SC0Y.DE vs. BRK-B

Last updated Jun 5, 2026

SC0Y.DE (Invesco European Insurance Sector UCITS ETF Acc) is Financials Equities fund tracking the STOXX® Europe 600 Optimised Insurance, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, SC0Y.DE returned 10.75%/yr vs 12.68%/yr for BRK-B. At a 0.34 correlation, their price movements are largely independent.

Performance

SC0Y.DE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

SC0Y.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, SC0Y.DE achieves a -2.77% return, which is significantly higher than BRK-B's -3.69% return. Over the past 10 years, SC0Y.DE has underperformed BRK-B with an annualized return of 10.75%, while BRK-B has yielded a comparatively higher 12.68% annualized return.

SC0Y.DE

• 1D: 0.26%
• 1M: -1.73%
• YTD: -2.77%
• 6M: 2.04%
• 1Y: 2.50%
• 3Y*: 17.89%
• 5Y*: 13.84%
• 10Y*: 10.75%

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)

SC0Y.DE vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SC0Y.DE Invesco European Insurance Sector UCITS ETF Acc	-2.77%	29.31%	22.30%	12.85%	2.78%	19.96%	-10.11%	29.63%	-7.85%	10.14%
BRK-B Berkshire Hathaway Inc.	-3.69%	-2.27%	35.48%	12.00%	9.71%	38.60%	-6.07%	13.44%	7.84%	6.68%

Correlation

The correlation between SC0Y.DE and BRK-B is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (10Y) Calculated over the trailing 10-year period	0.35
Correlation (All Time) Calculated using the full available price history since Aug 10, 2009	0.34

The correlation between SC0Y.DE and BRK-B shifts across timeframes, from 0.21 (1 year) to 0.35 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

SC0Y.DE vs. BRK-B — Risk / Return Rank

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

SC0Y.DE

SC0Y.DE Risk / Return Rank: 12
SC0Y.DE Sharpe Ratio Rank: 12
SC0Y.DE Sortino Ratio Rank: 11
SC0Y.DE Omega Ratio Rank: 11
SC0Y.DE Calmar Ratio Rank: 13
SC0Y.DE Martin Ratio Rank: 13

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.

SC0Y.DE vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Insurance Sector UCITS ETF Acc (SC0Y.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.

	SC0Y.DE	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	0.17	-0.28	+0.45
Sortino ratio: Return per unit of downside risk	0.32	-0.28	+0.61
Omega ratio: Gain probability vs. loss probability	1.04	0.97	+0.07
Calmar ratio: Return relative to maximum drawdown	0.35	-0.38	+0.73
Martin ratio: Return relative to average drawdown	0.71	-0.79	+1.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SC0Y.DE vs. BRK-B - Sharpe Ratio Comparison

The current SC0Y.DE Sharpe Ratio is 0.17, which is higher than the BRK-B Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of SC0Y.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.

Sharpe Ratios by Period

	SC0Y.DE	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.17	-0.28	+0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.82	0.66	+0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	0.63	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.49	+0.03

Drawdowns

SC0Y.DE vs. BRK-B - Drawdown Comparison

The maximum SC0Y.DE drawdown since its inception was -46.88%, roughly equal to the maximum BRK-B drawdown of -45.91%. Use the drawdown chart below to compare losses from any high point for SC0Y.DE and BRK-B.

Drawdown Indicators

	SC0Y.DE	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-46.88%	-45.91%	-0.97%
Max Drawdown (1Y) Largest decline over 1 year	-7.02%	-11.04%	+4.02%
Max Drawdown (3Y) Largest decline over 3 years	-12.60%	-20.62%	+8.02%
Max Drawdown (5Y) Largest decline over 5 years	-18.89%	-22.31%	+3.42%
Max Drawdown (10Y) Largest decline over 10 years	-46.88%	-28.74%	-18.14%
Current Drawdown Current decline from peak	-5.41%	-17.01%	+11.60%
Average Drawdown Average peak-to-trough decline	-7.14%	-9.73%	+2.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.49%	5.30%	-1.81%

Volatility

SC0Y.DE vs. BRK-B - Volatility Comparison

Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) has a higher volatility of 4.60% compared to Berkshire Hathaway Inc. (BRK-B) at 3.72%. This indicates that SC0Y.DE's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SC0Y.DE	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.60%	3.72%	+0.88%
Volatility (6M) Calculated over the trailing 6-month period	11.38%	11.24%	+0.14%
Volatility (1Y) Calculated over the trailing 1-year period	14.86%	15.04%	-0.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.61%	17.37%	-0.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.86%	20.09%	-0.23%

Dividends

SC0Y.DE vs. BRK-B - Dividend Comparison

Neither SC0Y.DE nor BRK-B has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both SC0Y.DE and BRK-B in my portfolio?

SC0Y.DE and BRK-B have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.