CAPU.L vs. BRK-B

Last updated Jun 5, 2026

CAPU.L (Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust) is Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, CAPU.L returned 14.30%/yr vs 13.69%/yr for BRK-B. At a 0.45 correlation, their price movements are largely independent.

Performance

CAPU.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

CAPU.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, CAPU.L achieves a 0.18% 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 CAPU.L having a 14.30% annualized return and BRK-B not far behind at 13.69%.

CAPU.L

• 1D: 1.36%
• 1M: 0.71%
• YTD: 0.18%
• 6M: 1.00%
• 1Y: 7.97%
• 3Y*: 9.40%
• 5Y*: 9.85%
• 10Y*: 14.30%

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)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CAPU.L Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust	0.18%	1.73%	17.90%	21.81%	-5.24%	29.62%	14.24%	26.06%	1.32%	9.38%
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 CAPU.L and BRK-B is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.38
Correlation (10Y) Calculated over the trailing 10-year period	0.44
Correlation (All Time) Calculated using the full available price history since Jul 22, 2015	0.45

The correlation between CAPU.L and BRK-B shifts across timeframes, from 0.29 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CAPU.L vs. BRK-B — Risk / Return Rank

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

CAPU.L

CAPU.L Risk / Return Rank: 23
CAPU.L Sharpe Ratio Rank: 24
CAPU.L Sortino Ratio Rank: 23
CAPU.L Omega Ratio Rank: 23
CAPU.L Calmar Ratio Rank: 23
CAPU.L Martin Ratio Rank: 24

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.

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

This table presents a comparison of risk-adjusted performance metrics for Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.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.

	CAPU.L	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	0.85	-0.15	+1.00
Sortino ratio: Return per unit of downside risk	1.23	-0.10	+1.33
Omega ratio: Gain probability vs. loss probability	1.15	0.99	+0.16
Calmar ratio: Return relative to maximum drawdown	1.02	-0.19	+1.22
Martin ratio: Return relative to average drawdown	3.06	-0.42	+3.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current CAPU.L Sharpe Ratio is 0.85, which is higher than the BRK-B Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of CAPU.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

	CAPU.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.85	-0.15	+1.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.68	+0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.92	0.69	+0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	0.59	+0.31

Drawdowns

CAPU.L vs. BRK-B - Drawdown Comparison

The maximum CAPU.L drawdown since its inception was -26.39%, smaller than the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for CAPU.L and BRK-B.

Drawdown Indicators

	CAPU.L	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-26.39%	-37.92%	+11.53%
Max Drawdown (1Y) Largest decline over 1 year	-7.76%	-11.88%	+4.12%
Max Drawdown (3Y) Largest decline over 3 years	-15.35%	-17.26%	+1.91%
Max Drawdown (5Y) Largest decline over 5 years	-15.35%	-20.84%	+5.49%
Max Drawdown (10Y) Largest decline over 10 years	-26.39%	-21.44%	-4.95%
Current Drawdown Current decline from peak	-4.14%	-14.52%	+10.38%
Average Drawdown Average peak-to-trough decline	-3.57%	-7.39%	+3.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	5.50%	-2.90%

Volatility

CAPU.L vs. BRK-B - Volatility Comparison

The current volatility for Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) is 3.36%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.82%. This indicates that CAPU.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

	CAPU.L	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.36%	3.82%	-0.46%
Volatility (6M) Calculated over the trailing 6-month period	7.17%	11.92%	-4.75%
Volatility (1Y) Calculated over the trailing 1-year period	9.32%	15.39%	-6.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.58%	16.89%	-3.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.60%	19.85%	-4.25%

Dividends

CAPU.L vs. BRK-B - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

CAPU.L and BRK-B have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.