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

QVMP.DE vs. BRK-B

Last updated Jun 26, 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 16.32%/yr vs 12.97%/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 23.28% return, which is significantly higher than BRK-B's 0.30% return.

QVMP.DE

1D
1.45%
1M
4.90%
YTD
23.28%
6M
23.49%
1Y
30.36%
3Y*
23.50%
5Y*
16.32%
10Y*
—

BRK-B

1D
-1.48%
1M
3.21%
YTD
0.30%
6M
0.83%
1Y
2.89%
3Y*
11.89%
5Y*
12.97%
10Y*
13.07%
*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		23.28%1.52%37.26%3.43%6.14%36.89%-1.58%28.89%-3.41%0.79%
BRK-B
Berkshire Hathaway Inc.		0.30%-2.27%35.48%12.00%9.71%38.60%-6.07%13.44%7.84%14.33%

Correlation

The correlation between QVMP.DE and BRK-B is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.32

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

0.32

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

0.39

Correlation (All Time)
Calculated using the full available price history since May 18, 2017

0.43

The correlation between QVMP.DE and BRK-B shifts across timeframes, from 0.32 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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. VOOQVMP.DE vs. PQVG.LQVMP.DE vs. SCHGQVMP.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: 9393
Overall Rank
QVMP.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
QVMP.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
QVMP.DE Omega Ratio Rank: 8989
Omega Ratio Rank
QVMP.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
QVMP.DE Martin Ratio Rank: 9494
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 4141
Overall Rank
BRK-B Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3636
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3636
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4444
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4444
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.

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.

QVMP.DEBRK-BDifference
Sharpe ratioReturn per unit of total volatility
2.74
0.19

+2.55

Sortino ratioReturn per unit of downside risk
3.89
0.37

+3.52

Omega ratioGain probability vs. loss probability

1.49

1.05

+0.45

Calmar ratioReturn relative to maximum drawdown

7.94

0.26

+7.67

Martin ratioReturn relative to average drawdown

23.35

0.59

+22.76

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

The current QVMP.DE Sharpe Ratio is 2.74, which is higher than the BRK-B Sharpe Ratio of 0.19. 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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Drawdowns

QVMP.DE vs. BRK-B - Drawdown Comparison

The maximum QVMP.DE drawdown since its inception was -34.11%, 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

-34.11%

-45.91%

+11.80%

Max Drawdown (1Y)

Largest decline over 1 year

-3.81%

-11.04%

+7.23%

Max Drawdown (3Y)

Largest decline over 3 years

-19.87%

-20.62%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-19.87%

-22.31%

+2.44%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.74%

—

Current Drawdown

Current decline from peak

-0.60%

-13.57%

+12.97%

Average Drawdown

Average peak-to-trough decline

-5.51%

-9.76%

+4.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

4.92%

-3.62%

Volatility

QVMP.DE vs. BRK-B - Volatility Comparison

Invesco S&P 500 QVM UCITS ETF (QVMP.DE) and Berkshire Hathaway Inc. (BRK-B) have volatilities of 4.35% and 4.30%, 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.

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Volatility by Period

QVMP.DEBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

4.30%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.25%

11.32%

-3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

11.18%

15.23%

-4.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

17.39%

-1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

20.09%

-1.76%

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 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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