Sberbank MOEX Russian Liquid Eurobonds Index ETF (SBCB)
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
| ISIN | RU000A1000Q6 |
|---|---|
| Issuer | Sberbank Asset Management |
| Inception Date | Feb 8, 2019 |
| Region | Emerging Europe (Russia) |
| Category | Corporate Bonds |
| Index Tracked | MOEX Russian Liquid Eurobonds Index |
| Home Page | www.sberbank-am.ru |
| Asset Class | Bond |
Expense Ratio
SBCB has a high expense ratio of 0.80%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of RUB 10,000 in Sberbank MOEX Russian Liquid Eurobonds Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Sberbank MOEX Russian Liquid Eurobonds Index ETF had a return of 6.17% year-to-date (YTD) and 31.28% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 6.17% | 5.21% |
| 1 month | 2.33% | -4.30% |
| 6 months | 31.28% | 18.42% |
| 1 year | 31.28% | 21.82% |
| 5 years (annualized) | 6.19% | 11.27% |
| 10 years (annualized) | N/A | 10.33% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.15% | 0.11% | 2.54% | |||||||||
| 2023 | 0.00% | 0.00% | 23.65% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of SBCB is 87, placing it in the top 13% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Sberbank MOEX Russian Liquid Eurobonds Index ETF(SBCB)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Sberbank MOEX Russian Liquid Eurobonds Index ETF (SBCB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Sberbank MOEX Russian Liquid Eurobonds Index 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 Sberbank MOEX Russian Liquid Eurobonds Index ETF was 30.39%, occurring on Feb 24, 2022. Recovery took 536 trading sessions.
The current Sberbank MOEX Russian Liquid Eurobonds Index ETF drawdown is 0.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.39% | Nov 3, 2020 | 335 | Feb 24, 2022 | 536 | Apr 10, 2024 | 871 |
| -9.72% | Mar 19, 2020 | 55 | Jun 5, 2020 | 54 | Aug 25, 2020 | 109 |
| -8.92% | Dec 19, 2019 | 13 | Jan 10, 2020 | 34 | Feb 28, 2020 | 47 |
| -4.96% | Sep 4, 2019 | 74 | Dec 17, 2019 | 1 | Dec 18, 2019 | 75 |
| -3.26% | Apr 17, 2024 | 8 | Apr 26, 2024 | — | — | — |
Volatility
Volatility Chart
The current Sberbank MOEX Russian Liquid Eurobonds Index ETF volatility is 3.00%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.