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 20+ Year Treasury Bond (TLT)
ETF • LIVE PERFORMANCE (USD currency)
0.37%
1 Day
Jan 30 2023
6.79%
Current Month
January 2023

In the last 30 Years, the iShares 20+ Year Treasury Bond (TLT) ETF obtained a 5.65% compound annual return, with a 11.84% standard deviation.

In 2022, the ETF granted a 1.81% dividend yield. If you are interested in getting periodic income, please refer to the iShares 20+ Year Treasury Bond (TLT) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

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

The iShares 20+ Year Treasury Bond (TLT) ETF is part of the following Lazy Portfolios:

Portfolio Name Author TLT Weight
Rob Arnott Portfolio Rob Arnott 10.00%
All Weather Portfolio Ray Dalio 40.00%
Permanent Portfolio Harry Browne 25.00%
Yale Endowment David Swensen 15.00%
Golden Butterfly 20.00%
Family Taxable Portfolio Ted Aronson 10.00%
Paul Boyer Portfolio Paul Boyer 25.00%
GAA Global Asset Allocation Mebane Faber 13.50%
All Weather Portfolio with Bitcoin Ray Dalio 40.00%
Permanent Portfolio with Bitcoin Harry Browne 25.00%
Golden Butterfly with Bitcoin 20.00%
Gretchen Tai Portfolio Gretchen Tai 4.00%
Global Market Portfolio Credit Suisse 15.00%

Historical Returns as of Dec 31, 2022

Historical returns and Metrics of iShares 20+ Year Treasury Bond (TLT) 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 20+ YEAR TREASURY BOND (TLT) 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 (%)
-2.63 -1.89 -11.99 -31.24 -8.15 -2.74 0.40 3.97 5.65 4.83
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 (%)
-2.33 -1.89 -12.13 -35.41 -12.45 -6.29 -2.14 1.43 3.09 2.66
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 14.99 14.91 14.14 12.76 13.36 11.84 7.38
Sharpe Ratio -2.18 -0.58 -0.27 -0.02 0.21 0.29 0.11
Sortino Ratio -3.49 -0.85 -0.41 -0.02 0.32 0.42 0.17
MAXIMUM DRAWDOWN
Drawdown Depth (%) -34.10 -41.64 -41.64 -41.64 -41.64 -41.64 -41.64
Start (yyyy mm) 2022 01 2020 08 2020 08 2020 08 2020 08 2020 08 2020 08
Bottom (yyyy mm) 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10
Start to Bottom (# months) 10 27 27 27 27 27 27
Start to Recovery (# months) in progress
> 12
> 29
> 29
> 29
> 29
> 29
> 29
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 67.15 30.06 28.14 17.64 13.28 11.72
Worst Return (%) -33.64 -10.53 -3.07 -0.83 0.24 1.28
% Positive Periods 80% 93% 97% 99% 100% 100%
MONTHS
Positive 0 1 2 2 16 28 59 127 203 1183
Negative 1 2 4 10 20 32 61 113 157 641
% Positive 0% 33% 33% 17% 44% 47% 49% 53% 56% 65%
WITHDRAWAL RATES (WR)
Safe WR (%) 30.62 20.23 10.77 7.33 7.00 4.88
Perpetual WR (%) 0.00 0.00 0.00 1.41 2.99 2.60
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 20+ Year Treasury Bond (TLT) 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 20+ YEAR TREASURY BOND (TLT) ETF
Monthly correlations as of 31 December 2022
Swipe left to see all data
Correlation vs TLT
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.51
0.00
-0.06
-0.16
-0.16
US Large Cap
SPY
0.51
0.01
-0.05
-0.15
-0.14
US Small Cap
IJR
0.43
-0.16
-0.22
-0.23
-0.23
US REITs
VNQ
0.51
0.18
0.32
0.06
0.06
US Technology
QQQ
0.59
0.16
0.07
-0.12
-0.11
Preferred Stocks
PFF
0.75
0.20
0.26
0.11
0.11
EAFE Stocks
EFA
0.68
-0.01
-0.03
-0.14
-0.13
World All Countries
VT
0.62
0.00
-0.05
-0.17
-0.16
Emerging Markets
EEM
0.81
0.02
0.03
-0.12
-0.12
Europe
VGK
0.60
-0.01
-0.04
-0.15
-0.15
Pacific
VPL
0.78
-0.01
-0.01
-0.09
-0.09
Latin America
FLLA
0.08
-0.23
-0.13
-0.20
-0.19
US Total Bond Market
BND
0.92
0.82
0.84
0.84
0.84
US Cash
BIL
0.27
0.20
0.10
0.06
0.06
TIPS
TIP
0.65
0.63
0.66
0.66
0.66
Invest. Grade Bonds
LQD
0.88
0.64
0.68
0.64
0.64
High Yield Bonds
HYG
0.54
0.11
0.12
0.02
0.03
International Bonds
BNDX
0.76
0.64
0.70
0.50
0.50
Emerg. Market Bonds
EMB
0.79
0.29
0.36
0.26
0.26
Gold
GLD
0.58
0.36
0.38
0.18
0.18
Commodities
DBC
-0.14
-0.38
-0.39
-0.17
-0.17

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 20+ Year Treasury Bond (TLT) ETF: Dividend Yield page.

An investment of 1000$, since January 1993, now would be worth 5206.89$, with a total return of 420.69% (5.65% annualized).

The Inflation Adjusted Capital now would be 2489.44$, with a net total return of 148.94% (3.09% annualized).
An investment of 1000$, since January 1871, now would be worth 1294778.78$, with a total return of 129377.88% (4.83% annualized).

The Inflation Adjusted Capital now would be 54414.33$, with a net total return of 5341.43% (2.66% 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
-41.64% Aug 2020 Oct 2022 27 in progress 2 29
-21.80% Jan 2009 Dec 2009 12 Sep 2011 21 33
-18.03% Aug 2012 Dec 2013 17 Nov 2014 11 28
-15.07% Aug 2016 Oct 2018 27 May 2019 7 34
-14.17% Feb 2015 Jun 2015 5 Jun 2016 12 17
-11.60% Jun 2003 Jul 2003 2 Oct 2004 15 17
-11.07% Feb 1994 Oct 1994 9 May 1995 7 16
-9.72% Jul 2005 May 2006 11 Nov 2006 6 17
-9.56% Oct 1998 Dec 1999 15 Aug 2000 8 23
-8.93% Jan 1996 May 1996 5 Nov 1996 6 11
-8.18% Nov 2001 Mar 2002 5 Jul 2002 4 9
-7.22% Sep 2019 Dec 2019 4 Feb 2020 2 6
-7.03% Jan 2012 Mar 2012 3 May 2012 2 5
-5.35% Dec 1996 Mar 1997 4 Jul 1997 4 8
-5.10% Apr 2008 May 2008 2 Sep 2008 4 6
-4.47% Dec 2006 Jun 2007 7 Aug 2007 2 9
-3.84% Oct 2011 Oct 2011 1 Dec 2011 2 3
-3.78% Oct 2002 Nov 2002 2 Dec 2002 1 3
-3.15% Mar 2001 Apr 2001 2 Jul 2001 3 5
-2.57% Aug 1997 Aug 1997 1 Oct 1997 2 3

Worst drawdowns since January 1871.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-41.64% Aug 2020 Oct 2022 27 in progress 2 29
-23.12% Jul 1979 Sep 1981 27 Aug 1982 11 38
-21.80% Jan 2009 Dec 2009 12 Sep 2011 21 33
-18.03% Aug 2012 Dec 2013 17 Nov 2014 11 28
-15.07% Aug 2016 Oct 2018 27 May 2019 7 34
-14.17% Feb 2015 Jun 2015 5 Jun 2016 12 17
-13.97% May 1983 May 1984 13 Sep 1984 4 17
-13.85% Apr 1967 Dec 1969 33 Jan 1971 13 46
-13.63% May 1958 Sep 1959 17 Feb 1961 17 34
-12.25% Mar 1987 Sep 1987 7 Feb 1988 5 12
-11.60% Jun 2003 Jul 2003 2 Oct 2004 15 17
-11.07% Feb 1994 Oct 1994 9 May 1995 7 16
-10.35% Jan 1931 Jan 1932 13 Jul 1932 6 19
-9.72% Jul 2005 May 2006 11 Nov 2006 6 17
-9.56% Oct 1998 Dec 1999 15 Aug 2000 8 23
-8.93% Jan 1996 May 1996 5 Nov 1996 6 11
-8.59% Dec 1973 Aug 1974 9 Nov 1974 3 12
-8.18% Nov 2001 Mar 2002 5 Jul 2002 4 9
-7.98% Jan 1955 Jul 1957 31 Dec 1957 5 36
-7.36% Jan 1950 Jun 1953 42 Feb 1954 8 50

