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

Performance

SBUY.L vs. PRWU.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 Amundi Prime Global UCITS ETF DR (C) (PRWU.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 PRWU.L is traded in USD. To make them comparable, the PRWU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period


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%

PRWU.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
SBUY.L
Invesco Global Buyback Achievers UCITS ETF
6.48%21.60%14.64%9.46%9.59%
PRWU.L
Amundi Prime Global UCITS ETF DR (C)
0.00%0.00%20.63%18.25%1.23%

Correlation

The correlation between SBUY.L and PRWU.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2022

0.48

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


Sectors
SBUY.L
PRWU.L

Financial Services

32.9%
15.8%

Energy

17.1%
4.0%

Consumer Cyclical

15.8%
10.5%

Industrials

11.0%
9.9%

Technology

7.6%
27.0%

Healthcare

5.5%
10.7%

Communication Services

4.1%
8.1%

Utilities

2.2%
2.7%

Consumer Defensive

1.9%
6.1%

Basic Materials

1.4%
3.2%

Real Estate

0.5%
2.1%

Financial Services

SBUY.L
32.9%
PRWU.L
15.8%

Energy

SBUY.L
17.1%
PRWU.L
4.0%

Consumer Cyclical

SBUY.L
15.8%
PRWU.L
10.5%

Industrials

SBUY.L
11.0%
PRWU.L
9.9%

Technology

SBUY.L
7.6%
PRWU.L
27.0%

Healthcare

SBUY.L
5.5%
PRWU.L
10.7%

Communication Services

SBUY.L
4.1%
PRWU.L
8.1%

Utilities

SBUY.L
2.2%
PRWU.L
2.7%

Consumer Defensive

SBUY.L
1.9%
PRWU.L
6.1%

Basic Materials

SBUY.L
1.4%
PRWU.L
3.2%

Real Estate

SBUY.L
0.5%
PRWU.L
2.1%

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Return for Risk

SBUY.L vs. PRWU.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

PRWU.L
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. PRWU.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 Amundi Prime Global UCITS ETF DR (C) (PRWU.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.LPRWU.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.46

Calmar ratioReturn relative to maximum drawdown

5.25

Martin ratioReturn relative to average drawdown

16.93

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


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Sharpe Ratios by Period


SBUY.LPRWU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

Drawdowns

SBUY.L vs. PRWU.L - Drawdown Comparison


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Drawdown Indicators


SBUY.LPRWU.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.91%

Max Drawdown (1Y)

Largest decline over 1 year

-4.79%

Max Drawdown (3Y)

Largest decline over 3 years

-17.76%

Max Drawdown (5Y)

Largest decline over 5 years

-17.76%

Max Drawdown (10Y)

Largest decline over 10 years

-30.91%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

Volatility

SBUY.L vs. PRWU.L - Volatility Comparison


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Volatility by Period


SBUY.LPRWU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.04%

Volatility (1Y)

Calculated over the trailing 1-year period

9.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.51%

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

SBUY.L has a 0.39% expense ratio, which is higher than PRWU.L's 0.05% expense ratio.


Dividends

SBUY.L vs. PRWU.L - Dividend Comparison

SBUY.L's dividend yield for the trailing twelve months is around 1.69%, while PRWU.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
PRWU.L
Amundi Prime Global UCITS ETF DR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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 PRWU.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRWU.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRWU.L is cheaper with a 0.05% expense ratio, compared with 0.39% for SBUY.L.

Both ETFs track MSCI ACWI NR USD. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.39% for SBUY.L and 0.05% for PRWU.L.

Portfolio Optimizer

Find the right allocation for SBUY.L and PRWU.L

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