JURE.L vs. BRK-B

Last updated Jun 5, 2026

JURE.L (JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)) is Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, JURE.L returned 14.89%/yr vs 11.38%/yr for BRK-B. At a 0.38 correlation, their price movements are largely independent.

Performance

JURE.L vs. BRK-B - Performance Comparison

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

Different Trading Currencies

JURE.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, JURE.L achieves a 9.76% return, which is significantly higher than BRK-B's -5.08% return.

JURE.L

• 1D: 0.00%
• 1M: 4.89%
• YTD: 9.76%
• 6M: 9.91%
• 1Y: 28.08%
• 3Y*: 18.48%
• 5Y*: 14.89%
• 10Y*: —

BRK-B

• 1D: 0.00%
• 1M: 3.02%
• YTD: -5.08%
• 6M: -6.22%
• 1Y: -2.28%
• 3Y*: 10.25%
• 5Y*: 11.38%
• 10Y*: 13.69%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
JURE.L JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)	9.76%	8.38%	27.17%	21.34%	-9.44%	32.51%	15.58%	26.43%	-6.82%
BRK-B Berkshire Hathaway Inc.	-4.39%	2.99%	29.31%	9.69%	15.59%	30.17%	-0.64%	6.71%	0.57%

Correlation

The correlation between JURE.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	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (All Time) Calculated using the full available price history since Oct 17, 2018	0.38

Over the past year, the correlation between JURE.L and BRK-B has dropped to 0.05 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

Return for Risk

JURE.L vs. BRK-B — Risk / Return Rank

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

JURE.L

JURE.L Risk / Return Rank: 81
JURE.L Sharpe Ratio Rank: 84
JURE.L Sortino Ratio Rank: 82
JURE.L Omega Ratio Rank: 84
JURE.L Calmar Ratio Rank: 79
JURE.L Martin Ratio Rank: 79

BRK-B

BRK-B Risk / Return Rank: 31
BRK-B Sharpe Ratio Rank: 34
BRK-B Sortino Ratio Rank: 28
BRK-B Omega Ratio Rank: 27
BRK-B Calmar Ratio Rank: 33
BRK-B Martin Ratio Rank: 32

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.

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

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

	JURE.L	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	2.69	-0.15	+2.84
Sortino ratio: Return per unit of downside risk	3.60	-0.10	+3.70
Omega ratio: Gain probability vs. loss probability	1.50	0.99	+0.52
Calmar ratio: Return relative to maximum drawdown	3.99	-0.19	+4.19
Martin ratio: Return relative to average drawdown	15.08	-0.42	+15.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current JURE.L Sharpe Ratio is 2.69, which is higher than the BRK-B Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of JURE.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

	JURE.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.69	-0.15	+2.84
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.03	0.68	+0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.69	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.95	0.59	+0.36

Drawdowns

JURE.L vs. BRK-B - Drawdown Comparison

The maximum JURE.L drawdown since its inception was -26.13%, smaller than the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for JURE.L and BRK-B.

Drawdown Indicators

	JURE.L	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-26.13%	-37.92%	+11.79%
Max Drawdown (1Y) Largest decline over 1 year	-7.00%	-11.88%	+4.88%
Max Drawdown (3Y) Largest decline over 3 years	-21.50%	-17.26%	-4.24%
Max Drawdown (5Y) Largest decline over 5 years	-21.50%	-20.84%	-0.66%
Max Drawdown (10Y) Largest decline over 10 years	—	-21.44%	—
Current Drawdown Current decline from peak	-0.26%	-14.52%	+14.26%
Average Drawdown Average peak-to-trough decline	-3.66%	-7.39%	+3.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	5.50%	-3.64%

Volatility

JURE.L vs. BRK-B - Volatility Comparison

The current volatility for JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.L) is 2.59%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.82%. This indicates that JURE.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.

Volatility by Period

	JURE.L	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.59%	3.82%	-1.23%
Volatility (6M) Calculated over the trailing 6-month period	7.03%	11.92%	-4.89%
Volatility (1Y) Calculated over the trailing 1-year period	10.38%	15.39%	-5.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.45%	16.89%	-2.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.39%	19.85%	-3.46%

Dividends

JURE.L vs. BRK-B - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both JURE.L and BRK-B in my portfolio?

JURE.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.