I just saw Little Buddha, and here's what I have to say:

*Please excuse the spelling errors!

Little Buddha explains the concept that is in a way, the opposite of Ke's job. In the movie, it teaches the viewers about the same mind in different bodies while, Keanu's job as an actor is to use the same body to portray different minds.

Crazy thinking, huh?

In many of Ke's movies, he plays a rather similar character. In the Matrix, Neo is searching for an answer as the one to defy fate, in a way. As I have had the impression, he does the same thing in Constantine. Also, in Little Buddha, he is trying to change his fate of death, and leaves a dream world like place to do so (before when he hadn't witnessed pain and suffering yet).

One quote came into my mind as Siddharta (gotta be spelled wrong) left through the gates: "You've been living in a dream world Neo..."