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

PSRW.L vs. SBUY.L

Last updated Jun 3, 2026

PSRW.L (Invesco FTSE RAFI All World 3000 UCITS ETF) and SBUY.L (Invesco Global Buyback Achievers UCITS ETF) are both Global Equities funds from Invesco - PSRW.L tracks the MSCI ACWI Value NR USD while SBUY.L tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, PSRW.L returned 13.15%/yr vs 13.13%/yr for SBUY.L. Their correlation of 0.89 suggests significant overlap in exposure. Both charge a 0.39% expense ratio.

Performance

PSRW.L vs. SBUY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.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, PSRW.L achieves a 15.60% return, which is significantly higher than SBUY.L's 5.80% return. Both investments have delivered pretty close results over the past 10 years, with PSRW.L having a 13.15% annualized return and SBUY.L not far behind at 13.13%.

PSRW.L

1D
0.68%
1M
5.66%
YTD
15.60%
6M
16.49%
1Y
37.59%
3Y*
19.30%
5Y*
13.56%
10Y*
13.15%

SBUY.L

1D
0.73%
1M
1.08%
YTD
5.80%
6M
7.48%
1Y
25.87%
3Y*
18.51%
5Y*
10.87%
10Y*
13.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
PSRW.L
Invesco FTSE RAFI All World 3000 UCITS ETF		15.60%19.97%12.95%10.09%2.42%22.39%2.67%17.83%-7.86%9.35%
SBUY.L
Invesco Global Buyback Achievers UCITS ETF		5.80%21.60%14.64%9.46%-0.90%21.36%8.43%25.36%-9.32%10.44%

Correlation

The correlation between PSRW.L and SBUY.L is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.83

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

0.87

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

0.89

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

0.89

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2014

0.89

The correlation between PSRW.L and SBUY.L has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.

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

Sectors
PSRW.L
SBUY.L

Technology

19.1%
7.6%

Financial Services

18.8%
32.9%

Industrials

9.8%
11.0%

Energy

9.5%
17.1%

Healthcare

9.0%
5.5%

Consumer Cyclical

8.5%
15.8%

Communication Services

7.5%
4.1%

Basic Materials

6.7%
1.4%

Consumer Defensive

5.7%
1.9%

Utilities

3.6%
2.2%

Real Estate

1.8%
0.5%

Technology

PSRW.L
19.1%
SBUY.L
7.6%

Financial Services

PSRW.L
18.8%
SBUY.L
32.9%

Industrials

PSRW.L
9.8%
SBUY.L
11.0%

Energy

PSRW.L
9.5%
SBUY.L
17.1%

Healthcare

PSRW.L
9.0%
SBUY.L
5.5%

Consumer Cyclical

PSRW.L
8.5%
SBUY.L
15.8%

Communication Services

PSRW.L
7.5%
SBUY.L
4.1%

Basic Materials

PSRW.L
6.7%
SBUY.L
1.4%

Consumer Defensive

PSRW.L
5.7%
SBUY.L
1.9%

Utilities

PSRW.L
3.6%
SBUY.L
2.2%

Real Estate

PSRW.L
1.8%
SBUY.L
0.5%

Compare stocks, funds, or ETFs

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Invesco FTSE RAFI All World 3000 UCITS ETF

Invesco Global Buyback Achievers UCITS ETF

Often compared with PSRW.L:
PSRW.L vs. ACWIPSRW.L vs. VWRL.LPSRW.L vs. LDCU.LPSRW.L vs. EXUS.LPSRW.L vs. XDEQ.LPSRW.L vs. VTPSRW.L vs. IQDG
Often compared with SBUY.L:
SBUY.L vs. XDWI.LSBUY.L vs. BUYB.LSBUY.L vs. BYBG.LSBUY.L vs. PKWSBUY.L vs. QQQSBUY.L vs. SPYSBUY.L vs. VMO.TO

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PSRW.L
PSRW.L Risk / Return Rank: 9393
Overall Rank
PSRW.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PSRW.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
PSRW.L Omega Ratio Rank: 9595
Omega Ratio Rank
PSRW.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
PSRW.L Martin Ratio Rank: 9090
Martin Ratio Rank
SBUY.L
SBUY.L Risk / Return Rank: 8181
Overall Rank
SBUY.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SBUY.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
SBUY.L Omega Ratio Rank: 7777
Omega Ratio Rank
SBUY.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
SBUY.L Martin Ratio Rank: 8181
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.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.

PSRW.LSBUY.LDifference

Sharpe ratio

Return per unit of total volatility

3.92

2.62

+1.30

Sortino ratio

Return per unit of downside risk

5.20

3.61

+1.59

Omega ratio

Gain probability vs. loss probability

1.75

1.47

+0.28

Calmar ratio

Return relative to maximum drawdown

5.56

5.10

+0.46

Martin ratio

Return relative to average drawdown

21.48

16.42

+5.06

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current PSRW.L Sharpe Ratio is 3.92, which is higher than the SBUY.L Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of PSRW.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

PSRW.LSBUY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.92

2.62

+1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

0.79

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.85

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.84

-0.26

Drawdowns

PSRW.L vs. SBUY.L - Drawdown Comparison

The maximum PSRW.L drawdown since its inception was -49.85%, which is greater than SBUY.L's maximum drawdown of -30.91%. Use the drawdown chart below to compare losses from any high point for PSRW.L and SBUY.L.

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Drawdown Indicators

PSRW.LSBUY.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.85%

-30.91%

-18.94%

Max Drawdown (1Y)

Largest decline over 1 year

-6.60%

-4.79%

-1.81%

Max Drawdown (3Y)

Largest decline over 3 years

-14.23%

-17.76%

+3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-14.23%

-17.76%

+3.53%

Max Drawdown (10Y)

Largest decline over 10 years

-29.05%

-30.91%

+1.86%

Current Drawdown

Current decline from peak

0.00%

-0.13%

+0.13%

Average Drawdown

Average peak-to-trough decline

-4.34%

-3.99%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

1.49%

+0.22%

Volatility

PSRW.L vs. SBUY.L - Volatility Comparison

Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L) has a higher volatility of 2.70% compared to Invesco Global Buyback Achievers UCITS ETF (SBUY.L) at 2.13%. This indicates that PSRW.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

PSRW.LSBUY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

2.13%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

7.15%

7.00%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

9.55%

9.84%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.16%

13.73%

-1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.40%

15.52%

-1.12%

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

Both PSRW.L and SBUY.L have an expense ratio of 0.39%.

Dividends

PSRW.L vs. SBUY.L - Dividend Comparison

PSRW.L's dividend yield for the trailing twelve months is around 1.74%, more than SBUY.L's 1.70% yield.

PositionTTM20252024202320222021202020192018201720162015
PSRW.L
Invesco FTSE RAFI All World 3000 UCITS ETF		1.74%2.00%2.29%2.46%2.58%1.96%1.99%2.45%2.52%2.03%1.93%2.00%
SBUY.L
Invesco Global Buyback Achievers UCITS ETF		1.70%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

PSRW.L and SBUY.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.39% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

PSRW.L and SBUY.L have the same expense ratio: 0.39% per year.

PSRW.L tracks MSCI ACWI Value NR USD, while SBUY.L tracks MSCI ACWI NR USD.

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