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SBUY.L vs. XDWI.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SBUY.L and XDWI.L is 0.82, 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.


-0.50.00.51.00.8

Performance

SBUY.L vs. XDWI.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 Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.L). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
11.12%
7.57%
SBUY.L
XDWI.L

Key characteristics

Sharpe Ratio

SBUY.L:

2.18

XDWI.L:

1.19

Sortino Ratio

SBUY.L:

3.03

XDWI.L:

1.69

Omega Ratio

SBUY.L:

1.40

XDWI.L:

1.21

Calmar Ratio

SBUY.L:

3.65

XDWI.L:

2.09

Martin Ratio

SBUY.L:

10.55

XDWI.L:

5.79

Ulcer Index

SBUY.L:

2.13%

XDWI.L:

2.75%

Daily Std Dev

SBUY.L:

10.35%

XDWI.L:

13.34%

Max Drawdown

SBUY.L:

-30.91%

XDWI.L:

-38.92%

Current Drawdown

SBUY.L:

-0.03%

XDWI.L:

-2.70%

Returns By Period

In the year-to-date period, SBUY.L achieves a 7.54% return, which is significantly higher than XDWI.L's 3.90% return.


SBUY.L

YTD

7.54%

1M

5.06%

6M

14.55%

1Y

22.98%

5Y*

11.80%

10Y*

12.06%

XDWI.L

YTD

3.90%

1M

5.32%

6M

7.57%

1Y

16.65%

5Y*

10.01%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


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

SBUY.L has a 0.39% expense ratio, which is higher than XDWI.L's 0.25% expense ratio.


SBUY.L
Invesco Global Buyback Achievers UCITS ETF
Expense ratio chart for SBUY.L: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for XDWI.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

SBUY.L vs. XDWI.L — Risk-Adjusted Performance Rank

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

SBUY.L
The Risk-Adjusted Performance Rank of SBUY.L is 8686
Overall Rank
The Sharpe Ratio Rank of SBUY.L is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of SBUY.L is 8787
Sortino Ratio Rank
The Omega Ratio Rank of SBUY.L is 8585
Omega Ratio Rank
The Calmar Ratio Rank of SBUY.L is 8989
Calmar Ratio Rank
The Martin Ratio Rank of SBUY.L is 7878
Martin Ratio Rank

XDWI.L
The Risk-Adjusted Performance Rank of XDWI.L is 5353
Overall Rank
The Sharpe Ratio Rank of XDWI.L is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of XDWI.L is 4848
Sortino Ratio Rank
The Omega Ratio Rank of XDWI.L is 4646
Omega Ratio Rank
The Calmar Ratio Rank of XDWI.L is 6767
Calmar Ratio Rank
The Martin Ratio Rank of XDWI.L is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SBUY.L vs. XDWI.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Buyback Achievers UCITS ETF (SBUY.L) and Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.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.


Sharpe ratio
The chart of Sharpe ratio for SBUY.L, currently valued at 1.92, compared to the broader market0.002.004.001.921.19
The chart of Sortino ratio for SBUY.L, currently valued at 2.57, compared to the broader market0.005.0010.002.571.69
The chart of Omega ratio for SBUY.L, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.21
The chart of Calmar ratio for SBUY.L, currently valued at 2.99, compared to the broader market0.005.0010.0015.0020.002.992.09
The chart of Martin ratio for SBUY.L, currently valued at 8.83, compared to the broader market0.0020.0040.0060.0080.00100.008.835.79
SBUY.L
XDWI.L

The current SBUY.L Sharpe Ratio is 2.18, which is higher than the XDWI.L Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of SBUY.L and XDWI.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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.92
1.19
SBUY.L
XDWI.L

Dividends

SBUY.L vs. XDWI.L - Dividend Comparison

SBUY.L's dividend yield for the trailing twelve months is around 1.67%, while XDWI.L has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SBUY.L
Invesco Global Buyback Achievers UCITS ETF
1.67%1.80%1.73%1.91%1.20%1.62%1.90%1.31%1.22%1.60%1.27%0.12%
XDWI.L
Xtrackers MSCI World Industrials UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SBUY.L vs. XDWI.L - Drawdown Comparison

The maximum SBUY.L drawdown since its inception was -30.91%, smaller than the maximum XDWI.L drawdown of -38.92%. Use the drawdown chart below to compare losses from any high point for SBUY.L and XDWI.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.06%
-2.70%
SBUY.L
XDWI.L

Volatility

SBUY.L vs. XDWI.L - Volatility Comparison

The current volatility for Invesco Global Buyback Achievers UCITS ETF (SBUY.L) is 2.61%, while Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.L) has a volatility of 3.96%. This indicates that SBUY.L experiences smaller price fluctuations and is considered to be less risky than XDWI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.61%
3.96%
SBUY.L
XDWI.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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