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 0.31, 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:
-0.80
SPY:
-0.09
IMOEX:
-1.13
SPY:
-0.02
IMOEX:
0.88
SPY:
1.00
IMOEX:
-0.44
SPY:
-0.09
IMOEX:
-1.10
SPY:
-0.45
IMOEX:
17.70%
SPY:
3.31%
IMOEX:
23.94%
SPY:
15.87%
IMOEX:
-83.89%
SPY:
-55.19%
IMOEX:
-35.11%
SPY:
-17.32%
Returns By Period
In the year-to-date period, IMOEX achieves a -3.51% return, which is significantly higher than SPY's -13.53% return. Over the past 10 years, IMOEX has underperformed SPY with an annualized return of 5.08%, while SPY has yielded a comparatively higher 11.25% annualized return.
IMOEX
-3.51%
-14.76%
-0.81%
-18.36%
1.58%
5.08%
SPY
-13.53%
-13.08%
-11.25%
-0.26%
17.01%
11.25%
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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 11.50% compared to SPDR S&P 500 ETF (SPY) at 9.29%. 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.