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SPYG.DE vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPYG.DE and BRK-B is 0.36, 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.


-0.50.00.51.00.4

Performance

SPYG.DE vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (SPYG.DE) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
1.92%
8.99%
SPYG.DE
BRK-B

Key characteristics

Sharpe Ratio

SPYG.DE:

1.68

BRK-B:

1.39

Sortino Ratio

SPYG.DE:

2.32

BRK-B:

2.03

Omega Ratio

SPYG.DE:

1.30

BRK-B:

1.25

Calmar Ratio

SPYG.DE:

1.55

BRK-B:

2.49

Martin Ratio

SPYG.DE:

10.29

BRK-B:

5.85

Ulcer Index

SPYG.DE:

2.15%

BRK-B:

3.56%

Daily Std Dev

SPYG.DE:

13.19%

BRK-B:

14.99%

Max Drawdown

SPYG.DE:

-44.67%

BRK-B:

-53.86%

Current Drawdown

SPYG.DE:

0.00%

BRK-B:

-0.54%

Returns By Period

The year-to-date returns for both stocks are quite close, with SPYG.DE having a 6.08% return and BRK-B slightly lower at 6.00%. Over the past 10 years, SPYG.DE has underperformed BRK-B with an annualized return of 1.63%, while BRK-B has yielded a comparatively higher 12.50% annualized return.


SPYG.DE

YTD

6.08%

1M

9.48%

6M

8.55%

1Y

21.78%

5Y*

1.05%

10Y*

1.63%

BRK-B

YTD

6.00%

1M

6.77%

6M

8.99%

1Y

20.52%

5Y*

16.26%

10Y*

12.50%

*Annualized

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Risk-Adjusted Performance

SPYG.DE vs. BRK-B — Risk-Adjusted Performance Rank

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

SPYG.DE
The Risk-Adjusted Performance Rank of SPYG.DE is 6868
Overall Rank
The Sharpe Ratio Rank of SPYG.DE is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG.DE is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SPYG.DE is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SPYG.DE is 5555
Calmar Ratio Rank
The Martin Ratio Rank of SPYG.DE is 7676
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8484
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8080
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 7777
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPYG.DE vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (SPYG.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.


Sharpe ratio
The chart of Sharpe ratio for SPYG.DE, currently valued at 1.02, compared to the broader market0.002.004.001.021.06
The chart of Sortino ratio for SPYG.DE, currently valued at 1.49, compared to the broader market-2.000.002.004.006.008.0010.0012.001.491.60
The chart of Omega ratio for SPYG.DE, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.20
The chart of Calmar ratio for SPYG.DE, currently valued at 0.81, compared to the broader market0.005.0010.0015.000.811.88
The chart of Martin ratio for SPYG.DE, currently valued at 3.21, compared to the broader market0.0020.0040.0060.0080.00100.003.214.37
SPYG.DE
BRK-B

The current SPYG.DE Sharpe Ratio is 1.68, which is comparable to the BRK-B Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of SPYG.DE 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.02
1.06
SPYG.DE
BRK-B

Dividends

SPYG.DE vs. BRK-B - Dividend Comparison

SPYG.DE's dividend yield for the trailing twelve months is around 3.19%, while BRK-B has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SPYG.DE
SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist)
3.19%3.39%3.66%4.67%3.53%3.12%3.92%7.36%3.83%4.39%4.04%4.32%
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

SPYG.DE vs. BRK-B - Drawdown Comparison

The maximum SPYG.DE drawdown since its inception was -44.67%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for SPYG.DE and BRK-B. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.67%
-0.54%
SPYG.DE
BRK-B

Volatility

SPYG.DE vs. BRK-B - Volatility Comparison

The current volatility for SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (SPYG.DE) is 3.35%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.70%. This indicates that SPYG.DE 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.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.35%
4.70%
SPYG.DE
BRK-B
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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