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

Performance

SBUY.L vs. INFR.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 Global Infrastructure UCITS ETF USD (Dist) (INFR.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, SBUY.L achieves a 6.48% return, which is significantly lower than INFR.L's 9.52% return. Over the past 10 years, SBUY.L has outperformed INFR.L with an annualized return of 13.06%, while INFR.L has yielded a comparatively lower 8.66% annualized return.


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%

INFR.L

1D
-1.24%
1M
-2.23%
YTD
9.52%
6M
8.44%
1Y
16.29%
3Y*
9.33%
5Y*
7.61%
10Y*
8.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBUY.L vs. INFR.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%
INFR.L
iShares Global Infrastructure UCITS ETF USD (Dist)
9.52%5.90%11.49%-4.96%5.77%19.54%-4.70%20.82%4.39%5.41%

Correlation

The correlation between SBUY.L and INFR.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.45

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

0.52

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

0.60

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

0.62

Over the past year, the correlation between SBUY.L and INFR.L has dropped to 0.24 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

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


Sectors
SBUY.L
INFR.L

Financial Services

32.9%
0.0%

Energy

17.1%
16.4%

Consumer Cyclical

15.8%

-

Industrials

11.0%
20.8%

Technology

7.6%
0.7%

Healthcare

5.5%

-

Communication Services

4.1%
1.0%

Utilities

2.2%
56.0%

Consumer Defensive

1.9%

-

Basic Materials

1.4%

-

Real Estate

0.5%
5.0%

Financial Services

SBUY.L
32.9%
INFR.L
0.0%

Energy

SBUY.L
17.1%
INFR.L
16.4%

Consumer Cyclical

SBUY.L
15.8%
INFR.L

-

Industrials

SBUY.L
11.0%
INFR.L
20.8%

Technology

SBUY.L
7.6%
INFR.L
0.7%

Healthcare

SBUY.L
5.5%
INFR.L

-

Communication Services

SBUY.L
4.1%
INFR.L
1.0%

Utilities

SBUY.L
2.2%
INFR.L
56.0%

Consumer Defensive

SBUY.L
1.9%
INFR.L

-

Basic Materials

SBUY.L
1.4%
INFR.L

-

Real Estate

SBUY.L
0.5%
INFR.L
5.0%

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Return for Risk

SBUY.L vs. INFR.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

INFR.L
INFR.L Risk / Return Rank: 4949
Overall Rank
INFR.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
INFR.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
INFR.L Omega Ratio Rank: 4242
Omega Ratio Rank
INFR.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
INFR.L Martin Ratio Rank: 4848
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. INFR.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 Global Infrastructure UCITS ETF USD (Dist) (INFR.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.LINFR.LDifference
Sharpe ratioReturn per unit of total volatility

+1.02

Sortino ratioReturn per unit of downside risk

+1.34

Omega ratioGain probability vs. loss probability

1.46

1.27

+0.19

Calmar ratioReturn relative to maximum drawdown

5.25

3.13

+2.12

Martin ratioReturn relative to average drawdown

16.93

7.96

+8.98

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

The current SBUY.L Sharpe Ratio is 2.57, which is higher than the INFR.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of SBUY.L and INFR.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.LINFR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

1.55

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.62

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.61

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.52

+0.33

Drawdowns

SBUY.L vs. INFR.L - Drawdown Comparison

The maximum SBUY.L drawdown since its inception was -30.91%, smaller than the maximum INFR.L drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for SBUY.L and INFR.L.


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Drawdown Indicators


SBUY.LINFR.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.91%

-34.25%

+3.34%

Max Drawdown (1Y)

Largest decline over 1 year

-4.79%

-5.19%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-17.76%

-11.08%

-6.68%

Max Drawdown (5Y)

Largest decline over 5 years

-17.76%

-22.87%

+5.11%

Max Drawdown (10Y)

Largest decline over 10 years

-30.91%

-26.75%

-4.16%

Current Drawdown

Current decline from peak

0.00%

-3.70%

+3.70%

Average Drawdown

Average peak-to-trough decline

-3.99%

-6.12%

+2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

2.04%

-0.55%

Volatility

SBUY.L vs. INFR.L - Volatility Comparison

The current volatility for Invesco Global Buyback Achievers UCITS ETF (SBUY.L) is 2.32%, while iShares Global Infrastructure UCITS ETF USD (Dist) (INFR.L) has a volatility of 3.92%. This indicates that SBUY.L experiences smaller price fluctuations and is considered to be less risky than INFR.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.LINFR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

3.92%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

7.04%

8.92%

-1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

9.81%

10.49%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.73%

12.26%

+1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.51%

14.10%

+1.41%

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

SBUY.L has a 0.39% expense ratio, which is lower than INFR.L's 0.65% expense ratio.


Dividends

SBUY.L vs. INFR.L - Dividend Comparison

SBUY.L's dividend yield for the trailing twelve months is around 1.69%, less than INFR.L's 2.82% yield.


PositionTTM20252024202320222021202020192018201720162015
INFR.L
iShares Global Infrastructure UCITS ETF USD (Dist)
2.82%2.97%2.96%3.02%2.54%2.60%2.84%2.70%2.99%3.51%3.45%4.75%
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 INFR.L have a correlation of 0.24, 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 0.65% for INFR.L.

SBUY.L is categorized as Global Equities, while INFR.L is Utilities Equities. SBUY.L tracks MSCI ACWI NR USD, while INFR.L tracks FTSE Global Core Infrastructure Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for SBUY.L and 0.65% for INFR.L.

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