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 15.16%/yr vs 11.94%/yr for BRK-B. At a 0.24 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 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%
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) | 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
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 | +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 |
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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 | -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 DrawdownCurrent decline from peak | -12.45% | -9.53% | -2.92% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -11.06% | +1.55% |
Ulcer IndexDepth 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.L | BRK-B | Difference | |
|---|---|---|---|
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.
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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