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
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