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

Performance

HSTC.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC Hang Seng Tech UCITS ETF (HSTC.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

HSTC.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, HSTC.L achieves a -19.83% return, which is significantly lower than BRK-B's -0.93% return.


HSTC.L

1D
-2.74%
1M
-9.61%
YTD
-19.83%
6M
-19.26%
1Y
-15.26%
3Y*
3.24%
5Y*
-10.90%
10Y*

BRK-B

1D
-1.63%
1M
2.78%
YTD
-0.93%
6M
-0.42%
1Y
3.85%
3Y*
12.04%
5Y*
13.00%
10Y*
13.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
HSTC.L
HSBC Hang Seng Tech UCITS ETF
-19.83%16.16%21.32%-13.30%-19.39%-31.98%-90.15%
BRK-B
Berkshire Hathaway Inc.
-0.93%2.99%29.31%9.69%15.59%30.17%-0.66%

Correlation

The correlation between HSTC.L and BRK-B is -0.08, 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

-0.08

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

0.01

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

0.01

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2020

0.01

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Return for Risk

HSTC.L vs. BRK-B — Risk / Return Rank

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

HSTC.L
HSTC.L Risk / Return Rank: 55
Overall Rank
HSTC.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
HSTC.L Sortino Ratio Rank: 55
Sortino Ratio Rank
HSTC.L Omega Ratio Rank: 55
Omega Ratio Rank
HSTC.L Calmar Ratio Rank: 66
Calmar Ratio Rank
HSTC.L Martin Ratio Rank: 66
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 4141
Overall Rank
BRK-B Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3636
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3636
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4444
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4444
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.

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

This table presents a comparison of risk-adjusted performance metrics for HSBC Hang Seng Tech UCITS ETF (HSTC.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.


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

-0.83

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

0.92

1.06

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.45

0.33

-0.78

Martin ratioReturn relative to average drawdown

-0.83

0.70

-1.53

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

The current HSTC.L Sharpe Ratio is -0.59, which is lower than the BRK-B Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of HSTC.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

HSTC.L vs. BRK-B - Drawdown Comparison

The maximum HSTC.L drawdown since its inception was -96.26%, which is greater than BRK-B's maximum drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for HSTC.L and BRK-B.


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Drawdown Indicators


HSTC.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-96.26%

-37.92%

-58.34%

Max Drawdown (1Y)

Largest decline over 1 year

-33.76%

-11.88%

-21.88%

Max Drawdown (3Y)

Largest decline over 3 years

-33.76%

-17.26%

-16.50%

Max Drawdown (5Y)

Largest decline over 5 years

-60.66%

-20.84%

-39.82%

Max Drawdown (10Y)

Largest decline over 10 years

-21.44%

Current Drawdown

Current decline from peak

-94.73%

-10.78%

-83.95%

Average Drawdown

Average peak-to-trough decline

-93.58%

-7.41%

-86.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.29%

5.54%

+12.75%

Volatility

HSTC.L vs. BRK-B - Volatility Comparison

HSBC Hang Seng Tech UCITS ETF (HSTC.L) has a higher volatility of 8.79% compared to Berkshire Hathaway Inc. (BRK-B) at 4.40%. This indicates that HSTC.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


HSTC.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.79%

4.40%

+4.39%

Volatility (6M)

Calculated over the trailing 6-month period

19.16%

11.86%

+7.30%

Volatility (1Y)

Calculated over the trailing 1-year period

25.99%

15.68%

+10.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.04%

16.92%

+21.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.66%

19.79%

+33.87%

Dividends

HSTC.L vs. BRK-B - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


HSTC.L and BRK-B have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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