Data Source: from January 1927 to February 2023 (~96 years)
Consolidated Returns as of 28 February 2023
Consolidated Returns as of 28 February 2023
ETF: iShares Core S&P Mid-Cap (IJH)
In the last 30 Years, the iShares Core S&P Mid-Cap (IJH) ETF obtained a 10.93% compound annual return, with a 17.14% standard deviation.
In 2022, the ETF granted a 1.45% dividend yield. If you are interested in getting periodic income, please refer to the iShares Core S&P Mid-Cap (IJH) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Mid Cap
- Style: Blend
- Region: North America
- Country: U.S.
Historical Returns as of Feb 28, 2023
Historical returns and Metrics of iShares Core S&P Mid-Cap (IJH) ETF.
Returns and metrics are calculated based on monthly returns, assuming:
ETF Returns, up to December 2000, are retrieved using the historical series of equivalent ETFs / Assets.
- No fees or capital gain taxes
- the reinvestment of dividends
ETF Returns, up to December 2000, are retrieved using the historical series of equivalent ETFs / Assets.
ISHARES CORE S&P MID-CAP (IJH) ETF
Portfolio Metrics
Data Source: 1 January 1927 - 28 February 2023 (~96 years)
Swipe left to see all data
| Metrics as of Feb 28, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~96Y) |
|
| Portfolio Return (%) |
-1.87 | 1.35 | 7.86 | -0.74 | 14.40 | 8.51 | 10.62 | 11.23 | 10.93 | 10.80 |
| US Inflation (%) | 0.56 | 1.05 | 1.58 | 6.04 | 5.16 | 3.86 | 2.63 | 2.51 | 2.51 | 2.99 |
| Infl. Adjusted Return (%) |
-2.42 | 0.29 | 6.18 | -6.39 | 8.78 | 4.48 | 7.79 | 8.50 | 8.21 | 7.58 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 25.04 | 24.19 | 22.12 | 17.52 | 17.59 | 17.14 | 19.91 | |||
| Sharpe Ratio | -0.11 | 0.57 | 0.33 | 0.57 | 0.57 | 0.51 | 0.34 | |||
| Sortino Ratio | -0.17 | 0.75 | 0.44 | 0.75 | 0.75 | 0.67 | 0.47 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -17.52 | -21.57 | -29.70 | -29.70 | -49.45 | -49.45 | -88.02 | |||
| Start (yyyy mm) | 2022 04 | 2022 01 | 2020 01 | 2020 01 | 2007 06 | 2007 06 | 1929 09 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 1932 05 | |||
| Start to Bottom (# months) | 6 | 9 | 3 | 3 | 21 | 21 | 33 | |||
| Start to Recovery (# months) in progress |
> 11
|
> 14
|
11
|
11
|
43
|
43
|
186
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 176.23 | 50.32 | 40.29 | 21.32 | 18.11 | 16.47 | ||||
| Worst Return (%) | -70.22 | -48.32 | -23.95 | -7.15 | 1.85 | 7.45 | ||||
| % Positive Periods | 74% | 85% | 91% | 96% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 1 | 3 | 6 | 24 | 39 | 80 | 157 | 230 | 717 |
| Negative | 1 | 2 | 3 | 6 | 12 | 21 | 40 | 83 | 130 | 437 |
| % Positive | 0% | 33% | 50% | 50% | 67% | 65% | 67% | 65% | 64% | 62% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 44.28 | 23.08 | 16.38 | 12.03 | 10.44 | 5.04 | ||||
| Perpetual WR (%) | 8.07 | 4.29 | 7.22 | 7.84 | 7.59 | 7.05 | ||||
- 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 Feb 28, 2023
Monthly correlations of iShares Core S&P Mid-Cap (IJH) 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.
