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

SBUY.L vs. IDWR.L

Last updated Jun 5, 2026

SBUY.L (Invesco Global Buyback Achievers UCITS ETF) and IDWR.L (iShares MSCI World UCITS) are both Global Equities funds tracking the MSCI ACWI NR USD, from Invesco and iShares respectively. Both are passively managed. Over the past 10 years, SBUY.L returned 13.06%/yr vs 13.59%/yr for IDWR.L. Their correlation of 0.81 suggests significant overlap in exposure. SBUY.L charges 0.39%/yr vs 0.50%/yr for IDWR.L.

Performance

SBUY.L vs. IDWR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Global Buyback Achievers UCITS ETF (SBUY.L) and iShares MSCI World UCITS (IDWR.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SBUY.L achieves a 6.48% return, which is significantly lower than IDWR.L's 10.17% return. Both investments have delivered pretty close results over the past 10 years, with SBUY.L having a 13.06% annualized return and IDWR.L not far ahead at 13.59%.

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%

IDWR.L

1D
0.09%
1M
4.96%
YTD
10.17%
6M
10.07%
1Y
26.79%
3Y*
17.41%
5Y*
12.73%
10Y*
13.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
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%
IDWR.L
iShares MSCI World UCITS		10.17%11.99%20.86%17.88%-8.61%22.73%12.30%21.93%-3.86%11.99%

Correlation

The correlation between SBUY.L and IDWR.L is 0.66, 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

0.66

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

0.69

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

0.74

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

0.79

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

0.81

The correlation between SBUY.L and IDWR.L shifts across timeframes, from 0.66 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

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

Sectors
SBUY.L
IDWR.L

Financial Services

32.9%
15.1%

Energy

17.1%
3.9%

Consumer Cyclical

15.8%
9.1%

Industrials

11.0%
10.5%

Technology

7.6%
31.0%

Healthcare

5.5%
8.5%

Communication Services

4.1%
8.9%

Utilities

2.2%
2.6%

Consumer Defensive

1.9%
5.0%

Basic Materials

1.4%
3.2%

Real Estate

0.5%
1.6%

Financial Services

SBUY.L
32.9%
IDWR.L
15.1%

Energy

SBUY.L
17.1%
IDWR.L
3.9%

Consumer Cyclical

SBUY.L
15.8%
IDWR.L
9.1%

Industrials

SBUY.L
11.0%
IDWR.L
10.5%

Technology

SBUY.L
7.6%
IDWR.L
31.0%

Healthcare

SBUY.L
5.5%
IDWR.L
8.5%

Communication Services

SBUY.L
4.1%
IDWR.L
8.9%

Utilities

SBUY.L
2.2%
IDWR.L
2.6%

Consumer Defensive

SBUY.L
1.9%
IDWR.L
5.0%

Basic Materials

SBUY.L
1.4%
IDWR.L
3.2%

Real Estate

SBUY.L
0.5%
IDWR.L
1.6%

Compare stocks, funds, or ETFs

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

Invesco Global Buyback Achievers UCITS ETF

iShares MSCI World UCITS

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
Often compared with IDWR.L:
IDWR.L vs. VWRL.LIDWR.L vs. XESX.LIDWR.L vs. XESC.DEIDWR.L vs. URTHIDWR.L vs. XDWL.DEIDWR.L vs. IWDA.ASIDWR.L vs. SXR8.DE

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
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
IDWR.L
IDWR.L Risk / Return Rank: 6767
Overall Rank
IDWR.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IDWR.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
IDWR.L Omega Ratio Rank: 6666
Omega Ratio Rank
IDWR.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
IDWR.L Martin Ratio Rank: 7171
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Buyback Achievers UCITS ETF (SBUY.L) and iShares MSCI World UCITS (IDWR.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.

SBUY.LIDWR.LDifference
Sharpe ratioReturn per unit of total volatility
2.57
2.31

+0.26

Sortino ratioReturn per unit of downside risk
3.53
3.18

+0.35

Omega ratioGain probability vs. loss probability

1.46

1.43

+0.03

Calmar ratioReturn relative to maximum drawdown

5.25

4.08

+1.17

Martin ratioReturn relative to average drawdown

16.93

15.25

+1.68

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

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

The current SBUY.L Sharpe Ratio is 2.57, which is comparable to the IDWR.L Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of SBUY.L and IDWR.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

SBUY.LIDWR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

2.31

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.88

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.88

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.57

+0.27

Drawdowns

SBUY.L vs. IDWR.L - Drawdown Comparison

The maximum SBUY.L drawdown since its inception was -30.91%, smaller than the maximum IDWR.L drawdown of -36.22%. Use the drawdown chart below to compare losses from any high point for SBUY.L and IDWR.L.

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Drawdown Indicators

SBUY.LIDWR.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.91%

-36.22%

+5.31%

Max Drawdown (1Y)

Largest decline over 1 year

-4.79%

-6.53%

+1.74%

Max Drawdown (3Y)

Largest decline over 3 years

-17.76%

-18.87%

+1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-17.76%

-18.87%

+1.11%

Max Drawdown (10Y)

Largest decline over 10 years

-30.91%

-26.12%

-4.79%

Current Drawdown

Current decline from peak

0.00%

-0.10%

+0.10%

Average Drawdown

Average peak-to-trough decline

-3.99%

-4.91%

+0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

1.75%

-0.26%

Volatility

SBUY.L vs. IDWR.L - Volatility Comparison

The current volatility for Invesco Global Buyback Achievers UCITS ETF (SBUY.L) is 2.32%, while iShares MSCI World UCITS (IDWR.L) has a volatility of 3.36%. This indicates that SBUY.L experiences smaller price fluctuations and is considered to be less risky than IDWR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SBUY.LIDWR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

3.36%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.04%

8.73%

-1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

9.81%

11.56%

-1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.73%

14.45%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.51%

15.50%

+0.01%

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

SBUY.L has a 0.39% expense ratio, which is lower than IDWR.L's 0.50% expense ratio.

Dividends

SBUY.L vs. IDWR.L - Dividend Comparison

SBUY.L's dividend yield for the trailing twelve months is around 1.69%, more than IDWR.L's 0.85% yield.

PositionTTM20252024202320222021202020192018201720162015
IDWR.L
iShares MSCI World UCITS		0.85%0.93%1.08%1.29%1.46%1.05%1.14%1.61%1.87%1.58%1.77%1.83%
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

SBUY.L and IDWR.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SBUY.L is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SBUY.L is cheaper with a 0.39% expense ratio, compared with 0.50% for IDWR.L.

Both ETFs track MSCI ACWI NR USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for SBUY.L and 0.50% for IDWR.L.

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