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

Performance

BUYB.L vs. SBUY.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 Global Buyback Achievers UCITS ETF (SBUY.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
BUYB.L
Invesco Global Buyback Achievers UCITS ETF
1.65%30.80%12.99%15.60%-11.41%19.77%12.17%29.44%-14.23%21.28%
SBUY.L
Invesco Global Buyback Achievers UCITS ETF
1.79%30.78%12.73%15.23%-11.50%20.26%11.75%30.39%-14.45%20.95%
Different Trading Currencies

BUYB.L is traded in USD, while SBUY.L is traded in GBp. To make them comparable, the SBUY.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 1.65% return, which is significantly lower than SBUY.L's 1.79% return. Both investments have delivered pretty close results over the past 10 years, with BUYB.L having a 12.15% annualized return and SBUY.L not far behind at 12.10%.


BUYB.L

1D
1.95%
1M
-1.46%
YTD
1.65%
6M
7.01%
1Y
24.59%
3Y*
20.03%
5Y*
10.16%
10Y*
12.15%

SBUY.L

1D
1.79%
1M
-1.93%
YTD
1.79%
6M
6.89%
1Y
24.46%
3Y*
20.12%
5Y*
10.19%
10Y*
12.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both BUYB.L and SBUY.L have an expense ratio of 0.39%.


Return for Risk

BUYB.L vs. SBUY.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: 7777
Overall Rank
BUYB.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BUYB.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
BUYB.L Omega Ratio Rank: 7676
Omega Ratio Rank
BUYB.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
BUYB.L Martin Ratio Rank: 8383
Martin Ratio Rank

SBUY.L
SBUY.L Risk / Return Rank: 7575
Overall Rank
SBUY.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SBUY.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
SBUY.L Omega Ratio Rank: 7373
Omega Ratio Rank
SBUY.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
SBUY.L Martin Ratio Rank: 8585
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. SBUY.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 Global Buyback Achievers UCITS ETF (SBUY.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.LSBUY.LDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.47

-0.02

Sortino ratio

Return per unit of downside risk

1.95

1.95

-0.01

Omega ratio

Gain probability vs. loss probability

1.30

1.30

-0.01

Calmar ratio

Return relative to maximum drawdown

2.10

2.14

-0.03

Martin ratio

Return relative to average drawdown

10.01

9.84

+0.17

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

The current BUYB.L Sharpe Ratio is 1.45, which is comparable to the SBUY.L Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of BUYB.L and SBUY.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BUYB.LSBUY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.47

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.64

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.72

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.67

-0.01

Correlation

The correlation between BUYB.L and SBUY.L is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BUYB.L vs. SBUY.L - Dividend Comparison

BUYB.L's dividend yield for the trailing twelve months is around 1.77%, more than SBUY.L's 1.75% yield.


TTM20252024202320222021202020192018201720162015
BUYB.L
Invesco Global Buyback Achievers UCITS ETF
1.77%1.85%1.84%1.71%1.92%1.22%1.51%1.84%1.35%1.18%1.72%1.30%
SBUY.L
Invesco Global Buyback Achievers UCITS ETF
1.75%1.86%1.80%1.73%1.91%1.20%1.62%1.90%1.31%1.22%1.60%1.27%

Drawdowns

BUYB.L vs. SBUY.L - Drawdown Comparison

The maximum BUYB.L drawdown since its inception was -38.99%, roughly equal to the maximum SBUY.L drawdown of -38.71%. Use the drawdown chart below to compare losses from any high point for BUYB.L and SBUY.L.


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Drawdown Indicators


BUYB.LSBUY.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.99%

-30.91%

-8.08%

Max Drawdown (1Y)

Largest decline over 1 year

-15.13%

-13.89%

-1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-26.43%

-17.76%

-8.67%

Max Drawdown (10Y)

Largest decline over 10 years

-38.99%

-30.91%

-8.08%

Current Drawdown

Current decline from peak

-3.99%

-2.09%

-1.90%

Average Drawdown

Average peak-to-trough decline

-5.79%

-4.03%

-1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

1.96%

+0.47%

Volatility

BUYB.L vs. SBUY.L - Volatility Comparison

Invesco Global Buyback Achievers UCITS ETF (BUYB.L) has a higher volatility of 4.54% compared to Invesco Global Buyback Achievers UCITS ETF (SBUY.L) at 4.28%. This indicates that BUYB.L's price experiences larger fluctuations and is considered to be riskier than SBUY.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.LSBUY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

4.28%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

8.82%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.95%

16.59%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

15.94%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

16.80%

+0.16%