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BUYB.L vs. EQQQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUYB.L vs. EQQQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Global Buyback Achievers UCITS ETF (BUYB.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BUYB.L is traded in USD, while EQQQ.L is traded in GBp. To make them comparable, the EQQQ.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BUYB.L achieves a 6.08% return, which is significantly lower than EQQQ.L's 19.56% return. Over the past 10 years, BUYB.L has underperformed EQQQ.L with an annualized return of 12.23%, while EQQQ.L has yielded a comparatively higher 21.58% annualized return.


BUYB.L

1D
0.88%
1M
0.70%
YTD
6.08%
6M
9.02%
1Y
24.03%
3Y*
21.80%
5Y*
9.80%
10Y*
12.23%

EQQQ.L

1D
-0.58%
1M
8.70%
YTD
19.56%
6M
19.25%
1Y
40.27%
3Y*
27.86%
5Y*
17.62%
10Y*
21.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUYB.L vs. EQQQ.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BUYB.L
Invesco Global Buyback Achievers UCITS ETF
6.08%30.80%12.99%15.60%-11.41%19.77%12.17%29.44%-14.23%21.28%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
19.56%19.96%26.41%55.59%-33.50%28.41%47.71%39.05%-1.28%31.55%

Correlation

The correlation between BUYB.L and EQQQ.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2014

0.65

The correlation between BUYB.L and EQQQ.L shifts across timeframes, from 0.49 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.

BUYB.L vs. EQQQ.L - Sectors Allocation Comparison


Sectors
BUYB.L
EQQQ.L

Financial Services

32.9%
0.2%

Energy

17.1%
0.5%

Consumer Cyclical

15.8%
11.6%

Industrials

11.0%
2.8%

Technology

7.6%
57.9%

Healthcare

5.5%
3.7%

Communication Services

4.1%
14.5%

Utilities

2.2%
1.2%

Consumer Defensive

1.9%
6.6%

Basic Materials

1.4%
1.0%

Real Estate

0.5%
0.0%

Financial Services

BUYB.L
32.9%
EQQQ.L
0.2%

Energy

BUYB.L
17.1%
EQQQ.L
0.5%

Consumer Cyclical

BUYB.L
15.8%
EQQQ.L
11.6%

Industrials

BUYB.L
11.0%
EQQQ.L
2.8%

Technology

BUYB.L
7.6%
EQQQ.L
57.9%

Healthcare

BUYB.L
5.5%
EQQQ.L
3.7%

Communication Services

BUYB.L
4.1%
EQQQ.L
14.5%

Utilities

BUYB.L
2.2%
EQQQ.L
1.2%

Consumer Defensive

BUYB.L
1.9%
EQQQ.L
6.6%

Basic Materials

BUYB.L
1.4%
EQQQ.L
1.0%

Real Estate

BUYB.L
0.5%
EQQQ.L
0.0%

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Return for Risk

BUYB.L vs. EQQQ.L — Risk / Return Rank

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

BUYB.L
BUYB.L Risk / Return Rank: 6464
Overall Rank
BUYB.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BUYB.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
BUYB.L Omega Ratio Rank: 5858
Omega Ratio Rank
BUYB.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
BUYB.L Martin Ratio Rank: 6464
Martin Ratio Rank

EQQQ.L
EQQQ.L Risk / Return Rank: 7878
Overall Rank
EQQQ.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
EQQQ.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
EQQQ.L Omega Ratio Rank: 8383
Omega Ratio Rank
EQQQ.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
EQQQ.L Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BUYB.L vs. EQQQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Buyback Achievers UCITS ETF (BUYB.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). 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.


BUYB.LEQQQ.LDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.35

1.44

-0.09

Calmar ratioReturn relative to maximum drawdown

3.59

3.64

-0.05

Martin ratioReturn relative to average drawdown

11.54

13.38

-1.84

BUYB.L vs. EQQQ.L - Sharpe Ratio Comparison

The current BUYB.L Sharpe Ratio is 1.99, which is comparable to the EQQQ.L Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of BUYB.L and EQQQ.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BUYB.LEQQQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

2.61

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.86

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

1.08

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.81

-0.14

Drawdowns

BUYB.L vs. EQQQ.L - Drawdown Comparison

The maximum BUYB.L drawdown since its inception was -38.99%, smaller than the maximum EQQQ.L drawdown of -50.98%. Use the drawdown chart below to compare losses from any high point for BUYB.L and EQQQ.L.


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Drawdown Indicators


BUYB.LEQQQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.99%

-50.98%

+11.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.67%

-11.03%

+4.36%

Max Drawdown (3Y)

Largest decline over 3 years

-16.63%

-22.63%

+6.00%

Max Drawdown (5Y)

Largest decline over 5 years

-26.43%

-35.27%

+8.84%

Max Drawdown (10Y)

Largest decline over 10 years

-38.99%

-35.27%

-3.72%

Current Drawdown

Current decline from peak

-0.38%

-0.75%

+0.37%

Average Drawdown

Average peak-to-trough decline

-5.73%

-7.06%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

3.00%

-0.92%

Volatility

BUYB.L vs. EQQQ.L - Volatility Comparison

The current volatility for Invesco Global Buyback Achievers UCITS ETF (BUYB.L) is 3.30%, while Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) has a volatility of 4.34%. This indicates that BUYB.L experiences smaller price fluctuations and is considered to be less risky than EQQQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUYB.LEQQQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

4.34%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

11.19%

-2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

15.34%

-3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

20.50%

-4.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

19.85%

-2.87%

BUYB.L vs. EQQQ.L - Expense Ratio Comparison

BUYB.L has a 0.39% expense ratio, which is higher than EQQQ.L's 0.30% expense ratio.


Dividends

BUYB.L vs. EQQQ.L - Dividend Comparison

BUYB.L's dividend yield for the trailing twelve months is around 1.70%, more than EQQQ.L's 0.23% yield.


PositionTTM20252024202320222021202020192018201720162015
BUYB.L
Invesco Global Buyback Achievers UCITS ETF
1.70%1.85%1.84%1.71%1.92%1.22%1.51%1.84%1.35%1.18%1.72%1.30%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
0.23%0.29%0.38%0.39%0.56%0.25%0.41%0.56%0.63%0.67%0.77%0.72%

Frequently Asked Questions


BUYB.L and EQQQ.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EQQQ.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EQQQ.L is cheaper with a 0.30% expense ratio, compared with 0.39% for BUYB.L.

BUYB.L is categorized as Global Equities, while EQQQ.L is Nasdaq-100. BUYB.L tracks MSCI ACWI NR USD, while EQQQ.L tracks NASDAQ-100 Index. Their fees differ too: 0.39% for BUYB.L and 0.30% for EQQQ.L.

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