EMVL.L vs. BRK-B
EMVL.L (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) is Emerging Markets Equities fund tracking the MSCI EM NR USD, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, EMVL.L returned 15.75%/yr vs 12.19%/yr for BRK-B. At a 0.25 correlation, their price movements are largely independent.
Performance
EMVL.L vs. BRK-B - Performance Comparison
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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%
EMVL.L vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
EMVL.L
BRK-B
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.L | BRK-B | Difference | |
|---|---|---|---|
| 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 |
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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.L | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.47% | -8.33% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -11.07% | +1.56% |
Ulcer IndexDepth 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.L | BRK-B | Difference | |
|---|---|---|---|
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.
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.
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