Data Source: from January 1871 to December 2022 (~152 years)
Consolidated Returns as of 31 December 2022
Live Update: Jan 30 2023
Category: Fixed Income
ETF: iShares 1-3 Year Treasury Bond (SHY)
ETF • LIVE PERFORMANCE (USD currency)
0.10%
1 Day
Jan 30 2023
0.59%
Current Month
January 2023

In the last 30 Years, the iShares 1-3 Year Treasury Bond (SHY) ETF obtained a 3.10% compound annual return, with a 1.80% standard deviation.

In 2022, the ETF granted a 1.24% dividend yield. If you are interested in getting periodic income, please refer to the iShares 1-3 Year Treasury Bond (SHY) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Bond
  • Region: North America
  • Country: U.S.
  • Bond - Duration: Short Term

The iShares 1-3 Year Treasury Bond (SHY) ETF is part of the following Lazy Portfolios:

Portfolio Name Author SHY Weight
Ultimate Buy&Hold FundAdvice 12.00%
Short Term Treasury 100.00%
No Brainer Portfolio Bill Bernstein 25.00%
Warren Buffett Portfolio Warren Buffett 10.00%
Ideal Index Frank Armstrong 30.00%
Golden Butterfly 20.00%
Coward's Portfolio Bill Bernstein 40.00%
Robo Advisor 0 Betterment 80.00%
Robo Advisor 10 Betterment 61.40%
Robo Advisor 20 Betterment 42.80%
Big Rocks Portfolio Larry Swedroe 40.00%
Andrew Tobias Portfolio Andrew Tobias 33.33%
Dynamic 40/60 Income 20.00%
Dynamic 60/40 Income 20.00%
Paul Boyer Portfolio Paul Boyer 25.00%
Golden Butterfly with Bitcoin 20.00%
Sheltered Sam 90/10 Bill Bernstein 6.00%
Sheltered Sam 80/20 Bill Bernstein 12.00%
Sheltered Sam 70/30 Bill Bernstein 18.00%
Sheltered Sam 60/40 Bill Bernstein 24.00%
Sheltered Sam 50/50 Bill Bernstein 30.00%
Sheltered Sam 40/60 Bill Bernstein 36.00%
Sheltered Sam 30/70 Bill Bernstein 42.00%
Sheltered Sam 20/80 Bill Bernstein 48.00%
Sheltered Sam 10/90 Bill Bernstein 54.00%
Sheltered Sam 0/100 Bill Bernstein 60.00%

Historical Returns as of Dec 31, 2022

Historical returns and Metrics of iShares 1-3 Year Treasury Bond (SHY) ETF.

Returns and metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends

ETF Returns, up to December 2002, are retrieved using the historical series of equivalent ETFs / Assets.
ISHARES 1-3 YEAR TREASURY BOND (SHY) ETF
Portfolio Metrics
Data Source: 1 January 1871 - 31 December 2022 (~152 years)
Swipe left to see all data
Metrics as of Dec 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~152Y)
Portfolio
Return (%)
0.12 0.68 -0.92 -3.88 -0.56 0.62 0.53 1.58 3.10 4.43
US Inflation (%) -0.31 0.00 0.16 6.45 4.92 3.78 2.60 2.51 2.49 2.11
Infl. Adjusted
Return (%)
0.43 0.69 -1.08 -9.71 -5.22 -3.05 -2.02 -0.91 0.59 2.28
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 2.25 1.76 1.57 1.22 1.40 1.80 3.47
Sharpe Ratio -2.35 -0.64 -0.30 -0.06 0.33 0.51 0.13
Sortino Ratio -3.43 -0.88 -0.41 -0.08 0.50 0.78 0.19
MAXIMUM DRAWDOWN
Drawdown Depth (%) -4.65 -5.36 -5.36 -5.36 -5.36 -5.36 -8.52
Start (yyyy mm) 2022 01 2021 06 2021 06 2021 06 2021 06 2021 06 1971 04
Bottom (yyyy mm) 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10 1971 07
Start to Bottom (# months) 10 17 17 17 17 17 4
Start to Recovery (# months) in progress
> 12
> 19
> 19
> 19
> 19
> 19
13
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 25.82 17.24 15.57 11.72 9.50 8.27
Worst Return (%) -5.42 -0.79 0.32 0.45 1.09 1.88
% Positive Periods 93% 99% 100% 100% 100% 100%
MONTHS
Positive 1 2 3 4 16 32 68 154 252 1284
Negative 0 1 3 8 20 28 52 86 108 540
% Positive 100% 67% 50% 33% 44% 53% 57% 64% 70% 70%
WITHDRAWAL RATES (WR)
Safe WR (%) 31.49 19.61 9.58 5.04 4.54 5.10
Perpetual WR (%) 0.00 0.00 0.00 0.00 0.59 2.23
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the ETF
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the ETF. It's calculated by dividing the excess return of the ETF over the risk-free rate by the ETF standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the ETF. It's a modification of the Sharpe Ratio (same formula but the denominator is the ETF downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Correlations as of Dec 31, 2022

Monthly correlations of iShares 1-3 Year Treasury Bond (SHY) ETF vs the main Asset Classes, over different timeframes.

