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

Performance

XLC vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Communication Services Select Sector SPDR Fund (XLC) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XLC achieves a -4.85% return, which is significantly lower than BRK-B's -2.67% return.


XLC

1D
-0.42%
1M
-4.66%
YTD
-4.85%
6M
-3.59%
1Y
10.19%
3Y*
21.60%
5Y*
8.03%
10Y*

BRK-B

1D
0.71%
1M
1.07%
YTD
-2.67%
6M
-2.06%
1Y
0.35%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLC vs. BRK-B - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XLC
Communication Services Select Sector SPDR Fund
-4.85%23.08%34.71%52.82%-37.63%15.96%26.90%31.05%-16.45%
BRK-B
Berkshire Hathaway Inc.
-2.67%10.89%27.09%15.46%3.31%28.95%2.37%10.93%6.84%

Correlation

The correlation between XLC and BRK-B is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2018

0.46

Over the past year, the correlation between XLC and BRK-B has dropped to 0.21 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

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Return for Risk

XLC vs. BRK-B — Risk / Return Rank

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

XLC
XLC Risk / Return Rank: 2222
Overall Rank
XLC Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XLC Sortino Ratio Rank: 2222
Sortino Ratio Rank
XLC Omega Ratio Rank: 2020
Omega Ratio Rank
XLC Calmar Ratio Rank: 2222
Calmar Ratio Rank
XLC Martin Ratio Rank: 2424
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
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.

XLC vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Communication Services Select Sector SPDR Fund (XLC) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XLCBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+1.00

Omega ratioGain probability vs. loss probability

1.12

1.01

+0.11

Calmar ratioReturn relative to maximum drawdown

0.86

-0.02

+0.89

Martin ratioReturn relative to average drawdown

2.73

-0.05

+2.78

XLC vs. BRK-B - Sharpe Ratio Comparison

The current XLC Sharpe Ratio is 0.69, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of XLC 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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Drawdowns

XLC vs. BRK-B - Drawdown Comparison

The maximum XLC drawdown since its inception was -46.65%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for XLC and BRK-B.


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Drawdown Indicators


XLCBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-46.65%

-53.86%

+7.21%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-9.42%

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-17.97%

-14.95%

-3.02%

Max Drawdown (5Y)

Largest decline over 5 years

-46.65%

-26.58%

-20.07%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-6.72%

-9.36%

+2.64%

Average Drawdown

Average peak-to-trough decline

-10.58%

-11.07%

+0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

4.53%

-1.20%

Volatility

XLC vs. BRK-B - Volatility Comparison

The current volatility for Communication Services Select Sector SPDR Fund (XLC) is 3.57%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.95%. This indicates that XLC 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.


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Volatility by Period


XLCBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

3.95%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

10.78%

-1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

13.28%

14.38%

-1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.68%

17.12%

+3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.17%

19.44%

+2.73%

Dividends

XLC vs. BRK-B - Dividend Comparison

XLC's dividend yield for the trailing twelve months is around 1.25%, while BRK-B has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLC
Communication Services Select Sector SPDR Fund
1.25%1.13%0.99%0.82%1.10%0.74%0.68%0.82%0.64%

Frequently Asked Questions


XLC and BRK-B have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRK-B has higher volatility (3.95%) compared to XLC (3.57%). In terms of maximum drawdown, XLC dropped -46.65% vs BRK-B's -53.86%.

XLC currently has the higher Sharpe Ratio (0.69 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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