XRLV vs. BRK-B

In the year-to-date period, XRLV achieves a 5.90% return, which is significantly lower than BRK-B's 13.46% return. Over the past 10 years, XRLV has underperformed BRK-B with an annualized return of 10.21%, while BRK-B has yielded a comparatively higher 13.46% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® ex-Rate Sensitive Low Volatility ETF (XRLV) 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.

The current XRLV Sharpe Ratio is 1.05, which is comparable to the BRK-B Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of XRLV 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.

XRLV's dividend yield for the trailing twelve months is around 1.89%, while BRK-B has not paid dividends to shareholders.

The maximum XRLV drawdown since its inception was -38.31%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for XRLV and BRK-B. For additional features, visit the drawdowns tool.

The current volatility for Invesco S&P 500® ex-Rate Sensitive Low Volatility ETF (XRLV) is 3.97%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 7.52%. This indicates that XRLV 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.