SBRB vs. BOND
Compare and contrast key facts about Sberbank MOEX Corporate Bonds Index ETF (SBRB) and PIMCO Active Bond ETF (BOND).
SBRB and BOND are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. BOND is an actively managed fund by PIMCO. It was launched on Mar 1, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBRB or BOND.
Key characteristics
| SBRB | BOND | |
|---|---|---|
| YTD Return | 1.92% | 3.55% |
| 1Y Return | 1.80% | 11.10% |
| 3Y Return (Ann) | 5.26% | -1.90% |
| 5Y Return (Ann) | 4.98% | 0.44% |
| Sharpe Ratio | 0.47 | 1.83 |
| Sortino Ratio | 0.68 | 2.66 |
| Omega Ratio | 1.08 | 1.33 |
| Calmar Ratio | 0.02 | 0.66 |
| Martin Ratio | 1.91 | 7.74 |
| Ulcer Index | 1.04% | 1.34% |
| Daily Std Dev | 4.30% | 5.68% |
| Max Drawdown | -99.19% | -19.71% |
| Current Drawdown | -98.83% | -6.40% |
Correlation
The correlation between SBRB and BOND is 0.01, 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
SBRB vs. BOND - Performance Comparison
In the year-to-date period, SBRB achieves a 1.92% return, which is significantly lower than BOND's 3.55% 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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SBRB vs. BOND - Expense Ratio Comparison
SBRB has a 0.80% expense ratio, which is higher than BOND's 0.57% expense ratio.
Risk-Adjusted Performance
SBRB vs. BOND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sberbank MOEX Corporate Bonds Index ETF (SBRB) and PIMCO Active Bond ETF (BOND). 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
SBRB vs. BOND - Dividend Comparison
SBRB has not paid dividends to shareholders, while BOND's dividend yield for the trailing twelve months is around 5.54%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBRB Sberbank MOEX Corporate Bonds Index 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% |
BOND PIMCO Active Bond ETF | 5.54% | 4.78% | 3.44% | 2.58% | 2.66% | 3.38% | 3.47% | 2.87% | 2.85% | 4.14% | 4.13% | 2.82% |
Drawdowns
SBRB vs. BOND - Drawdown Comparison
The maximum SBRB drawdown since its inception was -99.19%, which is greater than BOND's maximum drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for SBRB and BOND. For additional features, visit the drawdowns tool.
Volatility
SBRB vs. BOND - Volatility Comparison
Sberbank MOEX Corporate Bonds Index ETF (SBRB) has a higher volatility of 3.91% compared to PIMCO Active Bond ETF (BOND) at 1.55%. This indicates that SBRB's price experiences larger fluctuations and is considered to be riskier than BOND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.