SPY5.L vs. BRK-B
Compare and contrast key facts about SPDR® S&P 500 UCITS ETF (Dist) (SPY5.L) and Berkshire Hathaway Inc. (BRK-B).
SPY5.L is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Mar 19, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPY5.L or BRK-B.
Key characteristics
| SPY5.L | BRK-B | |
|---|---|---|
| YTD Return | 26.49% | 31.25% |
| 1Y Return | 34.55% | 32.14% |
| 3Y Return (Ann) | 9.98% | 17.90% |
| 5Y Return (Ann) | 15.44% | 16.38% |
| 10Y Return (Ann) | 13.17% | 12.42% |
| Sharpe Ratio | 2.99 | 2.35 |
| Sortino Ratio | 4.15 | 3.28 |
| Omega Ratio | 1.57 | 1.42 |
| Calmar Ratio | 4.49 | 4.45 |
| Martin Ratio | 19.33 | 11.65 |
| Ulcer Index | 1.77% | 2.90% |
| Daily Std Dev | 11.61% | 14.38% |
| Max Drawdown | -33.89% | -53.86% |
| Current Drawdown | -0.21% | -2.19% |
Correlation
The correlation between SPY5.L and BRK-B is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SPY5.L vs. BRK-B - Performance Comparison
In the year-to-date period, SPY5.L achieves a 26.49% return, which is significantly lower than BRK-B's 31.25% return. Over the past 10 years, SPY5.L has outperformed BRK-B with an annualized return of 13.17%, while BRK-B has yielded a comparatively lower 12.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SPY5.L vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR® S&P 500 UCITS ETF (Dist) (SPY5.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.
Dividends
SPY5.L vs. BRK-B - Dividend Comparison
SPY5.L's dividend yield for the trailing twelve months is around 1.03%, while BRK-B has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY5.L SPDR® S&P 500 UCITS ETF (Dist) | 1.03% | 1.19% | 1.40% | 0.99% | 1.28% | 1.71% | 2.20% | 2.29% | 1.64% | 1.73% | 1.49% | 1.48% |
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% | 0.00% | 0.00% |
Drawdowns
SPY5.L vs. BRK-B - Drawdown Comparison
The maximum SPY5.L drawdown since its inception was -33.89%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for SPY5.L and BRK-B. For additional features, visit the drawdowns tool.
Volatility
SPY5.L vs. BRK-B - Volatility Comparison
The current volatility for SPDR® S&P 500 UCITS ETF (Dist) (SPY5.L) is 3.73%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.63%. This indicates that SPY5.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.