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Invesco Global Buyback Achievers UCITS ETF (BUYB.L...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BLSNMW37
IssuerInvesco
Inception DateOct 24, 2014
CategoryGlobal Equities
Index TrackedMSCI ACWI NR USD
Asset ClassEquity

Expense Ratio

BUYB.L has a high expense ratio of 0.39%, indicating higher-than-average management fees.


Expense ratio chart for BUYB.L: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Invesco Global Buyback Achievers UCITS ETF

Popular comparisons: BUYB.L vs. QQQ, BUYB.L vs. IWF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco Global Buyback Achievers UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%110.00%120.00%130.00%140.00%150.00%160.00%December2024FebruaryMarchAprilMay
132.86%
155.12%
BUYB.L (Invesco Global Buyback Achievers UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco Global Buyback Achievers UCITS ETF had a return of 4.09% year-to-date (YTD) and 20.59% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.09%6.17%
1 month-2.63%-2.72%
6 months15.31%17.29%
1 year20.59%23.80%
5 years (annualized)9.42%11.47%
10 years (annualized)N/A10.41%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.78%1.30%5.61%-3.14%
2023-5.06%7.29%6.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of BUYB.L is 80, placing it in the top 20% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of BUYB.L is 8080
Invesco Global Buyback Achievers UCITS ETF(BUYB.L)
The Sharpe Ratio Rank of BUYB.L is 8181Sharpe Ratio Rank
The Sortino Ratio Rank of BUYB.L is 8282Sortino Ratio Rank
The Omega Ratio Rank of BUYB.L is 8282Omega Ratio Rank
The Calmar Ratio Rank of BUYB.L is 7373Calmar Ratio Rank
The Martin Ratio Rank of BUYB.L is 8484Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco Global Buyback Achievers UCITS ETF (BUYB.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BUYB.L
Sharpe ratio
The chart of Sharpe ratio for BUYB.L, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.005.001.79
Sortino ratio
The chart of Sortino ratio for BUYB.L, currently valued at 2.66, compared to the broader market-2.000.002.004.006.008.0010.002.66
Omega ratio
The chart of Omega ratio for BUYB.L, currently valued at 1.33, compared to the broader market0.501.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for BUYB.L, currently valued at 1.28, compared to the broader market0.002.004.006.008.0010.0012.001.28
Martin ratio
The chart of Martin ratio for BUYB.L, currently valued at 9.44, compared to the broader market0.0020.0040.0060.0080.009.44
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.97, compared to the broader market-1.000.001.002.003.004.005.001.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.84, compared to the broader market-2.000.002.004.006.008.0010.002.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.34, compared to the broader market0.501.001.502.002.501.34
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.0012.001.50
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0020.0040.0060.0080.007.61

Sharpe Ratio

The current Invesco Global Buyback Achievers UCITS ETF Sharpe ratio is 1.79. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco Global Buyback Achievers UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.79
1.97
BUYB.L (Invesco Global Buyback Achievers UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco Global Buyback Achievers UCITS ETF granted a 1.80% dividend yield in the last twelve months. The annual payout for that period amounted to $0.90 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend$0.90$0.83$0.82$0.60$0.63$0.70$0.40$0.42$0.50$0.34$0.03

Dividend yield

1.80%1.71%1.92%1.21%1.51%1.84%1.35%1.18%1.72%1.30%0.12%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Global Buyback Achievers UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.16$0.00
2023$0.00$0.00$0.09$0.00$0.00$0.30$0.00$0.00$0.24$0.00$0.00$0.21
2022$0.00$0.00$0.13$0.00$0.00$0.27$0.00$0.00$0.31$0.00$0.00$0.11
2021$0.00$0.00$0.10$0.00$0.00$0.22$0.00$0.00$0.14$0.00$0.00$0.15
2020$0.00$0.00$0.08$0.00$0.00$0.28$0.00$0.00$0.09$0.00$0.00$0.18
2019$0.00$0.00$0.13$0.00$0.00$0.19$0.00$0.00$0.23$0.00$0.00$0.15
2018$0.00$0.00$0.06$0.00$0.00$0.16$0.00$0.00$0.08$0.00$0.00$0.10
2017$0.00$0.00$0.08$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.12
2016$0.00$0.00$0.05$0.00$0.00$0.28$0.00$0.00$0.08$0.00$0.00$0.09
2015$0.00$0.00$0.07$0.00$0.00$0.13$0.00$0.00$0.06$0.00$0.00$0.07
2014$0.03

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-4.20%
-3.62%
BUYB.L (Invesco Global Buyback Achievers UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Global Buyback Achievers UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco Global Buyback Achievers UCITS ETF was 38.99%, occurring on Mar 23, 2020. Recovery took 153 trading sessions.

The current Invesco Global Buyback Achievers UCITS ETF drawdown is 4.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.99%Jan 21, 202045Mar 23, 2020153Nov 11, 2020198
-26.43%Nov 9, 2021220Sep 27, 2022355Feb 22, 2024575
-22.07%Jan 30, 2018230Dec 24, 2018217Nov 4, 2019447
-18.45%May 22, 2015169Jan 20, 2016161Sep 8, 2016330
-7.74%Dec 1, 201423Jan 5, 201526Feb 10, 201549

Volatility

Volatility Chart

The current Invesco Global Buyback Achievers UCITS ETF volatility is 3.53%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
3.53%
4.05%
BUYB.L (Invesco Global Buyback Achievers UCITS ETF)
Benchmark (^GSPC)