRK-B Risk / Return Rank: 31
BRK-B Sharpe Ratio Rank: 34
BRK-B Sortino Ratio Rank: 28
BRK-B Omega Ratio Rank: 27
BRK-B Calmar Ratio Rank: 33
BRK-B Martin Ratio Rank: 32

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.

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

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

	XSTC.L	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	2.70	-0.15	+2.85
Sortino ratio: Return per unit of downside risk	3.45	-0.10	+3.55
Omega ratio: Gain probability vs. loss probability	1.44	0.99	+0.45
Calmar ratio: Return relative to maximum drawdown	3.04	-0.19	+3.23
Martin ratio: Return relative to average drawdown	7.79	-0.42	+8.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XSTC.L Sharpe Ratio is 2.70, which is higher than the BRK-B Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of XSTC.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.

Sharpe Ratios by Period

	XSTC.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.70	-0.15	+2.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.09	0.68	+0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.69	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.14	0.59	+0.55

Drawdowns

XSTC.L vs. BRK-B - Drawdown Comparison

The maximum XSTC.L drawdown since its inception was -29.30%, smaller than the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for XSTC.L and BRK-B.

Drawdown Indicators

	XSTC.L	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-29.30%	-37.92%	+8.62%
Max Drawdown (1Y) Largest decline over 1 year	-17.49%	-11.88%	-5.61%
Max Drawdown (3Y) Largest decline over 3 years	-29.30%	-17.26%	-12.04%
Max Drawdown (5Y) Largest decline over 5 years	-29.30%	-20.84%	-8.46%
Max Drawdown (10Y) Largest decline over 10 years	—	-21.44%	—
Current Drawdown Current decline from peak	-2.71%	-14.52%	+11.81%
Average Drawdown Average peak-to-trough decline	-6.30%	-7.39%	+1.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.83%	5.50%	+1.33%

Volatility

XSTC.L vs. BRK-B - Volatility Comparison

Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) has a higher volatility of 7.05% compared to Berkshire Hathaway Inc. (BRK-B) at 3.82%. This indicates that XSTC.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

	XSTC.L	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.05%	3.82%	+3.23%
Volatility (6M) Calculated over the trailing 6-month period	14.45%	11.92%	+2.53%
Volatility (1Y) Calculated over the trailing 1-year period	19.63%	15.39%	+4.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.22%	16.89%	+5.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.43%	19.85%	+2.58%

Dividends

XSTC.L vs. BRK-B - Dividend Comparison

XSTC.L's dividend yield for the trailing twelve months is around 0.26%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XSTC.L Xtrackers MSCI USA Information Technology UCITS ETF 1D	0.26%	0.33%	0.37%	0.53%	1.08%	0.53%	0.63%	0.60%

Frequently Asked Questions

Can I hold both XSTC.L and BRK-B in my portfolio?

XSTC.L and BRK-B have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.