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Sberbank MOEX Russian Government Bond ETF (SBGB)

ETF · Currency in RUB · Last updated Aug 6, 2022

SBGB is a passive ETF by Sberbank Asset Management tracking the investment results of the Moscow Exchange Government Bond. SBGB launched on Jan 25, 2019 and has a 0.80% expense ratio.

ETF Info

ISINRU000A1000F9
IssuerSberbank Asset Management
Inception DateJan 25, 2019
RegionEmerging Europe (Russia)
CategoryGovernment Bonds
Expense Ratio0.80%
Index TrackedMoscow Exchange Government Bond
ETF Home Pagewww.sberbank-am.ru
Asset ClassBond

SBGBShare Price Chart


Chart placeholderClick Calculate to get results

SBGBPerformance

The chart shows the growth of RUB 10,000 invested in Sberbank MOEX Russian Government Bond ETF in Jan 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 12,369 for a total return of roughly 23.69%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%MarchAprilMayJuneJulyAugust
8.44%
-4.25%
SBGB (Sberbank MOEX Russian Government Bond ETF)
Benchmark (^GSPC)

SBGBReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M2.65%8.19%
6M8.63%-4.11%
YTD4.63%-9.55%
1Y0.21%-2.24%
5Y6.39%18.85%
10Y6.39%18.85%

SBGBMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-4.00%-4.99%-4.08%9.16%2.91%4.18%2.35%-0.17%
2021-0.70%-2.02%-0.51%0.61%-0.16%0.09%1.70%-0.07%-1.56%-3.08%-0.88%1.09%
20201.27%-1.13%-1.20%4.63%3.11%-0.56%0.44%-0.66%-0.42%0.94%1.21%-0.40%
20190.30%0.20%0.75%1.36%1.77%2.77%1.15%1.36%1.01%3.39%0.38%1.02%

SBGBSharpe 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 Government Bond ETF Sharpe ratio is 0.06. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-2.00-1.50-1.00-0.500.000.501.001.50MarchAprilMayJuneJulyAugust
0.06
-0.07
SBGB (Sberbank MOEX Russian Government Bond ETF)
Benchmark (^GSPC)

SBGBDividend History


Sberbank MOEX Russian Government Bond ETF doesn't pay dividends

SBGBDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-1.70%
-10.13%
SBGB (Sberbank MOEX Russian Government Bond ETF)
Benchmark (^GSPC)

SBGBWorst Drawdowns

The table below shows the maximum drawdowns of the Sberbank MOEX Russian Government Bond 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 Government Bond ETF is 27.13%, recorded on Feb 24, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.13%Dec 9, 2020305Feb 24, 2022
-10.79%Feb 25, 202016Mar 18, 202026Apr 23, 202042
-3.34%May 6, 20194May 10, 201927Jun 19, 201931
-2.42%Jun 22, 202068Sep 25, 202033Nov 12, 2020101
-1.33%Feb 7, 20196Feb 14, 201916Mar 11, 201922
-1.15%Mar 22, 20198Apr 2, 20199Apr 15, 201917
-1.13%May 27, 202010Jun 9, 20206Jun 18, 202016
-1.09%Sep 11, 20193Sep 13, 201916Oct 7, 201919
-0.97%Jul 26, 20196Aug 2, 201913Aug 21, 201919
-0.9%Nov 6, 20196Nov 13, 20196Nov 21, 201912

SBGBVolatility Chart

Current Sberbank MOEX Russian Government Bond ETF volatility is 4.58%. 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.


0.00%50.00%100.00%150.00%MarchAprilMayJuneJulyAugust
4.58%
19.67%
SBGB (Sberbank MOEX Russian Government Bond ETF)
Benchmark (^GSPC)