XMHQ vs. BRK-B
XMHQ (Invesco S&P MidCap Quality ETF) is Mid Cap Blend Equities fund tracking the S&P MidCap 400 Quality Index, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, XMHQ returned 12.52%/yr vs 12.97%/yr for BRK-B. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
XMHQ vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, XMHQ achieves a 10.45% return, which is significantly higher than BRK-B's -2.59% return. Both investments have delivered pretty close results over the past 10 years, with XMHQ having a 12.52% annualized return and BRK-B not far ahead at 12.97%.
XMHQ
- 1D
- 0.76%
- 1M
- 2.00%
- 6M
- 5.68%
- YTD
- 10.45%
- 1Y
- 14.80%
- 3Y*
- 13.23%
- 5Y*
- 10.27%
- 10Y*
- 12.52%
- ALL TIME*
- 9.39%
BRK-B
- 1D
- -0.33%
- 1M
- 0.04%
- 6M
- 0.88%
- YTD
- -2.59%
- 1Y
- 3.21%
- 3Y*
- 12.30%
- 5Y*
- 12.01%
- 10Y*
- 12.97%
- ALL TIME*
- 10.56%
XMHQ vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XMHQ Invesco S&P MidCap Quality ETF | 10.45% | 4.71% | 16.79% | 29.51% | -12.42% | 20.98% | 26.61% | 27.18% | -9.08% | 15.64% |
BRK-B Berkshire Hathaway Inc. | -2.59% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
Correlation
The correlation between XMHQ and BRK-B is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2006 | 0.52 |
Over the past year, the correlation between XMHQ and BRK-B has dropped to 0.19 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
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Return for Risk
XMHQ vs. BRK-B — Risk / Return Rank
XMHQ
BRK-B
XMHQ vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Quality ETF (XMHQ) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XMHQ | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.05 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 0.34 | +1.34 |
| Martin ratioReturn relative to average drawdown | 4.89 | 0.71 | +4.17 |
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Drawdowns
XMHQ vs. BRK-B - Drawdown Comparison
The maximum XMHQ drawdown since its inception was -58.19%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for XMHQ and BRK-B.
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Drawdown Indicators
| XMHQ | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.19% | -53.86% | -4.33% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -9.42% | +0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -24.56% | -14.95% | -9.61% |
Max Drawdown (5Y)Largest decline over 5 years | -25.47% | -26.58% | +1.11% |
Max Drawdown (10Y)Largest decline over 10 years | -36.90% | -29.57% | -7.33% |
Current DrawdownCurrent decline from peak | -1.64% | -9.29% | +7.65% |
Average DrawdownAverage peak-to-trough decline | -9.23% | -11.06% | +1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 4.51% | -1.48% |
Volatility
XMHQ vs. BRK-B - Volatility Comparison
The current volatility for Invesco S&P MidCap Quality ETF (XMHQ) is 3.22%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.42%. This indicates that XMHQ experiences smaller price fluctuations and is considered to be less risky 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
| XMHQ | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 4.42% | -1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 11.23% | 11.07% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.61% | 14.54% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.60% | 17.08% | +3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.63% | 19.40% | +1.23% |
Dividends
XMHQ vs. BRK-B - Dividend Comparison
XMHQ's dividend yield for the trailing twelve months is around 0.57%, while BRK-B has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XMHQ Invesco S&P MidCap Quality ETF | 0.57% | 0.64% | 5.20% | 0.73% | 1.72% | 1.00% | 1.12% | 1.22% | 1.59% | 1.06% | 1.63% | 1.34% |
Frequently Asked Questions
XMHQ and BRK-B have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRK-B has higher volatility (4.42%) compared to XMHQ (3.22%). In terms of maximum drawdown, XMHQ dropped -58.19% vs BRK-B's -53.86%.
XMHQ currently has the higher Sharpe Ratio (0.95 vs 0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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