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 | 8.44% | -2.88% | 15.99% | -5.68% | 11.45% | 19.81% | 5.47% | 22.94% | -4.14% | 2.23% |
BRK-B Berkshire Hathaway Inc. | -3.26% | 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 8.44% 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 8.45%, while BRK-B has yielded a comparatively higher 13.65% annualized return.
XLPP.L
- 1D
- 1.03%
- 1M
- -4.35%
- YTD
- 8.44%
- 6M
- 9.37%
- 1Y
- 3.00%
- 3Y*
- 5.43%
- 5Y*
- 8.92%
- 10Y*
- 8.45%
BRK-B
- 1D
- 0.00%
- 1M
- 0.17%
- YTD
- -3.23%
- 6M
- -2.17%
- 1Y
- -12.73%
- 3Y*
- 13.04%
- 5Y*
- 14.10%
- 10Y*
- 13.65%
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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 | 0.22 | -0.67 | +0.89 |
Sortino ratioReturn per unit of downside risk | 0.42 | -0.82 | +1.24 |
Omega ratioGain probability vs. loss probability | 1.05 | 0.89 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.40 | -0.73 | +1.13 |
Martin ratioReturn relative to average drawdown | 0.98 | -1.12 | +2.09 |
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 | 0.22 | -0.67 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.84 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.69 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 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 | -5.77% | -11.57% | +5.80% |
Average DrawdownAverage peak-to-trough decline | -4.53% | -11.07% | +6.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 8.75% | -5.51% |
Volatility
XLPP.L vs. BRK-B - Volatility Comparison
Invesco US Consumer Staples Sector UCITS ETF (XLPP.L) has a higher volatility of 5.04% compared to Berkshire Hathaway Inc. (BRK-B) at 4.52%. This indicates that XLPP.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
| XLPP.L | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.04% | 4.52% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.19% | 12.24% | -2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.57% | 18.95% | -5.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.07% | 16.94% | -3.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.31% | 19.84% | -5.53% |