M9SV.L vs. BRK-B
M9SV.L (Market Access STOXX China A Minimum Variance UCITS ETF) is China Equities fund tracking the MSCI China A Onshore NR CNY, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, M9SV.L returned 4.99%/yr vs 13.50%/yr for BRK-B. At a 0.16 correlation, their price movements are largely independent.
Performance
M9SV.L vs. BRK-B - Performance Comparison
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Different Trading Currencies
M9SV.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, M9SV.L achieves a -2.26% return, which is significantly lower than BRK-B's 1.28% return.
M9SV.L
- 1D
- 0.42%
- 1M
- -1.41%
- YTD
- -2.26%
- 6M
- -1.08%
- 1Y
- 6.45%
- 3Y*
- 6.14%
- 5Y*
- 4.99%
- 10Y*
- —
BRK-B
- 1D
- 2.21%
- 1M
- 5.72%
- YTD
- 1.28%
- 6M
- 2.36%
- 1Y
- 6.94%
- 3Y*
- 12.83%
- 5Y*
- 13.50%
- 10Y*
- 13.65%
M9SV.L vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
M9SV.L Market Access STOXX China A Minimum Variance UCITS ETF | -2.26% | 0.90% | 30.30% | 0.87% | -6.40% | 7.53% | 22.73% | 5.67% | -5.57% |
BRK-B Berkshire Hathaway Inc. | 1.28% | 2.99% | 29.31% | 9.69% | 15.59% | 30.17% | -0.64% | 6.71% | 3.91% |
Correlation
The correlation between M9SV.L and BRK-B is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2018 | 0.16 |
The correlation between M9SV.L and BRK-B shifts across timeframes, from 0.03 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
M9SV.L vs. BRK-B — Risk / Return Rank
M9SV.L
BRK-B
M9SV.L vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Market Access STOXX China A Minimum Variance UCITS ETF (M9SV.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| M9SV.L | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.09 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 0.59 | +0.14 |
| Martin ratioReturn relative to average drawdown | 1.88 | 1.26 | +0.62 |
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Drawdowns
M9SV.L vs. BRK-B - Drawdown Comparison
The maximum M9SV.L drawdown since its inception was -21.64%, smaller than the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for M9SV.L and BRK-B.
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Drawdown Indicators
| M9SV.L | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.64% | -37.92% | +16.28% |
Max Drawdown (1Y)Largest decline over 1 year | -8.71% | -11.88% | +3.17% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -17.26% | -4.38% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -20.84% | -0.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.44% | — |
Current DrawdownCurrent decline from peak | -12.24% | -8.80% | -3.44% |
Average DrawdownAverage peak-to-trough decline | -7.72% | -7.41% | -0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 5.54% | -2.19% |
Volatility
M9SV.L vs. BRK-B - Volatility Comparison
The current volatility for Market Access STOXX China A Minimum Variance UCITS ETF (M9SV.L) is 2.30%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.77%. This indicates that M9SV.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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Volatility by Period
| M9SV.L | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.30% | 4.77% | -2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.62% | 12.06% | -4.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.23% | 15.72% | -3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.97% | 16.94% | +3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.43% | 19.78% | +0.65% |
Dividends
M9SV.L vs. BRK-B - Dividend Comparison
Neither M9SV.L nor BRK-B has paid dividends to shareholders.
Frequently Asked Questions
M9SV.L and BRK-B have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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