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Sberbank MOEX Russian Liquid Eurobonds Index ETF (SBCB)

ETF · Currency in RUB · Last updated May 25, 2022

SBCB is a passive ETF by Sberbank Asset Management tracking the investment results of the MOEX Russian Liquid Eurobonds Index. SBCB launched on Feb 8, 2019 and has a 0.80% expense ratio.

ETF Info

SBCBShare Price Chart


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SBCBPerformance

The chart shows the growth of RUB 10,000 invested in Sberbank MOEX Russian Liquid Eurobonds Index ETF on Feb 11, 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 10,518 for a total return of roughly 5.18%. All prices are adjusted for splits and dividends.


SBCB (Sberbank MOEX Russian Liquid Eurobonds Index ETF)
Benchmark (^GSPC)

SBCBReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-19.28%2.54%
YTD-17.42%-5.90%
6M-18.12%0.18%
1Y-17.22%14.38%
5Y1.67%22.27%
10Y1.67%22.27%

SBCBMonthly Returns Heatmap


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SBCBSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Sberbank MOEX Russian Liquid Eurobonds Index ETF Sharpe ratio is -0.76. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


SBCB (Sberbank MOEX Russian Liquid Eurobonds Index ETF)
Benchmark (^GSPC)

SBCBDividend History


Sberbank MOEX Russian Liquid Eurobonds Index ETF doesn't pay dividends

SBCBDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


SBCB (Sberbank MOEX Russian Liquid Eurobonds Index ETF)
Benchmark (^GSPC)

SBCBWorst Drawdowns

The table below shows the maximum drawdowns of the Sberbank MOEX Russian Liquid Eurobonds Index ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Sberbank MOEX Russian Liquid Eurobonds Index ETF is 26.10%, recorded on Feb 24, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.1%Nov 3, 2020333Feb 24, 2022
-9.7%Mar 19, 202055Jun 5, 202054Aug 25, 2020109
-6.6%Sep 4, 201988Jan 10, 202031Feb 25, 2020119
-3.12%Sep 30, 202019Oct 26, 20204Oct 30, 202023
-3.07%Mar 13, 20202Mar 16, 20202Mar 18, 20204
-2.97%Feb 15, 201924Mar 21, 201929May 2, 201953
-2.64%Jun 7, 201911Jun 24, 201929Aug 2, 201940
-2.51%Aug 27, 20204Sep 1, 20202Sep 3, 20206
-1.98%Sep 9, 20205Sep 15, 20204Sep 21, 20209
-1.57%Aug 21, 20192Aug 22, 20194Aug 28, 20196

SBCBVolatility Chart

Current Sberbank MOEX Russian Liquid Eurobonds Index ETF volatility is 122.60%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


SBCB (Sberbank MOEX Russian Liquid Eurobonds Index ETF)
Benchmark (^GSPC)

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