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EMVL.L vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMVL.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMVL.L achieves a 43.83% return, which is significantly higher than BRK-B's -4.78% return.


EMVL.L

1D
-2.57%
1M
10.78%
YTD
43.83%
6M
48.06%
1Y
85.89%
3Y*
37.66%
5Y*
16.16%
10Y*

BRK-B

1D
0.69%
1M
2.82%
YTD
-4.78%
6M
-4.89%
1Y
-2.52%
3Y*
13.36%
5Y*
10.35%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
EMVL.L
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
43.83%43.13%14.48%18.38%-16.29%5.29%7.16%17.77%
BRK-B
Berkshire Hathaway Inc.
-4.78%10.89%27.09%15.46%3.31%28.95%2.37%11.69%

Correlation

The correlation between EMVL.L and BRK-B is -0.09, 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

-0.09

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

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2019

0.21

The correlation between EMVL.L and BRK-B shifts across timeframes, from -0.09 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EMVL.L vs. BRK-B — Risk / Return Rank

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

EMVL.L
EMVL.L Risk / Return Rank: 9494
Overall Rank
EMVL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EMVL.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
EMVL.L Omega Ratio Rank: 9494
Omega Ratio Rank
EMVL.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
EMVL.L Martin Ratio Rank: 9393
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3131
Overall Rank
BRK-B Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 2828
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 2727
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3333
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3232
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.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.


EMVL.LBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+4.25

Sortino ratioReturn per unit of downside risk

+4.97

Omega ratioGain probability vs. loss probability

1.69

0.98

+0.71

Calmar ratioReturn relative to maximum drawdown

7.25

-0.27

+7.52

Martin ratioReturn relative to average drawdown

25.10

-0.57

+25.66

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

The current EMVL.L Sharpe Ratio is 4.07, which is higher than the BRK-B Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of EMVL.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.


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Sharpe Ratios by Period


EMVL.LBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.07

-0.18

+4.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.61

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.48

+0.33

Drawdowns

EMVL.L vs. BRK-B - Drawdown Comparison

The maximum EMVL.L drawdown since its inception was -34.95%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for EMVL.L and BRK-B.


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Drawdown Indicators


EMVL.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-34.95%

-53.86%

+18.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-9.42%

-2.23%

Max Drawdown (3Y)

Largest decline over 3 years

-16.43%

-14.95%

-1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-34.57%

-26.58%

-7.99%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-4.20%

-11.33%

+7.13%

Average Drawdown

Average peak-to-trough decline

-9.98%

-11.07%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

4.46%

-1.07%

Volatility

EMVL.L vs. BRK-B - Volatility Comparison

iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) has a higher volatility of 9.56% compared to Berkshire Hathaway Inc. (BRK-B) at 3.72%. This indicates that EMVL.L's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMVL.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.56%

3.72%

+5.84%

Volatility (6M)

Calculated over the trailing 6-month period

17.52%

10.70%

+6.82%

Volatility (1Y)

Calculated over the trailing 1-year period

20.79%

14.32%

+6.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.00%

17.11%

+2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.24%

19.43%

+2.81%

Dividends

EMVL.L vs. BRK-B - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


EMVL.L and BRK-B have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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