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 16.16%/yr vs 10.35%/yr for BRK-B. At a 0.21 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 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%
EMVL.L vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
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.
| EMVL.L | BRK-B | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMVL.L | BRK-B | Difference | |
|---|---|---|---|
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.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 | -16.43% | -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 DrawdownCurrent decline from peak | -4.20% | -11.33% | +7.13% |
Average DrawdownAverage peak-to-trough decline | -9.98% | -11.07% | +1.09% |
Ulcer IndexDepth 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.L | BRK-B | Difference | |
|---|---|---|---|
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.
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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