XLFQ.L vs. BRK-A

Last updated Jun 5, 2026

XLFQ.L (Invesco US Financials Sector UCITS ETF) is Financials Equities fund tracking the MSCI World/Financials NR USD, while BRK-A (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, XLFQ.L returned 13.02%/yr vs 13.78%/yr for BRK-A. A 0.52 correlation means they provide meaningful diversification when combined.

Performance

XLFQ.L vs. BRK-A - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco US Financials Sector UCITS ETF (XLFQ.L) and Berkshire Hathaway Inc. (BRK-A). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XLFQ.L is traded in GBp, while BRK-A is traded in USD. To make them comparable, the BRK-A values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XLFQ.L achieves a -4.71% return, which is significantly lower than BRK-A's -4.43% return. Over the past 10 years, XLFQ.L has underperformed BRK-A with an annualized return of 13.02%, while BRK-A has yielded a comparatively higher 13.78% annualized return.

XLFQ.L

• 1D: 3.26%
• 1M: 2.31%
• YTD: -4.71%
• 6M: -2.62%
• 1Y: 4.63%
• 3Y*: 15.45%
• 5Y*: 9.10%
• 10Y*: 13.02%

BRK-A

• 1D: 0.66%
• 1M: 3.58%
• YTD: -4.43%
• 6M: -5.47%
• 1Y: -1.69%
• 3Y*: 10.09%
• 5Y*: 11.54%
• 10Y*: 13.78%

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

XLFQ.L vs. BRK-A - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XLFQ.L Invesco US Financials Sector UCITS ETF	-4.71%	7.07%	32.15%	6.12%	-0.39%	37.90%	-6.56%	27.16%	-9.51%	11.87%
BRK-A Berkshire Hathaway Inc.	-4.43%	2.95%	27.68%	9.98%	16.37%	30.80%	-0.59%	6.76%	8.92%	11.36%

Correlation

The correlation between XLFQ.L and BRK-A is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (10Y) Calculated over the trailing 10-year period	0.52
Correlation (All Time) Calculated using the full available price history since Jun 27, 2013	0.52

The correlation between XLFQ.L and BRK-A shifts across timeframes, from 0.38 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XLFQ.L vs. BRK-A — Risk / Return Rank

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

XLFQ.L

XLFQ.L Risk / Return Rank: 14
XLFQ.L Sharpe Ratio Rank: 14
XLFQ.L Sortino Ratio Rank: 14
XLFQ.L Omega Ratio Rank: 13
XLFQ.L Calmar Ratio Rank: 13
XLFQ.L Martin Ratio Rank: 13

BRK-A

BRK-A Risk / Return Rank: 30
BRK-A Sharpe Ratio Rank: 34
BRK-A Sortino Ratio Rank: 27
BRK-A Omega Ratio Rank: 27
BRK-A Calmar Ratio Rank: 32
BRK-A Martin Ratio Rank: 31

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.

XLFQ.L vs. BRK-A - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Financials Sector UCITS ETF (XLFQ.L) and Berkshire Hathaway Inc. (BRK-A). 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.

	XLFQ.L	BRK-A	Difference
Sharpe ratio: Return per unit of total volatility	0.33	-0.11	+0.44
Sortino ratio: Return per unit of downside risk	0.57	-0.05	+0.62
Omega ratio: Gain probability vs. loss probability	1.07	0.99	+0.07
Calmar ratio: Return relative to maximum drawdown	0.36	-0.14	+0.50
Martin ratio: Return relative to average drawdown	0.84	-0.31	+1.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XLFQ.L vs. BRK-A - Sharpe Ratio Comparison

The current XLFQ.L Sharpe Ratio is 0.33, which is higher than the BRK-A Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of XLFQ.L and BRK-A, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XLFQ.L	BRK-A	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.33	-0.11	+0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.68	-0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	0.71	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.59	+0.05

Drawdowns

XLFQ.L vs. BRK-A - Drawdown Comparison

The maximum XLFQ.L drawdown since its inception was -35.39%, roughly equal to the maximum BRK-A drawdown of -36.09%. Use the drawdown chart below to compare losses from any high point for XLFQ.L and BRK-A.

Drawdown Indicators

	XLFQ.L	BRK-A	Difference
Max Drawdown Largest peak-to-trough decline	-35.39%	-36.09%	+0.70%
Max Drawdown (1Y) Largest decline over 1 year	-12.81%	-11.98%	-0.83%
Max Drawdown (3Y) Largest decline over 3 years	-19.01%	-17.21%	-1.80%
Max Drawdown (5Y) Largest decline over 5 years	-19.01%	-20.59%	+1.58%
Max Drawdown (10Y) Largest decline over 10 years	-35.39%	-21.87%	-13.52%
Current Drawdown Current decline from peak	-6.62%	-13.76%	+7.14%
Average Drawdown Average peak-to-trough decline	-5.65%	-7.34%	+1.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.48%	5.51%	-0.03%

Volatility

XLFQ.L vs. BRK-A - Volatility Comparison

Invesco US Financials Sector UCITS ETF (XLFQ.L) has a higher volatility of 4.46% compared to Berkshire Hathaway Inc. (BRK-A) at 3.87%. This indicates that XLFQ.L's price experiences larger fluctuations and is considered to be riskier than BRK-A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XLFQ.L	BRK-A	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.46%	3.87%	+0.59%
Volatility (6M) Calculated over the trailing 6-month period	10.48%	11.58%	-1.10%
Volatility (1Y) Calculated over the trailing 1-year period	13.91%	15.01%	-1.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.52%	16.98%	+0.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.14%	19.35%	+0.79%

Dividends

XLFQ.L vs. BRK-A - Dividend Comparison

Neither XLFQ.L nor BRK-A has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XLFQ.L and BRK-A in my portfolio?

XLFQ.L and BRK-A have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.