RGBITR vs. SBER.ME

In the year-to-date period, RGBITR achieves a 4.01% return, which is significantly lower than SBER.ME's 4.66% return. Over the past 10 years, RGBITR has underperformed SBER.ME with an annualized return of 6.83%, while SBER.ME has yielded a comparatively higher 21.29% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Russian Government Bond Index (RGBITR) and Sberbank of Russia (SBER.ME). 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.

The current RGBITR Sharpe Ratio is 0.51, which is higher than the SBER.ME Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of RGBITR and SBER.ME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum RGBITR drawdown since its inception was -26.91%, smaller than the maximum SBER.ME drawdown of -87.29%. Use the drawdown chart below to compare losses from any high point for RGBITR and SBER.ME. For additional features, visit the drawdowns tool.

The current volatility for Russian Government Bond Index (RGBITR) is 7.82%, while Sberbank of Russia (SBER.ME) has a volatility of 11.51%. This indicates that RGBITR experiences smaller price fluctuations and is considered to be less risky than SBER.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.