BYBU.L vs. VFMO
Compare and contrast key facts about Amundi S&P 500 Buyback ETF-C USD (BYBU.L) and Vanguard U.S. Momentum Factor ETF (VFMO).
BYBU.L and VFMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BYBU.L is a passively managed fund by Amundi that tracks the performance of the S&P 500 Buyback NTR. It was launched on Jan 31, 2018. VFMO is an actively managed fund by Vanguard. It was launched on Feb 13, 2018.
Performance
BYBU.L vs. VFMO - Performance Comparison
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BYBU.L vs. VFMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -13.63% |
VFMO Vanguard U.S. Momentum Factor ETF | 4.82% | 17.39% | 26.14% | 16.25% | -12.84% | 19.16% | 31.36% | 28.22% | -11.41% |
Returns By Period
In the year-to-date period, BYBU.L achieves a -0.51% return, which is significantly lower than VFMO's 4.82% 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*
- —
VFMO
- 1D
- 1.59%
- 1M
- -4.52%
- YTD
- 4.82%
- 6M
- 4.66%
- 1Y
- 32.56%
- 3Y*
- 22.16%
- 5Y*
- 10.89%
- 10Y*
- —
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BYBU.L vs. VFMO - Expense Ratio Comparison
BYBU.L has a 0.15% expense ratio, which is higher than VFMO's 0.13% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
BYBU.L vs. VFMO — Risk / Return Rank
BYBU.L
VFMO
BYBU.L vs. VFMO - 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 Vanguard U.S. Momentum Factor ETF (VFMO). 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.L | VFMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.30 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.83 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 2.50 | -0.91 |
Martin ratioReturn relative to average drawdown | 7.78 | 9.55 | -1.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BYBU.L | VFMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.30 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.50 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 0.57 | +0.50 |
Correlation
The correlation between BYBU.L and VFMO is 0.23, 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. VFMO - Dividend Comparison
BYBU.L has not paid dividends to shareholders, while VFMO's dividend yield for the trailing twelve months is around 0.74%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BYBU.L Amundi S&P 500 Buyback ETF-C USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFMO Vanguard U.S. Momentum Factor ETF | 0.74% | 0.82% | 0.72% | 0.89% | 1.72% | 0.81% | 0.45% | 1.22% | 0.70% |
Drawdowns
BYBU.L vs. VFMO - Drawdown Comparison
The maximum BYBU.L drawdown since its inception was -28.64%, smaller than the maximum VFMO drawdown of -36.77%. Use the drawdown chart below to compare losses from any high point for BYBU.L and VFMO.
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Drawdown Indicators
| BYBU.L | VFMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.64% | -36.77% | +8.13% |
Max Drawdown (1Y)Largest decline over 1 year | -12.03% | -13.25% | +1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -22.11% | -25.80% | +3.69% |
Current DrawdownCurrent decline from peak | -3.80% | -4.87% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -7.91% | +2.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 3.46% | -0.75% |
Volatility
BYBU.L vs. VFMO - Volatility Comparison
The current volatility for Amundi S&P 500 Buyback ETF-C USD (BYBU.L) is 3.59%, while Vanguard U.S. Momentum Factor ETF (VFMO) has a volatility of 9.31%. This indicates that BYBU.L experiences smaller price fluctuations and is considered to be less risky than VFMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BYBU.L | VFMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 9.31% | -5.72% |
Volatility (6M)Calculated over the trailing 6-month period | 8.59% | 17.78% | -9.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.61% | 25.09% | -8.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.35% | 21.73% | -0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.28% | 23.64% | +4.64% |