BYBU.L vs. VMO.TO
Compare and contrast key facts about Amundi S&P 500 Buyback ETF-C USD (BYBU.L) and Vanguard Global Momentum Factor ETF CAD (VMO.TO).
BYBU.L and VMO.TO 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. VMO.TO is an actively managed fund by Vanguard. It was launched on Jun 14, 2016.
Performance
BYBU.L vs. VMO.TO - Performance Comparison
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BYBU.L vs. VMO.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VMO.TO Vanguard Global Momentum Factor ETF CAD | 5.77% | 29.10% | 19.44% | 17.55% | -15.17% | 16.53% | 23.82% | 25.52% | -12.55% | 9.65% |
Different Trading Currencies
BYBU.L is traded in USD, while VMO.TO is traded in CAD. To make them comparable, the VMO.TO 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 VMO.TO's 5.77% 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*
- —
VMO.TO
- 1D
- 2.02%
- 1M
- -5.33%
- YTD
- 5.77%
- 6M
- 8.40%
- 1Y
- 40.01%
- 3Y*
- 23.74%
- 5Y*
- 11.93%
- 10Y*
- —
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BYBU.L vs. VMO.TO - Expense Ratio Comparison
BYBU.L has a 0.15% expense ratio, which is lower than VMO.TO's 0.38% expense ratio.
Return for Risk
BYBU.L vs. VMO.TO — Risk / Return Rank
BYBU.L
VMO.TO
BYBU.L vs. VMO.TO - 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 Global Momentum Factor ETF CAD (VMO.TO). 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 | VMO.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.74 | -0.64 |
Sortino ratioReturn per unit of downside risk | 1.65 | 2.31 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.33 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 3.27 | -1.69 |
Martin ratioReturn relative to average drawdown | 7.78 | 13.13 | -5.35 |
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 | VMO.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.74 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.60 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 0.68 | +0.39 |
Correlation
The correlation between BYBU.L and VMO.TO is 0.25, 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. VMO.TO - Dividend Comparison
BYBU.L has not paid dividends to shareholders, while VMO.TO's dividend yield for the trailing twelve months is around 0.80%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
VMO.TO Vanguard Global Momentum Factor ETF CAD | 0.80% | 0.85% | 0.90% | 1.03% | 1.65% | 1.09% | 0.70% | 1.70% | 0.80% | 1.15% | 0.51% |
Drawdowns
BYBU.L vs. VMO.TO - Drawdown Comparison
The maximum BYBU.L drawdown since its inception was -28.64%, smaller than the maximum VMO.TO drawdown of -36.75%. Use the drawdown chart below to compare losses from any high point for BYBU.L and VMO.TO.
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Drawdown Indicators
| BYBU.L | VMO.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.64% | -30.53% | +1.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.03% | -12.29% | +0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -22.11% | -23.27% | +1.16% |
Current DrawdownCurrent decline from peak | -3.80% | -4.38% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -5.28% | +0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 3.17% | -0.46% |
Volatility
BYBU.L vs. VMO.TO - Volatility Comparison
The current volatility for Amundi S&P 500 Buyback ETF-C USD (BYBU.L) is 3.59%, while Vanguard Global Momentum Factor ETF CAD (VMO.TO) has a volatility of 9.38%. This indicates that BYBU.L experiences smaller price fluctuations and is considered to be less risky than VMO.TO 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 | VMO.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 9.38% | -5.79% |
Volatility (6M)Calculated over the trailing 6-month period | 8.59% | 16.33% | -7.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.61% | 23.13% | -6.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.35% | 19.92% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.28% | 19.97% | +8.31% |