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 CORE S&P MID-CAP (IJH) ETF
Monthly correlations as of 28 February 2023
Swipe left to see all data
| Correlation vs IJH | ||||||
|---|---|---|---|---|---|---|
|
|
||||||
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
US Total Stock Market VTI |
0.99
|
0.96
|
0.95
|
0.94
|
0.94
|
|
|
US Large Cap SPY |
0.98
|
0.94
|
0.93
|
0.91
|
0.91
|
|
|
US Small Cap IJR |
0.99
|
0.98
|
0.96
|
0.94
|
0.93
|
|
|
US REITs VNQ |
0.88
|
0.83
|
0.72
|
0.67
|
0.66
|
|
|
US Technology QQQ |
0.93
|
0.84
|
0.80
|
0.75
|
0.75
|
|
|
Preferred Stocks PFF |
0.76
|
0.78
|
0.70
|
0.46
|
0.46
|
|
|
EAFE Stocks EFA |
0.89
|
0.88
|
0.83
|
0.79
|
0.77
|
|
|
World All Countries VT |
0.97
|
0.96
|
0.93
|
0.89
|
0.89
|
|
|
Emerging Markets EEM |
0.63
|
0.73
|
0.66
|
0.73
|
0.71
|
|
|
Europe VGK |
0.90
|
0.87
|
0.81
|
0.80
|
0.79
|
|
|
Pacific VPL |
0.85
|
0.87
|
0.78
|
0.67
|
0.65
|
|
|
Latin America FLLA |
0.76
|
0.61
|
0.54
|
0.66
|
0.66
|
|
|
US Total Bond Market BND |
0.73
|
0.36
|
0.28
|
0.11
|
0.11
|
|
|
Long Term Treasuries TLT |
0.58
|
-0.07
|
-0.09
|
-0.18
|
-0.18
|
|
|
US Cash BIL |
0.04
|
-0.22
|
-0.17
|
-0.03
|
-0.03
|
|
|
TIPS TIP |
0.89
|
0.52
|
0.40
|
0.19
|
0.19
|
|
|
Invest. Grade Bonds LQD |
0.79
|
0.57
|
0.50
|
0.29
|
0.29
|
|
|
High Yield Bonds HYG |
0.94
|
0.86
|
0.81
|
0.69
|
0.68
|
|
|
International Bonds BNDX |
0.86
|
0.43
|
0.35
|
0.15
|
0.14
|
|
|
Emerg. Market Bonds EMB |
0.79
|
0.68
|
0.60
|
0.55
|
0.55
|
|
|
Gold GLD |
0.34
|
0.14
|
0.07
|
0.08
|
0.08
|
|
|
Commodities DBC |
0.43
|
0.58
|
0.48
|
0.39
|
0.39
|
|
Capital Growth as of Feb 28, 2023
Capital growth, returns, stats are calculated assuming a reinvestment of dividends.
If you are interested in getting periodic income, please refer to the iShares Core S&P Mid-Cap (IJH) ETF: Dividend Yield page.
An investment of 1000$, since March 1993,
now would be worth 22441.98$, with a total return of 2144.20% (10.93% annualized).
The Inflation Adjusted Capital now would be 10674.93$, with a net total return of 967.49% (8.21% annualized).
The Inflation Adjusted Capital now would be 10674.93$, with a net total return of 967.49% (8.21% annualized).
An investment of 1000$, since January 1927,
now would be worth 19169736.22$, with a total return of 1916873.62% (10.80% annualized).
The Inflation Adjusted Capital now would be 1127856.44$, with a net total return of 112685.64% (7.58% annualized).
The Inflation Adjusted Capital now would be 1127856.44$, with a net total return of 112685.64% (7.58% annualized).
Readings that may interest you
Drawdowns
Worst drawdowns since March 1993.
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -49.45% | Jun 2007 | Feb 2009 | 21 | Dec 2010 | 22 | 43 |
| -29.70% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
| -24.22% | Apr 2002 | Sep 2002 | 6 | Oct 2003 | 13 | 19 |
| -22.61% | May 2011 | Sep 2011 | 5 | Nov 2012 | 14 | 19 |
| -22.10% | Apr 1998 | Aug 1998 | 5 | Apr 1999 | 8 | 13 |
| -21.57% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
| -19.46% | Sep 2000 | Sep 2001 | 13 | Mar 2002 | 6 | 19 |
| -18.17% | Sep 2018 | Dec 2018 | 4 | Nov 2019 | 11 | 15 |
| -12.63% | Jun 2015 | Jan 2016 | 8 | Jun 2016 | 5 | 13 |
| -8.30% | Jul 1999 | Sep 1999 | 3 | Nov 1999 | 2 | 5 |
| -8.19% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 |
| -8.16% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 |
| -7.89% | May 2006 | Jul 2006 | 3 | Nov 2006 | 4 | 7 |
| -4.79% | Oct 1997 | Oct 1997 | 1 | Feb 1998 | 4 | 5 |
| -4.76% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
| -4.76% | Mar 1997 | Mar 1997 | 1 | May 1997 | 2 | 3 |
| -4.74% | Jul 2004 | Jul 2004 | 1 | Nov 2004 | 4 | 5 |
| -4.73% | Mar 2005 | Apr 2005 | 2 | May 2005 | 1 | 3 |
| -4.51% | Sep 2014 | Sep 2014 | 1 | Nov 2014 | 2 | 3 |
| -4.42% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 |
Worst drawdowns since January 1927.
