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

XWLD.L vs. SBUY.L

Last updated Jun 5, 2026

XWLD.L (Xtrackers MSCI World UCITS ETF 1C) and SBUY.L (Invesco Global Buyback Achievers UCITS ETF) are both Global Equities funds tracking the MSCI ACWI NR USD, from Xtrackers and Invesco respectively. Both are passively managed. Over the past 10 years, XWLD.L returned 13.92%/yr vs 13.06%/yr for SBUY.L. Their correlation of 0.88 suggests significant overlap in exposure. XWLD.L charges 0.19%/yr vs 0.39%/yr for SBUY.L.

Performance

XWLD.L vs. SBUY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World UCITS ETF 1C (XWLD.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, XWLD.L achieves a 10.22% return, which is significantly higher than SBUY.L's 6.48% return. Over the past 10 years, XWLD.L has outperformed SBUY.L with an annualized return of 13.92%, while SBUY.L has yielded a comparatively lower 13.06% annualized return.

XWLD.L

1D
0.06%
1M
5.10%
YTD
10.22%
6M
10.38%
1Y
27.30%
3Y*
17.69%
5Y*
13.07%
10Y*
13.92%

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)

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

2026 (YTD)202520242023202220212020201920182017
XWLD.L
Xtrackers MSCI World UCITS ETF 1C		10.22%12.59%21.09%17.58%-8.42%23.71%12.15%23.21%-3.74%11.80%
SBUY.L
Invesco Global Buyback Achievers UCITS ETF		6.48%21.60%14.64%9.46%-0.90%21.36%8.43%25.36%-9.32%10.44%

Correlation

The correlation between XWLD.L and SBUY.L is 0.71, 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

0.71

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

0.74

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

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2014

0.88

The correlation between XWLD.L and SBUY.L shifts across timeframes, from 0.71 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.

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

Sectors
XWLD.L
SBUY.L

Technology

28.3%
7.6%

Financial Services

15.7%
32.9%

Industrials

11.4%
11.0%

Consumer Cyclical

9.3%
15.8%

Communication Services

9.3%
4.1%

Healthcare

8.8%
5.5%

Consumer Defensive

5.2%
1.9%

Energy

4.2%
17.1%

Basic Materials

3.3%
1.4%

Utilities

2.7%
2.2%

Real Estate

1.9%
0.5%

Technology

XWLD.L
28.3%
SBUY.L
7.6%

Financial Services

XWLD.L
15.7%
SBUY.L
32.9%

Industrials

XWLD.L
11.4%
SBUY.L
11.0%

Consumer Cyclical

XWLD.L
9.3%
SBUY.L
15.8%

Communication Services

XWLD.L
9.3%
SBUY.L
4.1%

Healthcare

XWLD.L
8.8%
SBUY.L
5.5%

Consumer Defensive

XWLD.L
5.2%
SBUY.L
1.9%

Energy

XWLD.L
4.2%
SBUY.L
17.1%

Basic Materials

XWLD.L
3.3%
SBUY.L
1.4%

Utilities

XWLD.L
2.7%
SBUY.L
2.2%

Real Estate

XWLD.L
1.9%
SBUY.L
0.5%

Compare stocks, funds, or ETFs

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Xtrackers MSCI World UCITS ETF 1C

Invesco Global Buyback Achievers UCITS ETF

Often compared with XWLD.L:
XWLD.L vs. SWDA.LXWLD.L vs. VGTXWLD.L vs. SUSW.LXWLD.L vs. VOOXWLD.L vs. BRK-BXWLD.L vs. URTHXWLD.L vs. SPPY.DE
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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XWLD.L
XWLD.L Risk / Return Rank: 8383
Overall Rank
XWLD.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XWLD.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
XWLD.L Omega Ratio Rank: 8585
Omega Ratio Rank
XWLD.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
XWLD.L Martin Ratio Rank: 8282
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World UCITS ETF 1C (XWLD.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.

XWLD.LSBUY.LDifference
Sharpe ratioReturn per unit of total volatility
2.67
2.57

+0.11

Sortino ratioReturn per unit of downside risk
3.66
3.53

+0.13

Omega ratioGain probability vs. loss probability

1.51

1.46

+0.05

Calmar ratioReturn relative to maximum drawdown

4.15

5.25

-1.10

Martin ratioReturn relative to average drawdown

16.43

16.93

-0.51

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

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

The current XWLD.L Sharpe Ratio is 2.67, which is comparable to the SBUY.L Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of XWLD.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

XWLD.LSBUY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

2.57

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.80

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

0.85

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.84

+0.06

Drawdowns

XWLD.L vs. SBUY.L - Drawdown Comparison

The maximum XWLD.L drawdown since its inception was -26.62%, smaller than the maximum SBUY.L drawdown of -30.91%. Use the drawdown chart below to compare losses from any high point for XWLD.L and SBUY.L.

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Drawdown Indicators

XWLD.LSBUY.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.62%

-30.91%

+4.29%

Max Drawdown (1Y)

Largest decline over 1 year

-6.55%

-4.79%

-1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-19.00%

-17.76%

-1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-19.00%

-17.76%

-1.24%

Max Drawdown (10Y)

Largest decline over 10 years

-26.62%

-30.91%

+4.29%

Current Drawdown

Current decline from peak

-0.12%

0.00%

-0.12%

Average Drawdown

Average peak-to-trough decline

-3.39%

-3.99%

+0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

1.49%

+0.17%

Volatility

XWLD.L vs. SBUY.L - Volatility Comparison

Xtrackers MSCI World UCITS ETF 1C (XWLD.L) has a higher volatility of 2.50% compared to Invesco Global Buyback Achievers UCITS ETF (SBUY.L) at 2.32%. This indicates that XWLD.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

XWLD.LSBUY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

2.32%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

7.04%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

10.16%

9.81%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.27%

13.73%

-0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.56%

15.51%

-0.95%

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

XWLD.L has a 0.19% expense ratio, which is lower than SBUY.L's 0.39% expense ratio.

Dividends

XWLD.L vs. SBUY.L - Dividend Comparison

XWLD.L has not paid dividends to shareholders, while SBUY.L's dividend yield for the trailing twelve months is around 1.69%.

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%
XWLD.L
Xtrackers MSCI World 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%

Frequently Asked Questions

XWLD.L and SBUY.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XWLD.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XWLD.L is cheaper with a 0.19% expense ratio, compared with 0.39% for SBUY.L.

Both ETFs track MSCI ACWI NR USD. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.19% for XWLD.L and 0.39% for SBUY.L.

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