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:
-0.56
SPY:
0.54
IMOEX:
-0.71
SPY:
0.89
IMOEX:
0.92
SPY:
1.13
IMOEX:
-0.32
SPY:
0.58
IMOEX:
-0.78
SPY:
2.39
IMOEX:
18.27%
SPY:
4.51%
IMOEX:
24.84%
SPY:
20.07%
IMOEX:
-83.89%
SPY:
-55.19%
IMOEX:
-31.33%
SPY:
-10.54%
Returns By Period
In the year-to-date period, IMOEX achieves a 2.13% return, which is significantly higher than SPY's -6.44% return. Over the past 10 years, IMOEX has underperformed SPY with an annualized return of 5.80%, while SPY has yielded a comparatively higher 11.95% annualized return.
IMOEX
2.13%
-6.96%
8.31%
-14.13%
2.83%
5.80%
SPY
-6.44%
-5.00%
-5.02%
9.54%
15.80%
11.95%
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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
The current volatility for MOEX Russia Index (IMOEX) is 13.57%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.09%. This indicates that IMOEX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.