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Sberbank MOEX Corporate Bonds Index ETF (SBRB)

ETF · Currency in RUB · Last updated Aug 5, 2022

SBRB is a passive ETF by Sberbank Asset Management tracking the investment results of the MOEX Corporate Bond Total Return Index 1-3 Years. SBRB launched on Sep 6, 2019 and has a 0.80% expense ratio.

ETF Info

ISINRU000A100P44
IssuerSberbank Asset Management
Inception DateSep 6, 2019
RegionEmerging Europe (Russia)
CategoryCorporate Bonds
Expense Ratio0.80%
Index TrackedMOEX Corporate Bond Total Return Index 1-3 Years
ETF Home Pagewww.sberbank-am.ru
Asset ClassBond

SBRBShare Price Chart


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SBRBPerformance

The chart shows the growth of RUB 10,000 invested in Sberbank MOEX Corporate Bonds Index ETF in Sep 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 12,078 for a total return of roughly 20.78%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
7.22%
-3.13%
SBRB (Sberbank MOEX Corporate Bonds Index ETF)
Benchmark (^GSPC)

SBRBReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M2.47%8.54%
6M7.42%-5.36%
YTD6.63%-8.50%
1Y7.32%-1.56%
5Y6.98%18.64%
10Y6.98%18.64%

SBRBMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-0.60%-6.05%0.00%4.76%2.72%2.77%2.12%1.09%
20210.50%0.09%-0.44%-0.04%0.70%-0.64%0.26%0.81%-0.16%-0.42%-0.53%1.37%
2020-0.70%-0.84%-1.32%3.07%1.69%0.24%1.03%0.42%0.40%0.14%0.89%0.16%
20191.06%1.31%0.41%3.19%

SBRBSharpe 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 Corporate Bonds Index ETF Sharpe ratio is 0.52. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
0.52
0.04
SBRB (Sberbank MOEX Corporate Bonds Index ETF)
Benchmark (^GSPC)

SBRBDividend History


Sberbank MOEX Corporate Bonds Index ETF doesn't pay dividends

SBRBDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-0.07%
-9.08%
SBRB (Sberbank MOEX Corporate Bonds Index ETF)
Benchmark (^GSPC)

SBRBWorst Drawdowns

The table below shows the maximum drawdowns of the Sberbank MOEX Corporate Bonds Index 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 Corporate Bonds Index ETF is 14.75%, recorded on Feb 24, 2022. It took 43 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.75%Jan 6, 202234Feb 24, 202243Jun 3, 202277
-5.36%Feb 21, 202013Mar 12, 202035Apr 30, 202048
-1.78%Sep 9, 202169Dec 15, 202110Dec 29, 202179
-1.21%Jan 3, 202011Jan 20, 202020Feb 17, 202031
-1.05%May 26, 202138Jul 21, 202110Aug 4, 202148
-0.99%Jan 26, 202156Apr 14, 202114May 5, 202170
-0.92%Jun 27, 20224Jun 30, 20224Jul 6, 20228
-0.89%Sep 10, 20191Sep 10, 201923Oct 11, 201924
-0.71%Aug 4, 20202Aug 5, 20204Aug 11, 20206
-0.66%Jun 15, 20203Jun 17, 20203Jun 22, 20206

SBRBVolatility Chart

Current Sberbank MOEX Corporate Bonds Index ETF volatility is 5.41%. 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%20.00%40.00%60.00%80.00%MarchAprilMayJuneJulyAugust
5.41%
19.42%
SBRB (Sberbank MOEX Corporate Bonds Index ETF)
Benchmark (^GSPC)