SBMX vs. LQDT

In the year-to-date period, SBMX achieves a -0.88% return, which is significantly higher than LQDT's -23.63% return.

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This table presents a comparison of risk-adjusted performance metrics for Sberbank MOEX Russia Total Return ETF (SBMX) 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.

The current SBMX Sharpe Ratio is -0.46, which is lower than the LQDT Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of SBMX and LQDT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither SBMX nor LQDT has paid dividends to shareholders.

The maximum SBMX drawdown since its inception was -54.16%, smaller than the maximum LQDT drawdown of -95.31%. Use the drawdown chart below to compare losses from any high point for SBMX and LQDT. For additional features, visit the drawdowns tool.

The current volatility for Sberbank MOEX Russia Total Return ETF (SBMX) is 8.23%, while Liquidity Services, Inc. (LQDT) has a volatility of 17.39%. This indicates that SBMX 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.