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GXLF.L vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXLF.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR S&P US Financials Select Sector UCITS ETF (GXLF.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GXLF.L is traded in GBP, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, GXLF.L achieves a -4.87% return, which is significantly lower than BRK-B's -4.39% return.


GXLF.L

1D
3.21%
1M
2.06%
YTD
-4.87%
6M
-2.66%
1Y
4.61%
3Y*
15.45%
5Y*
10Y*

BRK-B

1D
0.69%
1M
3.76%
YTD
-4.39%
6M
-5.55%
1Y
-1.57%
3Y*
10.51%
5Y*
11.54%
10Y*
13.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
GXLF.L
SPDR S&P US Financials Select Sector UCITS ETF
-4.87%7.31%32.20%6.05%-1.25%
BRK-B
Berkshire Hathaway Inc.
-4.39%2.99%29.31%9.69%-3.16%

Correlation

The correlation between GXLF.L and BRK-B is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.46

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2022

0.49

The correlation between GXLF.L and BRK-B shifts across timeframes, from 0.36 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GXLF.L vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GXLF.L
GXLF.L Risk / Return Rank: 1313
Overall Rank
GXLF.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
GXLF.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
GXLF.L Omega Ratio Rank: 1313
Omega Ratio Rank
GXLF.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
GXLF.L Martin Ratio Rank: 1313
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3131
Overall Rank
BRK-B Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 2828
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 2727
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3333
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3232
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.

GXLF.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Financials Select Sector UCITS ETF (GXLF.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.


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

+0.43

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.07

1.00

+0.07

Calmar ratioReturn relative to maximum drawdown

0.36

-0.13

+0.49

Martin ratioReturn relative to average drawdown

0.84

-0.29

+1.13

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

The current GXLF.L Sharpe Ratio is 0.33, which is higher than the BRK-B Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of GXLF.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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Sharpe Ratios by Period


GXLF.LBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

-0.10

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.59

-0.08

Drawdowns

GXLF.L vs. BRK-B - Drawdown Comparison

The maximum GXLF.L drawdown since its inception was -18.21%, smaller than the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for GXLF.L and BRK-B.


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Drawdown Indicators


GXLF.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-18.21%

-37.92%

+19.71%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-11.88%

-0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-18.21%

-17.26%

-0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

Max Drawdown (10Y)

Largest decline over 10 years

-21.44%

Current Drawdown

Current decline from peak

-6.67%

-13.90%

+7.23%

Average Drawdown

Average peak-to-trough decline

-5.79%

-7.39%

+1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.48%

5.50%

-0.02%

Volatility

GXLF.L vs. BRK-B - Volatility Comparison

SPDR S&P US Financials Select Sector UCITS ETF (GXLF.L) has a higher volatility of 4.36% compared to Berkshire Hathaway Inc. (BRK-B) at 3.86%. This indicates that GXLF.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


GXLF.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

3.86%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

10.64%

11.95%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

14.08%

15.41%

-1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

16.90%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

19.85%

-2.86%

Dividends

GXLF.L vs. BRK-B - Dividend Comparison

Neither GXLF.L nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GXLF.L and BRK-B have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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