PortfoliosLab logoPortfoliosLab logo
FSWD.L vs. SBUY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSWD.L vs. SBUY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) and Invesco Global Buyback Achievers UCITS ETF (SBUY.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FSWD.L achieves a 12.10% return, which is significantly higher than SBUY.L's 9.04% return. Over the past 10 years, FSWD.L has underperformed SBUY.L with an annualized return of 11.49%, while SBUY.L has yielded a comparatively higher 12.22% annualized return.


FSWD.L

1D
-0.82%
1M
-0.61%
6M
10.73%
YTD
12.10%
1Y
24.41%
3Y*
18.45%
5Y*
11.68%
10Y*
11.49%

SBUY.L

1D
-0.07%
1M
1.45%
6M
6.13%
YTD
9.04%
1Y
21.94%
3Y*
18.70%
5Y*
11.18%
10Y*
12.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSWD.L vs. SBUY.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSWD.L
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)
12.10%17.16%18.87%9.04%-5.40%22.11%6.89%17.63%-7.35%15.20%
SBUY.L
Invesco Global Buyback Achievers UCITS ETF
9.04%21.60%14.64%9.46%-0.90%21.36%8.43%25.36%-9.32%10.37%

Correlation

The correlation between FSWD.L and SBUY.L is 0.66, 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

0.66

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

0.73

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

0.82

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2015

0.87

Over the past year, the correlation between FSWD.L and SBUY.L has dropped to 0.66 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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


Return for Risk

FSWD.L vs. SBUY.L — Risk / Return Rank

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

FSWD.L
FSWD.L Risk / Return Rank: 8989
Overall Rank
FSWD.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FSWD.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
FSWD.L Omega Ratio Rank: 8686
Omega Ratio Rank
FSWD.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
FSWD.L Martin Ratio Rank: 9191
Martin Ratio Rank

SBUY.L
SBUY.L Risk / Return Rank: 8888
Overall Rank
SBUY.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SBUY.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
SBUY.L Omega Ratio Rank: 8686
Omega Ratio Rank
SBUY.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
SBUY.L Martin Ratio Rank: 8888
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.

FSWD.L vs. SBUY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) and Invesco Global Buyback Achievers UCITS ETF (SBUY.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSWD.LSBUY.LDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.40

1.40

-0.01

Calmar ratioReturn relative to maximum drawdown

4.12

4.56

-0.44

Martin ratioReturn relative to average drawdown

15.80

14.67

+1.13

FSWD.L vs. SBUY.L - Sharpe Ratio Comparison

The current FSWD.L Sharpe Ratio is 2.24, which is comparable to the SBUY.L Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of FSWD.L and SBUY.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.


Loading charts...

Drawdowns

FSWD.L vs. SBUY.L - Drawdown Comparison

The maximum FSWD.L drawdown since its inception was -37.43%, roughly equal to the maximum SBUY.L drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for FSWD.L and SBUY.L.


Loading charts...

Drawdown Indicators


FSWD.LSBUY.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.43%

-37.67%

+0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-5.90%

-4.79%

-1.11%

Max Drawdown (3Y)

Largest decline over 3 years

-19.93%

-17.76%

-2.17%

Max Drawdown (5Y)

Largest decline over 5 years

-19.93%

-17.76%

-2.17%

Max Drawdown (10Y)

Largest decline over 10 years

-26.27%

-30.91%

+4.64%

Current Drawdown

Current decline from peak

-1.42%

-0.10%

-1.32%

Average Drawdown

Average peak-to-trough decline

-7.38%

-7.87%

+0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

1.49%

+0.05%

Volatility

FSWD.L vs. SBUY.L - Volatility Comparison

iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) has a higher volatility of 2.86% compared to Invesco Global Buyback Achievers UCITS ETF (SBUY.L) at 2.27%. This indicates that FSWD.L's price experiences larger fluctuations and is considered to be riskier than SBUY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FSWD.LSBUY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

2.27%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

8.36%

7.01%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

9.79%

+1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.86%

13.69%

+5.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

15.34%

+2.06%

FSWD.L vs. SBUY.L - Expense Ratio Comparison

FSWD.L has a 0.30% expense ratio, which is lower than SBUY.L's 0.39% expense ratio.


Dividends

FSWD.L vs. SBUY.L - Dividend Comparison

FSWD.L has not paid dividends to shareholders, while SBUY.L's dividend yield for the trailing twelve months is around 1.69%.


PositionTTM20252024202320222021202020192018201720162015
FSWD.L
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SBUY.L
Invesco Global Buyback Achievers UCITS ETF
1.69%1.86%1.80%1.73%1.91%1.20%1.62%1.90%1.31%1.16%1.60%1.27%

Frequently Asked Questions


FSWD.L and SBUY.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FSWD.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FSWD.L is cheaper with a 0.30% expense ratio, compared with 0.39% for SBUY.L.

FSWD.L tracks STOXX Developed World Equity Factor Screened Net Index, while SBUY.L tracks MSCI ACWI NR USD. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.30% for FSWD.L and 0.39% for SBUY.L.

Portfolio Optimizer

Find the right allocation for FSWD.L and SBUY.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer