XLYP.L vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco US Consumer Discretionary Sector UCITS ETF (XLYP.L) and Berkshire Hathaway Inc. (BRK-B).

XLYP.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

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.

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	-6.93%	0.23%	30.67%	32.31%	-26.14%	30.65%	22.15%	24.16%	6.23%	11.28%
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

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 -6.93% return, which is significantly lower than BRK-B's -3.23% return. Over the past 10 years, XLYP.L has underperformed BRK-B with an annualized return of 12.92%, while BRK-B has yielded a comparatively higher 13.58% annualized return.

XLYP.L

• 1D: 1.59%
• 1M: -3.88%
• YTD: -6.93%
• 6M: -6.60%
• 1Y: 9.00%
• 3Y*: 12.96%
• 5Y*: 8.30%
• 10Y*: 12.92%

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%

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

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: 24
XLYP.L Sharpe Ratio Rank: 24
XLYP.L Sortino Ratio Rank: 25
XLYP.L Omega Ratio Rank: 23
XLYP.L Calmar Ratio Rank: 25
XLYP.L Martin Ratio Rank: 24

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 16
BRK-B Sortino Ratio Rank: 16
BRK-B Omega Ratio Rank: 16
BRK-B Calmar Ratio Rank: 17
BRK-B Martin Ratio Rank: 19

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	0.45	-0.66	+1.11
Sortino ratio Return per unit of downside risk	0.77	-0.80	+1.57
Omega ratio Gain probability vs. loss probability	1.10	0.90	+0.20
Calmar ratio Return relative to maximum drawdown	0.64	-0.73	+1.37
Martin ratio Return relative to average drawdown	2.03	-1.11	+3.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XLYP.L Sharpe Ratio is 0.45, which is higher than the BRK-B Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of XLYP.L and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XLYP.L	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.45	-0.66	+1.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.84	-0.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	0.69	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.58	+0.16

Correlation

The correlation between XLYP.L and BRK-B is 0.35, 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

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

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%	-53.86%	+23.46%
Max Drawdown (1Y) Largest decline over 1 year	-12.73%	-14.95%	+2.22%
Max Drawdown (5Y) Largest decline over 5 years	-30.40%	-26.58%	-3.82%
Max Drawdown (10Y) Largest decline over 10 years	-30.40%	-29.57%	-0.83%
Current Drawdown Current decline from peak	-10.73%	-11.36%	+0.63%
Average Drawdown Average peak-to-trough decline	-6.53%	-11.07%	+4.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.00%	8.72%	-4.72%

Volatility

XLYP.L vs. BRK-B - Volatility Comparison

Invesco US Consumer Discretionary Sector UCITS ETF (XLYP.L) has a higher volatility of 6.00% compared to Berkshire Hathaway Inc. (BRK-B) at 4.68%. 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	6.00%	4.68%	+1.32%
Volatility (6M) Calculated over the trailing 6-month period	11.26%	12.29%	-1.03%
Volatility (1Y) Calculated over the trailing 1-year period	20.19%	18.95%	+1.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.40%	16.95%	+3.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.80%	19.84%	-0.04%