SBMX vs. SBRB
Compare and contrast key facts about Sberbank MOEX Russia Total Return ETF (SBMX) and Sberbank MOEX Corporate Bonds Index ETF (SBRB).
SBMX and SBRB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SBMX is a passively managed fund by Sberbank Asset Management that tracks the performance of the MOEX Total Return. It was launched on Aug 3, 2018. SBRB is a passively managed fund by Sberbank Asset Management that tracks the performance of the MOEX Corporate Bond Total Return Index 1-3 Years. It was launched on Sep 6, 2019. Both SBMX and SBRB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBMX or SBRB.
Correlation
The correlation between SBMX and SBRB is 0.17, 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
SBMX vs. SBRB - Performance Comparison
Key characteristics
SBMX:
-0.26
SBRB:
1.91
SBMX:
-0.22
SBRB:
3.24
SBMX:
0.98
SBRB:
1.39
SBMX:
-0.21
SBRB:
2.56
SBMX:
-0.44
SBRB:
8.76
SBMX:
14.73%
SBRB:
1.52%
SBMX:
24.66%
SBRB:
6.90%
SBMX:
-54.16%
SBRB:
-20.47%
SBMX:
-13.13%
SBRB:
0.00%
Returns By Period
In the year-to-date period, SBMX achieves a 4.37% return, which is significantly lower than SBRB's 9.54% return.
SBMX
4.37%
-2.48%
14.93%
-6.08%
9.44%
N/A
SBRB
9.54%
1.23%
12.95%
13.20%
7.38%
N/A
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SBMX vs. SBRB - Expense Ratio Comparison
SBMX has a 0.99% expense ratio, which is higher than SBRB's 0.80% expense ratio.
Risk-Adjusted Performance
SBMX vs. SBRB — Risk-Adjusted Performance Rank
SBMX
SBRB
SBMX vs. SBRB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sberbank MOEX Russia Total Return ETF (SBMX) and Sberbank MOEX Corporate Bonds Index ETF (SBRB). 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
SBMX vs. SBRB - Dividend Comparison
Neither SBMX nor SBRB has paid dividends to shareholders.
Drawdowns
SBMX vs. SBRB - Drawdown Comparison
The maximum SBMX drawdown since its inception was -54.16%, which is greater than SBRB's maximum drawdown of -20.47%. Use the drawdown chart below to compare losses from any high point for SBMX and SBRB. For additional features, visit the drawdowns tool.
Volatility
SBMX vs. SBRB - Volatility Comparison
Sberbank MOEX Russia Total Return ETF (SBMX) has a higher volatility of 13.29% compared to Sberbank MOEX Corporate Bonds Index ETF (SBRB) at 7.43%. This indicates that SBMX's price experiences larger fluctuations and is considered to be riskier than SBRB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.