XLYP.L vs. BRK-B

Last updated Jun 5, 2026

XLYP.L (Invesco US Consumer Discretionary Sector UCITS ETF) is Consumer Discretionary Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, XLYP.L returned 13.68%/yr vs 13.88%/yr for BRK-B. At a 0.34 correlation, their price movements are largely independent.

Performance

XLYP.L vs. BRK-B - Performance Comparison

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

Different Trading Currencies

XLYP.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, XLYP.L achieves a -2.69% return, which is significantly higher than BRK-B's -4.39% return. Both investments have delivered pretty close results over the past 10 years, with XLYP.L having a 13.68% annualized return and BRK-B not far ahead at 13.88%.

XLYP.L

• 1D: 0.33%
• 1M: -0.12%
• YTD: -2.69%
• 6M: -2.73%
• 1Y: 11.03%
• 3Y*: 12.55%
• 5Y*: 9.67%
• 10Y*: 13.68%

BRK-B

• 1D: 0.00%
• 1M: 3.19%
• YTD: -4.39%
• 6M: -5.72%
• 1Y: -0.95%
• 3Y*: 9.94%
• 5Y*: 11.54%
• 10Y*: 13.88%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XLYP.L Invesco US Consumer Discretionary Sector UCITS ETF	-2.69%	0.23%	30.67%	32.31%	-26.14%	30.65%	22.15%	24.16%	6.23%	11.28%
BRK-B Berkshire Hathaway Inc.	-1.91%	2.99%	29.31%	9.69%	15.59%	30.17%	-0.64%	6.71%	9.11%	11.10%

Correlation

The correlation between XLYP.L and BRK-B is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (10Y) Calculated over the trailing 10-year period	0.32
Correlation (All Time) Calculated using the full available price history since Jul 1, 2014	0.34

Over the past year, the correlation between XLYP.L and BRK-B has dropped to 0.12 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.

Return for Risk

XLYP.L vs. BRK-B — Risk / Return Rank

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

XLYP.L

XLYP.L Risk / Return Rank: 20
XLYP.L Sharpe Ratio Rank: 21
XLYP.L Sortino Ratio Rank: 21
XLYP.L Omega Ratio Rank: 20
XLYP.L Calmar Ratio Rank: 20
XLYP.L Martin Ratio Rank: 20

BRK-B

BRK-B Risk / Return Rank: 38
BRK-B Sharpe Ratio Rank: 41
BRK-B Sortino Ratio Rank: 33
BRK-B Omega Ratio Rank: 32
BRK-B Calmar Ratio Rank: 41
BRK-B Martin Ratio Rank: 41

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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco US Consumer Discretionary Sector UCITS ETF (XLYP.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.

	XLYP.L	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	0.68	-0.06	+0.74
Sortino ratio: Return per unit of downside risk	1.06	0.02	+1.04
Omega ratio: Gain probability vs. loss probability	1.12	1.00	+0.12
Calmar ratio: Return relative to maximum drawdown	0.84	-0.08	+0.92
Martin ratio: Return relative to average drawdown	2.32	-0.17	+2.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XLYP.L Sharpe Ratio is 0.68, which is higher than the BRK-B Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of XLYP.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.

Sharpe Ratios by Period

	XLYP.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.68	-0.06	+0.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.69	-0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.70	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.59	+0.16

Drawdowns

XLYP.L vs. BRK-B - Drawdown Comparison

The maximum XLYP.L drawdown since its inception was -30.40%, smaller than the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for XLYP.L and BRK-B.

Drawdown Indicators

	XLYP.L	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-30.40%	-37.92%	+7.52%
Max Drawdown (1Y) Largest decline over 1 year	-12.73%	-11.88%	-0.85%
Max Drawdown (3Y) Largest decline over 3 years	-26.52%	-17.26%	-9.26%
Max Drawdown (5Y) Largest decline over 5 years	-30.40%	-20.84%	-9.56%
Max Drawdown (10Y) Largest decline over 10 years	-30.40%	-21.44%	-8.96%
Current Drawdown Current decline from peak	-6.66%	-13.90%	+7.24%
Average Drawdown Average peak-to-trough decline	-6.54%	-7.39%	+0.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.60%	5.52%	-0.92%

Volatility

XLYP.L vs. BRK-B - Volatility Comparison

Invesco US Consumer Discretionary Sector UCITS ETF (XLYP.L) has a higher volatility of 5.00% compared to Berkshire Hathaway Inc. (BRK-B) at 3.84%. This indicates that XLYP.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.

Volatility by Period

	XLYP.L	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.00%	3.84%	+1.16%
Volatility (6M) Calculated over the trailing 6-month period	11.81%	11.84%	-0.03%
Volatility (1Y) Calculated over the trailing 1-year period	15.81%	15.33%	+0.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.40%	16.89%	+3.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.86%	19.85%	+0.01%

Dividends

XLYP.L vs. BRK-B - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XLYP.L and BRK-B in my portfolio?

XLYP.L and BRK-B have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.