Rolling Returns ( more details)

iShares 20+ Year Treasury Bond (TLT) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
5.27 67.15
Apr 1985 - Mar 1986
-33.64
Nov 2021 - Oct 2022
20.24%
2 Years
5.19 49.11
Jul 1984 - Jun 1986
-20.55
Nov 2020 - Oct 2022
11.22%
3 Years
5.19 30.06
Sep 1983 - Aug 1986
-10.53
Nov 2019 - Oct 2022
7.32%
5 Years
5.15 28.14
Sep 1981 - Aug 1986
-3.07
Nov 2017 - Oct 2022
3.34%
7 Years
5.12 20.15
Oct 1981 - Sep 1988
-1.33
Nov 2015 - Oct 2022
2.24%
10 Years
5.09 17.64
Oct 1981 - Sep 1991
-0.83
Jan 1950 - Dec 1959
0.82%
15 Years
5.04 14.59
Oct 1981 - Sep 1996
0.07
Jan 1955 - Dec 1969
0.00%
20 Years
5.00 13.28
Oct 1981 - Sep 2001
0.24
Jan 1950 - Dec 1969
0.00%
30 Years
4.93 11.72
Oct 1981 - Sep 2011
1.28
May 1940 - Apr 1970
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 20+ Year Treasury Bond (TLT) ETF: Rolling Returns page.

Seasonality

iShares 20+ Year Treasury Bond (TLT) 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
-0.55
40%
-1.03
20%
0.82
60%
-1.96
40%
0.97
60%
1.02
80%
1.88
80%
0.48
40%
-3.18
20%
-2.19
20%
2.59
80%
-0.64
20%
 Capital Growth on monthly avg returns
100
99.45
98.43
99.24
97.30
98.24
99.23
101.10
101.59
98.36
96.21
98.70
98.07
Best 7.7
2020
6.6
2020
6.4
2020
2.5
2021
6.8
2019
4.4
2021
4.4
2020
11.0
2019
0.8
2020
2.5
2021
7.1
2022
5.9
2018
Worst -3.9
2022
-5.7
2021
-5.4
2022
-9.4
2022
-2.3
2022
-1.3
2022
-1.4
2018
-5.0
2020
-8.2
2022
-6.0
2022
-0.4
2019
-3.2
2019
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
1.66
60%
-0.49
50%
0.48
50%
-0.56
50%
0.13
60%
0.52
60%
1.38
70%
0.75
40%
-1.92
30%
-1.15
30%
0.49
60%
-0.08
30%
 Capital Growth on monthly avg returns
100
101.66
101.17
101.65
101.08
101.22
101.74
103.15
103.92
101.92
100.75
101.24
101.16
Best 9.8
2015
6.6
2020
6.4
2020
4.7
2013
6.8
2019
6.9
2016
4.5
2015
11.0
2019
2.0
2015
2.8
2014
7.1
2022
5.9
2018
Worst -3.9
2022
-6.1
2015
-5.4
2022
-9.4
2022
-6.8
2013
-4.1
2015
-2.3
2013
-5.0
2020
-8.2
2022
-6.0
2022
-8.2
2016
-3.2
2019
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
0.25
64%
0.36
68%
0.35
68%
0.19
63%
0.53
66%
0.61
66%
0.16
57%
0.50
59%
0.37
66%
0.34
63%
0.81
74%
0.52
64%
 Capital Growth on monthly avg returns
100
100.25
100.61
100.96
101.15
101.69
102.31
102.47
102.99
103.37
103.72
104.56
105.11
Best 9.8
2015
12.6
1986
10.6
1986
13.5
1980
9.1
1985
6.9
2016
7.0
1984
11.0
2019
13.2
2011
7.8
1982
14.3
2008
13.6
2008
Worst -13.1
2009
-8.3
1980
-5.4
2022
-9.4
2022
-6.8
2013
-4.1
2015
-10.0
2003
-5.0
2020
-8.2
2022
-8.0
1979
-8.2
2016
-6.3
2009
Monthly Seasonality over the period Jan 1871 - Dec 2022

