Sberbank MOEX Russia Total Return ETF (SBMX)
SBMX is a passive ETF by Sberbank Asset Management tracking the investment results of the MOEX Total Return. SBMX launched on Aug 3, 2018 and has a 0.99% expense ratio.
ETF Info
| ISIN | RU000A0ZZH92 |
|---|---|
| Issuer | Sberbank Asset Management |
| Inception Date | Aug 3, 2018 |
| Region | Emerging Europe (Russia) |
| Category | Emerging Markets Equities |
| Index Tracked | MOEX Total Return |
| Home Page | www.sberbank-am.ru |
| Asset Class | Equity |
Asset Class Size | Small-Cap |
Asset Class Style | Blend |
Expense Ratio
The Sberbank MOEX Russia Total Return ETF has a high expense ratio of 0.99%, 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 Russia Total Return 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 Russia Total Return ETF had a return of 12.76% year-to-date (YTD) and 39.39% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 12.76% | 5.05% |
| 1 month | 6.44% | -4.27% |
| 6 months | 8.45% | 18.82% |
| 1 year | 39.39% | 21.22% |
| 5 years (annualized) | 12.49% | 11.38% |
| 10 years (annualized) | N/A | 10.42% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.47% | 0.99% | 2.19% | |||||||||
| 2023 | -2.56% | 2.37% | -0.87% | -0.93% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Sberbank MOEX Russia Total Return ETF(SBMX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Sberbank MOEX Russia Total Return ETF (SBMX) 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 Russia Total Return 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 Russia Total Return ETF was 99.46%, occurring on Sep 26, 2022. The portfolio has not yet recovered.
The current Sberbank MOEX Russia Total Return ETF drawdown is 98.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -99.46% | Jun 7, 2021 | 332 | Sep 26, 2022 | — | — | — |
| -34% | Jan 21, 2020 | 40 | Mar 18, 2020 | 169 | Nov 18, 2020 | 209 |
| -7.6% | Oct 4, 2018 | 17 | Oct 26, 2018 | 57 | Jan 21, 2019 | 74 |
| -6.33% | Jan 15, 2021 | 11 | Jan 29, 2021 | 28 | Mar 11, 2021 | 39 |
| -5.61% | Jul 5, 2019 | 31 | Aug 16, 2019 | 12 | Sep 3, 2019 | 43 |
Volatility
Volatility Chart
The current Sberbank MOEX Russia Total Return ETF volatility is 2.01%, 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.