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BUYB.L vs. IWF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BUYB.LIWF
YTD Return7.87%13.27%
1Y Return25.34%37.18%
3Y Return (Ann)3.92%11.88%
5Y Return (Ann)11.09%18.37%
Sharpe Ratio1.972.58
Daily Std Dev12.50%15.06%
Max Drawdown-38.99%-64.18%
Current Drawdown-0.71%-0.31%

Correlation

-0.50.00.51.00.4

The correlation between BUYB.L and IWF is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BUYB.L vs. IWF - Performance Comparison

In the year-to-date period, BUYB.L achieves a 7.87% return, which is significantly lower than IWF's 13.27% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%December2024FebruaryMarchAprilMay
141.32%
308.67%
BUYB.L
IWF

Compare stocks, funds, or ETFs

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


Invesco Global Buyback Achievers UCITS ETF

iShares Russell 1000 Growth ETF

BUYB.L vs. IWF - Expense Ratio Comparison

BUYB.L has a 0.39% expense ratio, which is higher than IWF's 0.19% expense ratio.


BUYB.L
Invesco Global Buyback Achievers UCITS ETF
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%
Expense ratio chart for IWF: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

BUYB.L vs. IWF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Buyback Achievers UCITS ETF (BUYB.L) and iShares Russell 1000 Growth ETF (IWF). 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.L
Sharpe ratio
The chart of Sharpe ratio for BUYB.L, currently valued at 2.14, compared to the broader market0.002.004.002.14
Sortino ratio
The chart of Sortino ratio for BUYB.L, currently valued at 3.16, compared to the broader market-2.000.002.004.006.008.0010.003.16
Omega ratio
The chart of Omega ratio for BUYB.L, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.40
Calmar ratio
The chart of Calmar ratio for BUYB.L, currently valued at 1.51, compared to the broader market0.005.0010.0015.001.51
Martin ratio
The chart of Martin ratio for BUYB.L, currently valued at 11.04, compared to the broader market0.0020.0040.0060.0080.0011.04
IWF
Sharpe ratio
The chart of Sharpe ratio for IWF, currently valued at 2.56, compared to the broader market0.002.004.002.56
Sortino ratio
The chart of Sortino ratio for IWF, currently valued at 3.52, compared to the broader market-2.000.002.004.006.008.0010.003.52
Omega ratio
The chart of Omega ratio for IWF, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.45
Calmar ratio
The chart of Calmar ratio for IWF, currently valued at 2.26, compared to the broader market0.005.0010.0015.002.26
Martin ratio
The chart of Martin ratio for IWF, currently valued at 13.02, compared to the broader market0.0020.0040.0060.0080.0013.02

BUYB.L vs. IWF - Sharpe Ratio Comparison

The current BUYB.L Sharpe Ratio is 1.97, which roughly equals the IWF Sharpe Ratio of 2.58. The chart below compares the 12-month rolling Sharpe Ratio of BUYB.L and IWF.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50December2024FebruaryMarchAprilMay
2.14
2.56
BUYB.L
IWF

Dividends

BUYB.L vs. IWF - Dividend Comparison

BUYB.L's dividend yield for the trailing twelve months is around 1.73%, more than IWF's 0.57% yield.


TTM20232022202120202019201820172016201520142013
BUYB.L
Invesco Global Buyback Achievers UCITS ETF
1.73%1.71%1.92%1.21%1.51%1.84%1.35%1.18%1.72%1.30%0.12%0.00%
IWF
iShares Russell 1000 Growth ETF
0.57%0.67%0.91%0.49%0.66%0.99%1.27%1.10%1.43%1.37%1.32%1.29%

Drawdowns

BUYB.L vs. IWF - Drawdown Comparison

The maximum BUYB.L drawdown since its inception was -38.99%, smaller than the maximum IWF drawdown of -64.18%. Use the drawdown chart below to compare losses from any high point for BUYB.L and IWF. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.71%
-0.31%
BUYB.L
IWF

Volatility

BUYB.L vs. IWF - Volatility Comparison

The current volatility for Invesco Global Buyback Achievers UCITS ETF (BUYB.L) is 2.89%, while iShares Russell 1000 Growth ETF (IWF) has a volatility of 4.82%. This indicates that BUYB.L experiences smaller price fluctuations and is considered to be less risky than IWF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
2.89%
4.82%
BUYB.L
IWF