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USLV.L vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USLV.L and BRK-B is 0.37, 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

USLV.L vs. BRK-B - Performance Comparison

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

0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
4.72%
8.11%
USLV.L
BRK-B

Key characteristics

Sharpe Ratio

USLV.L:

1.64

BRK-B:

1.41

Sortino Ratio

USLV.L:

2.57

BRK-B:

2.06

Omega Ratio

USLV.L:

1.29

BRK-B:

1.26

Calmar Ratio

USLV.L:

1.95

BRK-B:

2.52

Martin Ratio

USLV.L:

7.27

BRK-B:

5.93

Ulcer Index

USLV.L:

2.17%

BRK-B:

3.56%

Daily Std Dev

USLV.L:

9.58%

BRK-B:

14.95%

Max Drawdown

USLV.L:

-27.37%

BRK-B:

-53.86%

Current Drawdown

USLV.L:

-2.81%

BRK-B:

-0.05%

Returns By Period

In the year-to-date period, USLV.L achieves a 3.01% return, which is significantly lower than BRK-B's 6.52% return. Over the past 10 years, USLV.L has underperformed BRK-B with an annualized return of 10.61%, while BRK-B has yielded a comparatively higher 12.53% annualized return.


USLV.L

YTD

3.01%

1M

-1.44%

6M

8.63%

1Y

15.95%

5Y*

5.56%

10Y*

10.61%

BRK-B

YTD

6.52%

1M

3.18%

6M

7.69%

1Y

18.92%

5Y*

16.24%

10Y*

12.53%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

USLV.L vs. BRK-B — Risk-Adjusted Performance Rank

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

USLV.L
The Risk-Adjusted Performance Rank of USLV.L is 6666
Overall Rank
The Sharpe Ratio Rank of USLV.L is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of USLV.L is 7474
Sortino Ratio Rank
The Omega Ratio Rank of USLV.L is 6464
Omega Ratio Rank
The Calmar Ratio Rank of USLV.L is 6161
Calmar Ratio Rank
The Martin Ratio Rank of USLV.L is 6262
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8383
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8484
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 9292
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.

USLV.L vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 Low Volatility UCITS ETF (USLV.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.


Sharpe ratio
The chart of Sharpe ratio for USLV.L, currently valued at 1.61, compared to the broader market0.002.004.001.611.23
The chart of Sortino ratio for USLV.L, currently valued at 2.32, compared to the broader market0.005.0010.002.321.83
The chart of Omega ratio for USLV.L, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.23
The chart of Calmar ratio for USLV.L, currently valued at 1.67, compared to the broader market0.005.0010.0015.0020.001.672.15
The chart of Martin ratio for USLV.L, currently valued at 5.17, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.175.07
USLV.L
BRK-B

The current USLV.L Sharpe Ratio is 1.64, which is comparable to the BRK-B Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of USLV.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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.61
1.23
USLV.L
BRK-B

Dividends

USLV.L vs. BRK-B - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

USLV.L vs. BRK-B - Drawdown Comparison

The maximum USLV.L drawdown since its inception was -27.37%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for USLV.L and BRK-B. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.32%
-0.05%
USLV.L
BRK-B

Volatility

USLV.L vs. BRK-B - Volatility Comparison

The current volatility for SPDR S&P 500 Low Volatility UCITS ETF (USLV.L) is 2.15%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.58%. This indicates that USLV.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.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
2.15%
4.58%
USLV.L
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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