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

XSTC.L vs. BRK-B

Last updated Jul 16, 2026
Documentation

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 20.27%/yr vs 12.32%/yr for BRK-B. At a 0.20 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 16.95% return, which is significantly higher than BRK-B's -3.24% return.

XSTC.L

1D
-1.59%
1M
-3.12%
6M
19.42%
YTD
16.95%
1Y
30.55%
3Y*
27.87%
5Y*
20.27%
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)

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

2026 (YTD)20252024202320222021202020192018
XSTC.L
Xtrackers MSCI USA Information Technology UCITS ETF 1D		16.95%14.31%39.50%48.82%-22.54%33.47%41.54%43.20%3.21%
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 XSTC.L and BRK-B is -0.14, 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

-0.14

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

0.20

The correlation between XSTC.L and BRK-B shifts across timeframes, from -0.14 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers MSCI USA Information Technology UCITS ETF 1D

Berkshire Hathaway Inc.

Often compared with XSTC.L:
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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: 4444
Overall Rank
XSTC.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XSTC.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
XSTC.L Omega Ratio Rank: 4646
Omega Ratio Rank
XSTC.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
XSTC.L Martin Ratio Rank: 3535
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.

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
1.41
0.17

+1.23

Sortino ratioReturn per unit of downside risk
1.94
0.35

+1.60

Omega ratioGain probability vs. loss probability

1.24

1.04

+0.20

Calmar ratioReturn relative to maximum drawdown

1.74

0.23

+1.50

Martin ratioReturn relative to average drawdown

4.22

0.49

+3.73

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

The current XSTC.L Sharpe Ratio is 1.41, which is higher than the BRK-B Sharpe Ratio of 0.17. 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

-7.73%

-12.87%

+5.14%

Average Drawdown

Average peak-to-trough decline

-6.30%

-7.44%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.22%

5.62%

+1.60%

Volatility

XSTC.L vs. BRK-B - Volatility Comparison

Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) has a higher volatility of 7.57% compared to Berkshire Hathaway Inc. (BRK-B) at 5.10%. 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

7.57%

5.10%

+2.47%

Volatility (6M)

Calculated over the trailing 6-month period

16.70%

12.45%

+4.25%

Volatility (1Y)

Calculated over the trailing 1-year period

21.68%

15.99%

+5.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.57%

16.97%

+5.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.50%

19.77%

+2.73%

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 -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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