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VFEG.L vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFEG.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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

VFEG.L vs. BRK-B - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

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

VFEG.L
VFEG.L Risk / Return Rank: 6161
Overall Rank
VFEG.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VFEG.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
VFEG.L Omega Ratio Rank: 6262
Omega Ratio Rank
VFEG.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
VFEG.L Martin Ratio Rank: 5959
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3535
Overall Rank
BRK-B Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3030
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3030
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 3838
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 3737
Martin Ratio Rank
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.

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.LBRK-BDifference
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

VFEG.L vs. BRK-B - Sharpe Ratio Comparison

The current VFEG.L Sharpe Ratio is 1.87, which is higher than the BRK-B Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of VFEG.L and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VFEG.LBRK-BDifference

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.LBRK-BDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.77%

-11.90%

+8.13%

Average Drawdown

Average peak-to-trough decline

-11.89%

-7.39%

-4.50%

Ulcer Index

Depth 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.LBRK-BDifference

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.


Tickers have no history of dividend payments

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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