Monthly/Yearly Returns

iShares 20+ Year Treasury Bond (TLT) 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
1183 Positive Months (65%) - 641 Negative Months (35%)
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
-31.24 -35.41 -3.9 -1.6 -5.4 -9.4 -2.3 -1.3 2.4 -4.6 -8.2 -6.0 7.1 -2.6
2021
-4.60 -10.87 -3.6 -5.7 -5.2 2.5 0.0 4.4 3.7 -0.3 -2.9 2.5 2.8 -2.0
2020
+18.15 +16.56 7.7 6.6 6.4 1.2 -1.8 0.3 4.4 -5.0 0.8 -3.4 1.7 -1.2
2019
+14.12 +11.57 0.4 -1.4 5.6 -2.0 6.8 0.9 0.3 11.0 -2.7 -1.1 -0.4 -3.2
2018
-1.61 -3.45 -3.3 -3.0 2.9 -2.1 2.0 0.6 -1.4 1.3 -2.9 -2.9 1.8 5.9
2017
+9.18 +6.93 0.8 1.6 -0.7 1.6 1.9 0.8 -0.7 3.4 -2.3 0.0 0.7 1.8
2016
+1.18 -0.88 5.6 3.1 -0.1 -0.7 0.8 6.9 2.1 -1.0 -1.5 -4.4 -8.2 -0.5
2015
-1.79 -2.50 9.8 -6.1 1.1 -3.4 -2.4 -4.1 4.5 -0.7 2.0 -0.4 -0.9 -0.3
2014
+27.30 +26.34 6.3 0.5 0.7 2.1 2.9 -0.2 0.7 4.7 -2.1 2.8 3.0 3.3
2013
-13.37 -14.65 -3.2 1.2 -0.4 4.7 -6.8 -3.3 -2.3 -1.3 0.7 1.4 -2.7 -1.9
2012
+2.63 +0.88 -0.3 -2.6 -4.2 4.8 9.0 -1.7 3.8 -1.3 -2.5 -0.5 1.4 -2.5
2011
+33.96 +30.11 -3.1 1.7 0.0 2.3 3.4 -2.3 4.4 9.7 13.2 -3.8 2.0 3.4
2010
+9.05 +7.44 2.7 -0.3 -2.1 3.3 5.1 5.8 -0.9 8.4 -2.5 -4.5 -1.7 -3.7
2009
-21.80 -23.87 -13.1 -1.5 4.0 -7.0 -3.7 0.8 0.6 2.2 2.5 -2.6 1.2 -6.3
2008
+33.93 +33.81 2.1 -0.5 2.1 -2.5 -2.7 2.7 -0.4 2.7 1.5 -1.9 14.3 13.6
2007
+10.29 +5.96 -1.0 3.4 -1.7 0.9 -2.3 -1.0 3.3 1.8 0.2 1.8 5.3 -0.6
2006
+0.71 -1.78 -1.3 1.1 -4.6 -2.8 -0.2 1.2 2.2 3.1 1.9 0.8 2.3 -2.7
2005
+8.61 +5.02 3.6 -1.5 -0.5 3.9 3.1 2.2 -3.4 3.5 -3.6 -2.2 0.7 3.0
2004
+8.71 +5.28 1.9 2.3 1.4 -6.2 -0.3 1.1 1.5 4.2 0.9 1.8 -2.4 2.7
2003
+1.62 -0.25 -0.6 3.1 -1.4 1.0 6.3 -1.8 -10.0 1.3 5.9 -3.0 0.3 1.3
2002
+16.67 +13.97 1.2 1.2 -3.9 3.7 0.4 1.8 2.9 4.3 4.0 -2.8 -1.0 4.1
2001
+4.31 +2.71 0.3 1.8 -0.6 -2.6 0.2 0.8 3.6 2.0 0.9 5.1 -5.1 -1.8
2000
+19.72 +15.80 1.3 3.0 3.1 -0.7 -0.5 2.3 1.5 2.1 -0.9 1.6 3.0 2.5
1999
-8.66 -11.05 1.0 -4.8 -0.3 0.2 -1.6 -1.1 -0.6 -0.5 0.9 0.1 -0.6 -1.6
1998
+13.05 +11.26 1.9 -0.8 0.1 0.4 1.8 2.4 -0.5 4.8 3.3 -1.7 0.9 -0.2
1997
+13.90 +12.00 -0.7 -0.1 -2.3 2.3 1.0 1.8 5.3 -2.6 2.6 3.0 1.3 1.7
1996
-1.26 -4.43 -0.1 -4.9 -2.0 -1.8 -0.5 2.1 -0.1 -1.3 2.8 3.9 3.2 -2.4
1995
