Last Update: 30 November 2022

The best performing Asset Class in the last 30 years is US Technology, that granded a +13.02% annualized return.

The worst is US Cash, with a +2.18% annualized return in the last 30 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 1,3,5,10,30 years.

Columns are sortable, Asset Classes are pre-ordered by 30 year return.

ASSET CLASSES - HISTORICAL RETURNS (%)
Last Update: 30 November 2022
Cells with red background indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Oct 2022. Waiting for updates, inflation of Nov 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.22% , 3Y: 5.03% , 5Y: 3.85% , 10Y: 2.61% , 30Y: 2.50%
ETF 1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 30Y(*)
US Technology
QQQ
5.54 -1.80 -4.49 -25.05 13.33 14.37 17.23 13.02
US Small Cap
IJR
4.00 5.32 1.38 -6.15 9.23 7.18 11.90 10.43
US Total Stock Market
VTI
5.17 3.21 -0.29 -11.27 10.16 10.25 12.89 9.82
US Large Cap
SPY
5.56 3.59 -0.44 -9.15 10.84 10.90 13.23 9.79
Emerg. Market Bonds
EMB
10.07 2.66 -2.90 -15.74 -4.35 -1.24 1.07 9.38
US REITs
VNQ
6.15 -4.26 -9.56 -14.81 1.58 4.70 7.36 9.17
Europe
VGK
13.49 11.14 -2.74 -10.14 3.45 2.71 5.34 7.29
Latin America
FLLA
0.42 6.35 -5.45 19.12 -0.99 0.41 -1.03 7.22
World All Countries
VT
8.28 4.21 -1.73 -10.94 6.97 6.59 8.96 6.64
Emerging Markets
EEM
15.59 0.23 -6.51 -17.15 -0.28 -0.89 1.51 6.20
Preferred Stocks
PFF
4.98 -2.83 -5.70 -12.94 -0.38 1.30 3.34 6.00
Long Term Treasuries
TLT
7.15 -7.54 -10.76 -30.81 -8.33 -1.87 0.42 5.84
High Yield Bonds
HYG
3.43 2.90 -2.34 -7.33 0.03 1.93 3.20 5.74
TIPS
TIP
1.83 -3.66 -6.20 -11.59 1.15 2.14 0.92 5.52
Gold
GLD
8.49 3.48 -3.70 -0.42 6.13 6.36 -0.07 5.44
EAFE Stocks
EFA
13.17 8.78 -1.96 -8.92 2.51 2.20 5.08 5.41
Invest. Grade Bonds
LQD
6.65 -0.48 -4.27 -16.66 -2.99 0.75 1.98 5.40
International Bonds
BNDX
2.43 0.01 -2.21 -10.96 -2.93 0.40 1.78 5.23
US Total Bond Market
BND
3.67 -1.82 -3.92 -12.68 -2.56 0.24 0.99 4.45
Commodities
DBC
1.47 -0.89 -11.49 30.85 19.15 10.18 -0.68 4.07
Pacific
VPL
13.16 4.12 -3.39 -10.97 1.47 0.93 5.33 3.65
US Cash
BIL
0.32 0.68 0.99 1.04 0.48 1.03 0.56 2.18
Stocks Bonds Commodities
(*) annualized

For further information about the seasonality, check the Asset Class and Commodity Seasonality page.

Asset Class Correlations

Monthly correlations of Asset Classes, over different timeframes.

If your screen resolution is not wide enough, scroll table horizzontally to explore the full dataset. You can click on header columns to sort them and hover on cells for tooltip details.

