XLPP.L vs. BRK-B
Compare and contrast key facts about Invesco US Consumer Staples Sector UCITS ETF (XLPP.L) and Berkshire Hathaway Inc. (BRK-B).
XLPP.L is a passively managed fund by Invesco that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. It was launched on Dec 16, 2009.
Performance
XLPP.L vs. BRK-B - Performance Comparison
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XLPP.L vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLPP.L Invesco US Consumer Staples Sector UCITS ETF | 7.34% | -2.88% | 15.99% | -5.68% | 11.45% | 19.81% | 5.47% | 22.94% | -4.14% | 2.23% |
BRK-B Berkshire Hathaway Inc. | -3.23% | 2.99% | 29.31% | 9.69% | 15.59% | 30.17% | -0.64% | 6.71% | 9.11% | 11.10% |
Different Trading Currencies
XLPP.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, XLPP.L achieves a 7.34% return, which is significantly higher than BRK-B's -3.23% return. Over the past 10 years, XLPP.L has underperformed BRK-B with an annualized return of 8.28%, while BRK-B has yielded a comparatively higher 13.58% annualized return.
XLPP.L
- 1D
- -0.89%
- 1M
- -6.73%
- YTD
- 7.34%
- 6M
- 8.53%
- 1Y
- 1.81%
- 3Y*
- 5.30%
- 5Y*
- 8.70%
- 10Y*
- 8.28%
BRK-B
- 1D
- -0.38%
- 1M
- 0.78%
- YTD
- -3.23%
- 6M
- -2.33%
- 1Y
- -12.48%
- 3Y*
- 12.98%
- 5Y*
- 14.10%
- 10Y*
- 13.58%
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Return for Risk
XLPP.L vs. BRK-B — Risk / Return Rank
XLPP.L
BRK-B
XLPP.L vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco US Consumer Staples Sector UCITS ETF (XLPP.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.
| XLPP.L | BRK-B | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.13 | -0.66 | +0.79 |
Sortino ratioReturn per unit of downside risk | 0.29 | -0.80 | +1.09 |
Omega ratioGain probability vs. loss probability | 1.03 | 0.90 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.24 | -0.73 | +0.97 |
Martin ratioReturn relative to average drawdown | 0.51 | -1.11 | +1.63 |
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
| XLPP.L | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | -0.66 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.84 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.69 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.58 | +0.16 |
Correlation
The correlation between XLPP.L and BRK-B is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
XLPP.L vs. BRK-B - Dividend Comparison
Neither XLPP.L nor BRK-B has paid dividends to shareholders.
Drawdowns
XLPP.L vs. BRK-B - Drawdown Comparison
The maximum XLPP.L drawdown since its inception was -18.86%, smaller than the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for XLPP.L and BRK-B.
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Drawdown Indicators
| XLPP.L | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.86% | -53.86% | +35.00% |
Max Drawdown (1Y)Largest decline over 1 year | -7.98% | -14.95% | +6.97% |
Max Drawdown (5Y)Largest decline over 5 years | -13.72% | -26.58% | +12.86% |
Max Drawdown (10Y)Largest decline over 10 years | -18.86% | -29.57% | +10.71% |
Current DrawdownCurrent decline from peak | -6.73% | -11.36% | +4.63% |
Average DrawdownAverage peak-to-trough decline | -4.53% | -11.07% | +6.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 8.72% | -4.89% |
Volatility
XLPP.L vs. BRK-B - Volatility Comparison
Invesco US Consumer Staples Sector UCITS ETF (XLPP.L) and Berkshire Hathaway Inc. (BRK-B) have volatilities of 4.88% and 4.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLPP.L | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 4.68% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 12.29% | -2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 18.95% | -5.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.06% | 16.95% | -3.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.31% | 19.84% | -5.53% |