+30.09 +26.87 2.6 2.7 0.7 1.7 7.5 1.1 -1.4 2.1 1.8 3.0 2.3 2.7
1994
-7.04 -9.46 2.2 -4.0 -3.8 -1.3 -0.5 -0.8 2.9 -0.7 -3.0 -0.4 0.6 1.6
1993
+16.78 +13.66 2.8 3.2 0.2 0.8 0.4 4.2 1.4 4.0 0.3 0.6 -2.5 0.4
1992
+7.41 +4.38 -3.2 0.6 -1.1 -0.1 2.7 1.1 4.0 0.7 1.4 -1.9 0.5 2.6
1991
+17.43 +13.94 1.1 0.5 0.3 1.3 -0.1 -0.8 1.5 3.5 2.9 -0.1 0.0 6.3
1990
+5.78 -0.31 -3.7 -0.3 -0.3 -2.8 4.5 2.3 0.7 -4.2 1.2 2.2 4.6 2.1
1989
+17.93 +12.70 2.0 -1.7 0.9 2.6 3.1 6.1 2.1 -2.9 0.1 3.9 0.8 -0.1
1988
+9.15 +4.53 4.7 1.2 -2.2 -1.1 -1.6 4.1 -1.9 0.4 3.9 2.4 -1.9 1.3
1987
-2.92 -7.05 1.3 1.1 -1.6 -4.8 -1.5 1.4 -1.1 -1.6 -3.7 5.8 0.5 1.6
1986
+30.87 +29.45 0.1 12.6 10.6 0.3 -2.5 6.7 -2.0 3.7 -4.0 0.5 3.0 -0.3
1985
+36.90 +31.89 3.8 -4.7 3.2 2.3 9.1 1.9 -1.2 2.9 0.1 3.6 4.9 6.8
1984
+16.24 +11.82 1.7 -1.9 -1.9 -1.5 -5.9 2.6 7.0 3.9 2.9 6.3 1.5 1.3
1983
-1.29 -4.90 -4.0 5.3 -0.7 3.7 -4.3 0.6 -5.6 -0.3 5.4 -1.8 1.9 -0.7
1982
+47.10 +41.67 -0.7 1.7 2.2 3.3 1.1 -2.6 4.7 8.3 6.9 7.8 3.7 3.4
1981
+0.65 -7.59 -1.4 -4.2 3.5 -6.1 5.6 -0.7 -3.5 -4.3 -1.4 7.0 12.2 -4.2
1980
-4.99 -15.56 -7.6 -8.3 0.5 13.5 5.7 4.5 -6.3 -3.1 -2.6 -3.2 0.3 3.8
1979
-2.10 -13.59 1.9 -1.6 1.4 -1.3 2.2 3.4 -0.9 -0.3 -0.9 -8.0 1.8 0.7
1978
-1.55 -9.69 -1.0 -0.1 -0.2 0.0 -0.5 -0.6 1.4 1.8 -0.9 -2.0 1.5 -0.9
1977
+1.30 -5.07 -3.0 -0.1 0.7 1.0 0.9 1.8 -0.4 1.6 -0.1 -0.8 0.8 -1.1
1976
+17.44 +11.99 1.6 1.1 1.4 0.4 -1.6 2.0 0.8 1.9 1.8 0.7 3.1 3.3
1975
+9.08 +2.01 2.1 1.9 -2.2 -1.7 2.1 2.2 -0.3 -0.9 -0.7 4.1 -0.5 2.8
1974
+3.36 -7.99 1.1 -0.4 -2.9 -1.6 0.8 -0.8 -1.0 -2.4 1.6 5.1 3.2 1.0
1973
+0.88 -7.20 -0.2 0.3 -0.3 0.8 -0.2 -0.4 -3.6 1.9 3.5 0.6 0.1 -1.6
1972
+4.87 +1.42 -0.8 1.1 0.1 0.6 1.4 0.0 0.9 -1.5 -0.1 1.7 1.7 -0.2
1971
+12.64 +9.08 3.7 0.3 5.2 -3.4 -1.6 -1.7 -0.4 4.9 2.7 1.6 0.2 0.9
1970
+13.79 +7.79 1.2 6.6 -1.1 -5.1 -0.7 2.2 2.5 -0.6 1.7 -0.1 6.8 0.1
1969
-5.85 -11.35 0.3 0.0 0.2 1.2 -2.1 -0.7 1.1 -0.7 -4.3 4.8 -2.0 -3.6
1968
+0.15 -4.37 5.2 -0.2 -1.5 0.2 -0.9 1.7 2.0 -0.3 -0.6 -1.0 -1.3 -3.0
1967
-7.59 -10.32 1.0 -1.6 1.8 -2.2 -0.2 -3.2 0.5 -0.8 -0.3 -2.5 -0.7 0.4
1966
+3.91 +0.43 0.3 -2.3 2.7 -0.4 0.2 -1.0 -0.3 -2.1 3.0 0.7 -0.9 4.2
1965
-0.25 -2.13 0.4 0.0 0.4 0.2 0.1 0.5 0.1 -0.1 -0.4 -0.2 -0.3 -1.1
1964
