VFEG.L vs. BRK-B
VFEG.L (Vanguard FTSE Emerging Markets UCITS ETF Acc) is Emerging Markets Equities fund tracking the MSCI EM NR USD, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, VFEG.L returned 5.67%/yr vs 12.29%/yr for BRK-B. At a 0.16 correlation, their price movements are largely independent.
Performance
VFEG.L vs. BRK-B - Performance Comparison
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Different Trading Currencies
VFEG.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, VFEG.L achieves a 9.05% return, which is significantly higher than BRK-B's -2.17% return.
VFEG.L
- 1D
- -0.14%
- 1M
- -1.60%
- YTD
- 9.05%
- 6M
- 9.31%
- 1Y
- 26.30%
- 3Y*
- 14.10%
- 5Y*
- 5.67%
- 10Y*
- —
BRK-B
- 1D
- -0.26%
- 1M
- 4.54%
- YTD
- -2.17%
- 6M
- -2.22%
- 1Y
- 0.03%
- 3Y*
- 11.03%
- 5Y*
- 12.29%
- 10Y*
- 13.89%
VFEG.L vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VFEG.L Vanguard FTSE Emerging Markets UCITS ETF Acc | 9.05% | 17.15% | 14.12% | 1.28% | -7.26% | -0.01% | 11.28% | -15.84% |
BRK-B Berkshire Hathaway Inc. | -2.17% | 2.99% | 29.31% | 9.69% | 15.59% | 30.17% | -0.64% | 2.12% |
Correlation
The correlation between VFEG.L and BRK-B is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2019 | 0.16 |
The correlation between VFEG.L and BRK-B shifts across timeframes, from -0.11 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VFEG.L vs. BRK-B — Risk / Return Rank
VFEG.L
BRK-B
VFEG.L vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.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.
| VFEG.L | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.87 | ||
| Sortino ratioReturn per unit of downside risk | +2.43 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.01 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 0.00 | +2.91 |
| Martin ratioReturn relative to average drawdown | 9.49 | 0.01 | +9.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VFEG.L | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 0.00 | +1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.73 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.59 | -0.42 |
Drawdowns
VFEG.L vs. BRK-B - Drawdown Comparison
The maximum VFEG.L drawdown since its inception was -34.33%, smaller than the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for VFEG.L and BRK-B.
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Drawdown Indicators
| VFEG.L | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.33% | -37.92% | +3.59% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -11.88% | +2.89% |
Max Drawdown (3Y)Largest decline over 3 years | -22.33% | -17.26% | -5.07% |
Max Drawdown (5Y)Largest decline over 5 years | -22.33% | -20.84% | -1.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.44% | — |
Current DrawdownCurrent decline from peak | -3.77% | -11.90% | +8.13% |
Average DrawdownAverage peak-to-trough decline | -11.89% | -7.39% | -4.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 5.53% | -2.76% |
Volatility
VFEG.L vs. BRK-B - Volatility Comparison
Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) has a higher volatility of 5.25% compared to Berkshire Hathaway Inc. (BRK-B) at 4.41%. This indicates that VFEG.L's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFEG.L | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 4.41% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 12.13% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.00% | 15.51% | -1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.27% | 16.93% | +3.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.20% | 19.87% | +2.33% |
Dividends
VFEG.L vs. BRK-B - Dividend Comparison
Neither VFEG.L nor BRK-B has paid dividends to shareholders.
Frequently Asked Questions
VFEG.L and BRK-B have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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