Last Update: 31 December 2021
The best performing Asset Class in the last 25 years is US Small Cap Blend, that granded a +10.37% annualized return.
The worst is US Cash, with a +1.86% 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.
ASSET CLASSES - HISTORICAL RETURNS (%)
Last Update: 31 December 2021
Cells with red background indicate returns lower than the US Inflation recorded in the same period.
Inflation is updated to Dec 2021.
Current inflation (annualized) is
1Y: 7.12%
, 3Y: 3.53%
, 5Y: 2.92%
, 10Y: 2.12%
, 25Y: 2.29%
| ETF | 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | 25Y(*) ▾ | |
|---|---|---|---|---|---|---|---|---|---|
| US Small Cap Blend (IJR) | +4.50 | +5.57 | +2.49 | +26.60 | +20.05 | +12.37 | +14.47 | +10.37 | |
| US REITs (VNQ) | +9.69 | +15.03 | +15.74 | +40.52 | +19.96 | +11.22 | +11.50 | +9.94 | |
| US Total Stock Market (VTI) | +3.79 | +9.11 | +9.08 | +25.67 | +25.73 | +17.96 | +16.29 | +9.88 | |
| US Large Cap Blend (SPY) | +4.63 | +11.07 | +11.71 | +28.74 | +25.99 | +18.36 | +16.45 | +9.67 | |
| Emerging Market Bonds (EMB) | +2.16 | +0.40 | -0.82 | -2.24 | +5.98 | +4.41 | +4.59 | +9.09 | |
| Long Term Treasuries (TLT) | -2.01 | +3.18 | +3.55 | -4.60 | +8.75 | +6.68 | +4.51 | +7.00 | |
| Latin America (FLLA) | +5.32 | -4.13 | -18.41 | -9.34 | -2.71 | +1.94 | -2.18 | +6.70 | |
| World All Countries (VT) | +3.81 | +6.30 | +4.89 | +18.27 | +20.48 | +14.46 | +12.06 | +6.55 | |
| Europe (VGK) | +5.20 | +5.08 | +3.11 | +16.88 | +15.69 | +10.84 | +8.67 | +6.50 | |
| Gold (GLD) | +3.30 | +4.10 | +3.22 | -4.15 | +12.13 | +9.30 | +1.18 | +6.30 | |
| Preferred Stocks (PFF) | +3.32 | +3.01 | +2.80 | +7.13 | +10.09 | +6.59 | +6.85 | +6.19 | |
| Emerging Markets (EEM) | +1.53 | -1.57 | -10.09 | -3.61 | +10.06 | +9.16 | +4.73 | +5.94 | |
| Investment Grade Bonds (LQD) | -0.03 | +0.38 | -0.08 | -1.85 | +8.53 | +5.66 | +4.94 | +5.93 | |
| TIPS (TIP) | +0.40 | +2.39 | +4.14 | +5.67 | +8.26 | +5.18 | +2.93 | +5.79 | |
| High Yield Bonds (HYG) | +2.28 | +0.77 | +1.12 | +3.75 | +7.34 | +5.14 | +5.23 | +5.51 | |
| EAFE Stocks (EFA) | +4.41 | +2.84 | +1.71 | +11.46 | +13.53 | +9.55 | +7.92 | +5.22 | |
| International Bond Market (BNDX) | -0.74 | -0.14 | -0.17 | -2.28 | +3.32 | +3.03 | +3.80 | +5.22 | |
| US Total Bond Market (BND) | -0.31 | -0.04 | -0.08 | -1.86 | +4.78 | +3.54 | +2.75 | +4.73 | |
| Pacific (VPL) | +3.01 | -1.90 | -2.99 | +1.12 | +11.71 | +8.99 | +7.95 | +3.51 | |
| Commodities (DBC) | +6.67 | +2.97 | +7.95 | +41.36 | +13.37 | +6.19 | -2.24 | +2.40 | |
| US Cash (BIL) | 0.00 | -0.03 | -0.04 | -0.10 | +0.77 | +0.95 | +0.45 | +1.86 |
Stocks
Bonds
Commodities
(*) annualized
For further information about the seasonality, check the Asset Class and Commodity Seasonality page.
Readings that may interest you
Asset Class Yearly Returns
Click on < > buttons to switch date range. Click on column header to sort data.
ASSET CLASSES - YEARLY RETURNS (%)
Last Update: 31 December 2021
Cells with red background indicate returns lower than the US Inflation recorded in the same period.
