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

BUYB.L vs. MVEW.L

Last updated Jun 5, 2026

BUYB.L (Invesco Global Buyback Achievers UCITS ETF) and MVEW.L (iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)) are both Global Equities funds tracking the MSCI ACWI NR USD, from Invesco and iShares respectively. Both are passively managed. Over the past 5 years, BUYB.L returned 9.80%/yr vs 5.50%/yr for MVEW.L. A 0.63 correlation means they provide meaningful diversification when combined. BUYB.L charges 0.39%/yr vs 0.30%/yr for MVEW.L.

Performance

BUYB.L vs. MVEW.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 iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.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 MVEW.L is traded in GBP. To make them comparable, the MVEW.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 higher than MVEW.L's 0.13% 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%

MVEW.L

1D
0.25%
1M
1.11%
YTD
0.13%
6M
0.88%
1Y
2.29%
3Y*
9.39%
5Y*
5.50%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020
BUYB.L
Invesco Global Buyback Achievers UCITS ETF		6.08%30.80%12.99%15.60%-11.41%19.77%23.90%
MVEW.L
iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)		0.13%11.56%10.57%9.48%-11.02%16.82%6.95%

Correlation

The correlation between BUYB.L and MVEW.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.47

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

0.56

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

0.64

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2020

0.63

The correlation between BUYB.L and MVEW.L shifts across timeframes, from 0.47 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.

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

Sectors
BUYB.L
MVEW.L

Financial Services

32.9%
15.2%

Energy

17.1%
3.3%

Consumer Cyclical

15.8%
5.4%

Industrials

11.0%
8.2%

Technology

7.6%
22.6%

Healthcare

5.5%
14.9%

Communication Services

4.1%
10.5%

Utilities

2.2%
6.7%

Consumer Defensive

1.9%
10.2%

Basic Materials

1.4%
1.5%

Real Estate

0.5%
1.4%

Financial Services

BUYB.L
32.9%
MVEW.L
15.2%

Energy

BUYB.L
17.1%
MVEW.L
3.3%

Consumer Cyclical

BUYB.L
15.8%
MVEW.L
5.4%

Industrials

BUYB.L
11.0%
MVEW.L
8.2%

Technology

BUYB.L
7.6%
MVEW.L
22.6%

Healthcare

BUYB.L
5.5%
MVEW.L
14.9%

Communication Services

BUYB.L
4.1%
MVEW.L
10.5%

Utilities

BUYB.L
2.2%
MVEW.L
6.7%

Consumer Defensive

BUYB.L
1.9%
MVEW.L
10.2%

Basic Materials

BUYB.L
1.4%
MVEW.L
1.5%

Real Estate

BUYB.L
0.5%
MVEW.L
1.4%

Compare stocks, funds, or ETFs

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Invesco Global Buyback Achievers UCITS ETF

iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)

Often compared with BUYB.L:
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Often compared with MVEW.L:
MVEW.L vs. MINV.LMVEW.L vs. JEPIMVEW.L vs. FLXD.LMVEW.L vs. MVOL.LMVEW.L vs. TDGB.LMVEW.L vs. XDEQ.LMVEW.L vs. SPY

Return for Risk

BUYB.L vs. MVEW.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
MVEW.L
MVEW.L Risk / Return Rank: 1515
Overall Rank
MVEW.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MVEW.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
MVEW.L Omega Ratio Rank: 1414
Omega Ratio Rank
MVEW.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
MVEW.L Martin Ratio Rank: 1616
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. MVEW.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 iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.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.LMVEW.LDifference
Sharpe ratioReturn per unit of total volatility
1.99
0.28

+1.71

Sortino ratioReturn per unit of downside risk
2.94
0.44

+2.51

Omega ratioGain probability vs. loss probability

1.35

1.05

+0.30

Calmar ratioReturn relative to maximum drawdown

3.59

0.35

+3.23

Martin ratioReturn relative to average drawdown

11.54

0.99

+10.55

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current BUYB.L Sharpe Ratio is 1.99, which is higher than the MVEW.L Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of BUYB.L and MVEW.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.LMVEW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

0.28

+1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.49

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.64

+0.04

Drawdowns

BUYB.L vs. MVEW.L - Drawdown Comparison

The maximum BUYB.L drawdown since its inception was -38.99%, which is greater than MVEW.L's maximum drawdown of -21.36%. Use the drawdown chart below to compare losses from any high point for BUYB.L and MVEW.L.

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Drawdown Indicators

BUYB.LMVEW.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.99%

-21.36%

-17.63%

Max Drawdown (1Y)

Largest decline over 1 year

-6.67%

-6.44%

-0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-16.63%

-8.56%

-8.07%

Max Drawdown (5Y)

Largest decline over 5 years

-26.43%

-21.36%

-5.07%

Max Drawdown (10Y)

Largest decline over 10 years

-38.99%

—

—

Current Drawdown

Current decline from peak

-0.38%

-3.33%

+2.95%

Average Drawdown

Average peak-to-trough decline

-5.73%

-4.32%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

2.31%

-0.23%

Volatility

BUYB.L vs. MVEW.L - Volatility Comparison

Invesco Global Buyback Achievers UCITS ETF (BUYB.L) has a higher volatility of 3.30% compared to iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.L) at 1.91%. This indicates that BUYB.L's price experiences larger fluctuations and is considered to be riskier than MVEW.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.LMVEW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

1.91%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

5.82%

+3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

8.09%

+3.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

11.19%

+4.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

11.30%

+5.68%

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

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

Dividends

BUYB.L vs. MVEW.L - Dividend Comparison

BUYB.L's dividend yield for the trailing twelve months is around 1.70%, while MVEW.L has not paid dividends to shareholders.

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%
MVEW.L
iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

BUYB.L and MVEW.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

Both ETFs track MSCI ACWI NR USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for BUYB.L and 0.30% for MVEW.L.

Portfolio Optimizer

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