SP5L.L vs. BRK-B

Last updated Jun 5, 2026

SP5L.L (Lyxor S&P 500 UCITS ETF - Acc) is S&P 500 fund tracking the S&P 500 Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, SP5L.L returned 15.13%/yr vs 11.54%/yr for BRK-B. At a 0.39 correlation, their price movements are largely independent.

Performance

SP5L.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

SP5L.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, SP5L.L achieves a 10.62% return, which is significantly higher than BRK-B's -4.39% return.

SP5L.L

• 1D: -0.00%
• 1M: 5.55%
• YTD: 10.62%
• 6M: 10.54%
• 1Y: 29.36%
• 3Y*: 19.21%
• 5Y*: 15.13%
• 10Y*: —

BRK-B

• 1D: 0.69%
• 1M: 3.76%
• YTD: -4.39%
• 6M: -5.55%
• 1Y: -1.57%
• 3Y*: 10.51%
• 5Y*: 11.54%
• 10Y*: 13.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SP5L.L vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SP5L.L Lyxor S&P 500 UCITS ETF - Acc	10.62%	9.50%	27.61%	19.99%	-8.84%	31.19%	13.92%	26.93%	0.03%	6.79%
BRK-B Berkshire Hathaway Inc.	-4.39%	2.99%	29.31%	9.69%	15.59%	30.17%	-0.64%	6.71%	9.11%	10.97%

Correlation

The correlation between SP5L.L and BRK-B is 0.05, 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	0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (All Time) Calculated using the full available price history since Jul 11, 2017	0.39

Over the past year, the correlation between SP5L.L and BRK-B has dropped to 0.05 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

Return for Risk

SP5L.L vs. BRK-B — Risk / Return Rank

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

SP5L.L

SP5L.L Risk / Return Rank: 82
SP5L.L Sharpe Ratio Rank: 85
SP5L.L Sortino Ratio Rank: 84
SP5L.L Omega Ratio Rank: 86
SP5L.L Calmar Ratio Rank: 80
SP5L.L Martin Ratio Rank: 77

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.

SP5L.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor S&P 500 UCITS ETF - Acc (SP5L.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.

	SP5L.L	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	2.79	-0.10	+2.89
Sortino ratio: Return per unit of downside risk	3.72	-0.04	+3.75
Omega ratio: Gain probability vs. loss probability	1.52	1.00	+0.53
Calmar ratio: Return relative to maximum drawdown	4.06	-0.13	+4.19
Martin ratio: Return relative to average drawdown	14.64	-0.29	+14.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SP5L.L vs. BRK-B - Sharpe Ratio Comparison

The current SP5L.L Sharpe Ratio is 2.79, which is higher than the BRK-B Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of SP5L.L 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

	SP5L.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.79	-0.10	+2.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.06	0.69	+0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.70	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	0.59	+0.35

Drawdowns

SP5L.L vs. BRK-B - Drawdown Comparison

The maximum SP5L.L drawdown since its inception was -25.47%, smaller than the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for SP5L.L and BRK-B.

Drawdown Indicators

	SP5L.L	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-25.47%	-37.92%	+12.45%
Max Drawdown (1Y) Largest decline over 1 year	-7.20%	-11.88%	+4.68%
Max Drawdown (3Y) Largest decline over 3 years	-21.12%	-17.26%	-3.86%
Max Drawdown (5Y) Largest decline over 5 years	-21.12%	-20.84%	-0.28%
Max Drawdown (10Y) Largest decline over 10 years	—	-21.44%	—
Current Drawdown Current decline from peak	-0.22%	-13.90%	+13.68%
Average Drawdown Average peak-to-trough decline	-3.50%	-7.39%	+3.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.00%	5.50%	-3.50%

Volatility

SP5L.L vs. BRK-B - Volatility Comparison

The current volatility for Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) is 2.61%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.86%. This indicates that SP5L.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.

Volatility by Period

	SP5L.L	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.61%	3.86%	-1.25%
Volatility (6M) Calculated over the trailing 6-month period	7.16%	11.95%	-4.79%
Volatility (1Y) Calculated over the trailing 1-year period	10.49%	15.41%	-4.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.26%	16.90%	-2.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.84%	19.85%	-4.01%

Dividends

SP5L.L vs. BRK-B - Dividend Comparison

Neither SP5L.L nor BRK-B has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both SP5L.L and BRK-B in my portfolio?

SP5L.L and BRK-B have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.