Sbi Bse Sensex Etf Overview
Category ETF
BMSMONEY Rank 48
BMSMONEY Rating
Gro. Opt. As On: 02-12-2024
NAV ₹877.88(R) +0.56% (D) %
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 17.84% 12.49% 15.19% 14.19% 11.71%
LumpSum (D)
SIP (R) 11.66% 15.99% 17.09% 15.72% 14.45%
SIP (D)
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.46 0.25 0.68 -0.15% 0.06
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
12.25% -13.18% -8.91% 0.97 8.32%
Top ETF
Fund Name Rank Rating
bharat 22 etf 1
cpse etf 2
Nippon India ETF Nifty Dividend Opportunities 50 3
Uti Nifty Next 50 Exchange Traded Fund 4
Aditya Birla Sun Life Nifty Healthcare ETF 5
UTI BSE Sensex Next 50 Exchange Traded Fund 6
Nippon India Etf Nifty Midcap 150 7
SBI BSE Sensex Next 50 ETF 8
Motilal Oswal Nifty Midcap 100 ETF 9
Icici Prudential Nifty Next 50 Etf 10
mirae asset nifty next 50 etf 11
kotak nifty 50 value 20 etf 12
Nippon India Nifty Pharma ETF 13
ICICI Prudential Nifty Healthcare ETF 14
SBI Nifty Next 50 ETF 15
Mirae Asset NYSE FANG+ ETF 16
Nippon India ETF BSE Sensex Next 50 17

NAV Date: 02-12-2024

Scheme Name NAV Rupee Change Percent Change
SBI BSE SENSEX ETF 877.88
4.8700
0.5600%

Review Date: 02-12-2024

A review of the different performance parameters of the fund is as follows:
  1. Returns: It signifies the growth in the investment's value over a specific period, presented either as a percentage or a monetary figure. Our analysis focused on six return parameters of this fund. The return parameters have been categorized into three performance groups: the top 25%, those below the top 25% but above average, and those below average. Now, let's take a look at how each parameter has performed.
    1. Top 25%: The SBI BSE Sensex ETF has one return parameter in the top 25% in the category, as shown below:
      • 1M Return %
    2. Above Average Below the Top 25%: The SBI BSE Sensex ETF has three return parameters in the category, which are above average but below the top 25%, as listed below:
      • 1Y Return %
      • 3Y Return %
      • 5Y Return %
    3. Below Average: Two return parameters of the fund are below average in the category, which are listed below:
      • 6M Return %
      • 3M Return %
  2. Risk: The threat of not realizing projected profits or even facing financial loss due to different issues is known as risk. For SBI BSE Sensex ETF, we have analyzed two risk parameters and divided them into three groups the lowest 25%, below average but above the lowest 25%, and above average, which are described below.
    1. Lowest 25%: two risk parameters in the lowest 25% in the category, which are listed below.
      • Standard Deviation: It is a measure of the dispersion of a set of data from its mean. It is calculated as the square root of variance by determining the variation between each data point relative to the mean. The higher the standard deviation, the greater the risk. The standard deviation of the fund is 12.25 %.
      • Semi-Deviation: It is a measure of the dispersion of a set of data from its mean. It is calculated as the square root of variance by determining the variation between each data point relative to the mean. The higher the semi-deviation, the greater the risk. The semi-deviation of the fund is 8.32 %.
    2. Below Average but Above the Lowest 25%: SBI BSE Sensex ETF does not have any risk parameters in the below average but above the lowest 25% of the category.
    3. Above Average: SBI BSE Sensex ETF does not have any risk parameters above average; which is a good sign.
  3. Risk Adjusted Performance Parameters: In mutual funds, risk-adjusted performance parameters are evaluation tools that gauge the returns of an investment against the risk taken. They assist investors in comparing various investments, factoring in both risk and returns. We have evaluated four risk-adjusted performance parameters of the fund.
    1. Top 25% Risk Adjusted Performance Parameters: The fund does not have any risk-adjusted performance parameters that are in the top 25% of the category.
    2. Above Average Below Top 25% Risk Adjusted Performance Parameters: SBI BSE Sensex ETF has two risk-adjusted performance parameters of the fund that are in the this group of the category.
      • Sharpe Ratio: SBI BSE Sensex ETF has a Sharpe Ratio of 0.46 compared to the category average of 0.45.
      • Sortino Ratio: SBI BSE Sensex ETF has a Sortino Ratio of 0.25 compared to the category average of 0.21.
    3. Below Average Risk Adjusted Performance Parameters: SBI BSE Sensex ETF has two risk-adjusted performance parameters of the fund that are below average in the category.
      • Sterling Ratio: SBI BSE Sensex ETF has a Sterling Ratio of 0.68 compared to the category average of 0.68.
      • Treynor Ratio: SBI BSE Sensex ETF has a Treynor Ratio of 0.06 compared to the category average of 0.09.


