Sberbank MOEX Russian Government Bond ETF (SBGB)
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
| ISIN | RU000A1000F9 |
|---|---|
| Issuer | Sberbank Asset Management |
| Inception Date | Jan 25, 2019 |
| Region | Emerging Europe (Russia) |
| Category | Government Bonds |
| Index Tracked | Moscow Exchange Government Bond |
| Home Page | www.sberbank-am.ru |
| Asset Class | Bond |
Expense Ratio
The Sberbank MOEX Russian Government Bond ETF has a high expense ratio of 0.80%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Popular comparisons: SBGB vs. LQDT, SBGB vs. SBRB, SBGB vs. SBMX
Performance
Performance Chart
The chart shows the growth of an initial investment of RUB 10,000 in Sberbank MOEX Russian Government Bond 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 Government Bond ETF had a return of -2.88% year-to-date (YTD) and -4.25% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -2.88% | 6.30% |
| 1 month | 0.20% | -3.13% |
| 6 months | 0.46% | 19.37% |
| 1 year | -4.25% | 22.56% |
| 5 years (annualized) | 3.07% | 11.65% |
| 10 years (annualized) | N/A | 10.55% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.81% | -1.65% | -1.81% | |||||||||
| 2023 | -2.71% | -0.89% | 4.47% | -0.42% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Sberbank MOEX Russian Government Bond ETF(SBGB)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Sberbank MOEX Russian Government Bond ETF (SBGB) 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 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 Sberbank MOEX Russian Government Bond ETF was 99.20%, occurring on Feb 24, 2022. The portfolio has not yet recovered.
The current Sberbank MOEX Russian Government Bond ETF drawdown is 99.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -99.2% | Jun 7, 2021 | 187 | Feb 24, 2022 | — | — | — |
| -10.79% | Feb 25, 2020 | 16 | Mar 18, 2020 | 26 | Apr 23, 2020 | 42 |
| -4.85% | Dec 9, 2020 | 84 | Apr 9, 2021 | 39 | Jun 4, 2021 | 123 |
| -3.34% | May 6, 2019 | 4 | May 10, 2019 | 27 | Jun 19, 2019 | 31 |
| -2.39% | Jun 22, 2020 | 68 | Sep 25, 2020 | 32 | Nov 11, 2020 | 100 |
Volatility
Volatility Chart
The current Sberbank MOEX Russian Government Bond ETF volatility is 1.53%, 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.