+3.77 +2.77 0.3 0.1 -0.1 0.4 0.6 0.7 0.0 0.2 0.6 0.5 0.0 0.3
1963
+0.18 -1.44 0.0 -0.4 0.1 0.2 0.1 -0.1 0.2 0.1 -0.2 -0.4 0.8 -0.3
1962
+6.31 +4.91 0.1 1.2 1.5 0.4 0.0 -0.4 0.1 1.0 0.5 0.5 0.4 0.9
1961
-0.57 -1.24 0.1 0.6 0.4 -0.2 0.7 -1.3 -0.2 -0.9 0.6 0.6 -0.1 -0.9
1960
+14.97 +13.42 0.4 2.5 2.6 0.4 0.1 2.2 2.6 1.4 0.6 -0.2 0.2 1.3
1959
-5.22 -6.83 0.0 0.5 -0.3 -1.1 -1.5 -0.2 -0.5 -0.2 -2.0 1.3 0.0 -1.3
1958
-6.75 -8.36 0.9 0.2 0.5 0.7 -0.5 -0.6 -2.1 -3.0 -2.0 -0.4 0.4 -1.1
1957
+8.76 +5.70 0.5 1.5 -0.1 -0.1 -0.5 -1.1 -0.5 0.6 0.6 0.2 2.6 4.8
1956
-5.85 -8.58 0.0 0.5 -1.1 -1.9 1.0 0.6 -1.0 -1.9 -0.4 0.4 -1.3 -0.8
1955
-2.10 -2.47 -0.7 -0.2 0.0 -0.6 0.1 0.0 -0.9 -0.5 0.2 1.0 0.1 -0.5
1954
+5.63 +6.42 1.4 0.5 1.3 1.1 -0.3 0.3 1.1 -0.1 0.2 0.0 0.0 0.1
1953
+2.19 +1.43 -0.8 -0.4 -0.3 -0.4 -1.7 -0.3 1.8 0.1 0.9 2.1 0.1 1.0
1952
+1.41 +0.65 0.2 -0.3 0.2 1.1 0.5 -0.2 -0.4 -0.6 -0.8 1.4 0.3 0.0
1951
-4.15 -9.58 0.3 -0.7 -1.5 -1.0 -0.9 -0.2 0.8 0.9 -1.4 -0.4 -0.5 0.2
1950
-1.03 -6.57 -0.7 0.0 0.0 -0.3 0.1 -0.3 0.2 0.2 -0.2 -0.3 -0.1 0.3
1949
+6.97 +9.23 0.8 0.4 0.7 0.4 0.4 1.1 0.6 0.9 0.0 0.3 0.3 0.8
1948
+3.59 +0.58 0.3 0.4 0.3 0.3 1.1 -0.7 0.1 0.1 0.5 -0.1 0.7 0.5
1947
-2.35 -10.28 0.4 0.3 0.1 -0.1 0.2 -0.3 0.2 0.3 -0.4 -0.8 -0.8 -1.3
1946
+0.60 -14.84 0.7 0.3 0.3 -1.2 0.1 0.4 -0.2 -0.4 -0.3 0.4 -0.5 1.0
1945
+8.28 +5.90 1.7 0.9 0.8 1.4 0.3 0.8 0.1 0.5 0.6 0.9 0.8 -0.7
1944
+2.89 +0.57 0.2 0.6 0.2 0.1 0.2 0.1 0.2 0.5 0.1 0.1 0.2 0.1
1943
+2.23 -0.71 0.6 0.1 0.0 0.4 0.6 0.3 0.0 0.0 0.2 0.0 -0.1 0.1
1942
+3.12 -5.43 0.4 -0.3 1.0 -0.3 0.6 0.2 0.0 0.3 0.2 0.4 0.1 0.6
1941
+1.15 -7.98 0.0 -0.8 1.3 0.8 -0.1 1.0 1.1 -0.6 -0.1 0.5 -0.3 -1.7
1940
+8.53 +7.76 0.3 0.3 1.3 -0.1 -1.3 1.7 1.0 0.6 1.1 0.9 1.8 0.8
1939
+4.65 +4.65 0.3 0.7 1.0 0.9 1.5 0.0 0.4 -0.9 -3.8 2.3 1.2 1.1
1938
+5.37 +8.38 0.5 0.7 0.1 1.1 0.6 0.1 0.4 0.5 -0.4 1.3 -0.1 0.5
1937
-0.03 -2.80 0.5 0.2 -2.2 -0.5 0.5 -0.1 0.9 -0.7 0.3 0.1 0.7 0.2
1936
+7.73 +6.19 0.6 0.9 0.9 0.6 0.6 0.2 0.5 1.0 0.2 0.3 1.4 0.3
1935
+4.70 +1.66 1.6 0.8 0.3 0.6 0.3 0.3 0.4 -1.0 0.0 0.6 0.2 0.4
1934
+11.99 +10.32 1.1 2.3 1.7 1.1 1.2 1.0 0.8 -0.4 -0.9 2.0 0.6 1.0
1933
-0.09 -0.85 1.2 -0.6 -0.8 0.1 1.1 0.9 0.2 0.0 0.3 -0.1 -1.9 -0.5
