SC0Y.DE vs. BRK-B
Compare and contrast key facts about Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) and Berkshire Hathaway Inc. (BRK-B).
SC0Y.DE is a passively managed fund by Invesco that tracks the performance of the STOXX® Europe 600 Optimised Insurance. It was launched on Jul 8, 2009.
Performance
SC0Y.DE vs. BRK-B - Performance Comparison
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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 | -2.56% | 29.31% | 22.30% | 12.85% | 2.78% | 19.96% | -10.11% | 29.63% | -7.85% | 10.14% |
BRK-B Berkshire Hathaway Inc. | -3.34% | -2.27% | 35.48% | 12.00% | 9.71% | 38.60% | -6.07% | 13.44% | 7.84% | 6.68% |
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 -2.56% return, which is significantly higher than BRK-B's -3.15% return. Over the past 10 years, SC0Y.DE has underperformed BRK-B with an annualized return of 11.28%, while BRK-B has yielded a comparatively higher 12.63% annualized return.
SC0Y.DE
- 1D
- 1.86%
- 1M
- -0.82%
- YTD
- -2.56%
- 6M
- 1.45%
- 1Y
- 7.19%
- 3Y*
- 19.82%
- 5Y*
- 13.79%
- 10Y*
- 11.28%
BRK-B
- 1D
- 0.00%
- 1M
- 0.89%
- YTD
- -3.15%
- 6M
- -2.40%
- 1Y
- -16.07%
- 3Y*
- 13.32%
- 5Y*
- 13.58%
- 10Y*
- 12.63%
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Return for Risk
SC0Y.DE vs. BRK-B — Risk / Return Rank
SC0Y.DE
BRK-B
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 ratioReturn per unit of total volatility | 0.40 | -0.82 | +1.21 |
Sortino ratioReturn per unit of downside risk | 0.63 | -1.02 | +1.65 |
Omega ratioGain probability vs. loss probability | 1.09 | 0.86 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.64 | -0.77 | +1.41 |
Martin ratioReturn relative to average drawdown | 2.01 | -1.10 | +3.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SC0Y.DE | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | -0.82 | +1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.78 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.63 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.51 | +0.01 |
Correlation
The correlation between SC0Y.DE and BRK-B is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SC0Y.DE vs. BRK-B - Dividend Comparison
Neither SC0Y.DE nor BRK-B has paid dividends to shareholders.
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.
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Drawdown Indicators
| SC0Y.DE | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.88% | -53.86% | +6.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -14.95% | +2.67% |
Max Drawdown (5Y)Largest decline over 5 years | -18.89% | -26.58% | +7.69% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | -29.57% | -17.31% |
Current DrawdownCurrent decline from peak | -2.56% | -11.36% | +8.80% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -11.07% | +3.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 8.72% | -5.15% |
Volatility
SC0Y.DE vs. BRK-B - Volatility Comparison
Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) has a higher volatility of 5.22% compared to Berkshire Hathaway Inc. (BRK-B) at 4.41%. 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.
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Volatility by Period
| SC0Y.DE | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 4.41% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 11.71% | -1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.97% | 19.78% | -1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.52% | 17.45% | -0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.94% | 20.14% | -0.20% |