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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 -10.40% return, which is significantly lower than BRK-A's -4.82% return.


HSTE.L

1D
-0.67%
1M
0.94%
YTD
-10.40%
6M
-11.48%
1Y
-4.91%
3Y*
9.68%
5Y*
-9.33%
10Y*

BRK-A

1D
0.66%
1M
2.64%
YTD
-4.82%
6M
-4.81%
1Y
-2.63%
3Y*
12.92%
5Y*
10.35%
10Y*
12.93%
*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
-10.40%24.57%19.70%-8.44%-27.99%-32.88%4.51%
BRK-A
Berkshire Hathaway Inc.
-4.82%10.85%25.49%15.77%4.00%29.57%2.15%

Correlation

The correlation between HSTE.L and BRK-A is -0.05, 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

-0.05

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

0.10

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

0.10

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2020

0.09

The correlation between HSTE.L and BRK-A shifts across timeframes, from -0.05 (1 year) to 0.10 (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: 88
Overall Rank
HSTE.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
HSTE.L Sortino Ratio Rank: 77
Sortino Ratio Rank
HSTE.L Omega Ratio Rank: 88
Omega Ratio Rank
HSTE.L Calmar Ratio Rank: 88
Calmar Ratio Rank
HSTE.L Martin Ratio Rank: 88
Martin Ratio Rank

BRK-A
BRK-A Risk / Return Rank: 3030
Overall Rank
BRK-A Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BRK-A Sortino Ratio Rank: 2727
Sortino Ratio Rank
BRK-A Omega Ratio Rank: 2727
Omega Ratio Rank
BRK-A Calmar Ratio Rank: 3232
Calmar Ratio Rank
BRK-A Martin Ratio Rank: 3131
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.


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

+0.01

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

0.99

0.98

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.16

-0.29

+0.13

Martin ratioReturn relative to average drawdown

-0.30

-0.60

+0.30

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

The current HSTE.L Sharpe Ratio is -0.18, which is comparable to the BRK-A Sharpe Ratio of -0.19. 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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Sharpe Ratios by Period


HSTE.LBRK-ADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

-0.19

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.61

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

0.82

-1.04

Drawdowns

HSTE.L vs. BRK-A - Drawdown Comparison

The maximum HSTE.L drawdown since its inception was -74.82%, 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

-74.82%

-51.47%

-23.35%

Max Drawdown (1Y)

Largest decline over 1 year

-30.70%

-9.12%

-21.58%

Max Drawdown (3Y)

Largest decline over 3 years

-34.92%

-14.43%

-20.49%

Max Drawdown (5Y)

Largest decline over 5 years

-67.13%

-25.98%

-41.15%

Max Drawdown (10Y)

Largest decline over 10 years

-30.43%

Current Drawdown

Current decline from peak

-53.93%

-11.23%

-42.70%

Average Drawdown

Average peak-to-trough decline

-52.77%

-9.52%

-43.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.59%

4.39%

+12.20%

Volatility

HSTE.L vs. BRK-A - Volatility Comparison

HSBC Hang Seng Tech UCITS ETF (HSTE.L) has a higher volatility of 10.94% compared to Berkshire Hathaway Inc. (BRK-A) at 3.58%. 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

10.94%

3.58%

+7.36%

Volatility (6M)

Calculated over the trailing 6-month period

20.11%

10.42%

+9.69%

Volatility (1Y)

Calculated over the trailing 1-year period

27.47%

13.84%

+13.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.38%

17.15%

+22.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.03%

18.97%

+20.06%

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 -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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