ASSET CLASS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2022
Swipe left to see all data
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Asset VTI SPY IJR VNQ QQQ PFF EFA VT EEM VGK VPL FLLA BND TLT BIL TIP LQD HYG BNDX EMB GLD DBC
VTI
1.00
1.00
0.96
0.88
0.97
0.79
0.88
0.98
0.56
0.88
0.86
0.65
0.71
0.53
0.14
0.83
0.79
0.91
0.79
0.80
0.30
0.30
SPY
1.00
1.00
0.95
0.89
0.96
0.80
0.90
0.98
0.57
0.89
0.86
0.66
0.71
0.53
0.12
0.82
0.79
0.91
0.78
0.81
0.31
0.33
IJR
0.96
0.95
1.00
0.81
0.88
0.68
0.83
0.92
0.47
0.84
0.81
0.61
0.68
0.45
0.05
0.86
0.74
0.91
0.77
0.69
0.27
0.32
VNQ
0.88
0.89
0.81
1.00
0.86
0.76
0.82
0.88
0.55
0.80
0.80
0.44
0.61
0.49
-0.03
0.79
0.67
0.77
0.66
0.74
0.45
0.39
QQQ
0.97
0.96
0.88
0.86
1.00
0.85
0.84
0.94
0.54
0.81
0.83
0.59
0.74
0.61
0.17
0.79
0.82
0.87
0.80
0.80
0.29
0.17
PFF
0.79
0.80
0.68
0.76
0.85
1.00
0.82
0.82
0.66
0.77
0.84
0.44
0.86
0.74
0.12
0.69
0.90
0.83
0.77
0.88
0.37
0.11
EFA
0.88
0.90
0.83
0.82
0.84
0.82
1.00
0.96
0.83
0.99
0.97
0.53
0.84
0.68
0.28
0.80
0.90
0.88
0.83
0.95
0.52
0.35
VT
0.98
0.98
0.92
0.88
0.94
0.82
0.96
1.00
0.72
0.95
0.94
0.62
0.80
0.63
0.21
0.84
0.87
0.91
0.82
0.89
0.42
0.34
EEM
0.56
0.57
0.47
0.55
0.54
0.66
0.83
0.72
1.00
0.79
0.86
0.27
0.82
0.81
0.39
0.59
0.81
0.55
0.65
0.90
0.60
0.23
VGK
0.88
0.89
0.84
0.80
0.81
0.77
0.99
0.95
0.79
1.00
0.93
0.53
0.79
0.60
0.28
0.77
0.86
0.88
0.81
0.92
0.45
0.37
VPL
0.86
0.86
0.81
0.80
0.83
0.84
0.97
0.94
0.86
0.93
1.00
0.49
0.89
0.78
0.27
0.83
0.92
0.85
0.82
0.94
0.62
0.32
FLLA
0.65
0.66
0.61
0.44
0.59
0.44
0.53
0.62
0.27
0.53
0.49
1.00
0.26
0.09
-0.08
0.39
0.36
0.60
0.28
0.42
0.13
0.63
BND
0.71
0.71
0.68
0.61
0.74
0.86
0.84
0.80
0.82
0.79
0.89
0.26
1.00
0.92
0.22
0.80
0.99
0.78
0.91
0.88
0.46
0.02
TLT
0.53
0.53
0.45
0.49
0.61
0.74
0.68
0.63
0.81
0.60
0.78
0.09
0.92
1.00
0.29
0.65
0.88
0.55
0.78
0.78
0.59
-0.12
BIL
0.14
0.12
0.05
-0.03
0.17
0.12
0.28
0.21
0.39
0.28
0.27
-0.08
0.22
0.29
1.00
-0.14
0.27
0.07
0.18
0.41
0.18
-0.49
TIP
0.83
0.82
0.86
0.79
0.79
0.69
0.80
0.84
0.59
0.77
0.83
0.39
0.80
0.65
-0.14
1.00
0.80
0.85
0.86
0.68
0.42
0.35
LQD
0.79
0.79
0.74
0.67
0.82
0.90
0.90
0.87
0.81
0.86
0.92
0.36
0.99
0.88
0.27
0.80
1.00
0.84
0.92
