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GGRG.L vs. SBUY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGRG.L vs. SBUY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) and Invesco Global Buyback Achievers UCITS ETF (SBUY.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GGRG.L achieves a 5.29% return, which is significantly lower than SBUY.L's 6.48% return.


GGRG.L

1D
0.22%
1M
4.59%
YTD
5.29%
6M
5.72%
1Y
17.64%
3Y*
10.49%
5Y*
9.18%
10Y*

SBUY.L

1D
0.89%
1M
1.68%
YTD
6.48%
6M
8.35%
1Y
25.27%
3Y*
18.63%
5Y*
10.96%
10Y*
13.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
GGRG.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc
5.29%8.36%11.10%11.54%-3.39%20.90%12.53%29.81%-5.38%17.54%
SBUY.L
Invesco Global Buyback Achievers UCITS ETF
6.48%21.60%14.64%9.46%-0.90%21.36%8.43%25.36%-9.32%10.44%

Correlation

The correlation between GGRG.L and SBUY.L is 0.65, 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

0.65

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

0.69

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

0.76

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2016

0.82

The correlation between GGRG.L and SBUY.L shifts across timeframes, from 0.65 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

GGRG.L vs. SBUY.L - Sectors Allocation Comparison


Sectors
GGRG.L
SBUY.L

Technology

21.6%
7.6%

Industrials

18.8%
11.0%

Healthcare

15.7%
5.5%

Consumer Cyclical

15.4%
15.8%

Communication Services

8.6%
4.1%

Financial Services

8.4%
32.9%

Consumer Defensive

7.2%
1.9%

Basic Materials

3.7%
1.4%

Utilities

0.4%
2.2%

Real Estate

0.2%
0.5%

Energy

0.0%
17.1%

Technology

GGRG.L
21.6%
SBUY.L
7.6%

Industrials

GGRG.L
18.8%
SBUY.L
11.0%

Healthcare

GGRG.L
15.7%
SBUY.L
5.5%

Consumer Cyclical

GGRG.L
15.4%
SBUY.L
15.8%

Communication Services

GGRG.L
8.6%
SBUY.L
4.1%

Financial Services

GGRG.L
8.4%
SBUY.L
32.9%

Consumer Defensive

GGRG.L
7.2%
SBUY.L
1.9%

Basic Materials

GGRG.L
3.7%
SBUY.L
1.4%

Utilities

GGRG.L
0.4%
SBUY.L
2.2%

Real Estate

GGRG.L
0.2%
SBUY.L
0.5%

Energy

GGRG.L
0.0%
SBUY.L
17.1%

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Return for Risk

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

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

GGRG.L
GGRG.L Risk / Return Rank: 4646
Overall Rank
GGRG.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GGRG.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
GGRG.L Omega Ratio Rank: 4848
Omega Ratio Rank
GGRG.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
GGRG.L Martin Ratio Rank: 4848
Martin Ratio Rank

SBUY.L
SBUY.L Risk / Return Rank: 8282
Overall Rank
SBUY.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SBUY.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
SBUY.L Omega Ratio Rank: 7878
Omega Ratio Rank
SBUY.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
SBUY.L Martin Ratio Rank: 8484
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.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.


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

-0.97

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.30

1.46

-0.16

Calmar ratioReturn relative to maximum drawdown

2.02

5.25

-3.23

Martin ratioReturn relative to average drawdown

7.78

16.93

-9.15

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

The current GGRG.L Sharpe Ratio is 1.60, which is lower than the SBUY.L Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of GGRG.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.


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Sharpe Ratios by Period


GGRG.LSBUY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

2.57

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.80

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.84

+0.08

Drawdowns

GGRG.L vs. SBUY.L - Drawdown Comparison

The maximum GGRG.L drawdown since its inception was -22.15%, smaller than the maximum SBUY.L drawdown of -30.91%. Use the drawdown chart below to compare losses from any high point for GGRG.L and SBUY.L.


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Drawdown Indicators


GGRG.LSBUY.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.15%

-30.91%

+8.76%

Max Drawdown (1Y)

Largest decline over 1 year

-8.70%

-4.79%

-3.91%

Max Drawdown (3Y)

Largest decline over 3 years

-16.17%

-17.76%

+1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-16.17%

-17.76%

+1.59%

Max Drawdown (10Y)

Largest decline over 10 years

-30.91%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.91%

-3.99%

+1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

1.49%

+0.77%

Volatility

GGRG.L vs. SBUY.L - Volatility Comparison

WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) has a higher volatility of 2.62% compared to Invesco Global Buyback Achievers UCITS ETF (SBUY.L) at 2.32%. This indicates that GGRG.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.


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Volatility by Period


GGRG.LSBUY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

2.32%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.97%

7.04%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

11.02%

9.81%

+1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.13%

13.73%

-1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.52%

15.51%

-1.99%

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

GGRG.L has a 0.38% expense ratio, which is lower than SBUY.L's 0.39% expense ratio.


Dividends

GGRG.L vs. SBUY.L - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
GGRG.L
WisdomTree Global Quality Dividend Growth 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%1.22%1.60%1.27%

Frequently Asked Questions


GGRG.L and SBUY.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GGRG.L is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GGRG.L is cheaper with a 0.38% expense ratio, compared with 0.39% for SBUY.L.

GGRG.L tracks WisdomTree Global Developed Quality Dividend Growth, while SBUY.L tracks MSCI ACWI NR USD. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.38% for GGRG.L and 0.39% for SBUY.L.

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