XRLV vs. BRK-B
Compare and contrast key facts about Invesco S&P 500® ex-Rate Sensitive Low Volatility ETF (XRLV) and Berkshire Hathaway Inc. (BRK-B).
XRLV is a passively managed fund by Invesco that tracks the performance of the S&P 500 Low Volatility Rate Response (USD) TR. It was launched on Apr 9, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XRLV or BRK-B.
Performance
XRLV vs. BRK-B - Performance Comparison
Returns By Period
In the year-to-date period, XRLV achieves a 18.42% return, which is significantly lower than BRK-B's 31.46% return.
XRLV
18.42%
-0.07%
11.81%
22.67%
8.81%
N/A
BRK-B
31.46%
0.87%
13.15%
29.76%
16.76%
12.35%
Key characteristics
| XRLV | BRK-B | |
|---|---|---|
| Sharpe Ratio | 2.54 | 2.14 |
| Sortino Ratio | 3.56 | 3.01 |
| Omega Ratio | 1.46 | 1.38 |
| Calmar Ratio | 2.83 | 4.04 |
| Martin Ratio | 16.16 | 10.54 |
| Ulcer Index | 1.41% | 2.91% |
| Daily Std Dev | 8.95% | 14.33% |
| Max Drawdown | -38.31% | -53.86% |
| Current Drawdown | -0.78% | -2.03% |
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Correlation
The correlation between XRLV and BRK-B is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
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.
Dividends
XRLV vs. BRK-B - Dividend Comparison
XRLV's dividend yield for the trailing twelve months is around 1.91%, while BRK-B has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRLV Invesco S&P 500® ex-Rate Sensitive Low Volatility ETF | 1.91% | 2.56% | 1.96% | 1.26% | 1.66% | 1.66% | 1.76% | 1.40% | 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% |
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.
Volatility
XRLV vs. BRK-B - Volatility Comparison
The current volatility for Invesco S&P 500® ex-Rate Sensitive Low Volatility ETF (XRLV) is 2.90%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.67%. 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.