0.93
0.45
0.06
HYG
0.91
0.91
0.91
0.77
0.87
0.83
0.88
0.91
0.55
0.88
0.85
0.60
0.78
0.55
0.07
0.85
0.84
1.00
0.87
0.80
0.28
0.28
BNDX
0.79
0.78
0.77
0.66
0.80
0.77
0.83
0.82
0.65
0.81
0.82
0.28
0.91
0.78
0.18
0.86
0.92
0.87
1.00
0.80
0.34
0.01
EMB
0.80
0.81
0.69
0.74
0.80
0.88
0.95
0.89
0.90
0.92
0.94
0.42
0.88
0.78
0.41
0.68
0.93
0.80
0.80
1.00
0.47
0.16
GLD
0.30
0.31
0.27
0.45
0.29
0.37
0.52
0.42
0.60
0.45
0.62
0.13
0.46
0.59
0.18
0.42
0.45
0.28
0.34
0.47
1.00
0.32
DBC
0.30
0.33
0.32
0.39
0.17
0.11
0.35
0.34
0.23
0.37
0.32
0.63
0.02
-0.12
-0.49
0.35
0.06
0.28
0.01
0.16
0.32
1.00
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Asset VTI SPY IJR VNQ QQQ PFF EFA VT EEM VGK VPL FLLA BND TLT BIL TIP LQD HYG BNDX EMB GLD DBC
VTI
1.00
1.00
0.92
0.82
0.94
0.79
0.89
0.98
0.72
0.89
0.86
0.58
0.40
-0.01
-0.20
0.56
0.61
0.84
0.43
0.71
0.18
0.53
SPY
1.00
1.00
0.89
0.82
0.94
0.79
0.89
0.98
0.71
0.89
0.85
0.58
0.40
0.00
-0.19
0.56
0.61
0.84
0.42
0.70
0.19
0.51
IJR
0.92
0.89
1.00
0.77
0.79
0.72
0.85
0.92
0.71
0.84
0.84
0.59
0.28
-0.17
-0.25
0.45
0.50
0.82
0.33
0.62
0.05
0.61
VNQ
0.82
0.82
0.77
1.00
0.71
0.80
0.75
0.81
0.58
0.76
0.69
0.49
0.49
0.17
-0.18
0.65
0.64
0.76
0.52
0.71
0.21
0.47
QQQ
0.94
0.94
0.79
0.71
1.00
0.74
0.78
0.90
0.64
0.77
0.77
0.43
0.48
0.15
-0.15
0.60
0.63
0.75
0.46
0.64
0.20
0.37
PFF
0.79
0.79
0.72
0.80
0.74
1.00
0.74
0.80
0.63
0.73
0.72
0.55
0.61
0.19
-0.16
0.61
0.77
0.86
0.63
0.81
0.29
0.37
EFA
0.89
0.89
0.85
0.75
0.78
0.74
1.00
0.96
0.83
0.99
0.96
0.66
0.42
-0.01
-0.13
0.51
0.64
0.81
0.42
0.79
0.23
0.62
VT
0.98
0.98
0.92
0.81
0.90
0.80
0.96
1.00
0.82
0.95
0.92
0.64
0.43
-0.01
-0.18
0.55
0.65
0.85
0.43
0.77
0.22
0.58
EEM
0.72
0.71
0.71
0.58
0.64
0.63
0.83
0.82
1.00
0.81
0.85
0.63
0.41
0.02
-0.09
0.39
0.60
0.68
0.34
0.76
0.33
0.51
VGK
0.89
0.89
0.84
0.76
0.77
0.73
0.99
0.95
0.81
1.00
0.91
0.68
0.42
-0.01
-0.14
0.51
0.64
0.81
0.42
0.79
0.25
0.63
VPL
0.86
0.85
0.84
0.69
0.77
0.72
0.96
0.92
0.85
0.91
1.00
0.59
0.42
-0.01
-0.13
0.49
0.62
0.78
0.40
0.74
0.22
0.57
FLLA
0.58
0.58
0.59
0.49
0.43
0.55
0.66
0.64
0.63
0.68
0.59
1.00
0.13
-0.23
-0.18
0.19
0.40
0.65
0.22
0.64
0.23
0.58
BND
0.40
0.40
0.28
0.49
0.48
0.61
0.42
0.43
0.41
0.42
