SBGB vs. LQDT
Compare and contrast key facts about Sberbank MOEX Russian Government Bond ETF (SBGB) and Liquidity Services, Inc. (LQDT).
SBGB is a passively managed fund by Sberbank Asset Management that tracks the performance of the Moscow Exchange Government Bond. It was launched on Jan 25, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBGB or LQDT.
Key characteristics
| SBGB | LQDT | |
|---|---|---|
| YTD Return | -3.49% | 3.14% |
| 1Y Return | -5.29% | 34.88% |
| 3Y Return (Ann) | -1.12% | -1.95% |
| 5Y Return (Ann) | 2.07% | 21.59% |
| Sharpe Ratio | -0.99 | 1.09 |
| Daily Std Dev | 5.43% | 34.17% |
| Max Drawdown | -99.20% | -95.31% |
| Current Drawdown | -99.03% | -72.80% |
Correlation
The correlation between SBGB and LQDT is 0.03, 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
SBGB vs. LQDT - Performance Comparison
In the year-to-date period, SBGB achieves a -3.49% return, which is significantly lower than LQDT's 3.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SBGB vs. LQDT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sberbank MOEX Russian Government Bond ETF (SBGB) and Liquidity Services, Inc. (LQDT). 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.
Dividends
SBGB vs. LQDT - Dividend Comparison
Neither SBGB nor LQDT has paid dividends to shareholders.
Drawdowns
SBGB vs. LQDT - Drawdown Comparison
The maximum SBGB drawdown since its inception was -99.20%, roughly equal to the maximum LQDT drawdown of -95.31%. Use the drawdown chart below to compare losses from any high point for SBGB and LQDT. For additional features, visit the drawdowns tool.
Volatility
SBGB vs. LQDT - Volatility Comparison
The current volatility for Sberbank MOEX Russian Government Bond ETF (SBGB) is 4.81%, while Liquidity Services, Inc. (LQDT) has a volatility of 7.38%. This indicates that SBGB experiences smaller price fluctuations and is considered to be less risky than LQDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.