XWLD.L vs. BRK-B

Last updated Jun 5, 2026

XWLD.L (Xtrackers MSCI World UCITS ETF 1C) is Global Equities fund tracking the MSCI ACWI NR USD, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, XWLD.L returned 13.92%/yr vs 13.69%/yr for BRK-B. At a 0.43 correlation, their price movements are largely independent.

Performance

XWLD.L vs. BRK-B - Performance Comparison

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

Different Trading Currencies

XWLD.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, XWLD.L achieves a 10.22% return, which is significantly higher than BRK-B's -5.08% return. Both investments have delivered pretty close results over the past 10 years, with XWLD.L having a 13.92% annualized return and BRK-B not far behind at 13.69%.

XWLD.L

• 1D: 0.06%
• 1M: 5.10%
• YTD: 10.22%
• 6M: 10.38%
• 1Y: 27.30%
• 3Y*: 17.69%
• 5Y*: 13.07%
• 10Y*: 13.92%

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)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XWLD.L Xtrackers MSCI World UCITS ETF 1C	10.22%	12.59%	21.09%	17.58%	-8.42%	23.71%	12.15%	23.21%	-3.74%	11.80%
BRK-B Berkshire Hathaway Inc.	-4.39%	2.99%	29.31%	9.69%	15.59%	30.17%	-0.64%	6.71%	9.11%	11.10%

Correlation

The correlation between XWLD.L and BRK-B is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (10Y) Calculated over the trailing 10-year period	0.40
Correlation (All Time) Calculated using the full available price history since Jul 29, 2014	0.43

Over the past year, the correlation between XWLD.L and BRK-B has dropped to 0.06 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

Return for Risk

XWLD.L vs. BRK-B — Risk / Return Rank

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

XWLD.L

XWLD.L Risk / Return Rank: 83
XWLD.L Sharpe Ratio Rank: 83
XWLD.L Sortino Ratio Rank: 83
XWLD.L Omega Ratio Rank: 85
XWLD.L Calmar Ratio Rank: 81
XWLD.L Martin Ratio Rank: 82

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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World UCITS ETF 1C (XWLD.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.

	XWLD.L	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	2.67	-0.15	+2.82
Sortino ratio: Return per unit of downside risk	3.66	-0.10	+3.76
Omega ratio: Gain probability vs. loss probability	1.51	0.99	+0.52
Calmar ratio: Return relative to maximum drawdown	4.15	-0.19	+4.34
Martin ratio: Return relative to average drawdown	16.43	-0.42	+16.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XWLD.L Sharpe Ratio is 2.67, which is higher than the BRK-B Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of XWLD.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

	XWLD.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.67	-0.15	+2.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.98	0.68	+0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.96	0.69	+0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	0.59	+0.31

Drawdowns

XWLD.L vs. BRK-B - Drawdown Comparison

The maximum XWLD.L drawdown since its inception was -26.62%, smaller than the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for XWLD.L and BRK-B.

Drawdown Indicators

	XWLD.L	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-26.62%	-37.92%	+11.30%
Max Drawdown (1Y) Largest decline over 1 year	-6.55%	-11.88%	+5.33%
Max Drawdown (3Y) Largest decline over 3 years	-19.00%	-17.26%	-1.74%
Max Drawdown (5Y) Largest decline over 5 years	-19.00%	-20.84%	+1.84%
Max Drawdown (10Y) Largest decline over 10 years	-26.62%	-21.44%	-5.18%
Current Drawdown Current decline from peak	-0.12%	-14.52%	+14.40%
Average Drawdown Average peak-to-trough decline	-3.39%	-7.39%	+4.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.66%	5.50%	-3.84%

Volatility

XWLD.L vs. BRK-B - Volatility Comparison

The current volatility for Xtrackers MSCI World UCITS ETF 1C (XWLD.L) is 2.50%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.82%. This indicates that XWLD.L experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XWLD.L	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.50%	3.82%	-1.32%
Volatility (6M) Calculated over the trailing 6-month period	7.29%	11.92%	-4.63%
Volatility (1Y) Calculated over the trailing 1-year period	10.16%	15.39%	-5.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.27%	16.89%	-3.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.56%	19.85%	-5.29%

Dividends

XWLD.L vs. BRK-B - Dividend Comparison

Neither XWLD.L nor BRK-B has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

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

XWLD.L and BRK-B have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.