SP5L.L vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) and Berkshire Hathaway Inc. (BRK-B).

SP5L.L is a passively managed fund by Amundi that tracks the performance of the S&P 500 Index. It was launched on Dec 9, 2014.

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.

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	-3.13%	9.50%	27.61%	19.99%	-8.84%	31.19%	13.92%	26.93%	0.03%	6.79%
BRK-B Berkshire Hathaway Inc.	-3.23%	2.99%	29.31%	9.69%	15.59%	30.17%	-0.64%	6.71%	9.11%	10.97%

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

The year-to-date returns for both stocks are quite close, with SP5L.L having a -3.13% return and BRK-B slightly lower at -3.23%.

SP5L.L

• 1D: 1.60%
• 1M: -3.31%
• YTD: -3.13%
• 6M: 0.19%
• 1Y: 14.91%
• 3Y*: 15.93%
• 5Y*: 12.80%
• 10Y*: —

BRK-B

• 1D: -0.38%
• 1M: 0.78%
• YTD: -3.23%
• 6M: -2.33%
• 1Y: -12.48%
• 3Y*: 12.98%
• 5Y*: 14.10%
• 10Y*: 13.58%

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

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: 58
SP5L.L Sharpe Ratio Rank: 51
SP5L.L Sortino Ratio Rank: 50
SP5L.L Omega Ratio Rank: 51
SP5L.L Calmar Ratio Rank: 74
SP5L.L Martin Ratio Rank: 66

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 16
BRK-B Sortino Ratio Rank: 16
BRK-B Omega Ratio Rank: 16
BRK-B Calmar Ratio Rank: 17
BRK-B Martin Ratio Rank: 19

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	0.97	-0.66	+1.63
Sortino ratio Return per unit of downside risk	1.40	-0.80	+2.20
Omega ratio Gain probability vs. loss probability	1.20	0.90	+0.31
Calmar ratio Return relative to maximum drawdown	2.04	-0.73	+2.77
Martin ratio Return relative to average drawdown	6.96	-1.11	+8.07
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 0.97, which is higher than the BRK-B Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of SP5L.L and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SP5L.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	-0.66	+1.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.89	0.84	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.69	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.84	0.58	+0.26

Correlation

The correlation between SP5L.L and BRK-B is 0.40, 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

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

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%	-53.86%	+28.39%
Max Drawdown (1Y) Largest decline over 1 year	-10.76%	-14.95%	+4.19%
Max Drawdown (5Y) Largest decline over 5 years	-21.12%	-26.58%	+5.46%
Max Drawdown (10Y) Largest decline over 10 years	—	-29.57%	—
Current Drawdown Current decline from peak	-4.88%	-11.36%	+6.48%
Average Drawdown Average peak-to-trough decline	-3.55%	-11.07%	+7.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.11%	8.72%	-6.61%

Volatility

SP5L.L vs. BRK-B - Volatility Comparison

The current volatility for Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) is 3.77%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.68%. 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	3.77%	4.68%	-0.91%
Volatility (6M) Calculated over the trailing 6-month period	8.33%	12.29%	-3.96%
Volatility (1Y) Calculated over the trailing 1-year period	15.41%	18.95%	-3.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.33%	16.95%	-2.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.94%	19.84%	-3.90%