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

WMVG.L vs. SBUY.L

Last updated Jun 4, 2026

WMVG.L (iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc)) and SBUY.L (Invesco Global Buyback Achievers UCITS ETF) are both Global Equities funds - WMVG.L tracks the MSCI World Minimum Volatility while SBUY.L tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, WMVG.L returned 6.15%/yr vs 10.77%/yr for SBUY.L. A 0.59 correlation means they provide meaningful diversification when combined. WMVG.L charges 0.35%/yr vs 0.39%/yr for SBUY.L.

Performance

WMVG.L vs. SBUY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.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

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

Returns By Period

In the year-to-date period, WMVG.L achieves a 1.22% return, which is significantly lower than SBUY.L's 5.54% return.

WMVG.L

1D
0.06%
1M
0.30%
YTD
1.22%
6M
1.94%
1Y
2.85%
3Y*
9.88%
5Y*
6.15%
10Y*
—

SBUY.L

1D
-0.25%
1M
0.82%
YTD
5.54%
6M
7.84%
1Y
24.13%
3Y*
18.42%
5Y*
10.77%
10Y*
13.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022202120202019
WMVG.L
iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc)		1.22%9.08%14.49%7.33%-8.31%16.96%-1.30%11.65%
SBUY.L
Invesco Global Buyback Achievers UCITS ETF		5.54%21.60%14.64%9.46%-0.90%21.36%8.43%16.19%

Correlation

The correlation between WMVG.L and SBUY.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.45

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

0.52

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

0.59

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2019

0.59

The correlation between WMVG.L and SBUY.L shifts across timeframes, from 0.45 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.

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

Sectors
WMVG.L
SBUY.L

Technology

20.1%
7.6%

Financial Services

14.0%
32.9%

Healthcare

13.8%
5.5%

Communication Services

12.1%
4.1%

Consumer Defensive

10.9%
1.9%

Industrials

9.2%
11.0%

Utilities

8.0%
2.2%

Consumer Cyclical

5.6%
15.8%

Energy

4.5%
17.1%

Basic Materials

1.1%
1.4%

Real Estate

0.7%
0.5%

Technology

WMVG.L
20.1%
SBUY.L
7.6%

Financial Services

WMVG.L
14.0%
SBUY.L
32.9%

Healthcare

WMVG.L
13.8%
SBUY.L
5.5%

Communication Services

WMVG.L
12.1%
SBUY.L
4.1%

Consumer Defensive

WMVG.L
10.9%
SBUY.L
1.9%

Industrials

WMVG.L
9.2%
SBUY.L
11.0%

Utilities

WMVG.L
8.0%
SBUY.L
2.2%

Consumer Cyclical

WMVG.L
5.6%
SBUY.L
15.8%

Energy

WMVG.L
4.5%
SBUY.L
17.1%

Basic Materials

WMVG.L
1.1%
SBUY.L
1.4%

Real Estate

WMVG.L
0.7%
SBUY.L
0.5%

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iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc)

Invesco Global Buyback Achievers UCITS ETF

Often compared with WMVG.L:
WMVG.L vs. MVUS.LWMVG.L vs. PQVG.LWMVG.L vs. MVEW.LWMVG.L vs. MINV.LWMVG.L vs. VSCGXWMVG.L vs. AVGC.LWMVG.L vs. VHYD.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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WMVG.L
WMVG.L Risk / Return Rank: 1515
Overall Rank
WMVG.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
WMVG.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
WMVG.L Omega Ratio Rank: 1313
Omega Ratio Rank
WMVG.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
WMVG.L Martin Ratio Rank: 1616
Martin Ratio Rank
SBUY.L
SBUY.L Risk / Return Rank: 7979
Overall Rank
SBUY.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SBUY.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
SBUY.L Omega Ratio Rank: 7474
Omega Ratio Rank
SBUY.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
SBUY.L Martin Ratio Rank: 8181
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.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.

WMVG.LSBUY.LDifference
Sharpe ratioReturn per unit of total volatility
0.39
2.46

-2.06

Sortino ratioReturn per unit of downside risk
0.59
3.39

-2.80

Omega ratioGain probability vs. loss probability

1.07

1.44

-0.37

Calmar ratioReturn relative to maximum drawdown

0.57

5.02

-4.45

Martin ratioReturn relative to average drawdown

1.42

16.17

-14.75

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

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

The current WMVG.L Sharpe Ratio is 0.39, which is lower than the SBUY.L Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of WMVG.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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Sharpe Ratios by Period

WMVG.LSBUY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

2.46

-2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.79

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.85

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.84

-0.29

Drawdowns

WMVG.L vs. SBUY.L - Drawdown Comparison

The maximum WMVG.L drawdown since its inception was -28.25%, smaller than the maximum SBUY.L drawdown of -30.91%. Use the drawdown chart below to compare losses from any high point for WMVG.L and SBUY.L.

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Drawdown Indicators

WMVG.LSBUY.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.25%

-30.91%

+2.66%

Max Drawdown (1Y)

Largest decline over 1 year

-4.99%

-4.79%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-9.09%

-17.76%

+8.67%

Max Drawdown (5Y)

Largest decline over 5 years

-15.18%

-17.76%

+2.58%

Max Drawdown (10Y)

Largest decline over 10 years

—

-30.91%

—

Current Drawdown

Current decline from peak

-3.30%

-0.38%

-2.92%

Average Drawdown

Average peak-to-trough decline

-4.12%

-3.99%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

1.49%

+0.51%

Volatility

WMVG.L vs. SBUY.L - Volatility Comparison

iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) has a higher volatility of 2.29% compared to Invesco Global Buyback Achievers UCITS ETF (SBUY.L) at 2.16%. This indicates that WMVG.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

WMVG.LSBUY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.29%

2.16%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

5.05%

6.99%

-1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

7.21%

9.83%

-2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.95%

13.73%

-3.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.14%

15.51%

-3.37%

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

WMVG.L has a 0.35% expense ratio, which is lower than SBUY.L's 0.39% expense ratio.

Dividends

WMVG.L vs. SBUY.L - Dividend Comparison

WMVG.L has not paid dividends to shareholders, while SBUY.L's dividend yield for the trailing twelve months is around 1.70%.

PositionTTM20252024202320222021202020192018201720162015
SBUY.L
Invesco Global Buyback Achievers UCITS ETF		1.70%1.86%1.80%1.73%1.91%1.20%1.62%1.90%1.31%1.22%1.60%1.27%
WMVG.L
iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

WMVG.L and SBUY.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WMVG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WMVG.L is cheaper with a 0.35% expense ratio, compared with 0.39% for SBUY.L.

WMVG.L tracks MSCI World Minimum Volatility, while SBUY.L tracks MSCI ACWI NR USD. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.35% for WMVG.L and 0.39% for SBUY.L.

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