0.42
0.13
1.00
0.82
0.15
0.84
0.93
0.57
0.88
0.70
0.43
-0.10
TLT
-0.01
0.00
-0.17
0.17
0.15
0.19
-0.01
-0.01
0.02
-0.01
-0.01
-0.23
0.82
1.00
0.24
0.63
0.64
0.10
0.64
0.28
0.37
-0.39
BIL
-0.20
-0.19
-0.25
-0.18
-0.15
-0.16
-0.13
-0.18
-0.09
-0.14
-0.13
-0.18
0.15
0.24
1.00
-0.13
0.06
-0.13
0.12
0.00
0.09
-0.41
TIP
0.56
0.56
0.45
0.65
0.60
0.61
0.51
0.55
0.39
0.51
0.49
0.19
0.84
0.63
-0.13
1.00
0.81
0.66
0.83
0.62
0.43
0.11
LQD
0.61
0.61
0.50
0.64
0.63
0.77
0.64
0.65
0.60
0.64
0.62
0.40
0.93
0.64
0.06
0.81
1.00
0.77
0.86
0.87
0.42
0.14
HYG
0.84
0.84
0.82
0.76
0.75
0.86
0.81
0.85
0.68
0.81
0.78
0.65
0.57
0.10
-0.13
0.66
0.77
1.00
0.65
0.83
0.25
0.47
BNDX
0.43
0.42
0.33
0.52
0.46
0.63
0.42
0.43
0.34
0.42
0.40
0.22
0.88
0.64
0.12
0.83
0.86
0.65
1.00
0.69
0.36
-0.12
EMB
0.71
0.70
0.62
0.71
0.64
0.81
0.79
0.77
0.76
0.79
0.74
0.64
0.70
0.28
0.00
0.62
0.87
0.83
0.69
1.00
0.42
0.40
GLD
0.18
0.19
0.05
0.21
0.20
0.29
0.23
0.22
0.33
0.25
0.22
0.23
0.43
0.37
0.09
0.43
0.42
0.25
0.36
0.42
1.00
0.04
DBC
0.53
0.51
0.61
0.47
0.37
0.37
0.62
0.58
0.51
0.63
0.57
0.58
-0.10
-0.39
-0.41
0.11
0.14
0.47
-0.12
0.40
0.04
1.00
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Asset VTI SPY IJR VNQ QQQ PFF EFA VT EEM VGK VPL FLLA BND TLT BIL TIP LQD HYG BNDX EMB GLD DBC
VTI
1.00
1.00
0.90
0.71
0.91
0.72
0.86
0.97
0.67
0.85
0.80
0.53
0.29
-0.08
-0.15
0.41
0.51
0.80
0.34
0.61
0.06
0.44
SPY
1.00
1.00
0.86
0.71
0.92
0.72
0.86
0.96
0.66
0.85
0.79
0.53
0.29
-0.06
-0.14
0.41
0.51
0.79
0.34
0.61
0.06
0.43
IJR
0.90
0.86
1.00
0.64
0.72
0.61
0.76
0.86
0.60
0.74
0.73
0.49
0.15
-0.23
-0.20
0.28
0.38
0.74
0.22
0.49
-0.04
0.49
VNQ
0.71
0.71
0.64
1.00
0.60
0.74
0.64
0.70
0.50
0.62
0.61
0.42
0.52
0.31
-0.15
0.61
0.65
0.67
0.56
0.66
0.16
0.24
QQQ
0.91
0.92
0.72
0.60
1.00
0.67
0.77
0.88
0.61
0.76
0.73
0.40
0.37
0.06
-0.11
0.45
0.52
0.69
0.37
0.57
0.08
0.28
PFF
0.72
0.72
0.61
0.74
0.67
1.00
0.66
0.73
0.55
0.65
0.62
0.51
0.60
0.25
-0.14
0.57
0.74
0.79
0.60
0.77
0.23
0.26
EFA
0.86
0.86
0.76
0.64
0.77
0.66
1.00
0.95
0.81
0.98
0.93
0.63
0.34
-0.04
-0.09
0.43
0.55
0.78
0.33
0.73
0.11
0.50
VT
0.97
0.96
0.86
0.70
0.88
0.73
0.95
1.00
0.80
0.93
0.89
0.63
0.33
-0.06
-0.13
0.45
0.56
0.82
0.35
0.71
