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SBMX vs. MCFTR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SBMX and MCFTR is 0.27, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

SBMX vs. MCFTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sberbank MOEX Russia Total Return ETF (SBMX) and MOEX Total Return (MCFTR). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
52.36%
53.50%
SBMX
MCFTR

Key characteristics

Returns By Period


SBMX

YTD

4.37%

1M

-4.55%

6M

14.93%

1Y

-5.60%

5Y*

9.65%

10Y*

N/A

MCFTR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SBMX vs. MCFTR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SBMX
The Risk-Adjusted Performance Rank of SBMX is 1010
Overall Rank
The Sharpe Ratio Rank of SBMX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of SBMX is 99
Sortino Ratio Rank
The Omega Ratio Rank of SBMX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of SBMX is 99
Calmar Ratio Rank
The Martin Ratio Rank of SBMX is 1212
Martin Ratio Rank

MCFTR
The Risk-Adjusted Performance Rank of MCFTR is 6363
Overall Rank
The Sharpe Ratio Rank of MCFTR is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of MCFTR is 6262
Sortino Ratio Rank
The Omega Ratio Rank of MCFTR is 6666
Omega Ratio Rank
The Calmar Ratio Rank of MCFTR is 5151
Calmar Ratio Rank
The Martin Ratio Rank of MCFTR is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SBMX vs. MCFTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sberbank MOEX Russia Total Return ETF (SBMX) and MOEX Total Return (MCFTR). 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 chart of Sharpe ratio for SBMX, currently valued at 0.16, compared to the broader market-1.000.001.002.003.004.00
SBMX: 0.16
MCFTR: -0.22
The chart of Sortino ratio for SBMX, currently valued at 0.53, compared to the broader market-2.000.002.004.006.008.00
SBMX: 0.53
MCFTR: -0.25
The chart of Omega ratio for SBMX, currently valued at 1.06, compared to the broader market0.501.001.502.002.50
SBMX: 1.06
MCFTR: 0.92
The chart of Calmar ratio for SBMX, currently valued at 0.10, compared to the broader market0.002.004.006.008.0010.0012.00
SBMX: 0.10
MCFTR: -0.05
The chart of Martin ratio for SBMX, currently valued at 0.32, compared to the broader market0.0020.0040.0060.00
SBMX: 0.32
MCFTR: -0.26


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.16
-0.22
SBMX
MCFTR

Drawdowns

SBMX vs. MCFTR - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-26.21%
-28.01%
SBMX
MCFTR

Volatility

SBMX vs. MCFTR - Volatility Comparison

Sberbank MOEX Russia Total Return ETF (SBMX) has a higher volatility of 13.29% compared to MOEX Total Return (MCFTR) at 0.00%. This indicates that SBMX's price experiences larger fluctuations and is considered to be riskier than MCFTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
13.29%
0
SBMX
MCFTR