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

Performance

BUYB.L vs. EQQU.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 (EQQU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BUYB.L achieves a 6.08% return, which is significantly lower than EQQU.L's 19.55% return. Over the past 10 years, BUYB.L has underperformed EQQU.L with an annualized return of 12.23%, while EQQU.L has yielded a comparatively higher 21.19% 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%

EQQU.L

1D
-0.70%
1M
8.49%
YTD
19.55%
6M
19.04%
1Y
40.23%
3Y*
27.98%
5Y*
17.59%
10Y*
21.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUYB.L vs. EQQU.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%
EQQU.L
Invesco EQQQ NASDAQ-100 UCITS ETF
19.55%19.75%26.54%56.27%-33.46%27.95%47.76%37.17%-1.67%30.96%

Correlation

The correlation between BUYB.L and EQQU.L is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.56

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

0.65

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

0.68

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2015

0.68

The correlation between BUYB.L and EQQU.L shifts across timeframes, from 0.54 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.

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


Sectors
BUYB.L
EQQU.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%
EQQU.L
0.2%

Energy

BUYB.L
17.1%
EQQU.L
0.5%

Consumer Cyclical

BUYB.L
15.8%
EQQU.L
11.6%

Industrials

BUYB.L
11.0%
EQQU.L
2.8%

Technology

BUYB.L
7.6%
EQQU.L
57.9%

Healthcare

BUYB.L
5.5%
EQQU.L
3.7%

Communication Services

BUYB.L
4.1%
EQQU.L
14.5%

Utilities

BUYB.L
2.2%
EQQU.L
1.2%

Consumer Defensive

BUYB.L
1.9%
EQQU.L
6.6%

Basic Materials

BUYB.L
1.4%
EQQU.L
1.0%

Real Estate

BUYB.L
0.5%
EQQU.L
0.0%

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Return for Risk

BUYB.L vs. EQQU.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

EQQU.L
EQQU.L Risk / Return Rank: 7575
Overall Rank
EQQU.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EQQU.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
EQQU.L Omega Ratio Rank: 7474
Omega Ratio Rank
EQQU.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
EQQU.L Martin Ratio Rank: 7171
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. EQQU.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 (EQQU.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.LEQQU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.35

1.43

-0.08

Calmar ratioReturn relative to maximum drawdown

3.59

3.64

-0.05

Martin ratioReturn relative to average drawdown

11.54

13.04

-1.50

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

The current BUYB.L Sharpe Ratio is 1.99, which is comparable to the EQQU.L Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of BUYB.L and EQQU.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.LEQQU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

2.52

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.85

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

1.06

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.95

-0.27

Drawdowns

BUYB.L vs. EQQU.L - Drawdown Comparison

The maximum BUYB.L drawdown since its inception was -38.99%, which is greater than EQQU.L's maximum drawdown of -35.17%. Use the drawdown chart below to compare losses from any high point for BUYB.L and EQQU.L.


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Drawdown Indicators


BUYB.LEQQU.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.99%

-35.17%

-3.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.67%

-11.00%

+4.33%

Max Drawdown (3Y)

Largest decline over 3 years

-16.63%

-22.30%

+5.67%

Max Drawdown (5Y)

Largest decline over 5 years

-26.43%

-35.17%

+8.74%

Max Drawdown (10Y)

Largest decline over 10 years

-38.99%

-35.17%

-3.82%

Current Drawdown

Current decline from peak

-0.38%

-0.77%

+0.39%

Average Drawdown

Average peak-to-trough decline

-5.73%

-6.10%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

3.08%

-1.00%

Volatility

BUYB.L vs. EQQU.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 (EQQU.L) has a volatility of 4.93%. This indicates that BUYB.L experiences smaller price fluctuations and is considered to be less risky than EQQU.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.LEQQU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

4.93%

-1.63%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

11.88%

-2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

15.88%

-3.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

20.76%

-4.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

19.97%

-2.99%

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

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


Dividends

BUYB.L vs. EQQU.L - Dividend Comparison

BUYB.L's dividend yield for the trailing twelve months is around 1.70%, more than EQQU.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%
EQQU.L
Invesco EQQQ NASDAQ-100 UCITS ETF
0.23%0.29%0.38%0.39%0.56%0.26%0.11%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BUYB.L and EQQU.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

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

Portfolio Optimizer

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