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

Performance

IMSU.L vs. BYBU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IMSU.L) and Amundi S&P 500 Buyback ETF-C USD (BYBU.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
IMSU.L
iShares S&P 500 Materials Sector UCITS ETF USD (Acc)
11.43%3.37%0.69%6.26%-1.35%28.63%16.34%19.09%-10.83%7.66%
BYBU.L
Amundi S&P 500 Buyback ETF-C USD
1.13%9.02%16.67%10.84%-3.19%37.48%2.26%25.34%-0.50%4.46%
Different Trading Currencies

IMSU.L is traded in GBp, while BYBU.L is traded in USD. To make them comparable, the BYBU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IMSU.L achieves a 11.43% return, which is significantly higher than BYBU.L's 1.13% return.


IMSU.L

1D
1.35%
1M
-4.24%
YTD
11.43%
6M
14.29%
1Y
15.31%
3Y*
6.98%
5Y*
7.55%
10Y*

BYBU.L

1D
0.72%
1M
-1.35%
YTD
1.13%
6M
3.94%
1Y
14.82%
3Y*
12.72%
5Y*
10.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both IMSU.L and BYBU.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

IMSU.L vs. BYBU.L — Risk / Return Rank

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

IMSU.L
IMSU.L Risk / Return Rank: 4545
Overall Rank
IMSU.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IMSU.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
IMSU.L Omega Ratio Rank: 4141
Omega Ratio Rank
IMSU.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
IMSU.L Martin Ratio Rank: 4747
Martin Ratio Rank

BYBU.L
BYBU.L Risk / Return Rank: 6060
Overall Rank
BYBU.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BYBU.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
BYBU.L Omega Ratio Rank: 5656
Omega Ratio Rank
BYBU.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
BYBU.L Martin Ratio Rank: 6969
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.

IMSU.L vs. BYBU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IMSU.L) and Amundi S&P 500 Buyback ETF-C USD (BYBU.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.


IMSU.LBYBU.LDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.92

-0.02

Sortino ratio

Return per unit of downside risk

1.30

1.33

-0.03

Omega ratio

Gain probability vs. loss probability

1.17

1.18

-0.01

Calmar ratio

Return relative to maximum drawdown

1.41

1.41

0.00

Martin ratio

Return relative to average drawdown

5.08

6.09

-1.00

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

The current IMSU.L Sharpe Ratio is 0.90, which is comparable to the BYBU.L Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of IMSU.L and BYBU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IMSU.LBYBU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.92

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.90

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.16

-0.69

Correlation

The correlation between IMSU.L and BYBU.L is 0.34, 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

IMSU.L vs. BYBU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

IMSU.L vs. BYBU.L - Drawdown Comparison

The maximum IMSU.L drawdown since its inception was -28.25%, which is greater than BYBU.L's maximum drawdown of -23.51%. Use the drawdown chart below to compare losses from any high point for IMSU.L and BYBU.L.


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Drawdown Indicators


IMSU.LBYBU.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.25%

-28.64%

+0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-12.29%

-12.03%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-21.70%

-22.11%

+0.41%

Current Drawdown

Current decline from peak

-4.40%

-3.80%

-0.60%

Average Drawdown

Average peak-to-trough decline

-5.58%

-5.02%

-0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.71%

+0.27%

Volatility

IMSU.L vs. BYBU.L - Volatility Comparison

iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IMSU.L) has a higher volatility of 6.92% compared to Amundi S&P 500 Buyback ETF-C USD (BYBU.L) at 4.21%. This indicates that IMSU.L's price experiences larger fluctuations and is considered to be riskier than BYBU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMSU.LBYBU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.92%

4.21%

+2.71%

Volatility (6M)

Calculated over the trailing 6-month period

11.61%

9.14%

+2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

16.93%

16.54%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.33%

20.17%

-3.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.52%

25.69%

-7.17%