JPTC.L vs. BRK-B

Last updated Apr 5, 2026

Compare and contrast key facts about JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPTC.L) and Berkshire Hathaway Inc. (BRK-B).

JPTC.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI ACWI NR USD. It was launched on Nov 4, 2020.

Performance

JPTC.L vs. BRK-B - Performance Comparison

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

Different Trading Currencies

JPTC.L is traded in GBp, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, JPTC.L achieves a -3.48% return, which is significantly lower than BRK-B's -3.23% return.

JPTC.L

• 1D: 0.08%
• 1M: -3.17%
• YTD: -3.48%
• 6M: -0.65%
• 1Y: 23.48%
• 3Y*: 12.70%
• 5Y*: 10.51%
• 10Y*: —

BRK-B

• 1D: 0.39%
• 1M: -3.63%
• YTD: -3.23%
• 6M: -2.45%
• 1Y: -5.71%
• 3Y*: 13.04%
• 5Y*: 14.10%
• 10Y*: 13.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JPTC.L vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
JPTC.L JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)	-3.48%	11.44%	20.36%	16.17%	-8.74%	25.32%	0.92%
BRK-B Berkshire Hathaway Inc.	-3.23%	2.99%	29.31%	9.69%	15.59%	30.17%	-3.57%

Correlation

The correlation between JPTC.L and BRK-B is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.

Return for Risk

JPTC.L vs. BRK-B — Risk / Return Rank

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

BRK-B

BRK-B Risk / Return Rank: 15
BRK-B Sharpe Ratio Rank: 14
BRK-B Sortino Ratio Rank: 15
BRK-B Omega Ratio Rank: 14
BRK-B Calmar Ratio Rank: 15
BRK-B Martin Ratio Rank: 16

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.

JPTC.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPTC.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.

	JPTC.L	BRK-B	Difference
Sharpe ratio Return per unit of total volatility	0.97	-0.67	+1.65
Sortino ratio Return per unit of downside risk	1.43	-0.82	+2.25
Omega ratio Gain probability vs. loss probability	1.20	0.89	+0.31
Calmar ratio Return relative to maximum drawdown	2.23	-0.73	+2.96
Martin ratio Return relative to average drawdown	9.30	-1.12	+10.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current JPTC.L Sharpe Ratio is 0.97, which is higher than the BRK-B Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of JPTC.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.

Sharpe Ratios by Period

	JPTC.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	-0.67	+1.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.91	0.84	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.69	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.96	0.59	+0.37

Drawdowns

JPTC.L vs. BRK-B - Drawdown Comparison

The maximum JPTC.L drawdown since its inception was -19.17%, smaller than the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for JPTC.L and BRK-B.

Volatility

JPTC.L vs. BRK-B - Volatility Comparison

JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPTC.L) and Berkshire Hathaway Inc. (BRK-B) have volatilities of 4.53% and 4.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JPTC.L	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.53%	4.59%	-0.06%
Volatility (6M) Calculated over the trailing 6-month period	8.76%	12.26%	-3.50%
Volatility (1Y) Calculated over the trailing 1-year period	14.91%	18.96%	-4.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.38%	16.94%	-1.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.38%	19.84%	-4.46%

Dividends

JPTC.L vs. BRK-B - Dividend Comparison

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

Tickers have no history of dividend payments