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.

Columns are sortable (click on table header to sort).

ISHARES 1-3 YEAR TREASURY BOND (SHY) ETF
Monthly correlations as of 31 December 2022
Swipe left to see all data
Correlation vs SHY
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.47
-0.01
-0.06
-0.16
-0.15
US Large Cap
SPY
0.48
0.00
-0.05
-0.13
-0.13
US Small Cap
IJR
0.53
-0.09
-0.14
-0.19
-0.19
US REITs
VNQ
0.40
0.05
0.12
-0.03
-0.02
US Technology
QQQ
0.42
0.11
0.05
-0.17
-0.17
Preferred Stocks
PFF
0.63
0.14
0.16
0.09
0.10
EAFE Stocks
EFA
0.70
0.05
0.03
-0.14
-0.12
World All Countries
VT
0.58
0.01
-0.03
-0.16
-0.15
Emerging Markets
EEM
0.67
0.06
0.08
-0.08
-0.09
Europe
VGK
0.69
0.04
0.03
-0.11
-0.09
Pacific
VPL
0.71
0.08
0.04
-0.11
-0.09
Latin America
FLLA
0.04
-0.28
-0.16
-0.18
-0.18
US Total Bond Market
BND
0.87
0.75
0.74
0.73
0.73
Long Term Treasuries
TLT
0.69
0.72
0.68
0.59
0.58
US Cash
BIL
0.24
0.31
0.24
0.40
0.40
TIPS
TIP
0.71
0.58
0.58
0.62
0.63
Invest. Grade Bonds
LQD
0.83
0.54
0.54
0.49
0.50
High Yield Bonds
HYG
0.68
0.16
0.15
0.01
0.03
International Bonds
BNDX
0.70
0.56
0.55
0.46
0.48
Emerg. Market Bonds
EMB
0.71
0.22
0.26
0.13
0.14
Gold
GLD
0.27
0.27
0.31
0.14
0.14
Commodities
DBC
-0.03
-0.38
-0.29
-0.02
-0.02

Capital Growth as of Dec 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares 1-3 Year Treasury Bond (SHY) ETF: Dividend Yield page.

An investment of 1000$, since January 1993, now would be worth 2498.33$, with a total return of 149.83% (3.10% annualized).

The Inflation Adjusted Capital now would be 1194.46$, with a net total return of 19.45% (0.59% annualized).
An investment of 1000$, since January 1871, now would be worth 728425.34$, with a total return of 72742.53% (4.43% annualized).

The Inflation Adjusted Capital now would be 30612.78$, with a net total return of 2961.28% (2.28% annualized).

Drawdowns

Worst drawdowns since January 1993.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-5.36% Jun 2021 Oct 2022 17 in progress 2 19
-2.23% Feb 1994 Apr 1994 3 Jan 1995 9 12
-1.18% Apr 2008 May 2008 2 Sep 2008 4 6
-1.11% Feb 1996 Apr 1996 3 Jul 1996 3 6
-1.09% Nov 2001 Dec 2001 2 Feb 2002 2 4
-1.09% Apr 2004 Jun 2004 3 Oct 2004 4 7
-0.90% Sep 2017 Feb 2018 6 Nov 2018 9 15
-0.88% Feb 1999 Feb 1999 1 Apr 1999 2 3
-0.84% Dec 2009 Dec 2009 1 Feb 2010 2 3
-0.82% Mar 2002 Mar 2002 1 Apr 2002 1 2
-0.67% Jul 2016 Nov 2016 5 Aug 2017 9 14
-0.66% Nov 2002 Nov 2002 1 Dec 2002 1 2
-0.64% Nov 2004 Feb 2005 4 May 2005 3 7
-0.58% Jan 2009 Feb 2009 2 Aug 2009 6 8
-0.55% Jul 2003 Aug 2003 2 Sep 2003 1 3
-0.55% Oct 2015 Dec 2015 3 Jan 2016 1 4
-0.49% Nov 2010 Mar 2011 5 Apr 2011 1 6
-0.47% Oct 2003 Nov 2003 2 Dec 2003 1 3
-0.45% May 1993 May 1993 1 Jun 1993 1 2
-0.38% Sep 2005 Oct 2005 2 Nov 2005 1 3

