PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Berkshire Hathaway Yield Shares Purpose ETF (BRKY.NEO) Sharpe Ratio: 0.12

ETF · Currency in CAD · Last updated Jul 16, 2026

The Berkshire Hathaway Yield Shares Purpose ETF uses a covered call strategy and moderate leverage to generate monthly yield while holding Berkshire Hathaway shares, and hedges its U.S. dollar exposure back to Canadian dollars.

BRKY.NEO's Sharpe Ratio of 0.12 indicates that for each unit of volatility, it generates 0.12 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

BRKY.NEO Sharpe Ratio Rank

BRKY.NEO Sharpe Ratio Rank: 11.211
Concerning

BRKY.NEO ranks above 11.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

BRKY.NEO Sharpe Ratio Market Positioning

The chart shows BRKY.NEO's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.75 or lower
  • Yellow zone (middle 50%): 0.75 to 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.54+
  • Median: 1.42 — half of all investments score higher

How it compares to other similar ETFs

The table compares Berkshire Hathaway Yield Shares Purpose ETF's Sharpe Ratio with other ETFs in the Large Cap Blend Equities category across multiple time periods, showing how BRKY.NEO's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 16, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
DRFU.TODesjardins RI USA Multifactor - Net-Zero Emissions Pathway ETF2.09
TPU.TOTD U.S. Equity Index ETF2.04
XUSC.TOiShares S&P 500 3% Capped Index ETF (CAD Units)2.04
VUN.TOVanguard U.S. Total Market Index ETF2.03
XUU.TOiShares Core S&P U.S. Total Market Index ETF1.99
QUU.TOMackenzie US Large Cap Equity Index ETF1.98
ESGY.TOBMO MSCI USA Selection Equity Index ETF1.98
VGG.TOVanguard U.S. Dividend Appreciation Index ETF1.96
HULC.TOGlobal X US Large Cap Index Corporate Class ETF1.94
DRMU.TODesjardins RI USA Net-Zero Emissions Pathway ETF1.87
BRKY.NEOBerkshire Hathaway Yield Shares Purpose ETF0.12

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows BRKY.NEO's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when BRKY.NEO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does BRKY.NEO fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio