SBMX vs. VPL
Compare and contrast key facts about Sberbank MOEX Russia Total Return ETF (SBMX) and Vanguard FTSE Pacific ETF (VPL).
SBMX and VPL 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. VPL is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Asia Pacific Index. It was launched on Mar 4, 2005. Both SBMX and VPL 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 VPL.
Key characteristics
| SBMX | VPL | |
|---|---|---|
| YTD Return | 11.76% | 2.96% |
| 1Y Return | 43.97% | 12.89% |
| 3Y Return (Ann) | 5.08% | -0.63% |
| 5Y Return (Ann) | 12.08% | 4.85% |
| Sharpe Ratio | 3.69 | 0.96 |
| Daily Std Dev | 12.26% | 13.73% |
| Max Drawdown | -99.46% | -55.49% |
| Current Drawdown | -98.91% | -5.94% |
Correlation
The correlation between SBMX and VPL is 0.34, 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. VPL - Performance Comparison
In the year-to-date period, SBMX achieves a 11.76% return, which is significantly higher than VPL's 2.96% 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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SBMX vs. VPL - Expense Ratio Comparison
SBMX has a 0.99% expense ratio, which is higher than VPL's 0.08% expense ratio.
Risk-Adjusted Performance
SBMX vs. VPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sberbank MOEX Russia Total Return ETF (SBMX) and Vanguard FTSE Pacific ETF (VPL). 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. VPL - Dividend Comparison
SBMX has not paid dividends to shareholders, while VPL's dividend yield for the trailing twelve months is around 3.23%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBMX Sberbank MOEX Russia Total Return ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VPL Vanguard FTSE Pacific ETF | 3.23% | 3.12% | 2.75% | 3.19% | 1.81% | 2.84% | 3.06% | 2.57% | 2.65% | 2.43% | 2.69% | 2.49% |
Drawdowns
SBMX vs. VPL - Drawdown Comparison
The maximum SBMX drawdown since its inception was -99.46%, which is greater than VPL's maximum drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for SBMX and VPL. For additional features, visit the drawdowns tool.
Volatility
SBMX vs. VPL - Volatility Comparison
The current volatility for Sberbank MOEX Russia Total Return ETF (SBMX) is 4.38%, while Vanguard FTSE Pacific ETF (VPL) has a volatility of 4.72%. This indicates that SBMX experiences smaller price fluctuations and is considered to be less risky than VPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.