Worst drawdowns since January 1871.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-8.52% Apr 1971 Jul 1971 4 Apr 1972 9 13
-7.53% Jul 1895 Feb 1896 8 Nov 1896 9 17
-6.84% Mar 1970 May 1970 3 Nov 1970 6 9
-6.17% Sep 1931 Jan 1932 5 Jul 1932 6 11
-5.89% Feb 1898 Apr 1898 3 Jul 1898 3 6
-5.48% Jun 1939 Sep 1939 4 Mar 1941 18 22
-5.36% Jun 2021 Oct 2022 17 in progress 2 19
-4.59% Jul 1958 Sep 1958 3 Mar 1960 18 21
-4.40% Jul 1873 Oct 1873 4 Dec 1873 2 6
-4.27% Jun 1902 Jul 1902 2 Sep 1902 2 4
-4.26% Jul 1980 Nov 1980 5 Mar 1981 4 9
-4.14% Sep 1968 Dec 1968 4 Apr 1969 4 8
-4.03% Feb 1980 Feb 1980 1 Apr 1980 2 3
-3.84% Mar 1975 Apr 1975 2 Jun 1975 2 4
-3.69% Jul 1871 Feb 1872 8 May 1872 3 11
-3.61% Nov 1969 Dec 1969 2 Feb 1970 2 4
-3.58% Jul 1875 Jul 1875 1 Feb 1876 7 8
-3.50% Mar 1957 Jul 1957 5 Dec 1957 5 10
-3.26% Sep 1969 Sep 1969 1 Oct 1969 1 2
-3.25% Jun 1952 Jun 1953 13 Oct 1953 4 17

Rolling Returns ( more details)

iShares 1-3 Year Treasury Bond (SHY) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
4.52 25.82
Oct 1981 - Sep 1982
-5.42
Aug 1895 - Jul 1896
7.12%
2 Years
4.53 19.29
May 1981 - Apr 1983
-2.67
Nov 2020 - Oct 2022
1.39%
3 Years
4.54 17.24
Mar 1980 - Feb 1983
-0.79
Nov 2019 - Oct 2022
0.50%
5 Years
4.52 15.57
Sep 1981 - Aug 1986
0.32
May 2013 - Apr 2018
0.00%
7 Years
4.52 13.80
Mar 1980 - Feb 1987
0.39
Oct 2011 - Sep 2018
0.00%
10 Years
4.54 11.72
Mar 1980 - Feb 1990
0.45
Nov 2012 - Oct 2022
0.00%
15 Years
4.59 10.33
Nov 1978 - Oct 1993
0.96
Jul 1938 - Jun 1953
0.00%
20 Years
4.62 9.50
Aug 1973 - Jul 1993
1.09
Jul 1933 - Jun 1953
0.00%
30 Years
4.65 8.27
Aug 1973 - Jul 2003
1.88
Nov 1933 - Oct 1963
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares 1-3 Year Treasury Bond (SHY) ETF: Rolling Returns page.

Seasonality

iShares 1-3 Year Treasury Bond (SHY) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
-0.02
60%
0.07
40%
0.13
60%
-0.04
60%
0.33
80%
-0.05
60%
0.11
60%
0.05
40%
-0.31
0%
-0.01
40%
0.20
60%
0.17
80%
 Capital Growth on monthly avg returns
100
99.98
100.05
100.18
100.14
100.47
100.42
100.53
100.58
100.27
100.26
100.46
100.63
Best 0.6
2020
0.9
2020
1.2
2020
0.3
2020
0.7
2019
0.5
2019
0.4
2022
0.8
2019
0.0
2020
0.3
2019
0.7
2022
0.8
2018
Worst -0.7
2022
-0.4
2022
-1.4
2022
-0.5
2022
-0.1
2020
-0.6
2022
-0.1
2019
-0.8
2022
-1.2
2022
-0.3
2021
-0.1
2021
-0.2
2021
Monthly Seasonality over the period Jan 2018 - Dec 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.15
80%
0.03
60%
0.10
70%
0.02
80%
0.17
70%
0.01
50%
0.08
60%
0.03
40%
-0.12
30%
0.00
40%
0.02
50%
0.03
50%
 Capital Growth on monthly avg returns
100
100.15
100.18
100.28
100.31
100.48
100.49
100.57
100.60
100.48
100.48
100.51
100.53
Best 0.7
2016
0.9
2020
1.2
2020
0.3
2020
0.7
2019
0.6
2016
0.4
2022
0.8
2019
0.3
2015
0.3
2019
0.7
2022
0.8
2018
Worst -0.7
2022
-0.4
2022
-1.4
2022
-0.5
2022
-0.1
2013
-0.6
2022
-0.1
2014
-0.8
2022
-1.2
2022
-0.3
2021
-0.5
2016
-0.3
2014
Monthly Seasonality over the period Jan 2013 - Dec 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.28
70%
0.43
72%
0.43
78%
0.32
72%
0.40
72%
0.39
73%
0.12
62%
0.22
66%
0.39
67%
0.45
72%
0.52
69%
0.45
72%
 Capital Growth on monthly avg returns
100
100.28
100.71
101.14
101.47
101.87
102.27
102.40
102.62
103.02
103.49
104.03
104.49
Best 5.6
1968
6.6
1970
4.9
1971
7.9
1980
3.7
1980
2.2
1970
3.8
1982
4.6
1971
4.0
1902
5.3
1969
6.8
1970
5.5
1873
Worst -3.0
1896
-4.0
1980
-3.0
1898
-5.1
1970
-2.0
1971
-2.3
1902
-3.6
1875
-2.2
1958
-4.2
1939
-4.3
1895
-1.7
1933
-2.6
1969
Monthly Seasonality over the period Jan 1871 - Dec 2022

