SBCB vs. IMOEX
Compare and contrast key facts about Sberbank MOEX Russian Liquid Eurobonds Index ETF (SBCB) and MOEX Russia Index (IMOEX).
SBCB is a passively managed fund by Sberbank Asset Management that tracks the performance of the MOEX Russian Liquid Eurobonds Index. It was launched on Feb 8, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBCB or IMOEX.
Correlation
The correlation between SBCB and IMOEX is 0.06, 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
SBCB vs. IMOEX - Performance Comparison
Key characteristics
SBCB:
-0.04
IMOEX:
-0.51
SBCB:
0.16
IMOEX:
-0.62
SBCB:
1.02
IMOEX:
0.93
SBCB:
-0.07
IMOEX:
-0.29
SBCB:
-0.13
IMOEX:
-0.70
SBCB:
9.73%
IMOEX:
18.29%
SBCB:
28.98%
IMOEX:
24.93%
SBCB:
-30.39%
IMOEX:
-83.89%
SBCB:
-18.14%
IMOEX:
-29.89%
Returns By Period
In the year-to-date period, SBCB achieves a -12.37% return, which is significantly lower than IMOEX's 4.27% return.
SBCB
-12.37%
-1.01%
3.95%
0.70%
2.09%
N/A
IMOEX
4.27%
-4.46%
13.00%
-12.61%
3.25%
6.01%
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Risk-Adjusted Performance
SBCB vs. IMOEX — Risk-Adjusted Performance Rank
SBCB
IMOEX
SBCB vs. IMOEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sberbank MOEX Russian Liquid Eurobonds Index ETF (SBCB) 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.
Drawdowns
SBCB vs. IMOEX - Drawdown Comparison
The maximum SBCB drawdown since its inception was -30.39%, smaller than the maximum IMOEX drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for SBCB and IMOEX. For additional features, visit the drawdowns tool.
Volatility
SBCB vs. IMOEX - Volatility Comparison
The current volatility for Sberbank MOEX Russian Liquid Eurobonds Index ETF (SBCB) is 6.89%, while MOEX Russia Index (IMOEX) has a volatility of 13.64%. This indicates that SBCB 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.