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MWOZ.L vs. BUYB.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MWOZ.L vs. BUYB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime Global UCITS ETF Dist (MWOZ.L) and Invesco Global Buyback Achievers UCITS ETF (BUYB.L). The values are adjusted to include any dividend payments, if applicable.

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MWOZ.L vs. BUYB.L - Yearly Performance Comparison


Different Trading Currencies

MWOZ.L is traded in GBP, while BUYB.L is traded in USD. To make them comparable, the BUYB.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, MWOZ.L achieves a -2.67% return, which is significantly lower than BUYB.L's 3.33% return.


MWOZ.L

1D
1.91%
1M
-3.40%
YTD
-2.67%
6M
0.93%
1Y
15.78%
3Y*
5Y*
10Y*

BUYB.L

1D
1.72%
1M
-0.34%
YTD
3.33%
6M
8.82%
1Y
21.46%
3Y*
17.18%
5Y*
11.10%
10Y*
12.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MWOZ.L vs. BUYB.L - Expense Ratio Comparison

MWOZ.L has a 0.05% expense ratio, which is lower than BUYB.L's 0.39% expense ratio.


Return for Risk

MWOZ.L vs. BUYB.L — Risk / Return Rank

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

MWOZ.L
MWOZ.L Risk / Return Rank: 6161
Overall Rank
MWOZ.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
MWOZ.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
MWOZ.L Omega Ratio Rank: 5757
Omega Ratio Rank
MWOZ.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
MWOZ.L Martin Ratio Rank: 6666
Martin Ratio Rank

BUYB.L
BUYB.L Risk / Return Rank: 7777
Overall Rank
BUYB.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BUYB.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
BUYB.L Omega Ratio Rank: 7676
Omega Ratio Rank
BUYB.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
BUYB.L Martin Ratio Rank: 8383
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.

MWOZ.L vs. BUYB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global UCITS ETF Dist (MWOZ.L) and Invesco Global Buyback Achievers UCITS ETF (BUYB.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.


MWOZ.LBUYB.LDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.33

-0.23

Sortino ratio

Return per unit of downside risk

1.56

1.80

-0.24

Omega ratio

Gain probability vs. loss probability

1.23

1.27

-0.04

Calmar ratio

Return relative to maximum drawdown

2.03

2.28

-0.25

Martin ratio

Return relative to average drawdown

7.65

10.66

-3.01

MWOZ.L vs. BUYB.L - Sharpe Ratio Comparison

The current MWOZ.L Sharpe Ratio is 1.10, which is comparable to the BUYB.L Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of MWOZ.L and BUYB.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


MWOZ.LBUYB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.33

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.78

-0.56

Correlation

The correlation between MWOZ.L and BUYB.L is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MWOZ.L vs. BUYB.L - Dividend Comparison

MWOZ.L has not paid dividends to shareholders, while BUYB.L's dividend yield for the trailing twelve months is around 1.77%.


TTM20252024202320222021202020192018201720162015
MWOZ.L
Amundi Prime Global UCITS ETF Dist
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BUYB.L
Invesco Global Buyback Achievers UCITS ETF
1.77%1.85%1.84%1.71%1.92%1.22%1.51%1.84%1.35%1.18%1.72%1.30%

Drawdowns

MWOZ.L vs. BUYB.L - Drawdown Comparison

The maximum MWOZ.L drawdown since its inception was -19.89%, smaller than the maximum BUYB.L drawdown of -31.21%. Use the drawdown chart below to compare losses from any high point for MWOZ.L and BUYB.L.


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Drawdown Indicators


MWOZ.LBUYB.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.89%

-38.99%

+19.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-15.13%

+4.71%

Max Drawdown (5Y)

Largest decline over 5 years

-26.43%

Max Drawdown (10Y)

Largest decline over 10 years

-38.99%

Current Drawdown

Current decline from peak

-4.87%

-3.99%

-0.88%

Average Drawdown

Average peak-to-trough decline

-4.41%

-5.79%

+1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

2.43%

-0.36%

Volatility

MWOZ.L vs. BUYB.L - Volatility Comparison

The current volatility for Amundi Prime Global UCITS ETF Dist (MWOZ.L) is 4.30%, while Invesco Global Buyback Achievers UCITS ETF (BUYB.L) has a volatility of 4.76%. This indicates that MWOZ.L experiences smaller price fluctuations and is considered to be less risky than BUYB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWOZ.LBUYB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

4.76%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

8.28%

9.14%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

14.34%

16.10%

-1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

14.95%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.60%

16.55%

-1.95%