Last Update: 30 November 2019
The best performing Asset Class in the last rolling 10 years is US Large Caps, that granded a +13.3% annualized return.
The worst is Commodities, with a -4.5% annualized return in the last 10 years.
Asset Classes can be easily replicated by ETFs. Some of them are the main components of the most efficient Lazy Portfolios.
Asset Class Historical Returns
Asset Class Returns, for last 1,3,6 Months and 1,3,5,10 years.
Columns are sortable, Asset Classes are pre-ordered by 10 year return.
ASSET CLASSES - HISTORICAL RETURNS (%)
Last Update: 30 November 2019
Short Term |
Long Term Ann.(*) |
|||||||
|---|---|---|---|---|---|---|---|---|
| ETF | 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y ▾ | |
| US Large Caps (SPY) | +3.62 | +7.97 | +15.27 | +16.31 | +14.76 | +10.87 | +13.33 | |
| US REITs (VNQ) | -1.30 | +1.73 | +9.00 | +17.73 | +9.75 | +7.40 | +12.66 | |
| US Small Caps (IWM) | +4.07 | +9.08 | +11.69 | +7.40 | +8.53 | +8.23 | +12.38 | |
| World Developed (VT) | +2.56 | +7.83 | +12.28 | +13.73 | +11.92 | +7.53 | +8.81 | |
| Preferred Stocks (PFF) | -0.44 | +0.74 | +4.52 | +12.01 | +5.56 | +4.35 | +6.94 | |
| Long Term Treasuries (TLT) | -0.41 | -4.16 | +7.72 | +24.79 | +8.03 | +5.38 | +6.90 | |
| High Yield Bonds (HYG) | +0.57 | +1.00 | +5.07 | +9.61 | +5.82 | +4.45 | +6.45 | |
| Pacific (VPL) | +1.11 | +9.08 | +10.18 | +8.34 | +8.15 | +5.98 | +6.11 | |
| EM Bonds (USD) (EMB) | -0.95 | -1.47 | +4.34 | +14.30 | +5.87 | +4.66 | +5.85 | |
| Investment Grade Bonds (LQD) | +0.47 | +0.16 | +7.70 | +18.92 | +6.64 | +4.75 | +5.68 | |
| EAFE Stocks (EFA) | +1.13 | +7.86 | +9.86 | +12.15 | +9.48 | +4.24 | +5.19 | |
| Europe (VGK) | +1.29 | +7.87 | +9.90 | +13.69 | +10.64 | +3.75 | +5.17 | |
| US Total Bond Market (BND) | -0.04 | -0.30 | +3.89 | +10.96 | +4.17 | +3.05 | +3.44 | |
| TIPS (TIP) | +0.29 | -0.85 | +2.55 | +8.55 | +3.07 | +2.20 | +2.95 | |
| Emerging Markets (EEM) | -0.09 | +5.85 | +5.29 | +5.90 | +8.37 | +2.62 | +2.47 | |
| Gold (GLD) | -3.21 | -4.10 | +11.78 | +19.32 | +7.25 | +4.22 | +1.77 | |
| US Cash (BIL) | +0.11 | +0.43 | +0.97 | +2.10 | +1.46 | +0.86 | +0.40 | |
| Commodities (DBC) | -0.13 | +3.24 | +1.19 | +1.45 | +0.66 | -5.35 | -4.53 | |
Stocks
Bonds
Commodities
(*) annualized
Asset Class Yearly Returns
Click on timeframe buttons to switch date range. Columns are sortable.
