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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 31.45% return, which is significantly higher than BRK-B's -2.84% return.


EMVL.L

1D
-1.18%
1M
-9.38%
6M
23.78%
YTD
31.45%
1Y
56.66%
3Y*
31.82%
5Y*
15.16%
10Y*

BRK-B

1D
-0.56%
1M
-1.45%
6M
-0.97%
YTD
-2.84%
1Y
3.88%
3Y*
12.71%
5Y*
11.94%
10Y*
12.84%
*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)
31.45%43.13%14.49%18.37%-16.29%5.29%7.72%17.64%-2.10%
BRK-B
Berkshire Hathaway Inc.
-2.84%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 -0.12, 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

-0.12

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

0.04

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

0.16

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2018

0.24

The correlation between EMVL.L and BRK-B shifts across timeframes, from -0.12 (1 year) to 0.24 (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: 8686
Overall Rank
EMVL.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EMVL.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
EMVL.L Omega Ratio Rank: 8686
Omega Ratio Rank
EMVL.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
EMVL.L Martin Ratio Rank: 8282
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 5252
Overall Rank
BRK-B Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 4646
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 4545
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 5656
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 5757
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

+2.10

Sortino ratioReturn per unit of downside risk

+2.43

Omega ratioGain probability vs. loss probability

1.41

1.06

+0.35

Calmar ratioReturn relative to maximum drawdown

4.51

0.41

+4.10

Martin ratioReturn relative to average drawdown

12.55

0.87

+11.68

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

The current EMVL.L Sharpe Ratio is 2.37, which is higher than the BRK-B Sharpe Ratio of 0.27. 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

-12.49%

-9.42%

-3.07%

Max Drawdown (3Y)

Largest decline over 3 years

-16.42%

-14.95%

-1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-31.61%

-26.58%

-5.03%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-12.45%

-9.53%

-2.92%

Average Drawdown

Average peak-to-trough decline

-9.51%

-11.06%

+1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.50%

4.47%

+0.03%

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 10.34% compared to Berkshire Hathaway Inc. (BRK-B) at 4.54%. 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

10.34%

4.54%

+5.80%

Volatility (6M)

Calculated over the trailing 6-month period

21.31%

11.04%

+10.27%

Volatility (1Y)

Calculated over the trailing 1-year period

23.82%

14.57%

+9.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.71%

17.12%

+3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.39%

19.40%

+1.99%

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 -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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