Monthly/Yearly Returns

iShares 1-3 Year Treasury Bond (SHY) ETF data source starts from January 1871: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1871 - Dec 2022
1284 Positive Months (70%) - 540 Negative Months (30%)
MONTHLY RETURNS TABLE
Jan 1871 - Dec 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-3.88 -9.71 -0.7 -0.4 -1.4 -0.5 0.6 -0.6 0.4 -0.8 -1.2 -0.1 0.7 0.1
2021
-0.72 -7.24 0.0 -0.1 -0.1 0.1 0.1 -0.2 0.2 0.0 -0.1 -0.3 -0.1 -0.2
2020
+3.03 +1.65 0.6 0.9 1.2 0.3 -0.1 0.0 0.1 0.0 0.0 0.0 0.0 0.0
2019
+3.38 +1.07 0.3 0.1 0.6 0.2 0.7 0.5 -0.1 0.8 -0.1 0.3 0.0 0.2
2018
+1.46 -0.44 -0.3 -0.1 0.2 -0.2 0.4 0.0 -0.1 0.3 -0.1 0.2 0.4 0.8
2017
+0.26 -1.81 0.1 0.0 0.1 0.2 0.1 -0.1 0.2 0.2 -0.2 -0.1 -0.2 0.0
2016
+0.82 -1.23 0.7 0.1 0.1 0.0 -0.1 0.6 0.0 -0.2 0.1 0.0 -0.5 0.1
2015
+0.43 -0.30 0.6 -0.3 0.2 0.0 0.0 0.0 0.0 0.0 0.3 -0.1 -0.3 -0.1
2014
+0.45 -0.31 0.2 0.0 -0.1 0.1 0.2 -0.1 -0.1 0.2 -0.1 0.3 0.1 -0.3
2013
+0.21 -1.27 0.0 0.1 0.0 0.1 -0.1 -0.1 0.2 -0.1 0.2 0.1 0.1 -0.2
2012
+0.28 -1.44 0.1 -0.1 -0.1 0.2 0.1 -0.1 0.2 0.0 0.0 -0.1 0.1 0.0
2011
+1.44 -1.48 0.1 -0.1 -0.1 0.5 0.4 0.0 0.3 0.3 -0.1 0.0 0.0 0.1
2010
+2.28 +0.77 0.8 0.2 -0.3 0.3 0.5 0.4 0.2 0.2 0.1 0.2 -0.2 -0.2
2009
+0.35 -2.31 -0.4 -0.1 0.5 -0.2 0.1 -0.1 0.1 0.4 0.2 0.1 0.6 -0.8
2008
+6.62 +6.52 1.7 1.0 0.3 -0.8 -0.3 0.2 0.4 0.5 0.8 1.1 1.1 0.6
2007
+7.35 +3.14 0.2 0.7 0.5 0.3 -0.1 0.5 0.9 1.0 0.6 0.5 1.8 0.3
2006
+3.89 +1.32 0.2 0.0 0.2 0.2 0.2 0.2 0.7 0.8 0.4 0.4 0.5 0.1
2005
+1.53 -1.82 0.0 -0.3 0.0 0.5 0.4 0.2 -0.4 0.7 -0.3 -0.1 0.4 0.3
2004
+0.66 -2.51 0.1 0.5 0.3 -1.1 0.0 0.0 0.3 0.7 -0.1 0.3 -0.6 0.2
2003
+2.22 +0.33 -0.1 0.4 0.2 0.2 0.4 0.2 -0.5 0.0 1.0 -0.4 -0.1 1.1
2002
+8.02 +5.51 0.4 0.7 -0.8 1.5 0.6 0.9 1.5 0.9 1.2 0.0 -0.7 1.5
2001
+7.80 +6.15 1.3 0.8 0.8 0.1 0.4 0.3 1.4 0.8 1.7 1.1 -0.8 -0.3
2000
+8.83 +5.27 -0.2 0.8 0.7 0.2 0.3 1.3 0.6 0.9 0.8 0.6 1.2 1.4
1999
+1.85 -0.81 0.4 -0.9 0.7 0.3 -0.3 0.1 0.1 0.1 0.8 0.3 0.2 0.0
1998
+7.36 +5.66 1.1 -0.1 0.4 0.5 0.6 0.5 0.4 1.6 1.8 0.2 -0.2 0.3
1997
+6.51 +4.73 0.4 0.2 -0.2 0.9 0.7 0.7 1.2 0.0 0.8 0.8 0.2 0.7
1996
+4.39 +1.04 0.9 -0.7 -0.2 -0.2 0.1 0.9 0.3 0.3 1.0 1.3 0.9 -0.1
1995