0.11
0.50
EEM
0.67
0.66
0.60
0.50
0.61
0.55
0.81
0.80
1.00
0.77
0.84
0.70
0.35
0.02
-0.05
0.40
0.54
0.66
0.29
0.73
0.25
0.47
VGK
0.85
0.85
0.74
0.62
0.76
0.65
0.98
0.93
0.77
1.00
0.84
0.62
0.33
-0.05
-0.09
0.41
0.55
0.77
0.32
0.71
0.14
0.52
VPL
0.80
0.79
0.73
0.61
0.73
0.62
0.93
0.89
0.84
0.84
1.00
0.58
0.33
-0.02
-0.11
0.43
0.52
0.72
0.32
0.69
0.08
0.44
FLLA
0.53
0.53
0.49
0.42
0.40
0.51
0.63
0.63
0.70
0.62
0.58
1.00
0.15
-0.14
-0.06
0.28
0.39
0.62
0.18
0.63
0.25
0.54
BND
0.29
0.29
0.15
0.52
0.37
0.60
0.34
0.33
0.35
0.33
0.33
0.15
1.00
0.84
0.09
0.83
0.93
0.52
0.87
0.70
0.43
-0.13
TLT
-0.08
-0.06
-0.23
0.31
0.06
0.25
-0.04
-0.06
0.02
-0.05
-0.02
-0.14
0.84
1.00
0.14
0.66
0.67
0.12
0.70
0.36
0.39
-0.39
BIL
-0.15
-0.14
-0.20
-0.15
-0.11
-0.14
-0.09
-0.13
-0.05
-0.09
-0.11
-0.06
0.09
0.14
1.00
-0.04
0.04
-0.10
0.02
-0.01
0.15
-0.13
TIP
0.41
0.41
0.28
0.61
0.45
0.57
0.43
0.45
0.40
0.41
0.43
0.28
0.83
0.66
-0.04
1.00
0.80
0.59
0.78
0.65
0.48
0.10
LQD
0.51
0.51
0.38
0.65
0.52
0.74
0.55
0.56
0.54
0.55
0.52
0.39
0.93
0.67
0.04
0.80
1.00
0.72
0.85
0.85
0.40
0.09
HYG
0.80
0.79
0.74
0.67
0.69
0.79
0.78
0.82
0.66
0.77
0.72
0.62
0.52
0.12
-0.10
0.59
0.72
1.00
0.57
0.79
0.25
0.46
BNDX
0.34
0.34
0.22
0.56
0.37
0.60
0.33
0.35
0.29
0.32
0.32
0.18
0.87
0.70
0.02
0.78
0.85
0.57
1.00
0.67
0.34
-0.17
EMB
0.61
0.61
0.49
0.66
0.57
0.77
0.73
0.71
0.73
0.71
0.69
0.63
0.70
0.36
-0.01
0.65
0.85
0.79
0.67
1.00
0.36
0.32
GLD
0.06
0.06
-0.04
0.16
0.08
0.23
0.11
0.11
0.25
0.14
0.08
0.25
0.43
0.39
0.15
0.48
0.40
0.25
0.34
0.36
1.00
0.17
DBC
0.44
0.43
0.49
0.24
0.28
0.26
0.50
0.50
0.47
0.52
0.44
0.54
-0.13
-0.39
-0.13
0.10
0.09
0.46
-0.17
0.32
0.17
1.00
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Asset VTI SPY IJR VNQ QQQ PFF EFA VT EEM VGK VPL FLLA BND TLT BIL TIP LQD HYG BNDX EMB GLD DBC
VTI
1.00
0.99
0.88
0.62
0.85
0.45
0.82
0.94
0.73
0.84
0.68
0.66
0.12
-0.17
-0.03
0.18
0.30
0.68
0.13
0.57
0.05
0.34
SPY
0.99
1.00
0.82
0.59
0.82
0.45
0.81
0.94
0.70
0.83
0.67
0.63
0.13
-0.15
-0.02
0.20
0.30
0.66
0.13
0.55
0.03
0.33
IJR
0.88
0.82
1.00
0.64
0.73
0.41
0.73
0.82
0.69
0.74
0.62
0.62
0.04
-0.23
-0.05
0.10
0.22
0.66
0.10
0.50
0.05
0.37
VNQ
0.62
0.59
0.64
1.00
0.38
