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HSTE.L vs. BRK-A
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSTE.L vs. BRK-A - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC Hang Seng Tech UCITS ETF (HSTE.L) and Berkshire Hathaway Inc. (BRK-A). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HSTE.L achieves a -13.70% return, which is significantly lower than BRK-A's -2.86% return.


HSTE.L

1D
2.14%
1M
0.30%
6M
-18.64%
YTD
-13.70%
1Y
-11.29%
3Y*
5.00%
5Y*
-8.55%
10Y*

BRK-A

1D
-0.52%
1M
-1.19%
6M
-1.38%
YTD
-2.86%
1Y
4.00%
3Y*
12.32%
5Y*
11.92%
10Y*
12.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSTE.L vs. BRK-A - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HSTE.L
HSBC Hang Seng Tech UCITS ETF
-13.70%24.64%19.65%-8.46%-27.99%-32.88%-86.54%
BRK-A
Berkshire Hathaway Inc.
-2.86%10.85%25.49%15.77%4.00%29.57%1.62%

Correlation

The correlation between HSTE.L and BRK-A is -0.06, 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

-0.06

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

0.08

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

0.09

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

0.09

The correlation between HSTE.L and BRK-A shifts across timeframes, from -0.06 (1 year) to 0.09 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HSTE.L vs. BRK-A — Risk / Return Rank

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

HSTE.L
HSTE.L Risk / Return Rank: 66
Overall Rank
HSTE.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
HSTE.L Sortino Ratio Rank: 55
Sortino Ratio Rank
HSTE.L Omega Ratio Rank: 66
Omega Ratio Rank
HSTE.L Calmar Ratio Rank: 66
Calmar Ratio Rank
HSTE.L Martin Ratio Rank: 77
Martin Ratio Rank

BRK-A
BRK-A Risk / Return Rank: 5353
Overall Rank
BRK-A Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BRK-A Sortino Ratio Rank: 4747
Sortino Ratio Rank
BRK-A Omega Ratio Rank: 4646
Omega Ratio Rank
BRK-A Calmar Ratio Rank: 5757
Calmar Ratio Rank
BRK-A 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.

HSTE.L vs. BRK-A - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Hang Seng Tech UCITS ETF (HSTE.L) and Berkshire Hathaway Inc. (BRK-A). 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.


HSTE.LBRK-ADifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

0.95

1.06

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.32

0.44

-0.76

Martin ratioReturn relative to average drawdown

-0.57

0.91

-1.48

HSTE.L vs. BRK-A - Sharpe Ratio Comparison

The current HSTE.L Sharpe Ratio is -0.40, which is lower than the BRK-A Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of HSTE.L and BRK-A, 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

HSTE.L vs. BRK-A - Drawdown Comparison

The maximum HSTE.L drawdown since its inception was -95.65%, which is greater than BRK-A's maximum drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for HSTE.L and BRK-A.


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Drawdown Indicators


HSTE.LBRK-ADifference

Max Drawdown

Largest peak-to-trough decline

-95.65%

-51.47%

-44.18%

Max Drawdown (1Y)

Largest decline over 1 year

-35.09%

-9.12%

-25.97%

Max Drawdown (3Y)

Largest decline over 3 years

-35.09%

-14.43%

-20.66%

Max Drawdown (5Y)

Largest decline over 5 years

-63.71%

-25.98%

-37.73%

Max Drawdown (10Y)

Largest decline over 10 years

-30.43%

Current Drawdown

Current decline from peak

-92.33%

-9.41%

-82.92%

Average Drawdown

Average peak-to-trough decline

-91.81%

-9.51%

-82.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.67%

4.40%

+15.27%

Volatility

HSTE.L vs. BRK-A - Volatility Comparison

HSBC Hang Seng Tech UCITS ETF (HSTE.L) has a higher volatility of 8.04% compared to Berkshire Hathaway Inc. (BRK-A) at 3.88%. This indicates that HSTE.L's price experiences larger fluctuations and is considered to be riskier than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSTE.LBRK-ADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

3.88%

+4.16%

Volatility (6M)

Calculated over the trailing 6-month period

21.08%

10.65%

+10.43%

Volatility (1Y)

Calculated over the trailing 1-year period

28.05%

13.97%

+14.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.45%

17.13%

+22.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.48%

18.94%

+34.54%

Dividends

HSTE.L vs. BRK-A - Dividend Comparison

Neither HSTE.L nor BRK-A has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HSTE.L and BRK-A have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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