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 1.90
1.16
-8.25 | 13.66 36 | 185 Very Good
3M Return % -2.64
-1.80
-11.11 | 27.68 75 | 183 Good
6M Return % 5.61
5.97
-15.09 | 34.86 63 | 179 Good
1Y Return % 17.84
14.60
-89.43 | 56.66 103 | 166 Average
3Y Return % 12.49
6.51
-49.75 | 44.72 60 | 100 Average
5Y Return % 15.19
0.76
-53.91 | 31.42 35 | 68 Average
7Y Return % 14.19
2.07
-40.50 | 18.87 21 | 52 Good
10Y Return % 11.71
5.70
-11.25 | 16.73 10 | 17 Good
1Y SIP Return % 11.66
13.15
-38.37 | 46.47 82 | 160 Average
3Y SIP Return % 15.99
18.62
-8.42 | 48.98 60 | 90 Average
5Y SIP Return % 17.09
16.10
-7.89 | 44.65 36 | 59 Average
7Y SIP Return % 15.72
14.11
-5.42 | 31.74 28 | 42 Average
10Y SIP Return % 14.45
15.15
6.87 | 20.51 11 | 13 Average
Standard Deviation 12.25
13.63
0.00 | 28.07 18 | 82 Very Good
Semi Deviation 8.32
9.40
0.00 | 18.70 18 | 82 Very Good
Max Drawdown % -8.91
-11.90
-35.55 | 0.00 18 | 82 Very Good
VaR 1 Y % -13.18
-15.87
-34.01 | 0.00 23 | 82 Good
Average Drawdown % -4.06
-5.73
-16.35 | 0.00 21 | 82 Very Good
Sharpe Ratio 0.46
0.45
-0.79 | 1.91 50 | 79 Average
Sterling Ratio 0.68
0.68
0.00 | 2.26 47 | 82 Average
Sortino Ratio 0.25
0.21
-1.00 | 1.24 51 | 82 Average
Jensen Alpha % -0.15
-0.20
-1.30 | 3.13 15 | 33 Good
Treynor Ratio 0.06
0.09
0.01 | 0.30 29 | 33 Poor
Modigliani Square Measure % 13.13
16.76
7.60 | 38.38 29 | 33 Poor
Alpha % -0.57
-0.46
-2.50 | 1.08 25 | 33 Average
Return data last Updated On : Dec. 2, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Nov. 29, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
Standard Deviation 12.25 13.63 0.00 | 28.07 18 | 82
Semi Deviation 8.32 9.40 0.00 | 18.70 18 | 82
Max Drawdown % -8.91 -11.90 -35.55 | 0.00 18 | 82
VaR 1 Y % -13.18 -15.87 -34.01 | 0.00 23 | 82
Average Drawdown % -4.06 -5.73 -16.35 | 0.00 21 | 82
Sharpe Ratio 0.46 0.45 -0.79 | 1.91 50 | 79
Sterling Ratio 0.68 0.68 0.00 | 2.26 47 | 82
Sortino Ratio 0.25 0.21 -1.00 | 1.24 51 | 82
Jensen Alpha % -0.15 -0.20 -1.30 | 3.13 15 | 33
Treynor Ratio 0.06 0.09 0.01 | 0.30 29 | 33
Modigliani Square Measure % 13.13 16.76 7.60 | 38.38 29 | 33
Alpha % -0.57 -0.46 -2.50 | 1.08 25 | 33
Return data last Updated On : Dec. 2, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Nov. 29, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D 0.56 ₹ 10,056.00 ₹
1W 0.17 ₹ 10,017.00 ₹
1M 1.90 ₹ 10,190.00 ₹
3M -2.64 ₹ 9,736.00 ₹
6M 5.61 ₹ 10,561.00 ₹
1Y 17.84 ₹ 11,784.00 ₹
3Y 12.49 ₹ 14,235.00 ₹
5Y 15.19 ₹ 20,283.00 ₹
7Y 14.19 ₹ 25,311.00 ₹
10Y 11.71 ₹ 30,261.00 ₹
15Y ₹ ₹

Disclaimer: Past performance may or may not be sustained in future and should not be used as a basis for comparison with other investments. Returns for periods above 1 year are annualised.

Investment Period Invested Amount Regular Direct
XIRR % Current Value of Invested Amount XIRR % Current Value of Invested Amount
1Y ₹ 12000 11.66 ₹ 12,744.65 ₹
3Y ₹ 36000 15.99 ₹ 45,630.86 ₹
5Y ₹ 60000 17.09 ₹ 91,957.14 ₹
7Y ₹ 84000 15.72 ₹ 147,118.52 ₹
10Y ₹ 120000 14.45 ₹ 255,465.60 ₹
15Y ₹ 180000 ₹ ₹


Date Sbi Bse Sensex Etf NAV Regular Growth Sbi Bse Sensex Etf NAV Direct Growth
02-12-2024 877.8815 None
29-11-2024 873.0139 None
28-11-2024 864.7128 None
27-11-2024 877.7328 None
26-11-2024 875.218 None
25-11-2024 876.376 None
22-11-2024 865.5209 None
21-11-2024 844.0735 None
19-11-2024 848.6959 None
18-11-2024 846.0613 None
14-11-2024 848.7033 None
13-11-2024 849.7194 None
12-11-2024 860.4795 None
11-11-2024 869.4548 None
08-11-2024 869.35 None
07-11-2024 869.9572 None
06-11-2024 879.0932 None
05-11-2024 869.0865 None
04-11-2024 861.5019 None

Fund Launch Date: 09/Feb/2013
Fund Category: ETF
Investment Objective: The investment objective of the scheme is to providereturns, before expenses, that closely correspond to thetotal returns of the securities as represented by the S&PBSE SENSEX by holding S&P BSE SENSEX stocks in the sameproportion. However, the performance of the scheme may differfrom that of the underlying index due to tracking error.
Fund Description: An open-ended Scheme trackingS&P BSE SENSEX Index
Fund Benchmark: BSE Sensex Total Return Index
Source: Fund FactSheet

Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.