0.51
0.58
0.61
0.51
0.59
0.48
0.44
0.28
0.05
-0.01
0.32
0.41
0.67
0.26
0.50
0.12
0.27
QQQ
0.85
0.82
0.73
0.38
1.00
0.30
0.63
0.77
0.61
0.65
0.54
0.52
0.07
-0.12
-0.01
0.10
0.19
0.51
0.08
0.43
0.01
0.24
PFF
0.45
0.45
0.41
0.51
0.30
1.00
0.47
0.49
0.39
0.47
0.41
0.36
0.33
0.11
-0.09
0.35
0.58
0.64
0.35
0.39
0.04
0.23
EFA
0.82
0.81
0.73
0.58
0.63
0.47
1.00
0.94
0.78
0.94
0.89
0.69
0.14
-0.14
-0.04
0.19
0.33
0.67
0.16
0.57
0.17
0.44
VT
0.94
0.94
0.82
0.61
0.77
0.49
0.94
1.00
0.82
0.93
0.82
0.73
0.13
-0.17
-0.05
0.20
0.33
0.70
0.15
0.60
0.13
0.41
EEM
0.73
0.70
0.69
0.51
0.61
0.39
0.78
0.82
1.00
0.76
0.73
0.83
0.13
-0.13
-0.03
0.19
0.28
0.60
0.14
0.65
0.25
0.38
VGK
0.84
0.83
0.74
0.59
0.65
0.47
0.94
0.93
0.76
1.00
0.72
0.69
0.15
-0.15
0.01
0.19
0.34
0.68
0.15
0.57
0.13
0.40
VPL
0.68
0.67
0.62
0.48
0.54
0.41
0.89
0.82
0.73
0.72
1.00
0.60
0.13
-0.09
-0.08
0.20
0.29
0.55
0.17
0.51
0.21
0.42
FLLA
0.66
0.63
0.62
0.44
0.52
0.36
0.69
0.73
0.83
0.69
0.60
1.00
0.05
-0.20
0.00
0.13
0.23
0.56
0.08
0.67
0.27
0.41
BND
0.12
0.13
0.04
0.28
0.07
0.33
0.14
0.13
0.13
0.15
0.13
0.05
1.00
0.84
0.16
0.84
0.86
0.37
0.65
0.49
0.27
0.04
TLT
-0.17
-0.15
-0.23
0.05
-0.12
0.11
-0.14
-0.17
-0.13
-0.15
-0.09
-0.20
0.84
1.00
0.06
0.66
0.64
0.02
0.49
0.26
0.18
-0.17
BIL
-0.03
-0.02
-0.05
-0.01
-0.01
-0.09
-0.04
-0.05
-0.03
0.01
-0.08
0.00
0.16
0.06
1.00
0.11
0.01
-0.03
0.07
0.08
0.00
0.03
TIP
0.18
0.20
0.10
0.32
0.10
0.35
0.19
0.20
0.19
0.19
0.20
0.13
0.84
0.66
0.11
1.00
0.74
0.38
0.61
0.44
0.31
0.26
LQD
0.30
0.30
0.22
0.41
0.19
0.58
0.33
0.33
0.28
0.34
0.29
0.23
0.86
0.64
0.01
0.74
1.00
0.63
0.67
0.58
0.23
0.14
HYG
0.68
0.66
0.66
0.67
0.51
0.64
0.67
0.70
0.60
0.68
0.55
0.56
0.37
0.02
-0.03
0.38
0.63
1.00
0.37
0.63
0.13
0.32
BNDX
0.13
0.13
0.10
0.26
0.08
0.35
0.16
0.15
0.14
0.15
0.17
0.08
0.65
0.49
0.07
0.61
0.67
0.37
1.00
0.36
0.21
0.07
EMB
0.57
0.55
0.50
0.50
0.43
0.39
0.57
0.60
0.65
0.57
0.51
0.67
0.49
0.26
0.08
0.44
0.58
0.63
0.36
1.00
0.29
0.26
GLD
0.05
0.03
0.05
0.12
0.01
0.04
0.17
0.13
0.25
0.13
0.21
0.27
0.27
0.18
0.00
0.31
0.23
0.13
0.21
0.29
1.00
0.29
DBC
0.34
0.33
0.37
0.27
0.24
0.23
0.44
0.41
0.38
0.40
0.42
0.41
0.04
-0.17
0.03
0.26
0.14
0.32
0.07
0.26
0.29
1.00