+12.11 +9.33 1.6 1.6 0.5 1.0 2.0 0.6 0.2 0.6 0.6 0.9 1.0 0.8
1994
-0.48 -3.07 0.7 -0.9 -0.9 -0.5 0.1 0.2 0.9 0.2 -0.4 0.3 -0.5 0.2
1993
+6.31 +3.46 1.4 1.3 0.2 0.9 -0.5 0.9 0.0 1.1 0.4 0.1 -0.1 0.5
1992
+6.75 +3.74 -0.5 0.2 -0.2 1.0 1.2 1.2 1.5 1.2 1.1 -1.1 -0.1 1.1
1991
+11.49 +8.18 0.8 0.6 0.6 1.0 0.8 0.2 0.7 1.4 1.2 1.0 0.8 1.8
1990
+9.92 +3.59 -0.1 0.4 0.3 0.1 1.6 1.2 1.3 0.4 0.8 1.1 1.1 1.3
1989
+11.48 +6.53 0.8 0.0 0.5 1.7 1.5 2.1 1.7 -1.0 0.6 1.8 0.8 0.4
1988
+5.67 +1.20 1.7 0.8 0.1 0.0 -0.2 1.0 0.0 0.1 1.2 1.0 -0.4 0.2
1987
+4.78 +0.34 0.6 0.5 0.2 -1.0 0.1 1.0 0.3 0.0 -0.5 2.6 0.4 0.6
1986
+10.35 +9.15 0.6 1.2 2.1 0.7 -0.4 1.6 1.0 1.7 -0.3 0.8 0.6 0.3
1985
+13.83 +9.67 1.0 -0.5 1.3 1.8 2.6 1.2 0.1 0.8 0.9 1.1 1.2 1.6
1984
+14.01 +9.68 1.4 0.2 -0.1 0.5 -0.9 0.8 2.1 1.1 1.9 2.7 2.0 1.7
1983
+8.00 +4.05 0.6 1.3 -0.2 1.8 -0.4 0.5 -0.5 0.7 2.1 0.7 0.8 0.6
1982
+22.12 +17.62 0.1 0.8 1.1 2.1 1.8 -0.6 3.8 3.1 2.3 3.4 0.6 1.7
1981
+14.26 +4.90 0.7 -0.3 2.7 -1.7 2.0 0.8 -0.7 -0.1 1.5 4.9 5.1 -1.1
1980
+8.81 -3.30 0.0 -4.0 1.4 7.9 3.7 1.3 -0.6 -2.1 -0.4 -0.6 -0.7 3.0
1979
+8.08 -4.60 1.4 0.4 1.1 0.5 1.4 1.9 0.1 -0.2 0.4 -2.6 2.3 1.1
1978
+3.35 -5.20 0.1 0.4 0.4 0.2 0.4 0.0 0.7 0.7 0.3 -0.7 0.7 0.0
1977
+2.91 -3.56 -1.1 0.7 0.6 0.3 0.4 0.7 -0.3 0.4 0.1 -0.2 0.8 0.4
1976
+8.15 +3.13 -0.2 0.3 0.8 0.0 -2.0 0.8 0.1 1.5 0.9 1.0 3.2 1.6
1975
+8.89 +1.83 0.0 1.4 -2.8 -1.1 2.8 1.5 -0.7 0.8 -0.8 4.8 -0.6 3.5
1974
+6.97 -4.78 0.1 0.8 -2.0 -0.9 1.8 0.0 -0.8 -0.6 2.0 1.9 1.9 2.5
1973
+4.59 -3.79 -0.3 -0.1 0.0 0.9 -1.0 0.6 -2.7 2.0 3.2 2.0 0.8 -0.8
1972
+3.91 +0.49 -0.9 1.0 0.0 0.5 1.3 -0.1 0.9 -1.5 -0.2 1.6 1.6 -0.3
1971
+7.64 +4.23 3.3 -0.2 4.9 -3.9 -2.0 -2.1 -0.8 4.6 2.4 1.2 -0.2 0.5
1970
+13.53 +7.54 1.1 6.6 -1.1 -5.1 -0.7 2.2 2.5 -0.6 1.7 -0.1 6.8 0.1
1969
+3.49 -2.55 1.1 0.8 1.0 2.0 -1.3 0.1 1.8 0.1 -3.3 5.3 -1.1 -2.6
1968
+4.70 -0.02 5.6 0.2 -1.2 0.5 -0.6 2.1 2.3 0.1 -0.2 -0.6 -0.9 -2.5
1967
+3.66 +0.60 1.9 -0.6 2.7 -1.2 0.7 -2.1 1.4 0.1 0.7 -1.4 0.3 1.3
1966
+5.17 +1.65 0.4 -2.2 2.8 -0.3 0.3 -0.9 -0.2 -2.0 3.1 0.8 -0.8 4.2
1965
+2.44 +0.50 0.7 0.3 0.7 0.4 0.3 0.7 0.3 0.1 -0.2 0.0 -0.1 -0.8
1964
+3.89 +2.90 0.3 0.1 0.0 0.5 0.6 0.7 0.0 0.2 0.6 0.5 0.0 0.3
1963
