Russell Investments Australian Semi-Government Bond ETF (RSM.AX)

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Russell Investments Australian Semi-Government Bond ETF (RSM.AX) is up 1.4% since the beginning of the year. RSM.AX is currently trading at A$20 per share. Investors who bought A$1,000 worth of RSM.AX shares 5 years ago would now be looking at an investment worth A$1,030.

Russell Investments Australian Semi-Government Bond ETF (RSM.AX) has returned 1.44% so far this year and 1.32% over the past 12 months. Over the last ten years, RSM.AX has returned 2.45% per year, falling short of the S&P 500 Index benchmark, which averaged 14.27% annually.

Based on dividend-adjusted daily data since Mar 13, 2012, RSM.AX's average daily return is +0.01%, while the average monthly return is +0.29%. At this rate, an investment would double in approximately 19.9 years.

Historically, 69% of months were positive and 31% were negative. The best month was Mar 2023 with a return of +2.7%, while the worst month was Oct 2021 at -3.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, RSM.AX closed higher 45% of trading days. The best single day was Mar 30, 2016 with a return of +3.2%, while the worst single day was Mar 13, 2020 at -3.4%.

Russell Investments Australian Semi-Government Bond ETF has an annualized alpha of 3.43%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since March 13, 2012.

• This ETF captured 10.55% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -0.22%) - a profile typical of hedging or uncorrelated assets.
• Beta of 0.00 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

RSM.AX ranks 14 for risk / return — in the bottom 14% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Russell Investments Australian Semi-Government Bond ETF provided a 3.94% dividend yield over the last twelve months, with an annual payout of A$0.80 per share.

The table displays the monthly dividend distributions for Russell Investments Australian Semi-Government Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Russell Investments Australian Semi-Government Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Russell Investments Australian Semi-Government Bond ETF was 12.07%, occurring on Jun 15, 2022. Recovery took 711 trading sessions.

The current Russell Investments Australian Semi-Government Bond ETF drawdown is 0.69%.

The chart below shows the rolling one-month volatility.