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

Performance

WSCR.L vs. SBUY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) A-dis (WSCR.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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Returns By Period

In the year-to-date period, WSCR.L achieves a 7.26% return, which is significantly higher than SBUY.L's 6.48% return.


WSCR.L

1D
0.84%
1M
3.08%
YTD
7.26%
6M
7.84%
1Y
21.57%
3Y*
10.26%
5Y*
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
WSCR.L
UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) A-dis
7.26%8.66%5.56%10.48%-8.17%1.32%
SBUY.L
Invesco Global Buyback Achievers UCITS ETF
6.48%21.60%14.64%9.46%-0.90%0.54%

Correlation

The correlation between WSCR.L and SBUY.L is 0.72, 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

0.72

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

0.78

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2021

0.81

The correlation between WSCR.L and SBUY.L has been stable across timeframes, ranging from 0.72 to 0.81 - a consistent structural relationship.

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


Sectors
WSCR.L
SBUY.L

Industrials

21.1%
11.0%

Financial Services

14.1%
32.9%

Technology

12.9%
7.6%

Consumer Cyclical

11.2%
15.8%

Healthcare

10.0%
5.5%

Real Estate

8.8%
0.5%

Basic Materials

8.4%
1.4%

Consumer Defensive

4.5%
1.9%

Energy

4.0%
17.1%

Communication Services

3.2%
4.1%

Utilities

1.9%
2.2%

Industrials

WSCR.L
21.1%
SBUY.L
11.0%

Financial Services

WSCR.L
14.1%
SBUY.L
32.9%

Technology

WSCR.L
12.9%
SBUY.L
7.6%

Consumer Cyclical

WSCR.L
11.2%
SBUY.L
15.8%

Healthcare

WSCR.L
10.0%
SBUY.L
5.5%

Real Estate

WSCR.L
8.8%
SBUY.L
0.5%

Basic Materials

WSCR.L
8.4%
SBUY.L
1.4%

Consumer Defensive

WSCR.L
4.5%
SBUY.L
1.9%

Energy

WSCR.L
4.0%
SBUY.L
17.1%

Communication Services

WSCR.L
3.2%
SBUY.L
4.1%

Utilities

WSCR.L
1.9%
SBUY.L
2.2%

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Return for Risk

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

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

WSCR.L
WSCR.L Risk / Return Rank: 5151
Overall Rank
WSCR.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WSCR.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
WSCR.L Omega Ratio Rank: 4949
Omega Ratio Rank
WSCR.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
WSCR.L Martin Ratio Rank: 5454
Martin Ratio Rank

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) A-dis (WSCR.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.


WSCR.LSBUY.LDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.30

1.46

-0.15

Calmar ratioReturn relative to maximum drawdown

2.46

5.25

-2.80

Martin ratioReturn relative to average drawdown

9.09

16.93

-7.84

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

The current WSCR.L Sharpe Ratio is 1.75, which is lower than the SBUY.L Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of WSCR.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


WSCR.LSBUY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

2.57

-0.82

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

0.33

0.84

-0.51

Drawdowns

WSCR.L vs. SBUY.L - Drawdown Comparison

The maximum WSCR.L drawdown since its inception was -22.10%, smaller than the maximum SBUY.L drawdown of -30.91%. Use the drawdown chart below to compare losses from any high point for WSCR.L and SBUY.L.


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Drawdown Indicators


WSCR.LSBUY.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.10%

-30.91%

+8.81%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-4.79%

-4.11%

Max Drawdown (3Y)

Largest decline over 3 years

-22.10%

-17.76%

-4.34%

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%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.78%

-3.99%

-2.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

1.49%

+0.90%

Volatility

WSCR.L vs. SBUY.L - Volatility Comparison

UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) A-dis (WSCR.L) has a higher volatility of 3.16% compared to Invesco Global Buyback Achievers UCITS ETF (SBUY.L) at 2.32%. This indicates that WSCR.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


WSCR.LSBUY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

2.32%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

9.00%

7.04%

+1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

12.51%

9.81%

+2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.79%

13.73%

+2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

15.51%

+0.28%

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

WSCR.L has a 0.23% expense ratio, which is lower than SBUY.L's 0.39% expense ratio.


Dividends

WSCR.L vs. SBUY.L - Dividend Comparison

WSCR.L's dividend yield for the trailing twelve months is around 0.74%, 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%1.22%1.60%1.27%
WSCR.L
UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) A-dis
0.74%0.79%1.82%1.59%1.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WSCR.L and SBUY.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WSCR.L is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WSCR.L is cheaper with a 0.23% expense ratio, compared with 0.39% for SBUY.L.

WSCR.L tracks MSCI ACWI SMID NR USD, while SBUY.L tracks MSCI ACWI NR USD. They also come from different issuers: UBS and Invesco. Their fees differ too: 0.23% for WSCR.L and 0.39% for SBUY.L.

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