+2.40 +0.74 0.2 -0.2 0.3 0.4 0.3 0.1 0.4 0.2 0.0 -0.2 1.0 -0.1
1962
+4.18 +2.81 -0.1 1.0 1.4 0.2 -0.1 -0.6 -0.1 0.9 0.4 0.4 0.2 0.8
1961
+2.46 +1.78 0.4 0.8 0.7 0.0 0.9 -1.0 0.0 -0.6 0.9 0.9 0.2 -0.6
1960
+8.62 +7.16 -0.1 2.0 2.1 -0.1 -0.5 1.8 2.2 0.9 0.1 -0.7 -0.2 0.9
1959
+1.43 -0.30 0.5 1.0 0.3 -0.5 -1.0 0.3 0.1 0.3 -1.4 1.8 0.6 -0.7
1958
+1.68 -0.07 1.6 0.9 1.1 1.4 0.2 0.1 -1.3 -2.2 -1.2 0.3 1.1 -0.4
1957
+5.56 +2.59 0.3 1.3 -0.3 -0.3 -0.7 -1.4 -0.8 0.3 0.4 -0.1 2.4 4.6
1956
+1.40 -1.54 0.6 1.1 -0.4 -1.3 1.5 1.2 -0.3 -1.2 0.2 0.9 -0.6 -0.2
1955
+0.30 -0.08 -0.5 0.0 0.2 -0.4 0.3 0.2 -0.7 -0.2 0.4 1.1 0.3 -0.3
1954
+2.52 +3.29 1.1 0.2 1.0 0.9 -0.6 0.1 0.9 -0.4 0.0 -0.3 -0.3 -0.1
1953
+3.13 +2.36 -0.7 -0.3 -0.2 -0.3 -1.6 -0.2 1.9 0.2 1.0 2.1 0.1 1.1
1952
+1.89 +1.13 0.2 -0.2 0.2 1.2 0.6 -0.2 -0.3 -0.6 -0.7 1.5 0.3 0.0
1951
+0.86 -4.85 0.8 -0.2 -1.0 -0.6 -0.5 0.2 1.2 1.3 -0.9 0.1 0.0 0.6
1950
+0.64 -5.00 -0.6 0.2 0.2 -0.1 0.3 -0.2 0.3 0.3 0.0 -0.2 0.1 0.4
1949
+1.78 +3.94 0.4 0.0 0.3 0.0 0.0 0.6 0.2 0.6 -0.4 -0.1 -0.1 0.4
1948
+1.42 -1.53 0.1 0.3 0.2 0.2 0.9 -0.8 -0.1 -0.1 0.4 -0.3 0.5 0.4
1947
+0.92 -7.28 0.7 0.5 0.3 0.2 0.4 0.0 0.4 0.6 -0.1 -0.5 -0.5 -1.0
1946
+1.08 -14.44 0.7 0.4 0.4 -1.2 0.1 0.5 -0.2 -0.3 -0.2 0.4 -0.5 1.0
1945
+1.48 -0.75 1.1 0.4 0.3 0.9 -0.2 0.3 -0.5 0.0 0.1 0.4 0.3 -1.3
1944
+1.18 -1.10 0.1 0.4 0.1 0.0 0.1 0.0 0.1 0.4 0.0 0.0 0.1 0.0
1943
+1.50 -1.42 0.5 0.0 -0.1 0.3 0.6 0.2 -0.1 -0.1 0.1 -0.1 -0.1 0.1
1942
+0.68 -7.66 0.2 -0.5 0.8 -0.5 0.4 0.0 -0.2 0.1 0.0 0.2 -0.1 0.4
1941
+1.27 -7.87 0.0 -0.7 1.3 0.8 0.0 1.0 1.1 -0.6 -0.1 0.5 -0.3 -1.7
1940
+1.39 +0.67 -0.3 -0.3 0.7 -0.7 -1.9 1.2 0.4 0.0 0.5 0.3 1.3 0.2
1939
+1.07 +1.07 0.0 0.4 0.8 0.6 1.2 -0.3 0.1 -1.2 -4.2 2.1 1.0 0.9
1938
+1.99 +4.90 0.2 0.4 -0.2 0.8 0.4 -0.2 0.1 0.2 -0.7 1.0 -0.3 0.3
1937
+1.03 -1.78 0.6 0.3 -2.1 -0.4 0.6 0.0 1.0 -0.6 0.4 0.2 0.7 0.3
1936
+1.50 +0.05 0.1 0.4 0.3 0.1 0.1 -0.3 0.0 0.5 -0.4 -0.2 1.0 -0.2
1935
+1.47 -1.47 1.4 0.5 0.0 0.3 0.1 0.1 0.2 -1.3 -0.3 0.4 -0.1 0.2
1934
+2.79 +1.25 0.3 1.6 1.0 0.4 0.5 0.3 0.1 -1.1 -1.7 1.4 -0.2 0.4
1933
+2.19 +1.42 1.4 -0.5 -0.6 0.3 1.3 1.1 0.4 0.2 0.5 0.1 -1.7 -0.3
1932
