Last Update: 30 June 2022
The best performing Asset Class in the last 25 years is US Technology, that granded a +11.06% annualized return.
The worst is US Cash, with a +1.77% annualized return in the last 25 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 1,3,5,10,25 years.
Columns are sortable, Asset Classes are pre-ordered by 25 year return.
ETF | 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | 25Y(*)▾ | |
---|---|---|---|---|---|---|---|---|---|
US Technology (QQQ) | -8.91 | -22.54 | -29.33 | -20.48 | 15.17 | 16.08 | 17.00 | 11.06 | |
US Small Cap (IJR) | -8.48 | -14.08 | -18.93 | -16.91 | 7.26 | 7.20 | 11.24 | 8.97 | |
US REITs (VNQ) | -7.46 | -15.40 | -20.54 | -8.02 | 4.80 | 5.69 | 7.49 | 8.72 | |
US Total Stock Market (VTI) | -8.23 | -16.82 | -21.32 | -14.17 | 9.63 | 10.53 | 12.52 | 8.13 | |
US Large Cap (SPY) | -8.25 | -16.11 | -19.98 | -10.61 | 10.58 | 11.23 | 12.86 | 7.89 | |
Emerging Market Bonds (EMB) | -6.15 | -11.70 | -20.28 | -20.94 | -5.18 | -1.34 | 1.59 | 7.54 | |
Gold (GLD) | -1.57 | -6.75 | -1.46 | 1.71 | 8.14 | 7.38 | 0.82 | 6.66 | |
Long Term Treasuries (TLT) | -1.27 | -12.59 | -21.88 | -19.11 | -3.11 | 0.34 | 1.51 | 5.87 | |
TIPS (TIP) | -3.11 | -6.15 | -9.04 | -5.27 | 2.86 | 3.04 | 1.57 | 5.28 | |
Latin America (FLLA) | -16.83 | -21.26 | -0.51 | -18.82 | -6.64 | -0.28 | -2.06 | 5.28 | |
Preferred Stocks (PFF) | -4.98 | -8.66 | -15.10 | -12.71 | 0.91 | 1.61 | 3.92 | 5.20 | |
Investment Grade Bonds (LQD) | -3.62 | -8.40 | -16.08 | -16.14 | -1.40 | 1.18 | 2.60 | 5.08 | |
World All Countries (VT) | -8.14 | -15.15 | -19.80 | -15.87 | 6.50 | 7.09 | 9.01 | 5.03 | |
International Bond Market (BNDX) | -1.72 | -5.31 | -9.84 | -10.00 | -2.14 | 0.81 | 2.34 | 4.94 | |
Europe (VGK) | -9.93 | -13.51 | -20.89 | -18.43 | 1.95 | 2.45 | 5.80 | 4.93 | |
High Yield Bonds (HYG) | -7.05 | -9.48 | -13.77 | -12.80 | -1.00 | 1.21 | 3.17 | 4.68 | |
Emerging Markets (EEM) | -5.14 | -10.41 | -17.20 | -25.55 | -0.09 | 1.56 | 2.33 | 4.67 | |
US Total Bond Market (BND) | -1.66 | -4.78 | -10.35 | -10.42 | -0.95 | 0.84 | 1.40 | 4.15 | |
EAFE Stocks (EFA) | -8.72 | -13.18 | -18.78 | -17.39 | 1.33 | 2.23 | 5.36 | 3.95 | |
Commodities (DBC) | -7.50 | 2.23 | 28.20 | 38.39 | 19.83 | 13.67 | 0.63 | 3.82 | |
Pacific (VPL) | -8.19 | -13.54 | -17.87 | -20.32 | 1.32 | 2.02 | 5.30 | 2.40 | |
US Cash (BIL) | 0.08 | 0.10 | 0.12 | 0.08 | 0.44 | 0.92 | 0.47 | 1.77 |
For further information about the seasonality, check the Asset Class and Commodity Seasonality page.
Asset Class Yearly Returns
Click on < > buttons to switch date range. Click on column header to sort data.
