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Sberbank MOEX Russian Government Bond ETF (SBGB)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

RU000A1000F9

Issuer

Sberbank Asset Management

Inception Date

Jan 25, 2019

Region

Emerging Europe (Russia)

Leveraged

1x

Index Tracked

Moscow Exchange Government Bond

Asset Class

Bond

Expense Ratio

SBGB features an expense ratio of 0.80%, falling within the medium range.


Expense ratio chart for SBGB: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
SBGB vs. LQDT SBGB vs. SBMX SBGB vs. SBRB
Popular comparisons:
SBGB vs. LQDT SBGB vs. SBMX SBGB vs. SBRB

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.


-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
8.39%
25.29%
SBGB (Sberbank MOEX Russian Government Bond ETF)
Benchmark (^GSPC)

Returns By Period

Sberbank MOEX Russian Government Bond ETF had a return of -0.30% year-to-date (YTD) and -0.99% in the last 12 months.


SBGB

YTD

-0.30%

1M

11.32%

6M

9.19%

1Y

-0.99%

5Y*

0.87%

10Y*

N/A

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

The table below presents the monthly returns of SBGB, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.81%-1.65%-1.81%-0.66%-4.51%0.42%-1.90%-0.13%-0.46%-4.31%3.29%-0.30%
20230.58%-0.67%1.00%0.75%0.58%-0.35%-0.46%-1.80%-2.71%-0.89%4.47%-0.42%-0.11%
2022-4.23%-4.92%-3.90%9.15%2.75%4.29%2.36%-0.64%-5.82%4.06%0.74%0.48%3.27%
2021-0.70%-1.96%-0.57%0.61%-0.16%-0.16%1.73%0.13%-1.25%-3.37%-0.88%1.09%-5.45%
20201.27%-1.28%-1.28%4.89%3.12%-0.56%0.42%-0.66%-0.42%0.91%1.24%-0.40%7.29%
20190.30%0.20%0.75%1.36%1.77%2.77%1.15%1.36%1.01%3.39%0.38%1.02%16.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SBGB is 11, meaning it’s performing worse than 89% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SBGB is 1111
Overall Rank
The Sharpe Ratio Rank of SBGB is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of SBGB is 1111
Sortino Ratio Rank
The Omega Ratio Rank of SBGB is 1111
Omega Ratio Rank
The Calmar Ratio Rank of SBGB is 1212
Calmar Ratio Rank
The Martin Ratio Rank of SBGB is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for SBGB, currently valued at -0.03, compared to the broader market0.002.004.00-0.032.07
The chart of Sortino ratio for SBGB, currently valued at 0.04, compared to the broader market-2.000.002.004.006.008.0010.000.042.76
The chart of Omega ratio for SBGB, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.001.001.39
The chart of Calmar ratio for SBGB, currently valued at -0.02, compared to the broader market0.005.0010.0015.00-0.023.05
The chart of Martin ratio for SBGB, currently valued at -0.04, compared to the broader market0.0020.0040.0060.0080.00100.00-0.0413.27
SBGB
^GSPC

The current Sberbank MOEX Russian Government Bond ETF Sharpe ratio is -0.03. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Sberbank MOEX Russian Government Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.03
1.64
SBGB (Sberbank MOEX Russian Government Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Sberbank MOEX Russian Government Bond ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.37%
-10.91%
SBGB (Sberbank MOEX Russian Government Bond ETF)
Benchmark (^GSPC)

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 22.54%, occurring on Feb 24, 2022. The portfolio has not yet recovered.

The current Sberbank MOEX Russian Government Bond ETF drawdown is 3.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.54%Dec 9, 2020310Feb 24, 2022
-10.79%Feb 25, 202016Mar 18, 202026Apr 23, 202042
-3.34%May 6, 20194May 10, 201927Jun 19, 201931
-2.39%Jun 22, 202068Sep 25, 202032Nov 11, 2020100
-1.39%Feb 7, 20196Feb 14, 201916Mar 11, 201922

Volatility

Volatility Chart

The current Sberbank MOEX Russian Government Bond ETF volatility is 7.04%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.04%
12.12%
SBGB (Sberbank MOEX Russian Government Bond ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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