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

SUWS.L vs. SBUY.L

Last updated Jul 21, 2026
Documentation

SUWS.L (iShares MSCI World SRI UCITS ETF USD (Dist)) and SBUY.L (Invesco Global Buyback Achievers UCITS ETF) are both Global Equities funds - SUWS.L tracks the MSCI World SRI Select Reduced Fossil Fuel Net Index (USD) while SBUY.L tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, SUWS.L returned 8.91%/yr vs 10.51%/yr for SBUY.L. A 0.79 correlation means they provide meaningful diversification when combined. SUWS.L charges 0.20%/yr vs 0.39%/yr for SBUY.L.

Performance

SUWS.L vs. SBUY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World SRI UCITS ETF USD (Dist) (SUWS.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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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with SUWS.L having a 9.32% return and SBUY.L slightly lower at 8.88%.

SUWS.L

1D
-0.35%
1M
-1.63%
6M
7.40%
YTD
9.32%
1Y
16.84%
3Y*
13.39%
5Y*
8.91%
10Y*
—
ALL TIME*
11.65%

SBUY.L

1D
-0.09%
1M
3.34%
6M
7.44%
YTD
8.88%
1Y
21.61%
3Y*
19.76%
5Y*
10.51%
10Y*
12.35%
ALL TIME*
7.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
SUWS.L
iShares MSCI World SRI UCITS ETF USD (Dist)		9.32%14.86%11.22%25.16%-21.20%25.32%21.04%29.76%-7.49%4.80%
SBUY.L
Invesco Global Buyback Achievers UCITS ETF		8.88%30.78%12.73%15.23%-11.50%20.26%11.75%30.39%-14.45%5.23%

Correlation

The correlation between SUWS.L and SBUY.L is 0.67, 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

0.67

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

0.72

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

0.77

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2017

0.79

The correlation between SUWS.L and SBUY.L shifts across timeframes, from 0.67 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

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

Sectors
SUWS.L
SBUY.L

Technology

33.0%
6.8%

Financial Services

17.0%
35.8%

Industrials

11.6%
11.3%

Consumer Cyclical

9.4%
16.1%

Healthcare

9.0%
6.1%

Communication Services

7.7%
4.0%

Consumer Defensive

5.5%
1.8%

Basic Materials

3.1%
1.4%

Real Estate

1.8%
0.5%

Utilities

1.6%
2.1%

Energy

-

14.1%

Technology

SUWS.L
33.0%
SBUY.L
6.8%

Financial Services

SUWS.L
17.0%
SBUY.L
35.8%

Industrials

SUWS.L
11.6%
SBUY.L
11.3%

Consumer Cyclical

SUWS.L
9.4%
SBUY.L
16.1%

Healthcare

SUWS.L
9.0%
SBUY.L
6.1%

Communication Services

SUWS.L
7.7%
SBUY.L
4.0%

Consumer Defensive

SUWS.L
5.5%
SBUY.L
1.8%

Basic Materials

SUWS.L
3.1%
SBUY.L
1.4%

Real Estate

SUWS.L
1.8%
SBUY.L
0.5%

Utilities

SUWS.L
1.6%
SBUY.L
2.1%

Energy

SUWS.L

-

SBUY.L
14.1%

Compare stocks, funds, or ETFs

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iShares MSCI World SRI UCITS ETF USD (Dist)

Invesco Global Buyback Achievers UCITS ETF

Often compared with SUWS.L:
SUWS.L vs. IWVG.LSUWS.L vs. CNDX.LSUWS.L vs. EIMI.LSUWS.L vs. FLES.LSUWS.L vs. IITU.LSUWS.L vs. ISAC.LSUWS.L vs. IUIT.L
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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SUWS.L
SUWS.L Risk / Return Rank: 4848
Overall Rank
SUWS.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SUWS.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
SUWS.L Omega Ratio Rank: 4343
Omega Ratio Rank
SUWS.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
SUWS.L Martin Ratio Rank: 5454
Martin Ratio Rank
SBUY.L
SBUY.L Risk / Return Rank: 8888
Overall Rank
SBUY.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SBUY.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
SBUY.L Omega Ratio Rank: 8686
Omega Ratio Rank
SBUY.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
SBUY.L Martin Ratio Rank: 8989
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF USD (Dist) (SUWS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

SUWS.LSBUY.LDifference
Sharpe ratioReturn per unit of total volatility
1.21
1.90

-0.70

Sortino ratioReturn per unit of downside risk
1.86
2.81

-0.94

Omega ratioGain probability vs. loss probability

1.22

1.33

-0.11

Calmar ratioReturn relative to maximum drawdown

1.75

3.05

-1.29

Martin ratioReturn relative to average drawdown

6.72

10.25

-3.53

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

The current SUWS.L Sharpe Ratio is 1.21, which is lower than the SBUY.L Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of SUWS.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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Drawdowns

SUWS.L vs. SBUY.L - Drawdown Comparison

The maximum SUWS.L drawdown since its inception was -31.97%, smaller than the maximum SBUY.L drawdown of -42.16%. Use the drawdown chart below to compare losses from any high point for SUWS.L and SBUY.L.

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Drawdown Indicators

SUWS.LSBUY.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.97%

-42.16%

+10.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-7.06%

-2.50%

Max Drawdown (3Y)

Largest decline over 3 years

-17.81%

-16.45%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-29.06%

-27.07%

-1.99%

Max Drawdown (10Y)

Largest decline over 10 years

—

-38.71%

—

Current Drawdown

Current decline from peak

-2.71%

-0.37%

-2.34%

Average Drawdown

Average peak-to-trough decline

-5.56%

-13.21%

+7.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.10%

+0.40%

Volatility

SUWS.L vs. SBUY.L - Volatility Comparison

iShares MSCI World SRI UCITS ETF USD (Dist) (SUWS.L) has a higher volatility of 4.09% compared to Invesco Global Buyback Achievers UCITS ETF (SBUY.L) at 2.32%. This indicates that SUWS.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

SUWS.LSBUY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

2.32%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

11.39%

8.42%

+2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

13.93%

11.33%

+2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.38%

15.75%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

16.57%

+0.27%

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

SUWS.L has a 0.20% expense ratio, which is lower than SBUY.L's 0.39% expense ratio.

Dividends

SUWS.L vs. SBUY.L - Dividend Comparison

SUWS.L's dividend yield for the trailing twelve months is around 1.21%, less than SBUY.L's 1.69% yield.

PositionTTM20252024202320222021202020192018201720162015
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%1.16%1.60%1.27%
SUWS.L
iShares MSCI World SRI UCITS ETF USD (Dist)		1.21%1.21%1.41%1.52%1.71%1.20%1.21%1.70%2.26%0.00%0.00%0.00%

Frequently Asked Questions

SUWS.L and SBUY.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SUWS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUWS.L is cheaper with a 0.20% expense ratio, compared with 0.39% for SBUY.L.

SUWS.L tracks MSCI World SRI Select Reduced Fossil Fuel Net Index (USD), while SBUY.L tracks MSCI ACWI NR USD. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for SUWS.L and 0.39% for SBUY.L.

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