Asset Class Yearly Returns

Click on column header to sort data.

ASSET CLASSES - YEARLY RETURNS (%)
Last Update: 30 November 2022
Cells with red background indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Oct 2022. Waiting for updates, inflation of Nov 2022 is set to 0%.
ETF 2022(*) 2021 2020 2019 2018 2017
US Technology
QQQ
-25.90 27.42 48.40 38.96 -0.12 32.66
US Small Cap
IJR
-10.19 26.60 11.28 22.82 -8.49 13.15
US Total Stock Market
VTI
-14.51 25.67 21.03 30.67 -5.21 21.21
US Large Cap
SPY
-13.17 28.74 18.37 31.22 -4.56 21.70
Emerg. Market Bonds
EMB
-17.52 -2.24 5.42 15.48 -5.47 10.28
US REITs
VNQ
-22.33 40.52 -4.68 28.87 -6.02 4.91
Europe
VGK
-14.58 16.88 6.11 24.86 -14.91 26.99
Latin America
FLLA
13.10 -9.34 -15.02 19.53 -6.47 27.79
World All Countries
VT
-14.21 18.27 16.61 26.82 -9.76 24.49
Emerging Markets
EEM
-18.40 -3.61 17.03 18.20 -15.31 37.28
Preferred Stocks
PFF
-15.74 7.13 7.44 15.92 -4.63 8.10
Long Term Treasuries
TLT
-29.39 -4.60 18.15 14.12 -1.61 9.18
High Yield Bonds
HYG
-9.40 3.75 4.48 14.09 -2.03 6.07
TIPS
TIP
-11.94 5.67 10.84 8.35 -1.42 2.92
Gold
GLD
-3.60 -4.15 24.81 17.86 -1.94 12.81
EAFE Stocks
EFA
-12.76 11.46 7.59 22.03 -13.81 25.10
Invest. Grade Bonds
LQD
-16.64 -1.85 10.97 17.37 -3.79 7.06
International Bonds
BNDX
-10.29 -2.28 4.65 7.87 2.81 2.40
US Total Bond Market
BND
-12.41 -1.86 7.71 8.83 -0.12 3.57
Commodities
DBC
22.67 41.36 -7.84 11.84 -11.62 4.86
Pacific
VPL
-13.57 1.12 16.67 18.16 -14.40 28.86
US Cash
BIL
1.04 -0.10 0.40 2.03 1.74 0.69
Stocks Bonds Commodities
(*)YTD - 30 November 2022

Asset Class Drawdowns

Asset Class Maximum Drawdowns, in last 5,10,30 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 2022
5Y
10Y
30Y
ETF Return DD Return DD Return DD
US Technology
QQQ
+95.65 -32.49 +390.21 -32.49 +3835.64 -81.08
US Small Cap
IJR
+41.45 -36.12 +207.77 -36.12 +1862.39 -51.79
US Total Stock Market
VTI
+62.91 -24.81 +236.26 -24.81 +1563.42 -50.84
US Large Cap
SPY
+67.73 -23.93 +246.44 -23.93 +1547.36 -50.80
Emerg. Market Bonds
EMB
-6.05 -26.75 +11.27 -26.75 +1372.11 -31.43
US REITs
VNQ
+25.81 -29.31 +103.38 -29.31 +1290.66 -68.30
Europe
VGK
+14.28 -30.98 +68.30 -30.98 +725.19 -59.77
Latin America
FLLA
+2.07 -46.32 -9.87 -50.26 +709.46 -64.59
World All Countries
VT
+37.56 -25.52 +135.90 -25.52 +588.38 -57.06
Emerging Markets
EEM
-4.38 -36.52 +16.16 -36.52 +508.35 -60.44
Preferred Stocks
PFF
+6.67 -19.74 +38.87 -19.74 +474.75 -58.42
Long Term Treasuries
TLT
-9.02 -41.64 +4.26 -41.64 +448.81 -41.64
High Yield Bonds
HYG
+10.04 -15.25 +37.03 -15.25 +432.92 -30.85
TIPS
TIP
+11.19 -14.74 +9.63 -14.74 +401.31 -14.74
Gold
GLD
+36.09 -18.08 -0.75 -38.90 +390.45 -42.91
EAFE Stocks
EFA
+11.52 -27.58 +64.18 -27.58 +385.70 -57.38
Invest. Grade Bonds
LQD
+3.79 -23.27 +21.69 -23.27 +383.79 -23.27
International Bonds
BNDX
+2.01 -14.88 +19.25 -14.88 +361.16 -14.88
US Total Bond Market
BND
+1.20 -17.28 +10.36 -17.28 +268.87 -17.28
Commodities
DBC
+62.37 -37.77 -6.63 -60.59 +230.98 -74.54
Pacific
VPL
+4.75 -28.15 +68.11 -28.15 +193.37 -53.17
US Cash
BIL
+5.27 -0.16 +5.74 -0.28 +90.98 -0.42
Stocks Bonds Commodities
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