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

BYBU.L vs. MVUS.L

Last updated Jun 5, 2026

BYBU.L (Amundi S&P 500 Buyback ETF-C USD) and MVUS.L (iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)) are both S&P 500 funds - BYBU.L tracks the S&P 500 Buyback NTR while MVUS.L tracks the S&P 500 Index. Both are passively managed. Over the past 5 years, BYBU.L returned 10.16%/yr vs 8.93%/yr for MVUS.L. At a 0.33 correlation, their price movements are largely independent. BYBU.L charges 0.15%/yr vs 0.20%/yr for MVUS.L.

Performance

BYBU.L vs. MVUS.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 Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BYBU.L is traded in USD, while MVUS.L is traded in GBp. To make them comparable, the MVUS.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 8.18% return, which is significantly higher than MVUS.L's 4.19% return.

BYBU.L

1D
0.96%
1M
4.76%
YTD
8.18%
6M
9.93%
1Y
22.65%
3Y*
18.64%
5Y*
10.16%
10Y*
—

MVUS.L

1D
0.27%
1M
4.01%
YTD
4.19%
6M
5.65%
1Y
11.46%
3Y*
13.69%
5Y*
8.93%
10Y*
10.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
BYBU.L
Amundi S&P 500 Buyback ETF-C USD		8.18%17.38%14.97%15.90%-12.83%37.69%3.27%31.62%-6.60%8.16%
MVUS.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)		4.19%11.72%18.70%9.31%-11.01%25.45%7.05%31.95%-6.00%9.84%

Correlation

The correlation between BYBU.L and MVUS.L is 0.61, 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

0.61

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

0.43

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

0.42

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2017

0.33

Over the past year, BYBU.L and MVUS.L have become more correlated (0.61) than their long-term average of 0.33, meaning their price movements have been converging.

BYBU.L vs. MVUS.L - Sectors Allocation Comparison

Sectors
BYBU.L
MVUS.L

Financial Services

27.9%
17.2%

Technology

22.4%
31.0%

Consumer Cyclical

15.8%
6.7%

Industrials

9.0%
5.6%

Healthcare

7.5%
13.0%

Energy

5.2%
5.0%

Communication Services

4.6%
6.2%

Consumer Defensive

3.7%
10.4%

Basic Materials

3.1%
2.2%

Real Estate

3.0%
0.2%

Utilities

0.9%
2.7%

Financial Services

BYBU.L
27.9%
MVUS.L
17.2%

Technology

BYBU.L
22.4%
MVUS.L
31.0%

Consumer Cyclical

BYBU.L
15.8%
MVUS.L
6.7%

Industrials

BYBU.L
9.0%
MVUS.L
5.6%

Healthcare

BYBU.L
7.5%
MVUS.L
13.0%

Energy

BYBU.L
5.2%
MVUS.L
5.0%

Communication Services

BYBU.L
4.6%
MVUS.L
6.2%

Consumer Defensive

BYBU.L
3.7%
MVUS.L
10.4%

Basic Materials

BYBU.L
3.1%
MVUS.L
2.2%

Real Estate

BYBU.L
3.0%
MVUS.L
0.2%

Utilities

BYBU.L
0.9%
MVUS.L
2.7%

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Amundi S&P 500 Buyback ETF-C USD

iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)

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Often compared with MVUS.L:
MVUS.L vs. USMVMVUS.L vs. XDEB.LMVUS.L vs. MVEA.LMVUS.L vs. GLTS.LMVUS.L vs. HMUD.LMVUS.L vs. XLPP.LMVUS.L vs. JURE.L

Return for Risk

BYBU.L vs. MVUS.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: 6565
Overall Rank
BYBU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
BYBU.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
BYBU.L Omega Ratio Rank: 5454
Omega Ratio Rank
BYBU.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
BYBU.L Martin Ratio Rank: 6767
Martin Ratio Rank
MVUS.L
MVUS.L Risk / Return Rank: 4545
Overall Rank
MVUS.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MVUS.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
MVUS.L Omega Ratio Rank: 4444
Omega Ratio Rank
MVUS.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
MVUS.L Martin Ratio Rank: 4545
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. MVUS.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 Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.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.LMVUS.LDifference
Sharpe ratioReturn per unit of total volatility
1.90
1.39

+0.51

Sortino ratioReturn per unit of downside risk
2.87
2.03

+0.83

Omega ratioGain probability vs. loss probability

1.33

1.24

+0.09

Calmar ratioReturn relative to maximum drawdown

4.34

1.74

+2.60

Martin ratioReturn relative to average drawdown

12.04

7.03

+5.01

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

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

The current BYBU.L Sharpe Ratio is 1.90, which is higher than the MVUS.L Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of BYBU.L and MVUS.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

BYBU.LMVUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

1.39

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.70

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.76

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.14

0.87

+0.28

Drawdowns

BYBU.L vs. MVUS.L - Drawdown Comparison

The maximum BYBU.L drawdown since its inception was -28.64%, smaller than the maximum MVUS.L drawdown of -33.05%. Use the drawdown chart below to compare losses from any high point for BYBU.L and MVUS.L.

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Drawdown Indicators

BYBU.LMVUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.64%

-33.05%

+4.41%

Max Drawdown (1Y)

Largest decline over 1 year

-5.19%

-6.55%

+1.36%

Max Drawdown (3Y)

Largest decline over 3 years

-19.21%

-12.02%

-7.19%

Max Drawdown (5Y)

Largest decline over 5 years

-22.11%

-19.44%

-2.67%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.05%

—

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.86%

-3.25%

-1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

1.63%

+0.25%

Volatility

BYBU.L vs. MVUS.L - Volatility Comparison

Amundi S&P 500 Buyback ETF-C USD (BYBU.L) has a higher volatility of 3.55% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L) at 1.57%. This indicates that BYBU.L's price experiences larger fluctuations and is considered to be riskier than MVUS.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.LMVUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

1.57%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

8.14%

5.82%

+2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

11.86%

8.21%

+3.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.25%

12.66%

+8.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.74%

13.93%

+13.81%

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

BYBU.L has a 0.15% expense ratio, which is lower than MVUS.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

BYBU.L vs. MVUS.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

BYBU.L and MVUS.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BYBU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BYBU.L is cheaper with a 0.15% expense ratio, compared with 0.20% for MVUS.L.

BYBU.L tracks S&P 500 Buyback NTR, while MVUS.L tracks S&P 500 Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for BYBU.L and 0.20% for MVUS.L.

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