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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 38.92% return, which is significantly higher than BRK-B's -1.56% return.


EMVL.L

1D
0.00%
1M
2.61%
YTD
38.92%
6M
41.22%
1Y
69.31%
3Y*
35.90%
5Y*
15.75%
10Y*

BRK-B

1D
0.41%
1M
1.73%
YTD
-1.56%
6M
-1.30%
1Y
0.27%
3Y*
13.86%
5Y*
12.19%
10Y*
13.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
EMVL.L
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
38.92%43.13%14.49%18.37%-16.29%5.29%7.72%17.64%-2.10%
BRK-B
Berkshire Hathaway Inc.
-1.56%10.89%27.09%15.46%3.31%28.95%2.37%10.93%-2.83%

Correlation

The correlation between EMVL.L and BRK-B is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

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 Dec 6, 2018

0.25

The correlation between EMVL.L and BRK-B shifts across timeframes, from -0.11 (1 year) to 0.25 (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: 9191
Overall Rank
EMVL.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EMVL.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
EMVL.L Omega Ratio Rank: 9191
Omega Ratio Rank
EMVL.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
EMVL.L Martin Ratio Rank: 9090
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 4040
Overall Rank
BRK-B Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3535
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3535
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4444
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4343
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.

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.


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

+3.03

Sortino ratioReturn per unit of downside risk

+3.49

Omega ratioGain probability vs. loss probability

1.53

1.02

+0.52

Calmar ratioReturn relative to maximum drawdown

5.92

0.03

+5.89

Martin ratioReturn relative to average drawdown

18.48

0.06

+18.42

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

The current EMVL.L Sharpe Ratio is 3.05, which is higher than the BRK-B Sharpe Ratio of 0.02. 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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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

-16.42%

-14.95%

-1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-33.55%

-26.58%

-6.97%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-7.47%

-8.33%

+0.86%

Average Drawdown

Average peak-to-trough decline

-9.51%

-11.07%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

4.58%

-0.84%

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 11.06% compared to Berkshire Hathaway Inc. (BRK-B) at 3.55%. 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

11.06%

3.55%

+7.51%

Volatility (6M)

Calculated over the trailing 6-month period

20.02%

10.49%

+9.53%

Volatility (1Y)

Calculated over the trailing 1-year period

22.75%

14.38%

+8.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.44%

17.10%

+3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.29%

19.39%

+1.90%

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 -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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