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BYBU.L vs. IMSU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BYBU.L vs. IMSU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi S&P 500 Buyback ETF-C USD (BYBU.L) and iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IMSU.L). The values are adjusted to include any dividend payments, if applicable.

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BYBU.L vs. IMSU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BYBU.L
Amundi S&P 500 Buyback ETF-C USD
-0.51%17.38%14.97%15.90%-12.83%37.69%3.27%31.62%-6.60%8.16%
IMSU.L
iShares S&P 500 Materials Sector UCITS ETF USD (Acc)
10.18%11.17%-0.99%11.87%-11.90%27.47%19.90%23.86%-15.88%11.30%
Different Trading Currencies

BYBU.L is traded in USD, while IMSU.L is traded in GBp. To make them comparable, the IMSU.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BYBU.L achieves a -0.51% return, which is significantly lower than IMSU.L's 10.18% return.


BYBU.L

1D
0.96%
1M
-2.46%
YTD
-0.51%
6M
2.22%
1Y
17.78%
3Y*
15.28%
5Y*
9.42%
10Y*

IMSU.L

1D
2.02%
1M
-4.96%
YTD
10.18%
6M
12.84%
1Y
18.72%
3Y*
9.73%
5Y*
6.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BYBU.L vs. IMSU.L - Expense Ratio Comparison

Both BYBU.L and IMSU.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

BYBU.L vs. IMSU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BYBU.L
BYBU.L Risk / Return Rank: 6060
Overall Rank
BYBU.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BYBU.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
BYBU.L Omega Ratio Rank: 5656
Omega Ratio Rank
BYBU.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
BYBU.L Martin Ratio Rank: 6969
Martin Ratio Rank

IMSU.L
IMSU.L Risk / Return Rank: 4545
Overall Rank
IMSU.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IMSU.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
IMSU.L Omega Ratio Rank: 4141
Omega Ratio Rank
IMSU.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
IMSU.L Martin Ratio Rank: 4747
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.

BYBU.L vs. IMSU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Buyback ETF-C USD (BYBU.L) and iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IMSU.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.


BYBU.LIMSU.LDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.01

+0.08

Sortino ratio

Return per unit of downside risk

1.65

1.43

+0.23

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.58

1.53

+0.05

Martin ratio

Return relative to average drawdown

7.78

4.74

+3.04

BYBU.L vs. IMSU.L - Sharpe Ratio Comparison

The current BYBU.L Sharpe Ratio is 1.10, which is comparable to the IMSU.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of BYBU.L and IMSU.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


BYBU.LIMSU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.01

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.36

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.48

+0.60

Correlation

The correlation between BYBU.L and IMSU.L is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BYBU.L vs. IMSU.L - Dividend Comparison

Neither BYBU.L nor IMSU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BYBU.L vs. IMSU.L - Drawdown Comparison

The maximum BYBU.L drawdown since its inception was -28.64%, smaller than the maximum IMSU.L drawdown of -35.42%. Use the drawdown chart below to compare losses from any high point for BYBU.L and IMSU.L.


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Drawdown Indicators


BYBU.LIMSU.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.64%

-28.25%

-0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-12.03%

-12.29%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-22.11%

-21.70%

-0.41%

Current Drawdown

Current decline from peak

-3.80%

-4.40%

+0.60%

Average Drawdown

Average peak-to-trough decline

-5.02%

-5.58%

+0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

2.98%

-0.27%

Volatility

BYBU.L vs. IMSU.L - Volatility Comparison

The current volatility for Amundi S&P 500 Buyback ETF-C USD (BYBU.L) is 3.59%, while iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IMSU.L) has a volatility of 6.40%. This indicates that BYBU.L experiences smaller price fluctuations and is considered to be less risky than IMSU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BYBU.LIMSU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

6.40%

-2.81%

Volatility (6M)

Calculated over the trailing 6-month period

8.59%

12.04%

-3.45%

Volatility (1Y)

Calculated over the trailing 1-year period

16.61%

18.44%

-1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.35%

18.59%

+2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.28%

19.98%

+8.30%