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

XSTC.L vs. BRK-B

Last updated Jun 26, 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 21.25%/yr vs 13.00%/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.

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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 16.86% return, which is significantly higher than BRK-B's -0.93% return.

XSTC.L

1D
-1.90%
1M
-1.96%
YTD
16.86%
6M
17.10%
1Y
39.73%
3Y*
28.82%
5Y*
21.25%
10Y*
—

BRK-B

1D
-1.63%
1M
2.78%
YTD
-0.93%
6M
-0.42%
1Y
3.85%
3Y*
12.04%
5Y*
13.00%
10Y*
13.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
XSTC.L
Xtrackers MSCI USA Information Technology UCITS ETF 1D		16.86%14.31%39.50%48.82%-22.54%33.47%41.54%43.20%3.21%
BRK-B
Berkshire Hathaway Inc.		-0.93%2.99%29.31%9.69%15.59%30.17%-0.64%6.71%11.99%

Correlation

The correlation between XSTC.L and BRK-B is -0.15, 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

-0.15

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 23, 2018

0.21

The correlation between XSTC.L and BRK-B shifts across timeframes, from -0.15 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Xtrackers MSCI USA Information Technology UCITS ETF 1D

Berkshire Hathaway Inc.

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Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

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: 5656
Overall Rank
XSTC.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XSTC.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
XSTC.L Omega Ratio Rank: 5959
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: 4141
Overall Rank
BRK-B Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3636
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3636
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4444
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4444
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.

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.

XSTC.LBRK-BDifference
Sharpe ratioReturn per unit of total volatility
1.89
0.25

+1.64

Sortino ratioReturn per unit of downside risk
2.49
0.45

+2.04

Omega ratioGain probability vs. loss probability

1.32

1.06

+0.26

Calmar ratioReturn relative to maximum drawdown

2.26

0.33

+1.94

Martin ratioReturn relative to average drawdown

5.65

0.70

+4.96

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

The current XSTC.L Sharpe Ratio is 1.89, which is higher than the BRK-B Sharpe Ratio of 0.25. 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.

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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%

-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

-7.80%

-10.78%

+2.98%

Average Drawdown

Average peak-to-trough decline

-6.29%

-7.41%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.01%

5.54%

+1.47%

Volatility

XSTC.L vs. BRK-B - Volatility Comparison

Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) has a higher volatility of 8.83% compared to Berkshire Hathaway Inc. (BRK-B) at 4.40%. 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

8.83%

4.40%

+4.43%

Volatility (6M)

Calculated over the trailing 6-month period

15.85%

11.86%

+3.99%

Volatility (1Y)

Calculated over the trailing 1-year period

20.93%

15.68%

+5.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.42%

16.92%

+5.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.46%

19.79%

+2.67%

Dividends

XSTC.L vs. BRK-B - Dividend Comparison

XSTC.L's dividend yield for the trailing twelve months is around 0.27%, 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%
XSTC.L
Xtrackers MSCI USA Information Technology UCITS ETF 1D		0.27%0.33%0.37%0.53%1.08%0.53%0.63%0.60%

Frequently Asked Questions

XSTC.L and BRK-B have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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