Sberbank MOEX Corporate Bonds Index ETF (SBRB)
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
| ISIN | RU000A100P44 |
|---|---|
| Issuer | Sberbank Asset Management |
| Inception Date | Sep 6, 2019 |
| Region | Emerging Europe (Russia) |
| Category | Corporate Bonds |
| Leveraged | 1x |
| Index Tracked | MOEX Corporate Bond Total Return Index 1-3 Years |
| Home Page | www.sberbank-am.ru |
| Asset Class | Bond |
Expense Ratio
SBRB features an expense ratio of 0.80%, falling within the medium range.
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: SBRB vs. SBGB, SBRB vs. GAZP.ME, SBRB vs. RPXIX, SBRB vs. BOND, SBRB vs. IMOEX, SBRB vs. SBMX
Performance
Performance Chart
The chart shows the growth of an initial investment of RUB 10,000 in Sberbank MOEX Corporate Bonds Index 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 Corporate Bonds Index ETF had a return of 2.16% year-to-date (YTD) and 2.23% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 2.16% | 25.48% |
| 1 month | -2.08% | 2.14% |
| 6 months | -1.78% | 12.76% |
| 1 year | 2.23% | 33.14% |
| 5 years (annualized) | 5.06% | 13.96% |
| 10 years (annualized) | N/A | 11.39% |
Monthly Returns
The table below presents the monthly returns of SBRB, 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 | 1.33% | 1.06% | 0.92% | 0.44% | -0.92% | 0.07% | 0.74% | 0.65% | -0.36% | -1.46% | 2.16% | ||
| 2023 | 1.02% | 0.25% | 0.76% | 0.63% | 0.96% | 0.96% | 0.22% | -1.57% | -1.75% | 0.68% | 1.01% | -0.22% | 2.95% |
| 2022 | -0.63% | -6.53% | 0.00% | 5.32% | 2.74% | 2.68% | 2.21% | 1.42% | -1.68% | 3.36% | 0.46% | 1.05% | 10.36% |
| 2021 | 0.52% | 0.07% | -0.44% | 0.05% | 0.61% | -0.65% | 0.23% | 0.85% | -0.24% | -0.32% | -0.55% | 1.37% | 1.48% |
| 2020 | -0.70% | -0.83% | -0.97% | 2.70% | 1.68% | 0.74% | 0.31% | 0.64% | 0.40% | 0.14% | 0.89% | 0.16% | 5.22% |
| 2019 | 1.06% | 1.31% | 0.41% | 3.19% | 6.08% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SBRB is 11, indicating that it is in the bottom 11% 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 Corporate Bonds Index ETF (SBRB) 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 Corporate Bonds Index 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 Corporate Bonds Index ETF was 99.19%, occurring on Feb 24, 2022. The portfolio has not yet recovered.
The current Sberbank MOEX Corporate Bonds Index ETF drawdown is 98.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -99.19% | Jun 7, 2021 | 187 | Feb 24, 2022 | — | — | — |
| -6.21% | Feb 21, 2020 | 13 | Mar 12, 2020 | 44 | May 15, 2020 | 57 |
| -1.21% | Jan 3, 2020 | 11 | Jan 20, 2020 | 20 | Feb 17, 2020 | 31 |
| -1.03% | Jan 26, 2021 | 56 | Apr 14, 2021 | 14 | May 5, 2021 | 70 |
| -0.9% | Sep 10, 2019 | 5 | Sep 16, 2019 | 20 | Oct 14, 2019 | 25 |
Volatility
Volatility Chart
The current Sberbank MOEX Corporate Bonds Index ETF volatility is 1.80%, 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.