DNA Myth

A common DNA misconception is that you and your sibling will have the same autosomal DNA results. I have no idea where this myth came from but here are some examples showing how not true it is.
On the left is me and on the right is my brother.

 Here we have three more siblings: Marcos, Rebecca, and Mary.

There are more regions but they are all less than 1% noise except on Mary's. Hers also includes 2% Mali and 1% Senegal that didn't fit into the screen cap.
That's just the ethnicity results. Let's take a look at the cousin matches.

They are all listed as "immediate family" for each other and they all match their aunt, Maria B.
As you can see they all share different amounts of DNA with different relatives. Jannivy is the granddaughter of their sister who has passed away. Maria shares so much DNA with her that she shows up as "close family" instead of "1st cousin" where a great-niece would usually show. As the amount of DNA shared gets smaller it's more likely a match will only show up on one sibling. If you're using, or will be using, DNA as a serious research tool you should test as many family members as possible. Your brother, sister, aunt, or uncle may be the key to solving your mystery.