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Sberbank S&P 500 ETF

SBSP
ETF · Currency in RUB
ISIN
RU000A1006W1
Issuer
Sberbank Asset Management
Inception Date
Apr 9, 2019
Region
North America (U.S.)
Category
Large Cap Growth Equities
Expense Ratio
1.00%
Index Tracked
S&P 500 Index
ETF Home Page
www.sberbank-am.ru
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

SBSPPrice Chart


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SBSPPerformance

The chart shows the growth of RUB 10,000 invested in Sberbank S&P 500 ETF on Apr 10, 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 16,900 for a total return of roughly 69.00%. All prices are adjusted for splits and dividends.


SBSP (Sberbank S&P 500 ETF)
Benchmark (S&P 500)

SBSPReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-0.32%
6M0.87%
YTD14.05%
1Y20.52%
5Y22.87%
10Y22.87%

SBSPMonthly Returns Heatmap


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SBSPSharpe 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 S&P 500 ETF Sharpe ratio is 1.67. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


SBSP (Sberbank S&P 500 ETF)
Benchmark (S&P 500)

SBSPDividends


Sberbank S&P 500 ETF doesn't pay dividends

SBSPDrawdowns Chart

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


SBSP (Sberbank S&P 500 ETF)
Benchmark (S&P 500)

SBSPWorst Drawdowns

The table below shows the maximum drawdowns of the Sberbank S&P 500 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 S&P 500 ETF is 17.10%, recorded on Mar 23, 2020. It took 53 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.1%Feb 21, 202020Mar 23, 202053Jun 8, 202073
-7.56%Sep 3, 202013Sep 21, 202015Oct 12, 202028
-6.58%Aug 26, 202128Oct 4, 2021
-6.07%May 6, 201920Jun 3, 201939Jul 29, 201959
-5.62%Apr 13, 202126May 19, 202133Jul 5, 202159
-5.46%Oct 19, 202010Oct 30, 20204Nov 6, 202014
-4.32%Jun 11, 20209Jun 25, 20204Jul 2, 202013
-4.2%Jan 26, 202129Mar 5, 20218Mar 18, 202137
-3.85%Dec 2, 20208Dec 11, 20207Dec 22, 202015
-3.85%Sep 6, 201919Oct 2, 201924Nov 6, 201943

SBSPVolatility Chart

Current Sberbank S&P 500 ETF volatility is 10.34%. 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.


SBSP (Sberbank S&P 500 ETF)
Benchmark (S&P 500)

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