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IPKW vs. META
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IPKW vs. META

Last updated Jun 14, 2026

IPKW (Invesco International BuyBack Achievers™ ETF) is Global Equities fund tracking the NASDAQ International BuyBack Achievers Index, while META (Meta Platforms, Inc.) is a stock. Over the past 10 years, IPKW returned 11.93%/yr vs 17.39%/yr for META. At a 0.42 correlation, their price movements are largely independent.

Performance

IPKW vs. META - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco International BuyBack Achievers™ ETF (IPKW) and Meta Platforms, Inc. (META). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IPKW achieves a 5.48% return, which is significantly higher than META's -14.03% return. Over the past 10 years, IPKW has underperformed META with an annualized return of 11.93%, while META has yielded a comparatively higher 17.39% annualized return.

IPKW

1D
0.03%
1M
-1.22%
YTD
5.48%
6M
7.67%
1Y
23.37%
3Y*
22.77%
5Y*
9.12%
10Y*
11.93%

META

1D
-0.26%
1M
-8.32%
YTD
-14.03%
6M
-11.84%
1Y
-16.71%
3Y*
28.18%
5Y*
11.52%
10Y*
17.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPKW vs. META - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IPKW
Invesco International BuyBack Achievers™ ETF		5.48%45.50%10.56%15.12%-12.81%11.41%16.18%20.26%-21.59%34.21%
META
Meta Platforms, Inc.		-14.03%13.09%66.05%194.13%-64.22%23.13%33.09%56.57%-25.71%53.38%

Correlation

The correlation between IPKW and META is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

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

0.34

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

0.42

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

0.43

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2014

0.42

Compare stocks, funds, or ETFs

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

Invesco International BuyBack Achievers™ ETF

Meta Platforms, Inc.

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Often compared with META:
META vs. MSFTMETA vs. GOOGMETA vs. AMZNMETA vs. AAPLMETA vs. TSLAMETA vs. SPYMETA vs. NVDA

Return for Risk

IPKW vs. META — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IPKW
IPKW Risk / Return Rank: 5353
Overall Rank
IPKW Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IPKW Sortino Ratio Rank: 5151
Sortino Ratio Rank
IPKW Omega Ratio Rank: 5151
Omega Ratio Rank
IPKW Calmar Ratio Rank: 5757
Calmar Ratio Rank
IPKW Martin Ratio Rank: 5555
Martin Ratio Rank
META
META Risk / Return Rank: 2121
Overall Rank
META Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
META Sortino Ratio Rank: 2020
Sortino Ratio Rank
META Omega Ratio Rank: 2020
Omega Ratio Rank
META Calmar Ratio Rank: 2424
Calmar Ratio Rank
META Martin Ratio Rank: 1818
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.

IPKW vs. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International BuyBack Achievers™ ETF (IPKW) and Meta Platforms, Inc. (META). 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.

IPKWMETADifference
Sharpe ratioReturn per unit of total volatility
1.55
-0.51

+2.06

Sortino ratioReturn per unit of downside risk
2.22
-0.54

+2.76

Omega ratioGain probability vs. loss probability

1.28

0.93

+0.35

Calmar ratioReturn relative to maximum drawdown

2.49

-0.54

+3.03

Martin ratioReturn relative to average drawdown

8.37

-1.12

+9.49

IPKW vs. META - Sharpe Ratio Comparison

The current IPKW Sharpe Ratio is 1.55, which is higher than the META Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of IPKW and META, 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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Drawdowns

IPKW vs. META - Drawdown Comparison

The maximum IPKW drawdown since its inception was -47.24%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for IPKW and META.

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Drawdown Indicators

IPKWMETADifference

Max Drawdown

Largest peak-to-trough decline

-47.24%

-76.74%

+29.50%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-33.30%

+24.16%

Max Drawdown (3Y)

Largest decline over 3 years

-17.77%

-34.15%

+16.38%

Max Drawdown (5Y)

Largest decline over 5 years

-32.67%

-76.74%

+44.07%

Max Drawdown (10Y)

Largest decline over 10 years

-47.24%

-76.74%

+29.50%

Current Drawdown

Current decline from peak

-3.00%

-28.06%

+25.06%

Average Drawdown

Average peak-to-trough decline

-8.98%

-15.83%

+6.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

16.06%

-13.34%

Volatility

IPKW vs. META - Volatility Comparison

The current volatility for Invesco International BuyBack Achievers™ ETF (IPKW) is 4.33%, while Meta Platforms, Inc. (META) has a volatility of 10.17%. This indicates that IPKW experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IPKWMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

10.17%

-5.84%

Volatility (6M)

Calculated over the trailing 6-month period

12.27%

26.91%

-14.64%

Volatility (1Y)

Calculated over the trailing 1-year period

14.68%

35.52%

-20.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.06%

44.04%

-26.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.90%

38.67%

-20.77%

Dividends

IPKW vs. META - Dividend Comparison

IPKW's dividend yield for the trailing twelve months is around 3.54%, more than META's 0.37% yield.

PositionTTM20252024202320222021202020192018201720162015
IPKW
Invesco International BuyBack Achievers™ ETF		3.54%3.55%4.12%2.66%3.77%7.37%1.45%2.41%2.61%0.93%2.82%1.31%
META
Meta Platforms, Inc.		0.37%0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IPKW and META have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

META has higher volatility (10.17%) compared to IPKW (4.33%). In terms of maximum drawdown, IPKW dropped -47.24% vs META's -76.74%.

IPKW currently has the higher Sharpe Ratio (1.55 vs -0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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