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -88.02% | Sep 1929 | May 1932 | 33 | Feb 1945 | 153 | 186 |
| -50.32% | Dec 1972 | Sep 1974 | 22 | Jun 1976 | 21 | 43 |
| -49.45% | Jun 2007 | Feb 2009 | 21 | Dec 2010 | 22 | 43 |
| -33.79% | Dec 1968 | Jun 1970 | 19 | Dec 1971 | 18 | 37 |
| -30.12% | Sep 1987 | Nov 1987 | 3 | Apr 1989 | 17 | 20 |
| -29.70% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
| -24.22% | Apr 2002 | Sep 2002 | 6 | Oct 2003 | 13 | 19 |
| -24.11% | Jun 1946 | Feb 1948 | 21 | Dec 1949 | 22 | 43 |
| -23.38% | Sep 1989 | Oct 1990 | 14 | Feb 1991 | 4 | 18 |
| -22.79% | Jan 1962 | Jun 1962 | 6 | May 1963 | 11 | 17 |
| -22.61% | May 2011 | Sep 2011 | 5 | Nov 2012 | 14 | 19 |
| -22.10% | Apr 1998 | Aug 1998 | 5 | Apr 1999 | 8 | 13 |
| -21.57% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
| -19.46% | Sep 2000 | Sep 2001 | 13 | Mar 2002 | 6 | 19 |
| -18.25% | Jun 1981 | Jul 1982 | 14 | Oct 1982 | 3 | 17 |
| -18.17% | Sep 2018 | Dec 2018 | 4 | Nov 2019 | 11 | 15 |
| -15.77% | Sep 1978 | Oct 1978 | 2 | Jun 1979 | 8 | 10 |
| -15.69% | Feb 1980 | Mar 1980 | 2 | Jun 1980 | 3 | 5 |
| -14.80% | Jul 1983 | May 1984 | 11 | Jan 1985 | 8 | 19 |
| -14.74% | Aug 1957 | Dec 1957 | 5 | Jun 1958 | 6 | 11 |
Rolling Returns ( more details)
iShares Core S&P Mid-Cap (IJH) ETF: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
13.19 |
176.23 Jul 1932 - Jun 1933 |
-70.22 Jul 1931 - Jun 1932 |
25.72% |
| 2 Years |
11.92 |
67.78 Jul 1932 - Jun 1934 |
-59.86 Jun 1930 - May 1932 |
15.74% |
| 3 Years |
11.29 |
50.32 Mar 1933 - Feb 1936 |
-48.32 Jul 1929 - Jun 1932 |
14.66% |
| 5 Years |
11.18 |
40.29 Jun 1932 - May 1937 |
-23.95 Jun 1927 - May 1932 |
8.68% |
| 7 Years |
11.47 |
23.87 Apr 1980 - Mar 1987 |
-8.97 Apr 1928 - Mar 1935 |
5.70% |
| 10 Years |
11.65 |
21.32 Oct 1974 - Sep 1984 |
-7.15 Sep 1929 - Aug 1939 |
3.57% |
| 15 Years |
11.85 |
20.66 Oct 1974 - Sep 1989 |
-0.91 Sep 1929 - Aug 1944 |
1.95% |
| 20 Years |
12.11 |
18.11 Oct 1974 - Sep 1994 |
1.85 Sep 1929 - Aug 1949 |
0.00% |
| 30 Years |
12.32 |
16.47 Jan 1975 - Dec 2004 |
7.45 Sep 1929 - Aug 1959 |
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 Core S&P Mid-Cap (IJH) ETF: Rolling Returns page.
Seasonality
iShares Core S&P Mid-Cap (IJH) 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.
