SBRB vs. IMOEX
Compare and contrast key facts about Sberbank MOEX Corporate Bonds Index ETF (SBRB) and MOEX Russia Index (IMOEX).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBRB or IMOEX.
Correlation
The correlation between SBRB and IMOEX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SBRB vs. IMOEX - Performance Comparison
Key characteristics
SBRB:
1.10
IMOEX:
-0.39
SBRB:
1.89
IMOEX:
-0.42
SBRB:
1.23
IMOEX:
0.95
SBRB:
1.36
IMOEX:
-0.19
SBRB:
4.67
IMOEX:
-0.50
SBRB:
1.51%
IMOEX:
17.07%
SBRB:
6.37%
IMOEX:
21.86%
SBRB:
-20.47%
IMOEX:
-83.89%
SBRB:
-0.24%
IMOEX:
-30.59%
Returns By Period
In the year-to-date period, SBRB achieves a 1.39% return, which is significantly lower than IMOEX's 3.22% return.
SBRB
1.39%
1.39%
4.49%
7.42%
5.84%
N/A
IMOEX
3.22%
3.22%
1.34%
-7.42%
-0.67%
6.25%
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Risk-Adjusted Performance
SBRB vs. IMOEX — Risk-Adjusted Performance Rank
SBRB
IMOEX
SBRB vs. IMOEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sberbank MOEX Corporate Bonds Index ETF (SBRB) and MOEX Russia Index (IMOEX). 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.
Drawdowns
SBRB vs. IMOEX - Drawdown Comparison
The maximum SBRB drawdown since its inception was -20.47%, smaller than the maximum IMOEX drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for SBRB and IMOEX. For additional features, visit the drawdowns tool.
Volatility
SBRB vs. IMOEX - Volatility Comparison
Sberbank MOEX Corporate Bonds Index ETF (SBRB) has a higher volatility of 8.01% compared to MOEX Russia Index (IMOEX) at 7.10%. This indicates that SBRB's price experiences larger fluctuations and is considered to be riskier than IMOEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.