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

Performance

BUYB.L vs. SMT.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 Scottish Mortgage Investment Trust plc (SMT.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 SMT.L is traded in GBp. To make them comparable, the SMT.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 5.15% return, which is significantly lower than SMT.L's 29.00% return. Over the past 10 years, BUYB.L has underperformed SMT.L with an annualized return of 12.23%, while SMT.L has yielded a comparatively higher 19.14% annualized return.


BUYB.L

1D
-0.59%
1M
-0.48%
YTD
5.15%
6M
8.31%
1Y
23.43%
3Y*
21.39%
5Y*
9.61%
10Y*
12.23%

SMT.L

1D
-1.01%
1M
6.48%
YTD
29.00%
6M
45.11%
1Y
54.97%
3Y*
33.84%
5Y*
3.89%
10Y*
19.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
BUYB.L
Invesco Global Buyback Achievers UCITS ETF
5.15%30.80%12.99%15.60%-11.41%19.77%12.17%29.44%-14.23%21.28%
SMT.L
Scottish Mortgage Investment Trust plc
29.00%34.13%16.77%18.39%-51.51%9.46%116.94%29.77%-1.28%54.52%

Correlation

The correlation between BUYB.L and SMT.L is 0.58, 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

0.58

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

0.59

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

0.62

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

0.62

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

0.63

The correlation between BUYB.L and SMT.L has been stable across timeframes, ranging from 0.58 to 0.63 - a consistent structural relationship.

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Return for Risk

BUYB.L vs. SMT.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: 6161
Overall Rank
BUYB.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
BUYB.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
BUYB.L Omega Ratio Rank: 5555
Omega Ratio Rank
BUYB.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
BUYB.L Martin Ratio Rank: 6262
Martin Ratio Rank

SMT.L
SMT.L Risk / Return Rank: 8383
Overall Rank
SMT.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SMT.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
SMT.L Omega Ratio Rank: 8181
Omega Ratio Rank
SMT.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
SMT.L Martin Ratio Rank: 7979
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. SMT.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 Scottish Mortgage Investment Trust plc (SMT.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.LSMT.LDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.34

1.44

-0.10

Calmar ratioReturn relative to maximum drawdown

3.50

4.24

-0.74

Martin ratioReturn relative to average drawdown

11.25

13.45

-2.20

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

The current BUYB.L Sharpe Ratio is 1.95, which is comparable to the SMT.L Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of BUYB.L and SMT.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.LSMT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

2.52

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.12

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.63

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.45

+0.23

Drawdowns

BUYB.L vs. SMT.L - Drawdown Comparison

The maximum BUYB.L drawdown since its inception was -38.99%, smaller than the maximum SMT.L drawdown of -71.48%. Use the drawdown chart below to compare losses from any high point for BUYB.L and SMT.L.


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Drawdown Indicators


BUYB.LSMT.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.99%

-71.48%

+32.49%

Max Drawdown (1Y)

Largest decline over 1 year

-6.67%

-12.91%

+6.24%

Max Drawdown (3Y)

Largest decline over 3 years

-16.63%

-27.46%

+10.83%

Max Drawdown (5Y)

Largest decline over 5 years

-26.43%

-63.16%

+36.73%

Max Drawdown (10Y)

Largest decline over 10 years

-38.99%

-63.16%

+24.17%

Current Drawdown

Current decline from peak

-1.25%

-1.01%

-0.24%

Average Drawdown

Average peak-to-trough decline

-5.73%

-19.96%

+14.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

4.07%

-1.99%

Volatility

BUYB.L vs. SMT.L - Volatility Comparison

The current volatility for Invesco Global Buyback Achievers UCITS ETF (BUYB.L) is 3.20%, while Scottish Mortgage Investment Trust plc (SMT.L) has a volatility of 4.84%. This indicates that BUYB.L experiences smaller price fluctuations and is considered to be less risky than SMT.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.LSMT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

4.84%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

17.46%

-8.61%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

21.74%

-9.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

31.76%

-15.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

30.38%

-13.40%

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

BUYB.L has a 0.39% expense ratio, which is higher than SMT.L's 0.31% expense ratio.


Dividends

BUYB.L vs. SMT.L - Dividend Comparison

BUYB.L's dividend yield for the trailing twelve months is around 1.71%, more than SMT.L's 0.29% yield.


PositionTTM20252024202320222021202020192018201720162015
BUYB.L
Invesco Global Buyback Achievers UCITS ETF
1.71%1.85%1.84%1.71%1.92%1.22%1.51%1.84%1.35%1.18%1.72%1.30%
SMT.L
Scottish Mortgage Investment Trust plc
0.29%0.37%0.44%0.51%0.51%0.26%0.27%0.54%0.66%0.67%0.93%1.05%

Frequently Asked Questions


BUYB.L and SMT.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SMT.L is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMT.L is cheaper with a 0.31% expense ratio, compared with 0.39% for BUYB.L.

They also come from different issuers: Invesco and Baillie Gifford Funds. Their fees differ too: 0.39% for BUYB.L and 0.31% for SMT.L.

Portfolio Optimizer

Find the right allocation for BUYB.L and SMT.L

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