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

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.

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


2026 (YTD)20252024202320222021202020192018
XSTC.L
Xtrackers MSCI USA Information Technology UCITS ETF 1D
-7.90%14.31%39.50%48.82%-22.54%33.47%41.54%43.20%3.21%
BRK-B
Berkshire Hathaway Inc.
-3.23%2.99%29.31%9.69%15.59%30.17%-0.64%6.71%11.88%
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 -7.90% return, which is significantly lower than BRK-B's -3.23% return.


XSTC.L

1D
2.97%
1M
-2.09%
YTD
-7.90%
6M
-6.04%
1Y
25.64%
3Y*
22.91%
5Y*
17.29%
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)

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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: 5353
Overall Rank
XSTC.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XSTC.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
XSTC.L Omega Ratio Rank: 5454
Omega Ratio Rank
XSTC.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
XSTC.L Martin Ratio Rank: 3939
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 1717
Overall Rank
BRK-B Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1616
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1616
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1717
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 1919
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.

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.LBRK-BDifference

Sharpe ratio

Return per unit of total volatility

1.08

-0.66

+1.74

Sortino ratio

Return per unit of downside risk

1.60

-0.80

+2.40

Omega ratio

Gain probability vs. loss probability

1.21

0.90

+0.32

Calmar ratio

Return relative to maximum drawdown

1.42

-0.73

+2.15

Martin ratio

Return relative to average drawdown

3.80

-1.11

+4.92

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

The current XSTC.L Sharpe Ratio is 1.08, which is higher than the BRK-B Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of XSTC.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.


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Sharpe Ratios by Period


XSTC.LBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

-0.66

+1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.84

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.58

+0.38

Correlation

The correlation between XSTC.L and BRK-B is 0.22, 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

XSTC.L vs. BRK-B - Dividend Comparison

XSTC.L's dividend yield for the trailing twelve months is around 0.34%, while BRK-B has not paid dividends to shareholders.


TTM2025202420232022202120202019
XSTC.L
Xtrackers MSCI USA Information Technology UCITS ETF 1D
0.34%0.33%0.37%0.53%1.08%0.53%0.63%0.60%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.


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Drawdown Indicators


XSTC.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-29.30%

-53.86%

+24.56%

Max Drawdown (1Y)

Largest decline over 1 year

-17.49%

-14.95%

-2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-29.30%

-26.58%

-2.72%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-14.27%

-11.36%

-2.91%

Average Drawdown

Average peak-to-trough decline

-6.36%

-11.07%

+4.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.55%

8.72%

-2.17%

Volatility

XSTC.L vs. BRK-B - Volatility Comparison

Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) has a higher volatility of 5.21% compared to Berkshire Hathaway Inc. (BRK-B) at 4.68%. 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.


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Volatility by Period


XSTC.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

4.68%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

12.29%

+2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

23.77%

18.95%

+4.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.13%

16.95%

+5.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.42%

19.84%

+2.58%