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

Performance

VUAG.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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

VUAG.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, VUAG.L achieves a -2.78% return, which is significantly higher than BRK-B's -3.26% return.


VUAG.L

1D
-24.47%
1M
-3.30%
YTD
-2.78%
6M
-0.25%
1Y
20.64%
3Y*
15.72%
5Y*
12.71%
10Y*

BRK-B

1D
0.37%
1M
-1.00%
YTD
-3.26%
6M
-2.47%
1Y
-10.79%
3Y*
13.03%
5Y*
14.09%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
-2.78%9.36%27.33%19.67%-8.88%30.97%201.05%9.30%
BRK-B
Berkshire Hathaway Inc.
-3.23%2.99%29.31%9.69%15.59%30.17%-0.64%6.81%

Correlation

The correlation between VUAG.L and BRK-B is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.


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Return for Risk

VUAG.L vs. BRK-B — Risk / Return Rank

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

VUAG.L
VUAG.L Risk / Return Rank: 4040
Overall Rank
VUAG.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VUAG.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
VUAG.L Omega Ratio Rank: 6161
Omega Ratio Rank
VUAG.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
VUAG.L Martin Ratio Rank: 6565
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 1515
Overall Rank
BRK-B Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1515
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1414
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1515
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 1616
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.

VUAG.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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.


VUAG.LBRK-BDifference

Sharpe ratio

Return per unit of total volatility

0.33

-0.67

+1.00

Sortino ratio

Return per unit of downside risk

0.88

-0.82

+1.70

Omega ratio

Gain probability vs. loss probability

1.24

0.89

+0.35

Calmar ratio

Return relative to maximum drawdown

0.84

-0.73

+1.57

Martin ratio

Return relative to average drawdown

8.32

-1.12

+9.43

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

The current VUAG.L Sharpe Ratio is 0.33, which is higher than the BRK-B Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of VUAG.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


VUAG.LBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

-0.67

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.83

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.59

+0.18

Drawdowns

VUAG.L vs. BRK-B - Drawdown Comparison

The maximum VUAG.L drawdown since its inception was -25.61%, smaller than the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for VUAG.L and BRK-B.


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Drawdown Indicators


VUAG.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-25.61%

-53.86%

+28.25%

Max Drawdown (1Y)

Largest decline over 1 year

-24.47%

-14.95%

-9.52%

Max Drawdown (5Y)

Largest decline over 5 years

-24.47%

-26.58%

+2.11%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-24.47%

-11.57%

-12.90%

Average Drawdown

Average peak-to-trough decline

-3.58%

-11.07%

+7.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

8.75%

-6.27%

Volatility

VUAG.L vs. BRK-B - Volatility Comparison

Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) has a higher volatility of 42.18% compared to Berkshire Hathaway Inc. (BRK-B) at 4.59%. This indicates that VUAG.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


VUAG.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

42.18%

4.59%

+37.59%

Volatility (6M)

Calculated over the trailing 6-month period

42.00%

12.26%

+29.74%

Volatility (1Y)

Calculated over the trailing 1-year period

45.19%

18.96%

+26.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.86%

16.94%

+6.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.93%

19.84%

+20.09%

Dividends

VUAG.L vs. BRK-B - Dividend Comparison

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


TTM202520242023202220212020
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%71.39%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%