1932
+16.25 +29.56 -1.8 2.2 2.5 2.9 0.2 0.9 2.3 1.9 1.1 0.7 0.7 1.6
1931
-8.75 +0.62 -0.1 -1.1 0.0 -0.2 0.6 0.0 -0.4 -0.5 -0.9 -3.5 -0.2 -2.8
1930
+6.12 +13.37 -0.2 0.6 1.4 -0.3 0.9 0.9 0.4 0.3 0.6 0.6 0.6 0.1
1929
+4.81 +4.20 -0.3 -0.5 -0.7 1.2 0.3 -0.1 0.8 -0.3 0.4 1.1 2.5 0.2
1928
-1.20 -0.04 0.0 0.0 0.3 -0.2 -0.3 -0.3 -1.0 -0.4 0.3 0.0 0.9 -0.5
1927
+8.66 +11.17 0.9 0.7 1.4 0.6 0.8 0.2 0.3 0.8 0.6 0.5 0.9 0.9
1926
+7.24 +8.45 0.7 0.9 0.4 0.5 0.7 0.4 0.3 0.3 0.4 0.6 0.9 0.9
1925
+6.25 +2.69 0.4 0.5 0.3 0.7 0.9 1.1 0.4 -0.1 0.4 0.6 0.6 0.3
1924
+9.29 +9.29 0.9 0.7 0.5 0.9 1.1 1.9 0.8 0.7 0.4 0.9 0.2 0.0
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
+6.20 +8.72 0.6 0.0 1.1 1.5 0.6 0.6 1.2 0.5 -0.2 -0.5 0.2 0.5
1921
+17.17 +31.39 2.1 0.4 0.8 1.0 0.7 0.6 0.8 1.1 1.5 2.9 2.1 2.0
1920
+0.21 -2.37 0.1 -0.6 0.0 -1.1 -2.0 0.7 0.1 -0.4 2.2 3.1 -0.7 -1.1
1919
+0.93 -11.89 0.2 -0.3 0.0 0.3 0.7 0.1 0.0 -0.2 0.7 0.4 -0.5 -0.4
1918
+6.18 -11.84 0.7 0.9 0.7 0.6 0.5 1.4 0.6 0.5 0.2 0.1 1.0 -1.1
1917
-5.16 -19.70 -0.4 0.6 -2.2 -0.3 -1.9 -0.8 0.2 -0.1 1.1 -0.5 0.1 -1.1
1916
+6.53 -5.41 0.3 1.6 1.0 0.3 0.7 -0.3 -0.1 0.7 0.7 0.5 0.0 1.0
1915
+6.24 +4.18 0.7 0.4 1.2 0.8 0.2 0.2 -0.7 1.5 -0.2 0.1 0.8 1.2
1914
+4.76 +3.72 1.4 0.8 0.0 -0.2 0.4 0.2 0.0 0.5 0.5 0.5 0.5 -0.1
1913
+2.60 -0.47 0.4 0.5 0.2 0.0 1.0 0.1 -2.0 -0.1 -0.1 -0.4 1.6 1.3
1912
+2.77 -4.23 0.3 0.4 0.5 0.6 0.1 0.0 0.2 -0.3 0.4 0.1 0.3 0.1
1911
+3.94 +6.13 0.5 1.4 0.5 0.1 -1.0 0.8 0.5 -0.2 0.4 0.5 0.3 0.3
1910
+1.86 +10.26 -0.4 0.2 -0.2 0.2 0.0 0.4 0.3 0.4 0.6 0.2 0.2 0.0
1909
+2.47 -7.27 0.6 0.6 0.5 0.6 0.6 0.5 -0.1 -0.8 -0.3 0.7 -0.5 0.2
1908
+9.74 +6.21 0.6 1.1 2.6 2.1 0.6 -0.3 0.5 0.2 0.2 0.6 0.4 0.7
1907
-3.14 -1.04 -0.3 0.4 1.4 0.6 -0.2 -0.1 0.5 -0.9 -0.6 -0.1 -2.0 -1.9
1906
+0.08 -5.17 0.2 -0.6 0.2 1.1 -1.1 -0.5 0.1 0.5 0.5 -0.2 -0.1 -0.1
1905
+2.45 +2.46 0.3 0.2 1.8 0.2 -0.3 0.8 0.2 0.5 1.1 0.2 -0.8 -1.7
1904
+4.88 +0.18 0.4 -0.3 0.8 0.5 0.2 0.9 0.4 -0.1 0.9 0.6 -0.1 0.6
1903
-0.01 +5.81 0.1 0.4 1.0 -1.4 0.8 -0.6 -0.7 0.1 0.7 0.2 -0.6 0.0
1902
+1.88 -4.90 0.6 0.4 0.4 0.3 0.2 -2.4 -2.1 0.5 4.0 0.9 -0.5 -0.3
1901
+1.80 -3.04 0.4 0.1 -0.3 0.8 -0.4 0.4 -0.3 -0.9 0.8 1.1 0.1 0.2
