WSCR.L vs. SBUY.L
WSCR.L (UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) A-dis) and SBUY.L (Invesco Global Buyback Achievers UCITS ETF) are both Global Equities funds - WSCR.L tracks the MSCI ACWI SMID NR USD while SBUY.L tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 3 years, WSCR.L returned 10.26%/yr vs 18.63%/yr for SBUY.L. Their correlation of 0.81 suggests significant overlap in exposure. WSCR.L charges 0.23%/yr vs 0.39%/yr for SBUY.L.
Performance
WSCR.L vs. SBUY.L - Performance Comparison
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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%
WSCR.L vs. SBUY.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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
Financial Services
Technology
Consumer Cyclical
Healthcare
Real Estate
Basic Materials
Consumer Defensive
Energy
Communication Services
Utilities
Industrials
WSCR.L
SBUY.L
Financial Services
WSCR.L
SBUY.L
Technology
WSCR.L
SBUY.L
Consumer Cyclical
WSCR.L
SBUY.L
Healthcare
WSCR.L
SBUY.L
Real Estate
WSCR.L
SBUY.L
Basic Materials
WSCR.L
SBUY.L
Consumer Defensive
WSCR.L
SBUY.L
Energy
WSCR.L
SBUY.L
Communication Services
WSCR.L
SBUY.L
Utilities
WSCR.L
SBUY.L
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Return for Risk
WSCR.L vs. SBUY.L — Risk / Return Rank
WSCR.L
SBUY.L
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.L | SBUY.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WSCR.L | SBUY.L | Difference | |
|---|---|---|---|
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.L | SBUY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -3.99% | -2.79% |
Ulcer IndexDepth 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.L | SBUY.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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