RUB=X vs. IMOEX

In the year-to-date period, RUB=X achieves a -31.72% return, which is significantly lower than IMOEX's -1.88% return. Over the past 10 years, RUB=X has underperformed IMOEX with an annualized return of 3.91%, while IMOEX has yielded a comparatively higher 5.58% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for USD/RUB (RUB=X) and MOEX Russia Index (IMOEX). 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 RUB=X Sharpe Ratio is -0.58, which is comparable to the IMOEX Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of RUB=X and IMOEX, 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 RUB=X drawdown since its inception was -99.91%, which is greater than IMOEX's maximum drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for RUB=X and IMOEX.

The current volatility for USD/RUB (RUB=X) is 5.89%, while MOEX Russia Index (IMOEX) has a volatility of 8.40%. This indicates that RUB=X experiences smaller price fluctuations and is considered to be less risky than IMOEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.