ASSET CLASSES - YEARLY RETURNS (%)
| ETF | 2016 | 2017 | 2018 | (YTD) 2019 |
Last 10Y Ann. ▾ |
|
|---|---|---|---|---|---|---|
| US Large Caps (SPY) | +12.00 | +21.70 | -4.56 | +27.5% | +13.3% | |
| US REITs (VNQ) | +8.60 | +4.91 | -6.02 | +27.9% | +12.7% | |
| US Small Caps (IWM) | +21.60 | +14.59 | -11.11 | +22.0% | +12.4% | |
| World Developed (VT) | +8.51 | +24.49 | -9.76 | +22.6% | +8.8% | |
| Preferred Stocks (PFF) | +1.30 | +8.10 | -4.63 | +13.7% | +6.9% | |
| Long Term Treasuries (TLT) | +1.18 | +9.18 | -1.61 | +17.9% | +6.9% | |
| High Yield Bonds (HYG) | +13.41 | +6.07 | -2.03 | +12.0% | +6.5% | |
| Pacific (VPL) | +5.35 | +28.86 | -14.40 | +15.3% | +6.1% | |
| EM Bonds (USD) (EMB) | +9.26 | +10.28 | -5.47 | +12.2% | +5.9% | |
| Investment Grade Bonds (LQD) | +6.21 | +7.06 | -3.79 | +16.8% | +5.7% | |
| EAFE Stocks (EFA) | +1.37 | +25.10 | -13.81 | +18.5% | +5.2% | |
| Europe (VGK) | -0.37 | +26.99 | -14.91 | +19.5% | +5.2% | |
| US Total Bond Market (BND) | +2.52 | +3.57 | -0.12 | +8.9% | +3.4% | |
| TIPS (TIP) | +4.68 | +2.92 | -1.42 | +8.0% | +3.0% | |
| Emerging Markets (EEM) | +10.87 | +37.28 | -15.31 | +9.7% | +2.5% | |
| Gold (GLD) | +8.03 | +12.81 | -1.94 | +13.7% | +1.8% | |
| US Cash (BIL) | +0.11 | +0.69 | +1.74 | +1.9% | +0.4% | |
| Commodities (DBC) | +18.56 | +4.86 | -11.62 | +5.7% | -4.5% |
Stocks
Bonds
Commodities
Last Update: 30 November 2019
Asset Class Drawdowns
Asset Class Maximum Drawdowns, in last 3,5,10 years.
The following table represents Asset Class total returns and maximum drawdown in the same period. Columns are sortable.
ASSET CLASSES - TOTAL RETURNS vs DRAWDOWNS (%)
Return: Total Return (%) - DD: Maximum Drawdown (%)
Last Update: 30 November 2019
3Y |
5Y |
10Y |
|||||
|---|---|---|---|---|---|---|---|
| ETF | Return | DD | Return | DD | Return ▾ | DD | |
| US Large Caps (SPY) | +51.12 | -13.52 | +67.54 | -13.52 | +249.41 | -16.22 | |
| US REITs (VNQ) | +32.19 | -11.73 | +42.90 | -14.87 | +229.42 | -17.37 | |
| US Small Caps (IWM) | +27.85 | -22.14 | +48.53 | -22.14 | +221.24 | -25.05 | |
| World Developed (VT) | +40.21 | -14.44 | +43.74 | -14.44 | +132.54 | -21.87 | |
| Preferred Stocks (PFF) | +17.62 | -7.49 | +23.71 | -7.49 | +95.61 | -9.23 | |
| Long Term Treasuries (TLT) | +26.06 | -8.68 | +29.94 | -15.07 | +94.86 | -18.03 | |
| High Yield Bonds (HYG) | +18.48 | -4.41 | +24.31 | -9.47 | +86.77 | -9.47 | |
| Pacific (VPL) | +26.49 | -18.28 | +33.68 | -18.28 | +81.01 | -18.42 | |
| EM Bonds (USD) (EMB) | +18.68 | -7.24 | +25.58 | -7.24 | +76.50 | -11.29 | |
| Investment Grade Bonds (LQD) | +21.27 | -5.56 | +26.10 | -5.56 | +73.76 | -6.38 | |
| EAFE Stocks (EFA) | +31.22 | -17.92 | +23.10 | -17.92 | +65.81 | -23.23 | |
| Europe (VGK) | +35.44 | -19.45 | +20.20 | -19.45 | +65.60 | -27.75 | |
| US Total Bond Market (BND) | +13.04 | -2.65 | +16.23 | -3.68 | +40.21 | -4.01 | |
| TIPS (TIP) | +9.50 | -2.48 | +11.48 | -4.82 | +33.75 | -9.25 | |
| Emerging Markets (EEM) | +27.26 | -22.76 | +13.82 | -27.65 | +27.61 | -32.70 | |
| Gold (GLD) | +23.36 | -11.67 | +22.97 | -17.81 | +19.21 | -42.90 | |
| US Cash (BIL) | +4.43 | -0.02 | +4.36 | -0.14 | +4.12 | -0.38 | |
| Commodities (DBC) | +1.98 | -18.59 | -24.04 | -37.54 | -37.10 | -60.02 | |
Stocks
Bonds
Commodities