HSTE.L vs. BRK-B
Compare and contrast key facts about HSBC Hang Seng Tech UCITS ETF (HSTE.L) and Berkshire Hathaway Inc. (BRK-B).
HSTE.L is a passively managed fund by HSBC Investment Funds (Luxembourg) S.A. that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Dec 9, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSTE.L or BRK-B.
Performance
HSTE.L vs. BRK-B - Performance Comparison
Returns By Period
In the year-to-date period, HSTE.L achieves a 16.66% return, which is significantly lower than BRK-B's 32.39% return.
HSTE.L
16.66%
-4.47%
6.88%
8.94%
N/A
N/A
BRK-B
32.39%
1.59%
14.33%
31.56%
16.83%
12.44%
Key characteristics
| HSTE.L | BRK-B | |
|---|---|---|
| Sharpe Ratio | 0.15 | 2.18 |
| Sortino Ratio | 0.51 | 3.07 |
| Omega Ratio | 1.06 | 1.39 |
| Calmar Ratio | 0.08 | 4.12 |
| Martin Ratio | 0.39 | 10.75 |
| Ulcer Index | 14.56% | 2.90% |
| Daily Std Dev | 36.79% | 14.34% |
| Max Drawdown | -74.82% | -53.86% |
| Current Drawdown | -59.77% | -1.33% |
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Correlation
The correlation between HSTE.L and BRK-B is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
HSTE.L vs. BRK-B - Risk-Adjusted Performance 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-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.
Dividends
HSTE.L vs. BRK-B - Dividend Comparison
Neither HSTE.L nor BRK-B has paid dividends to shareholders.
Drawdowns
HSTE.L vs. BRK-B - Drawdown Comparison
The maximum HSTE.L drawdown since its inception was -74.82%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for HSTE.L and BRK-B. For additional features, visit the drawdowns tool.
Volatility
HSTE.L vs. BRK-B - Volatility Comparison
HSBC Hang Seng Tech UCITS ETF (HSTE.L) has a higher volatility of 11.09% compared to Berkshire Hathaway Inc. (BRK-B) at 6.63%. This indicates that HSTE.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.