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

Performance

HSTE.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 (HSTE.L) and Berkshire Hathaway Inc. (BRK-B). 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-B's -4.78% 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-B

1D
0.69%
1M
2.82%
YTD
-4.78%
6M
-4.89%
1Y
-2.52%
3Y*
13.36%
5Y*
10.35%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSTE.L vs. BRK-B - 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-B
Berkshire Hathaway Inc.
-4.78%10.89%27.09%15.46%3.31%28.95%1.99%

Correlation

The correlation between HSTE.L and BRK-B 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

0.08

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

0.08

The correlation between HSTE.L and BRK-B 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-B — 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-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.

HSTE.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 (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.


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

0.00

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

0.99

0.98

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.16

-0.27

+0.11

Martin ratioReturn relative to average drawdown

-0.30

-0.57

+0.27

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

The current HSTE.L Sharpe Ratio is -0.18, which is comparable to the BRK-B Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of HSTE.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


HSTE.LBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

-0.18

0.00

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

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

0.48

-0.69

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.


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Drawdown Indicators


HSTE.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-74.82%

-53.86%

-20.96%

Max Drawdown (1Y)

Largest decline over 1 year

-30.70%

-9.42%

-21.28%

Max Drawdown (3Y)

Largest decline over 3 years

-34.92%

-14.95%

-19.97%

Max Drawdown (5Y)

Largest decline over 5 years

-67.13%

-26.58%

-40.55%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-53.93%

-11.33%

-42.60%

Average Drawdown

Average peak-to-trough decline

-52.77%

-11.07%

-41.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.59%

4.46%

+12.13%

Volatility

HSTE.L vs. BRK-B - Volatility Comparison

HSBC Hang Seng Tech UCITS ETF (HSTE.L) has a higher volatility of 10.94% compared to Berkshire Hathaway Inc. (BRK-B) at 3.72%. 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.


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Volatility by Period


HSTE.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.94%

3.72%

+7.22%

Volatility (6M)

Calculated over the trailing 6-month period

20.11%

10.70%

+9.41%

Volatility (1Y)

Calculated over the trailing 1-year period

27.47%

14.32%

+13.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.38%

17.11%

+22.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.03%

19.43%

+19.60%

Dividends

HSTE.L vs. BRK-B - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


HSTE.L and BRK-B 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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