IMOEX vs. SPY
Compare and contrast key facts about MOEX Russia Index (IMOEX) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMOEX or SPY.
Correlation
The correlation between IMOEX and SPY is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
IMOEX vs. SPY - Performance Comparison
Key characteristics
IMOEX:
-0.40
SPY:
1.95
IMOEX:
-0.45
SPY:
2.60
IMOEX:
0.95
SPY:
1.36
IMOEX:
-0.20
SPY:
2.98
IMOEX:
-0.53
SPY:
12.42
IMOEX:
17.02%
SPY:
2.02%
IMOEX:
21.87%
SPY:
12.88%
IMOEX:
-83.89%
SPY:
-55.19%
IMOEX:
-31.18%
SPY:
-1.30%
Returns By Period
In the year-to-date period, IMOEX achieves a 2.35% return, which is significantly lower than SPY's 2.68% return. Over the past 10 years, IMOEX has underperformed SPY with an annualized return of 6.01%, while SPY has yielded a comparatively higher 13.67% annualized return.
IMOEX
2.35%
2.35%
0.18%
-7.68%
-0.84%
6.01%
SPY
2.68%
2.31%
9.96%
24.17%
15.14%
13.67%
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Risk-Adjusted Performance
IMOEX vs. SPY — Risk-Adjusted Performance Rank
IMOEX
SPY
IMOEX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MOEX Russia Index (IMOEX) and SPDR S&P 500 ETF (SPY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Drawdowns
IMOEX vs. SPY - Drawdown Comparison
The maximum IMOEX drawdown since its inception was -83.89%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IMOEX and SPY. For additional features, visit the drawdowns tool.
Volatility
IMOEX vs. SPY - Volatility Comparison
MOEX Russia Index (IMOEX) has a higher volatility of 7.11% compared to SPDR S&P 500 ETF (SPY) at 3.88%. This indicates that IMOEX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.