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QVMP.DE vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QVMP.DE vs. BRK-B

Last updated Jun 5, 2026

QVMP.DE (Invesco S&P 500 QVM UCITS ETF) is S&P 500 fund tracking the S&P 500 Quality, Value & Momentum Multi-Factor, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, QVMP.DE returned 16.50%/yr vs 11.37%/yr for BRK-B. At a 0.43 correlation, their price movements are largely independent.

Performance

QVMP.DE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P 500 QVM UCITS ETF (QVMP.DE) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, QVMP.DE achieves a 17.52% return, which is significantly higher than BRK-B's -3.69% return.

QVMP.DE

1D
0.24%
1M
4.97%
YTD
17.52%
6M
18.12%
1Y
20.65%
3Y*
21.01%
5Y*
16.50%
10Y*
—

BRK-B

1D
0.55%
1M
3.50%
YTD
-3.69%
6M
-4.63%
1Y
-4.16%
3Y*
10.34%
5Y*
11.37%
10Y*
12.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QVMP.DE vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
QVMP.DE
Invesco S&P 500 QVM UCITS ETF		17.52%1.52%37.24%3.45%6.13%36.91%-1.58%28.87%-3.41%8.38%
BRK-B
Berkshire Hathaway Inc.		-3.69%-2.27%35.48%12.00%9.71%38.60%-6.07%13.44%7.84%8.74%

Correlation

The correlation between QVMP.DE and BRK-B is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2017

0.43

The correlation between QVMP.DE and BRK-B shifts across timeframes, from 0.33 (3 years) to 0.43 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Invesco S&P 500 QVM UCITS ETF

Berkshire Hathaway Inc.

Often compared with QVMP.DE:
QVMP.DE vs. QQQQVMP.DE vs. VVSM.DEQVMP.DE vs. SCHGQVMP.DE vs. VOOQVMP.DE vs. PQVG.LQVMP.DE vs. VHYL.ASQVMP.DE vs. SPPY.DE
Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

Return for Risk

QVMP.DE vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QVMP.DE
QVMP.DE Risk / Return Rank: 6767
Overall Rank
QVMP.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
QVMP.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
QVMP.DE Omega Ratio Rank: 5555
Omega Ratio Rank
QVMP.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
QVMP.DE Martin Ratio Rank: 7171
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.

QVMP.DE vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 QVM UCITS ETF (QVMP.DE) 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.

QVMP.DEBRK-BDifference
Sharpe ratioReturn per unit of total volatility
1.91
-0.28

+2.19

Sortino ratioReturn per unit of downside risk
2.77
-0.28

+3.06

Omega ratioGain probability vs. loss probability

1.34

0.97

+0.37

Calmar ratioReturn relative to maximum drawdown

5.40

-0.38

+5.78

Martin ratioReturn relative to average drawdown

13.12

-0.79

+13.91

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QVMP.DE vs. BRK-B - Sharpe Ratio Comparison

The current QVMP.DE Sharpe Ratio is 1.91, which is higher than the BRK-B Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of QVMP.DE 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

QVMP.DEBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

-0.28

+2.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.66

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.63

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.49

+0.33

Drawdowns

QVMP.DE vs. BRK-B - Drawdown Comparison

The maximum QVMP.DE drawdown since its inception was -34.10%, smaller than the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for QVMP.DE and BRK-B.

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Drawdown Indicators

QVMP.DEBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-34.10%

-45.91%

+11.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.81%

-11.04%

+7.23%

Max Drawdown (3Y)

Largest decline over 3 years

-19.88%

-20.62%

+0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-19.88%

-22.31%

+2.43%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.74%

—

Current Drawdown

Current decline from peak

-0.18%

-17.01%

+16.83%

Average Drawdown

Average peak-to-trough decline

-5.04%

-9.73%

+4.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

5.30%

-3.73%

Volatility

QVMP.DE vs. BRK-B - Volatility Comparison

The current volatility for Invesco S&P 500 QVM UCITS ETF (QVMP.DE) is 2.72%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.72%. This indicates that QVMP.DE 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

QVMP.DEBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

3.72%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

7.38%

11.24%

-3.86%

Volatility (1Y)

Calculated over the trailing 1-year period

10.79%

15.04%

-4.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.03%

17.37%

-1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.08%

20.09%

-3.01%

Dividends

QVMP.DE vs. BRK-B - Dividend Comparison

QVMP.DE's dividend yield for the trailing twelve months is around 0.77%, while BRK-B has not paid dividends to shareholders.

PositionTTM202520242023202220212020201920182017
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QVMP.DE
Invesco S&P 500 QVM UCITS ETF		0.77%0.84%0.82%1.61%1.82%0.86%1.58%1.38%1.31%0.72%

Frequently Asked Questions

QVMP.DE and BRK-B have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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