+7.56 +19.87 -2.5 1.5 1.8 2.2 -0.5 0.2 1.7 1.3 0.4 0.1 0.0 1.0
1931
+0.73 +11.08 0.7 -0.3 0.8 0.6 1.4 0.8 0.4 0.3 -0.1 -2.5 0.6 -1.8
1930
+6.97 +14.28 -0.1 0.7 1.5 -0.2 1.0 1.0 0.5 0.4 0.6 0.7 0.6 0.2
1929
+5.72 +5.11 -0.2 -0.4 -0.6 1.2 0.4 0.0 0.8 -0.2 0.5 1.2 2.6 0.3
1928
+1.69 +2.88 0.2 0.2 0.5 0.1 0.0 -0.1 -0.7 -0.2 0.5 0.3 1.1 -0.2
1927
+4.50 +6.92 0.5 0.4 1.0 0.3 0.4 -0.2 -0.1 0.4 0.3 0.2 0.6 0.6
1926
+4.11 +5.29 0.4 0.7 0.2 0.3 0.4 0.2 0.1 0.0 0.2 0.3 0.7 0.7
1925
+2.67 -0.77 0.1 0.2 0.0 0.4 0.6 0.8 0.1 -0.4 0.1 0.4 0.4 0.0
1924
+6.21 +6.21 0.7 0.4 0.3 0.7 0.9 1.7 0.6 0.5 0.1 0.6 0.0 -0.3
1923
+4.19 +1.78 0.4 0.3 0.0 0.3 0.5 0.6 0.4 0.3 0.3 0.1 0.6 0.5
1922
+5.01 +7.50 0.5 -0.1 1.0 1.4 0.5 0.5 1.1 0.5 -0.3 -0.6 0.1 0.4
1921
+10.90 +24.36 1.6 -0.1 0.3 0.5 0.2 0.1 0.3 0.6 1.1 2.6 1.8 1.6
1920
+3.48 +0.81 0.4 -0.3 0.3 -0.9 -1.7 0.9 0.4 -0.1 2.5 3.3 -0.4 -0.8
1919
+4.03 -9.18 0.4 0.0 0.3 0.6 0.9 0.4 0.3 0.1 0.9 0.7 -0.3 -0.2
1918
+5.30 -12.57 0.6 0.9 0.6 0.5 0.4 1.4 0.5 0.5 0.1 0.0 0.9 -1.2
1917
+1.41 -14.13 0.2 1.1 -1.6 0.3 -1.3 -0.2 0.7 0.5 1.6 0.1 0.6 -0.5
1916
+2.74 -8.78 0.0 1.2 0.7 0.0 0.4 -0.6 -0.4 0.5 0.5 0.2 -0.4 0.7
1915
+4.96 +2.92 0.6 0.3 1.1 0.7 0.1 0.1 -0.8 1.4 -0.3 0.0 0.7 1.1
1914
+6.28 +5.23 1.6 1.0 0.2 -0.1 0.6 0.3 0.1 0.7 0.7 0.7 0.6 0.0
1913
+5.55 +2.39 0.6 0.8 0.5 0.3 1.3 0.4 -1.8 0.2 0.2 -0.1 1.8 1.5
1912
+2.47 -4.51 0.3 0.4 0.5 0.6 0.1 -0.1 0.2 -0.3 0.4 0.1 0.2 0.1
1911
+4.07 +6.25 0.5 1.5 0.5 0.1 -1.0 0.8 0.5 -0.2 0.4 0.5 0.3 0.4
1910
+5.48 +14.17 -0.1 0.5 0.1 0.5 0.3 0.7 0.6 0.7 0.9 0.5 0.5 0.3
1909
+1.92 -7.77 0.5 0.5 0.5 0.5 0.5 0.5 -0.1 -0.8 -0.3 0.6 -0.6 0.1
1908
+9.95 +6.42 0.7 1.1 2.6 2.2 0.6 -0.3 0.5 0.2 0.2 0.6 0.5 0.8
1907
+3.64 +5.89 0.2 1.0 1.9 1.2 0.4 0.4 1.0 -0.4 -0.1 0.5 -1.4 -1.2
1906
+3.56 -1.88 0.5 -0.3 0.5 1.3 -0.8 -0.2 0.4 0.8 0.8 0.1 0.2 0.2
1905
+1.88 +1.89 0.2 0.2 1.7 0.2 -0.4 0.8 0.2 0.5 1.0 0.2 -0.9 -1.8
1904
+5.91 +1.17 0.5 -0.2 0.9 0.6 0.3 1.0 0.5 -0.1 1.0 0.7 -0.1 0.7
1903
+4.86 +10.96 0.5 0.8 1.4 -1.0 1.2 -0.2 -0.3 0.5 1.1 0.6 -0.2 0.4
1902
+2.84 -4.00 0.7 0.5 0.5 0.4 0.3 -2.3 -2.1 0.6 4.0 1.0 -0.4 -0.2
1901
+3.29 -1.62 0.5 0.2 -0.2 1.0 -0.2 0.5 -0.2 -0.8 0.9 1.2 0.2 0.3
1900
+4.69 +8.66 0.1 0.5 1.1 -1.5 1.0 0.1 -0.3 -0.7 0.9 0.2 2.0 1.2