1900
+3.59 +7.52 0.0 0.4 1.0 -1.6 0.9 0.0 -0.4 -0.8 0.9 0.1 1.9 1.2
1899
+2.79 -12.03 0.6 -0.8 0.2 0.7 -0.3 0.7 -0.7 0.1 -0.2 -0.1 0.4 2.3
1898
+5.98 +4.42 0.6 -1.7 -2.8 -1.0 1.9 2.1 3.1 0.9 0.6 0.8 0.2 1.4
1897
+7.18 +7.18 1.9 0.4 0.6 0.5 -1.0 1.3 1.0 -0.4 0.0 1.3 0.7 0.8
1896
+3.51 +5.06 -3.2 -0.2 1.5 1.2 -0.3 0.5 -1.9 -1.7 3.1 1.4 2.6 0.5
1895
+3.14 +0.24 -2.1 4.9 0.7 1.0 0.8 1.3 -0.1 -1.5 0.2 -4.1 2.7 -0.6
1894
+6.87 +14.51 -0.7 1.4 0.8 0.6 0.1 0.9 0.3 0.6 0.9 0.2 1.1 0.5
1893
+1.10 +9.29 -0.6 -0.5 0.6 -0.2 -0.4 -1.6 -1.1 0.7 1.5 -0.4 1.8 1.3
1892
+4.35 +3.12 0.0 0.7 1.0 -0.6 1.4 1.2 -0.4 0.2 -0.4 0.4 0.6 0.2
1891
+2.86 +8.07 -0.8 0.7 1.0 1.0 0.6 0.6 -3.4 0.3 1.4 -0.5 0.7 1.4
1890
-0.17 -1.43 -0.9 -1.5 -0.4 -0.1 0.4 0.5 0.6 1.2 1.4 -1.2 0.3 -0.5
1889
+7.16 +13.77 0.0 1.7 1.6 0.0 0.9 0.8 -0.2 0.5 0.6 -0.1 0.5 0.7
1888
+5.72 +5.74 0.5 1.4 -1.1 0.1 1.6 1.1 0.1 0.7 1.1 -0.6 0.2 0.6
1887
-1.32 -7.03 -0.8 0.8 0.3 0.3 0.2 0.1 -1.1 -0.5 -1.4 0.5 1.1 -0.8
1886
+3.79 +8.85 -0.4 1.8 0.7 -0.4 -0.2 0.5 -0.2 -0.2 1.0 0.7 -0.2 0.6
1885
+6.07 +7.36 -0.5 0.7 0.6 -0.1 0.5 1.0 0.4 0.6 0.7 0.5 0.4 1.0
1884
+4.16 +16.12 0.2 0.4 0.9 -0.2 -1.8 -0.6 0.4 0.8 0.9 0.6 1.5 1.1
1883
+3.10 +11.59 -1.0 0.0 0.4 0.1 -0.3 0.2 -0.7 0.3 1.1 0.5 1.1 1.5
1882
+4.42 +6.40 0.0 0.3 0.9 1.3 1.0 -0.3 -0.5 0.5 0.1 -0.6 0.4 1.3
1881
+6.67 -0.35 0.7 0.5 0.5 1.1 2.2 0.8 -1.2 -0.6 1.0 -0.5 0.8 1.3
1880
+7.97 +10.14 0.2 2.1 0.7 0.1 0.9 1.1 -0.6 1.1 -0.5 -1.0 2.5 1.1
1879
+5.74 -10.82 -0.5 0.6 -0.2 1.0 2.5 -0.4 -0.5 0.0 1.0 0.3 1.1 0.9
1878
+5.69 +22.88 0.6 0.6 -0.1 -0.2 2.4 -0.5 -0.3 0.8 0.7 -0.1 0.8 0.8
1877
+5.94 +19.75 -1.3 0.6 0.3 1.7 2.4 -0.3 1.0 0.1 -1.4 0.7 1.5 0.6
1876
+8.98 +10.90 -0.3 2.3 1.0 1.0 1.3 2.1 -0.7 -0.6 -0.4 0.5 1.5 1.1
1875
+12.51 +18.38 -0.4 1.8 1.1 2.3 2.3 2.0 -2.9 0.9 0.8 1.2 1.4 1.5
1874
+9.17 +15.54 -0.7 2.6 1.3 1.3 0.7 0.9 -2.8 0.7 0.3 0.7 1.9 2.1
1873
+3.18 +9.62 -1.4 0.5 1.1 1.0 1.7 1.4 -2.3 0.1 -2.1 -2.1 0.0 5.3
1872
+3.10 +0.79 -2.8 -0.3 0.6 2.2 2.3 1.3 -2.1 0.1 -1.2 1.4 0.6 1.0
1871
+7.02 +5.41 -0.3 2.0 0.9 1.3 1.4 0.9 -1.5 0.6 1.1 -0.5 0.4 0.6

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

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