Last Update: 31 January 2020
The best performing Asset Class in the last 10 years is US Large Caps, that granded a +13.85% annualized return.
The worst is Commodities, with a -4.05% 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: 31 January 2020
| ETF | 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) ▾ | |
|---|---|---|---|---|---|---|---|---|
| US Large Caps (SPY) | -0.04 | +6.59 | +9.20 | +21.45 | +14.39 | +12.23 | +13.85 | |
| US REITs (VNQ) | +1.23 | +0.66 | +7.65 | +16.63 | +8.82 | +6.01 | +12.72 | |
| US Small Caps (IWM) | -3.10 | +3.64 | +3.28 | +9.15 | +7.26 | +8.25 | +11.90 | |
| World Developed (VT) | -1.56 | +4.45 | +7.50 | +15.61 | +10.84 | +8.71 | +9.41 | |
| Long Term Treasuries (TLT) | +7.69 | +3.83 | +10.95 | +22.44 | +9.41 | +3.62 | +7.76 | |
| Preferred Stocks (PFF) | +1.52 | +3.01 | +4.86 | +11.40 | +5.82 | +4.81 | +6.58 | |
| High Yield Bonds (HYG) | -0.47 | +2.01 | +3.16 | +8.21 | +5.35 | +4.77 | +6.41 | |
| Emerging Market Bonds (EMB) | +1.24 | +3.23 | +4.28 | +11.57 | +6.21 | +5.72 | +6.32 | |
| Investment Grade Bonds (LQD) | +2.45 | +3.48 | +7.16 | +16.32 | +7.34 | +4.60 | +6.08 | |
| Europe (VGK) | -3.09 | +2.59 | +7.46 | +13.42 | +8.29 | +4.91 | +6.02 | |
| Pacific (VPL) | -3.59 | -0.12 | +4.99 | +6.10 | +6.20 | +5.95 | +5.96 | |
| EAFE Stocks (EFA) | -2.82 | +1.20 | +5.87 | +11.20 | +7.37 | +4.98 | +5.67 | |
| US Total Bond Market (BND) | +1.98 | +1.86 | +4.41 | +9.77 | +4.65 | +2.94 | +3.65 | |
| Gold (GLD) | +4.50 | +4.84 | +12.10 | +19.70 | +8.92 | +3.88 | +3.49 | |
| TIPS (TIP) | +2.14 | +2.79 | +3.99 | +9.11 | +3.63 | +2.27 | +3.27 | |
| Emerging Markets (EEM) | -6.15 | +0.99 | +2.95 | +0.53 | +6.54 | +3.83 | +3.08 | |
| US Cash (BIL) | +0.12 | +0.34 | +0.83 | +1.98 | +1.51 | +0.91 | +0.42 | |
| Commodities (DBC) | -8.59 | -3.37 | -4.74 | -4.55 | -1.60 | -2.92 | -4.05 |
Stocks
Bonds
Commodities
(*) annualized
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 January 2020
| ETF | 2017 | 2018 | 2019 | 2020(*) | |||
|---|---|---|---|---|---|---|---|
| US Large Caps (SPY) | +21.70 | -4.56 | +31.22 | -0.04 | |||
| US REITs (VNQ) | +4.91 | -6.02 | +28.87 | +1.23 | |||
| US Small Caps (IWM) | +14.59 | -11.11 | +25.39 | -3.10 | |||
| World Developed (VT) | +24.49 | -9.76 | +26.82 | -1.56 | |||
| Long Term Treasuries (TLT) | +9.18 | -1.61 | +14.12 | +7.69 | |||
| Preferred Stocks (PFF) | +8.10 | -4.63 | +15.92 | +1.52 | |||
| High Yield Bonds (HYG) | +6.07 | -2.03 | +14.09 | -0.47 | |||
| Emerging Market Bonds (EMB) | +10.28 | -5.47 | +15.48 | +1.24 | |||
| Investment Grade Bonds (LQD) | +7.06 | -3.79 | +17.37 | +2.45 | |||
| Europe (VGK) | +26.99 | -14.91 | +24.86 | -3.09 | |||
| Pacific (VPL) | +28.86 | -14.40 | +18.16 | -3.59 | |||
| EAFE Stocks (EFA) | +25.10 | -13.81 | +22.03 | -2.82 | |||
| US Total Bond Market (BND) | +3.57 | -0.12 | +8.83 | +1.98 | |||
| Gold (GLD) | +12.81 | -1.94 | +17.86 | +4.50 | |||
| TIPS (TIP) | +2.92 | -1.42 | +8.35 | +2.14 | |||
| Emerging Markets (EEM) | +37.28 | -15.31 | +18.20 | -6.15 | |||
| US Cash (BIL) | +0.69 | +1.74 | +2.03 | +0.12 | |||
| Commodities (DBC) | +4.86 | -11.62 | +11.84 | -8.59 |
Stocks
Bonds
Commodities
(*)YTD - 31 January 2020
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: 31 January 2020
3Y |
5Y |
10Y |
|||||
|---|---|---|---|---|---|---|---|
| ETF | Return | DD | Return | DD | Return | DD | |
| US Large Caps (SPY) | +49.68 | -13.52 | +78.06 | -13.52 | +265.99 | -16.22 | |
| US REITs (VNQ) | +28.87 | -11.73 | +33.89 | -14.87 | +231.22 | -17.37 | |
| US Small Caps (IWM) | +23.41 | -22.14 | +48.64 | -22.14 | +207.95 | -25.05 | |
| World Developed (VT) | +36.16 | -14.44 | +51.83 | -14.44 | +145.76 | -21.87 | |
| Long Term Treasuries (TLT) | +30.96 | -8.68 | +19.47 | -15.07 | +111.22 | -18.03 | |
| Preferred Stocks (PFF) | +18.49 | -7.49 | +26.48 | -7.49 | +89.04 | -9.23 | |
| High Yield Bonds (HYG) | +16.94 | -4.41 | +26.22 | -9.47 | +86.13 | -9.47 | |
| Emerging Market Bonds (EMB) | +19.80 | -7.24 | +32.08 | -7.24 | +84.52 | -11.29 | |
| Investment Grade Bonds (LQD) | +23.67 | -5.56 | +25.19 | -5.56 | +80.47 | -6.38 | |
| Europe (VGK) | +26.98 | -19.45 | +27.08 | -19.45 | +79.38 | -27.75 | |
| Pacific (VPL) | +19.77 | -18.28 | +33.50 | -18.28 | +78.38 | -18.42 | |
| EAFE Stocks (EFA) | +23.79 | -17.92 | +27.53 | -17.92 | +73.57 | -23.23 | |
| US Total Bond Market (BND) | +14.60 | -2.65 | +15.59 | -3.68 | +43.14 | -4.01 | |
| Gold (GLD) | +29.23 | -11.67 | +20.96 | -17.81 | +40.93 | -42.90 | |
| TIPS (TIP) | +11.28 | -2.48 | +11.85 | -4.82 | +37.90 | -9.25 | |
| Emerging Markets (EEM) | +20.92 | -22.76 | +20.68 | -27.65 | +35.42 | -32.70 | |
| US Cash (BIL) | +4.60 | -0.02 | +4.65 | -0.10 | +4.33 | -0.38 | |
| Commodities (DBC) | -4.71 | -18.59 | -13.75 | -30.28 | -33.86 | -60.02 | |
Stocks
Bonds
Commodities