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JGRE.L vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JGRE.L and BRK-B is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

JGRE.L vs. BRK-B

Last updated May 30, 2025

Compare and contrast key facts about JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) and Berkshire Hathaway Inc. (BRK-B).

JGRE.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 10, 2018.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JGRE.L or BRK-B.

Performance

JGRE.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JGRE.L:

0.37

BRK-B:

1.29

Sortino Ratio

JGRE.L:

0.64

BRK-B:

1.74

Omega Ratio

JGRE.L:

1.09

BRK-B:

1.25

Calmar Ratio

JGRE.L:

0.32

BRK-B:

2.75

Martin Ratio

JGRE.L:

1.09

BRK-B:

6.56

Ulcer Index

JGRE.L:

5.52%

BRK-B:

3.70%

Daily Std Dev

JGRE.L:

15.03%

BRK-B:

19.75%

Max Drawdown

JGRE.L:

-25.31%

BRK-B:

-53.86%

Current Drawdown

JGRE.L:

-7.98%

BRK-B:

-6.23%

Returns By Period

In the year-to-date period, JGRE.L achieves a -3.60% return, which is significantly lower than BRK-B's 11.67% return.

JGRE.L

YTD

-3.60%

1M

5.87%

6M

-4.45%

1Y

5.65%

3Y*

10.66%

5Y*

13.06%

10Y*

N/A

BRK-B

YTD

11.67%

1M

-5.31%

6M

4.78%

1Y

25.26%

3Y*

16.62%

5Y*

22.22%

10Y*

13.45%

*Annualized

Compare stocks, funds, or ETFs

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JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc)

Berkshire Hathaway Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

JGRE.L vs. BRK-B — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JGRE.L
The Risk-Adjusted Performance Rank of JGRE.L is 3535
Overall Rank
The Sharpe Ratio Rank of JGRE.L is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of JGRE.L is 3434
Sortino Ratio Rank
The Omega Ratio Rank of JGRE.L is 3636
Omega Ratio Rank
The Calmar Ratio Rank of JGRE.L is 3737
Calmar Ratio Rank
The Martin Ratio Rank of JGRE.L is 3434
Martin Ratio Rank
BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8787
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8181
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JGRE.L vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.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.

The current JGRE.L Sharpe Ratio is 0.37, which is lower than the BRK-B Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of JGRE.L and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

JGRE.L vs. BRK-B - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

JGRE.L vs. BRK-B - Drawdown Comparison

The maximum JGRE.L drawdown since its inception was -25.31%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for JGRE.L and BRK-B.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

JGRE.L vs. BRK-B - Volatility Comparison

The current volatility for JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) is 4.59%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.63%. This indicates that JGRE.L experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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