1899
+0.71 -13.81 0.4 -1.0 0.0 0.5 -0.5 0.5 -0.9 -0.1 -0.4 -0.3 0.3 2.2
1898
+4.33 +2.79 0.4 -1.9 -3.0 -1.2 1.8 1.9 3.0 0.8 0.4 0.6 0.1 1.3
1897
+5.09 +5.09 1.7 0.2 0.4 0.3 -1.2 1.2 0.8 -0.6 -0.1 1.1 0.6 0.6
1896
+5.63 +7.21 -3.0 0.0 1.7 1.4 -0.1 0.7 -1.7 -1.5 3.3 1.6 2.8 0.7
1895
+0.51 -2.31 -2.3 4.7 0.5 0.8 0.6 1.1 -0.4 -1.7 0.0 -4.3 2.6 -0.8
1894
+4.70 +12.19 -0.9 1.2 0.7 0.4 -0.1 0.8 0.1 0.4 0.8 0.0 1.0 0.3
1893
+7.87 +16.61 -0.1 0.1 1.2 0.4 0.2 -1.0 -0.5 1.2 2.0 0.2 2.3 1.8
1892
+2.61 +1.39 -0.2 0.5 0.9 -0.7 1.3 1.1 -0.6 0.1 -0.6 0.3 0.5 0.0
1891
+7.10 +12.52 -0.5 1.0 1.3 1.3 0.9 0.9 -3.0 0.7 1.7 -0.1 1.0 1.6
1890
+4.12 +2.82 -0.5 -1.1 0.0 0.3 0.7 0.9 0.9 1.5 1.7 -0.8 0.7 -0.1
1889
+2.86 +9.20 -0.4 1.3 1.3 -0.4 0.6 0.5 -0.6 0.1 0.3 -0.4 0.2 0.4
1888
+5.99 +6.01 0.5 1.4 -1.1 0.1 1.6 1.1 0.1 0.7 1.1 -0.6 0.2 0.7
1887
+4.76 -1.31 -0.3 1.3 0.8 0.8 0.7 0.6 -0.6 0.0 -0.8 0.9 1.6 -0.3
1886
+1.93 +6.90 -0.6 1.7 0.5 -0.5 -0.3 0.4 -0.4 -0.3 0.8 0.6 -0.4 0.4
1885
+5.08 +6.36 -0.6 0.7 0.6 -0.2 0.5 1.0 0.3 0.6 0.6 0.4 0.3 1.0
1884
+5.22 +17.29 0.3 0.5 0.9 -0.1 -1.7 -0.5 0.5 0.9 1.0 0.7 1.6 1.2
1883
+6.19 +14.93 -0.7 0.3 0.6 0.3 -0.1 0.5 -0.5 0.5 1.4 0.7 1.3 1.7
1882
+4.72 +6.70 0.0 0.3 0.9 1.3 1.1 -0.3 -0.5 0.5 0.2 -0.6 0.4 1.3
1881
+3.98 -2.86 0.4 0.3 0.3 0.8 2.0 0.6 -1.4 -0.8 0.8 -0.8 0.6 1.1
1880
+5.33 +7.44 0.0 1.9 0.5 -0.1 0.7 0.9 -0.8 0.9 -0.7 -1.3 2.4 0.9
1879
+3.34 -12.85 -0.7 0.4 -0.4 0.8 2.3 -0.6 -0.7 -0.2 0.8 0.1 1.0 0.7
1878
+6.40 +23.70 0.7 0.7 0.0 -0.1 2.5 -0.4 -0.2 0.8 0.7 -0.1 0.9 0.9
1877
+3.90 +17.45 -1.5 0.4 0.1 1.6 2.3 -0.5 0.9 -0.1 -1.6 0.5 1.3 0.4
1876
+6.37 +8.24 -0.5 2.1 0.8 0.8 1.1 2.0 -0.9 -0.9 -0.7 0.3 1.4 0.9
1875
+4.78 +10.25 -1.1 1.1 0.5 1.7 1.7 1.5 -3.6 0.3 0.2 0.7 0.9 1.0
1874
+13.66 +20.29 -0.3 3.0 1.6 1.6 1.0 1.3 -2.4 1.1 0.6 1.0 2.2 2.4
1873
+8.61 +15.40 -0.9 0.9 1.6 1.5 2.1 1.8 -1.8 0.5 -1.6 -1.6 0.5 5.5
1872
+5.34 +2.98 -2.6 -0.1 0.8 2.4 2.4 1.5 -1.9 0.3 -1.0 1.6 0.8 1.1
1871
+3.70 +2.15 -0.5 1.8 0.6 1.1 1.1 0.7 -1.8 0.3 0.9 -0.8 0.1 0.3

ETF Returns, up to December 2002, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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