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
RU000A1000F9
Jan 25, 2019
Emerging Europe (Russia)
1x
Moscow Exchange Government Bond
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 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 -10.48% year-to-date (YTD) and -10.29% in the last 12 months.
SBGB
-10.48%
0.50%
-5.05%
-10.29%
-1.12%
N/A
^GSPC (Benchmark)
24.05%
1.08%
11.50%
30.38%
13.77%
11.13%
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.81% | -1.65% | -1.81% | -0.66% | -4.51% | 0.42% | -1.90% | -0.13% | -0.46% | -4.31% | -10.48% | ||
| 2023 | 0.58% | -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% |
| 2020 | 1.27% | -1.28% | -1.28% | 4.89% | 3.12% | -0.56% | 0.42% | -0.66% | -0.42% | 0.91% | 1.24% | -0.40% | 7.29% |
| 2019 | 0.30% | 0.20% | 0.75% | 1.36% | 1.77% | 2.77% | 1.15% | 1.36% | 1.01% | 3.39% | 0.38% | 1.02% | 16.54% |
Expense Ratio
SBGB features an expense ratio of 0.80%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SBGB is 0, indicating that it is in the bottom 0% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 13.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.54% | Dec 9, 2020 | 310 | Feb 24, 2022 | — | — | — |
| -10.79% | Feb 25, 2020 | 16 | Mar 18, 2020 | 26 | Apr 23, 2020 | 42 |
| -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 |
| -1.39% | Feb 7, 2019 | 6 | Feb 14, 2019 | 16 | Mar 11, 2019 | 22 |
Volatility
Volatility Chart
The current Sberbank MOEX Russian Government Bond ETF volatility is 3.12%, 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.