ETF | 2022(*) | 2021 | 2020 | 2019 | |||
---|---|---|---|---|---|---|---|
US Technology (QQQ) | -29.33 | 27.42 | 48.40 | 38.96 | |||
US Small Cap (IJR) | -18.93 | 26.60 | 11.28 | 22.82 | |||
US REITs (VNQ) | -20.54 | 40.52 | -4.68 | 28.87 | |||
US Total Stock Market (VTI) | -21.32 | 25.67 | 21.03 | 30.67 | |||
US Large Cap (SPY) | -19.98 | 28.74 | 18.37 | 31.22 | |||
Emerging Market Bonds (EMB) | -20.28 | -2.24 | 5.42 | 15.48 | |||
Gold (GLD) | -1.46 | -4.15 | 24.81 | 17.86 | |||
Long Term Treasuries (TLT) | -21.88 | -4.60 | 18.15 | 14.12 | |||
TIPS (TIP) | -9.04 | 5.67 | 10.84 | 8.35 | |||
Latin America (FLLA) | -0.51 | -9.34 | -15.02 | 19.53 | |||
Preferred Stocks (PFF) | -15.10 | 7.13 | 7.44 | 15.92 | |||
Investment Grade Bonds (LQD) | -16.08 | -1.85 | 10.97 | 17.37 | |||
World All Countries (VT) | -19.80 | 18.27 | 16.61 | 26.82 | |||
International Bond Market (BNDX) | -9.84 | -2.28 | 4.65 | 7.87 | |||
Europe (VGK) | -20.89 | 16.88 | 6.11 | 24.86 | |||
High Yield Bonds (HYG) | -13.77 | 3.75 | 4.48 | 14.09 | |||
Emerging Markets (EEM) | -17.20 | -3.61 | 17.03 | 18.20 | |||
US Total Bond Market (BND) | -10.35 | -1.86 | 7.71 | 8.83 | |||
EAFE Stocks (EFA) | -18.78 | 11.46 | 7.59 | 22.03 | |||
Commodities (DBC) | 28.20 | 41.36 | -7.84 | 11.84 | |||
Pacific (VPL) | -17.87 | 1.12 | 16.67 | 18.16 | |||
US Cash (BIL) | 0.12 | -0.10 | 0.40 | 2.03 |
Asset Class Drawdowns
Asset Class Maximum Drawdowns, in last 5,10,25 years.
The following table represents Asset Class total returns and maximum drawdown in the same period. Columns are sortable.
5Y |
10Y |
25Y |
|||||
---|---|---|---|---|---|---|---|
ETF | Return | DD | Return | DD | Return | DD | |
US Technology (QQQ) | +110.79 | -29.33 | +380.83 | -29.33 | +1276.08 | -81.08 | |
US Small Cap (IJR) | +41.55 | -36.12 | +190.07 | -36.12 | +755.92 | -51.79 | |
US REITs (VNQ) | +31.87 | -25.08 | +105.84 | -25.08 | +708.29 | -68.30 | |
US Total Stock Market (VTI) | +64.97 | -21.32 | +225.18 | -21.32 | +605.13 | -50.84 | |
US Large Cap (SPY) | +70.25 | -19.98 | +235.24 | -19.98 | +567.10 | -50.80 | |
Emerging Market Bonds (EMB) | -6.50 | -22.08 | +17.10 | -22.08 | +515.55 | -31.43 | |
Gold (GLD) | +42.74 | -13.74 | +8.55 | -40.97 | +400.78 | -42.91 | |
Long Term Treasuries (TLT) | +1.71 | -30.82 | +16.20 | -30.82 | +315.89 | -30.82 | |
TIPS (TIP) | +16.14 | -9.04 | +16.90 | -9.24 | +262.28 | -11.79 | |
Latin America (FLLA) | -1.40 | -46.32 | -18.83 | -50.26 | +261.57 | -64.59 | |
Preferred Stocks (PFF) | +8.29 | -16.20 | +46.93 | -16.20 | +254.94 | -58.42 | |
Investment Grade Bonds (LQD) | +6.02 | -17.62 | +29.28 | -17.62 | +244.75 | -17.62 | |
World All Countries (VT) | +40.83 | -22.15 | +136.87 | -22.15 | +241.00 | -57.06 | |
International Bond Market (BNDX) | +4.11 | -11.90 | +26.07 | -11.90 | +233.43 | -11.90 | |
Europe (VGK) | +12.87 | -25.65 | +75.73 | -25.65 | +232.70 | -59.77 | |
High Yield Bonds (HYG) | +6.21 | -13.77 | +36.64 | -13.77 | +213.60 | -30.85 | |
Emerging Markets (EEM) | +8.06 | -29.69 | +25.88 | -30.19 | +212.87 | -60.44 | |
US Total Bond Market (BND) | +4.26 | -12.23 | +14.93 | -12.23 | +176.57 | -12.23 | |
EAFE Stocks (EFA) | +11.64 | -23.01 | +68.49 | -23.01 | +163.36 | -57.38 | |
Commodities (DBC) | +89.77 | -37.77 | +6.49 | -61.03 | +155.09 | -74.54 | |
Pacific (VPL) | +10.51 | -23.43 | +67.63 | -23.43 | +80.99 | -53.17 | |
US Cash (BIL) | +4.68 | -0.16 | +4.78 | -0.31 | +54.89 | -0.42 |