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XRLV vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XRLV and BRK-B is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

XRLV vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® ex-Rate Sensitive Low Volatility ETF (XRLV) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

140.00%160.00%180.00%200.00%220.00%240.00%260.00%280.00%NovemberDecember2025FebruaryMarchApril
160.72%
269.62%
XRLV
BRK-B

Key characteristics

Sharpe Ratio

XRLV:

1.07

BRK-B:

1.58

Sortino Ratio

XRLV:

1.48

BRK-B:

2.22

Omega Ratio

XRLV:

1.21

BRK-B:

1.31

Calmar Ratio

XRLV:

1.53

BRK-B:

3.40

Martin Ratio

XRLV:

4.95

BRK-B:

8.72

Ulcer Index

XRLV:

2.79%

BRK-B:

3.43%

Daily Std Dev

XRLV:

12.92%

BRK-B:

18.92%

Max Drawdown

XRLV:

-38.31%

BRK-B:

-53.86%

Current Drawdown

XRLV:

-3.95%

BRK-B:

-1.26%

Returns By Period

In the year-to-date period, XRLV achieves a 3.25% return, which is significantly lower than BRK-B's 17.14% return. Over the past 10 years, XRLV has underperformed BRK-B with an annualized return of 10.10%, while BRK-B has yielded a comparatively higher 14.09% annualized return.


XRLV

YTD

3.25%

1M

-2.51%

6M

1.67%

1Y

13.70%

5Y*

12.49%

10Y*

10.10%

BRK-B

YTD

17.14%

1M

-0.42%

6M

16.95%

1Y

31.13%

5Y*

23.33%

10Y*

14.09%

*Annualized

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Risk-Adjusted Performance

XRLV vs. BRK-B — Risk-Adjusted Performance Rank

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

XRLV
The Risk-Adjusted Performance Rank of XRLV is 8383
Overall Rank
The Sharpe Ratio Rank of XRLV is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of XRLV is 8080
Sortino Ratio Rank
The Omega Ratio Rank of XRLV is 8282
Omega Ratio Rank
The Calmar Ratio Rank of XRLV is 9090
Calmar Ratio Rank
The Martin Ratio Rank of XRLV is 8484
Martin Ratio Rank

BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 9292
Overall Rank
The Sharpe Ratio Rank of BRK-B is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XRLV vs. BRK-B - Risk-Adjusted Performance Comparison

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 chart of Sharpe ratio for XRLV, currently valued at 1.07, compared to the broader market-1.000.001.002.003.004.00
XRLV: 1.07
BRK-B: 1.58
The chart of Sortino ratio for XRLV, currently valued at 1.48, compared to the broader market-2.000.002.004.006.008.00
XRLV: 1.48
BRK-B: 2.22
The chart of Omega ratio for XRLV, currently valued at 1.21, compared to the broader market0.501.001.502.002.50
XRLV: 1.21
BRK-B: 1.31
The chart of Calmar ratio for XRLV, currently valued at 1.53, compared to the broader market0.002.004.006.008.0010.0012.00
XRLV: 1.53
BRK-B: 3.40
The chart of Martin ratio for XRLV, currently valued at 4.95, compared to the broader market0.0020.0040.0060.00
XRLV: 4.95
BRK-B: 8.72

The current XRLV Sharpe Ratio is 1.07, which is lower than the BRK-B Sharpe Ratio of 1.58. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.07
1.58
XRLV
BRK-B

Dividends

XRLV vs. BRK-B - Dividend Comparison

XRLV's dividend yield for the trailing twelve months is around 1.93%, while BRK-B has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
XRLV
Invesco S&P 500® ex-Rate Sensitive Low Volatility ETF
1.93%1.94%2.57%1.96%1.26%1.65%1.66%1.76%1.39%1.71%1.07%
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%

Drawdowns

XRLV vs. BRK-B - Drawdown Comparison

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.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.95%
-1.26%
XRLV
BRK-B

Volatility

XRLV vs. BRK-B - Volatility Comparison

The current volatility for Invesco S&P 500® ex-Rate Sensitive Low Volatility ETF (XRLV) is 8.62%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 10.99%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
8.62%
10.99%
XRLV
BRK-B