Inflation is updated to Dec 2021.
| ETF | 2021(*) | 2020 | 2019 | 2018 | |||
|---|---|---|---|---|---|---|---|
| US Small Cap Blend (IJR) | +26.60 | +11.28 | +22.82 | -8.49 | |||
| US REITs (VNQ) | +40.52 | -4.68 | +28.87 | -6.02 | |||
| US Total Stock Market (VTI) | +25.67 | +21.03 | +30.67 | -5.21 | |||
| US Large Cap Blend (SPY) | +28.74 | +18.37 | +31.22 | -4.56 | |||
| Emerging Market Bonds (EMB) | -2.24 | +5.42 | +15.48 | -5.47 | |||
| Long Term Treasuries (TLT) | -4.60 | +18.15 | +14.12 | -1.61 | |||
| Latin America (FLLA) | -9.34 | -15.02 | +19.53 | -6.47 | |||
| World All Countries (VT) | +18.27 | +16.61 | +26.82 | -9.76 | |||
| Europe (VGK) | +16.88 | +6.11 | +24.86 | -14.91 | |||
| Gold (GLD) | -4.15 | +24.81 | +17.86 | -1.94 | |||
| Preferred Stocks (PFF) | +7.13 | +7.44 | +15.92 | -4.63 | |||
| Emerging Markets (EEM) | -3.61 | +17.03 | +18.20 | -15.31 | |||
| Investment Grade Bonds (LQD) | -1.85 | +10.97 | +17.37 | -3.79 | |||
| TIPS (TIP) | +5.67 | +10.84 | +8.35 | -1.42 | |||
| High Yield Bonds (HYG) | +3.75 | +4.48 | +14.09 | -2.03 | |||
| EAFE Stocks (EFA) | +11.46 | +7.59 | +22.03 | -13.81 | |||
| International Bond Market (BNDX) | -2.28 | +4.65 | +7.87 | +2.81 | |||
| US Total Bond Market (BND) | -1.86 | +7.71 | +8.83 | -0.12 | |||
| Pacific (VPL) | +1.12 | +16.67 | +18.16 | -14.40 | |||
| Commodities (DBC) | +41.36 | -7.84 | +11.84 | -11.62 | |||
| US Cash (BIL) | -0.10 | +0.40 | +2.03 | +1.74 |
Stocks
Bonds
Commodities
(*)YTD - 31 December 2021
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.
ASSET CLASSES - TOTAL RETURNS vs DRAWDOWNS (%)
Return: Total Return (%) - DD: Maximum Drawdown (%)
Last Update: 31 December 2021
5Y |
10Y |
25Y |
|||||
|---|---|---|---|---|---|---|---|
| ETF | Return | DD | Return | DD | Return | DD | |
| US Small Cap Blend (IJR) | +79.15 | -36.12 | +286.38 | -36.12 | +1077.08 | -51.79 | |
| US REITs (VNQ) | +70.19 | -25.08 | +196.98 | -25.08 | +969.22 | -68.31 | |
| US Total Stock Market (VTI) | +128.34 | -20.84 | +352.22 | -20.84 | +953.65 | -50.84 | |
| US Large Cap Blend (SPY) | +132.29 | -19.43 | +358.68 | -19.43 | +904.79 | -50.79 | |
| Emerging Market Bonds (EMB) | +24.07 | -16.03 | +56.61 | -16.03 | +779.68 | -31.43 | |
| Long Term Treasuries (TLT) | +38.19 | -20.10 | +55.41 | -20.10 | +443.02 | -21.79 | |
| Latin America (FLLA) | +10.06 | -46.32 | -19.82 | -52.53 | +405.53 | -64.59 | |
| World All Countries (VT) | +96.48 | -22.15 | +212.37 | -22.15 | +389.02 | -57.05 | |
| Europe (VGK) | +67.33 | -25.66 | +129.64 | -25.66 | +383.33 | -59.77 | |
| Gold (GLD) | +55.97 | -13.73 | +12.48 | -40.97 | +360.46 | -42.90 | |
| Preferred Stocks (PFF) | +37.56 | -16.19 | +94.05 | -16.19 | +348.48 | -58.42 | |
| Emerging Markets (EEM) | +55.01 | -29.72 | +58.74 | -30.19 | +323.39 | -60.44 | |
| Investment Grade Bonds (LQD) | +31.68 | -6.31 | +61.95 | -6.38 | +322.36 | -15.11 | |
| TIPS (TIP) | +28.75 | -2.48 | +33.54 | -9.25 | +308.82 | -11.79 | |
| High Yield Bonds (HYG) | +28.51 | -11.61 | +66.56 | -11.61 | +282.62 | -30.84 | |
| EAFE Stocks (EFA) | +57.78 | -23.02 | +114.26 | -23.02 | +257.07 | -57.38 | |
| International Bond Market (BNDX) | +16.12 | -2.91 | +45.23 | -4.25 | +256.47 | -10.04 | |
| US Total Bond Market (BND) | +19.01 | -3.88 | +31.12 | -4.01 | +217.52 | -4.01 | |
| Pacific (VPL) | +53.78 | -23.42 | +114.95 | -23.42 | +137.13 | -53.17 | |
| Commodities (DBC) | +35.04 | -37.77 | -20.31 | -61.72 | +80.93 | -74.53 | |
| US Cash (BIL) | +4.83 | -0.14 | +4.60 | -0.30 | +58.71 | -0.39 | |
Stocks
Bonds
Commodities