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BRKY.NEO vs. MULC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRKY.NEO vs. MULC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Berkshire Hathaway Yield Shares Purpose ETF (BRKY.NEO) and Manulife Multifactor U.S. Large Cap Index ETF Hedged (MULC.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BRKY.NEO achieves a -3.22% return, which is significantly lower than MULC.TO's 9.54% return.


BRKY.NEO

1D
0.00%
1M
0.12%
6M
-1.18%
YTD
-3.22%
1Y
1.83%
3Y*
13.42%
5Y*
10Y*

MULC.TO

1D
-0.71%
1M
-0.72%
6M
7.53%
YTD
9.54%
1Y
18.88%
3Y*
15.72%
5Y*
9.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRKY.NEO vs. MULC.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
BRKY.NEO
Berkshire Hathaway Yield Shares Purpose ETF
-3.22%9.36%34.10%15.48%2.16%
MULC.TO
Manulife Multifactor U.S. Large Cap Index ETF Hedged
9.54%13.42%18.78%18.95%-0.27%

Correlation

The correlation between BRKY.NEO and MULC.TO is 0.05, 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

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2022

0.20

The correlation between BRKY.NEO and MULC.TO shifts across timeframes, from 0.05 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BRKY.NEO vs. MULC.TO — Risk / Return Rank

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

BRKY.NEO
BRKY.NEO Risk / Return Rank: 1212
Overall Rank
BRKY.NEO Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BRKY.NEO Sortino Ratio Rank: 1111
Sortino Ratio Rank
BRKY.NEO Omega Ratio Rank: 1111
Omega Ratio Rank
BRKY.NEO Calmar Ratio Rank: 1212
Calmar Ratio Rank
BRKY.NEO Martin Ratio Rank: 1212
Martin Ratio Rank

MULC.TO
MULC.TO Risk / Return Rank: 6868
Overall Rank
MULC.TO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
MULC.TO Sortino Ratio Rank: 7171
Sortino Ratio Rank
MULC.TO Omega Ratio Rank: 7070
Omega Ratio Rank
MULC.TO Calmar Ratio Rank: 6161
Calmar Ratio Rank
MULC.TO Martin Ratio Rank: 7474
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.

BRKY.NEO vs. MULC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Hathaway Yield Shares Purpose ETF (BRKY.NEO) and Manulife Multifactor U.S. Large Cap Index ETF Hedged (MULC.TO). 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.


BRKY.NEOMULC.TODifference
Sharpe ratioReturn per unit of total volatility

-1.44

Sortino ratioReturn per unit of downside risk

-2.14

Omega ratioGain probability vs. loss probability

1.03

1.31

-0.27

Calmar ratioReturn relative to maximum drawdown

0.17

2.28

-2.11

Martin ratioReturn relative to average drawdown

0.37

10.01

-9.64

BRKY.NEO vs. MULC.TO - Sharpe Ratio Comparison

The current BRKY.NEO Sharpe Ratio is 0.12, which is lower than the MULC.TO Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of BRKY.NEO and MULC.TO, 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

BRKY.NEO vs. MULC.TO - Drawdown Comparison

The maximum BRKY.NEO drawdown since its inception was -17.42%, smaller than the maximum MULC.TO drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for BRKY.NEO and MULC.TO.


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Drawdown Indicators


BRKY.NEOMULC.TODifference

Max Drawdown

Largest peak-to-trough decline

-17.42%

-35.21%

+17.79%

Max Drawdown (1Y)

Largest decline over 1 year

-10.55%

-8.32%

-2.23%

Max Drawdown (3Y)

Largest decline over 3 years

-17.42%

-18.10%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-25.00%

Current Drawdown

Current decline from peak

-12.33%

-1.44%

-10.89%

Average Drawdown

Average peak-to-trough decline

-5.86%

-5.17%

-0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.03%

1.89%

+3.14%

Volatility

BRKY.NEO vs. MULC.TO - Volatility Comparison

Berkshire Hathaway Yield Shares Purpose ETF (BRKY.NEO) has a higher volatility of 4.11% compared to Manulife Multifactor U.S. Large Cap Index ETF Hedged (MULC.TO) at 2.96%. This indicates that BRKY.NEO's price experiences larger fluctuations and is considered to be riskier than MULC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRKY.NEOMULC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

2.96%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.52%

9.96%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

12.16%

+2.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.00%

15.51%

+2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

18.16%

-0.16%

Dividends

BRKY.NEO vs. MULC.TO - Dividend Comparison

BRKY.NEO's dividend yield for the trailing twelve months is around 7.64%, more than MULC.TO's 0.81% yield.


PositionTTM20252024202320222021202020192018
BRKY.NEO
Berkshire Hathaway Yield Shares Purpose ETF
7.64%5.58%10.93%5.41%0.49%0.00%0.00%0.00%0.00%
MULC.TO
Manulife Multifactor U.S. Large Cap Index ETF Hedged
0.81%0.85%0.85%0.83%1.39%0.77%1.36%1.21%1.39%

Frequently Asked Questions


BRKY.NEO and MULC.TO have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Purpose Investments and Manulife.

Portfolio Optimizer

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