PortfoliosLab logoPortfoliosLab logo
BUYB.L vs. VT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BUYB.L vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Global Buyback Achievers UCITS ETF (BUYB.L) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BUYB.L vs. VT - 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%
VT
Vanguard Total World Stock ETF
-0.74%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%

Returns By Period

In the year-to-date period, BUYB.L achieves a 1.65% return, which is significantly higher than VT's -0.74% return. Both investments have delivered pretty close results over the past 10 years, with BUYB.L having a 12.15% annualized return and VT not far behind at 11.64%.


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%

VT

1D
0.99%
1M
-4.72%
YTD
-0.74%
6M
1.90%
1Y
22.33%
3Y*
17.24%
5Y*
9.43%
10Y*
11.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BUYB.L vs. VT - Expense Ratio Comparison

BUYB.L has a 0.39% expense ratio, which is higher than VT's 0.06% expense ratio.


Return for Risk

BUYB.L vs. VT — 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

VT
VT Risk / Return Rank: 7474
Overall Rank
VT Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VT Sortino Ratio Rank: 7373
Sortino Ratio Rank
VT Omega Ratio Rank: 7474
Omega Ratio Rank
VT Calmar Ratio Rank: 7272
Calmar Ratio Rank
VT 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. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Buyback Achievers UCITS ETF (BUYB.L) and Vanguard Total World Stock ETF (VT). 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.LVTDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.30

+0.15

Sortino ratio

Return per unit of downside risk

1.95

1.90

+0.04

Omega ratio

Gain probability vs. loss probability

1.30

1.28

+0.02

Calmar ratio

Return relative to maximum drawdown

2.10

1.92

+0.18

Martin ratio

Return relative to average drawdown

10.01

8.83

+1.18

BUYB.L vs. VT - Sharpe Ratio Comparison

The current BUYB.L Sharpe Ratio is 1.45, which is comparable to the VT Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of BUYB.L and VT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BUYB.LVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.30

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.59

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.68

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.40

+0.26

Correlation

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


Dividends

BUYB.L vs. VT - Dividend Comparison

BUYB.L's dividend yield for the trailing twelve months is around 1.77%, less than VT's 1.80% 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%
VT
Vanguard Total World Stock ETF
1.80%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Drawdowns

BUYB.L vs. VT - Drawdown Comparison

The maximum BUYB.L drawdown since its inception was -38.99%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for BUYB.L and VT.


Loading graphics...

Drawdown Indicators


BUYB.LVTDifference

Max Drawdown

Largest peak-to-trough decline

-38.99%

-50.27%

+11.28%

Max Drawdown (1Y)

Largest decline over 1 year

-15.13%

-11.84%

-3.29%

Max Drawdown (5Y)

Largest decline over 5 years

-26.43%

-26.38%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-38.99%

-34.24%

-4.75%

Current Drawdown

Current decline from peak

-3.99%

-5.97%

+1.98%

Average Drawdown

Average peak-to-trough decline

-5.79%

-7.08%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.57%

-0.14%

Volatility

BUYB.L vs. VT - Volatility Comparison

The current volatility for Invesco Global Buyback Achievers UCITS ETF (BUYB.L) is 4.54%, while Vanguard Total World Stock ETF (VT) has a volatility of 6.18%. This indicates that BUYB.L experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BUYB.LVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

6.18%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

10.00%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

16.95%

17.26%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

15.98%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

17.20%

-0.24%