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 |
2.24
60% |
0.22
60% |
-2.76
60% |
3.01
60% |
0.90
80% |
-0.25
60% |
3.72
100% |
0.28
60% |
-2.90
20% |
2.06
80% |
4.67
80% |
-0.48
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
102.24
|
102.46
|
99.62
|
102.62
|
103.55
|
103.29
|
107.12
|
107.43
|
104.32
|
106.47
|
111.44
|
110.90
|
| Best |
10.3 2019 |
6.8 2021 |
4.7 2021 |
14.1 2020 |
7.3 2020 |
7.7 2019 |
10.9 2022 |
3.6 2020 |
3.1 2019 |
10.6 2022 |
14.3 2020 |
6.5 2020 |
| Worst |
-7.3 2022 |
-9.5 2020 |
-20.3 2020 |
-7.1 2022 |
-8.0 2019 |
-9.6 2022 |
0.4 2021 |
-4.1 2019 |
-9.2 2022 |
-9.6 2018 |
-3.0 2021 |
-11.3 2018 |
Monthly Seasonality over the period Mar 2018 - Feb 2023
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 |
0.68
50% |
1.06
70% |
0.10
70% |
1.46
60% |
1.20
80% |
0.19
60% |
2.57
90% |
-0.41
50% |
-1.34
30% |
2.25
80% |
3.97
90% |
-0.03
70% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.68
|
101.74
|
101.85
|
103.33
|
104.57
|
104.76
|
107.46
|
107.02
|
105.58
|
107.96
|
112.25
|
112.21
|
| Best |
10.3 2019 |
6.8 2021 |
8.6 2016 |
14.1 2020 |
7.3 2020 |
7.7 2019 |
10.9 2022 |
5.0 2014 |
5.5 2013 |
10.6 2022 |
14.3 2020 |
6.5 2020 |
| Worst |
-7.3 2022 |
-9.5 2020 |
-20.3 2020 |
-7.1 2022 |
-8.0 2019 |
-9.6 2022 |
-4.4 2014 |
-5.6 2015 |
-9.2 2022 |
-9.6 2018 |
-3.0 2021 |
-11.3 2018 |
Monthly Seasonality over the period Mar 2013 - Feb 2023
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 |
1.59
63% |
0.69
59% |
0.96
68% |
1.66
63% |
0.49
61% |
0.96
58% |
1.81
60% |
1.25
60% |
-0.83
51% |
0.37
60% |
1.57
68% |
1.75
74% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.59
|
102.29
|
103.27
|
104.99
|
105.50
|
106.51
|
108.44
|
109.80
|
108.89
|
109.30
|
111.02
|
112.96
|
| Best |
19.3 1975 |
11.4 1931 |
10.8 1928 |
42.4 1933 |
16.9 1933 |
25.4 1938 |
38.2 1932 |
38.0 1932 |
17.0 1939 |
16.3 1974 |
14.3 2020 |
10.6 1991 |
| Worst |
-7.6 1990 |
-16.3 1933 |
-24.5 1938 |
-19.6 1932 |
-23.4 1940 |
-17.8 1930 |
-10.4 1934 |
-16.1 1998 |
-31.7 1931 |
-25.2 1987 |
-14.7 1973 |
-16.2 1931 |
Monthly Seasonality over the period Jan 1927 - Feb 2023
Monthly/Yearly Returns
iShares Core S&P Mid-Cap (IJH) ETF data source starts from January 1927: 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 1927 - Feb 2023
717 Positive Months (62%) - 437 Negative Months (38%)
MONTHLY RETURNS TABLE
Jan 1927 - Feb 2023
(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 |
| 2023 |
+7.21 | +5.77 | 9.3 | -1.9 | ||||||||||
| 2022 |
-13.10 | -18.37 | -7.3 | 1.2 | 1.3 | -7.1 | 0.8 | -9.6 | 10.9 | -3.2 | -9.2 | 10.6 | 6.0 | -5.5 |
| 2021 |
+24.71 | +16.52 | 1.5 | 6.8 | 4.7 | 4.4 | 0.3 | -1.1 | 0.4 | 2.0 | -4.0 | 5.9 | -3.0 | 5.1 |
| 2020 |
+13.58 | +12.06 | -2.6 | -9.5 | -20.3 | 14.1 | 7.3 | 1.3 | 4.6 | 3.6 | -3.3 | 2.2 | 14.3 | 6.5 |
| 2019 |
+26.10 | +23.28 | 10.3 | 4.4 | -0.6 | 4.0 | -8.0 | 7.7 | 1.0 | -4.1 | 3.1 | 1.1 | 3.0 | 2.8 |
| 2018 |
-11.18 | -12.84 | 2.8 | -4.4 | 1.0 | -0.3 | 4.2 | 0.4 | 1.7 | 3.2 | -1.1 | -9.6 | 3.2 | -11.3 |
| 2017 |
+16.26 | +13.86 | 1.7 | 2.5 | -0.4 | 0.8 | -0.4 | 1.6 | 0.9 | -1.5 | 3.9 | 2.3 | 3.7 | 0.3 |
| 2016 |
+20.73 | +18.28 | -5.6 | 1.3 | 8.6 | 1.1 | 2.3 | 0.5 | 4.1 | 0.5 | -0.6 | -2.7 | 7.9 | 2.2 |
| 2015 |
-2.33 | -3.04 | -1.1 | 5.1 | 1.3 | -1.4 | 1.7 | -1.2 | 0.0 | -5.6 | -3.2 | 5.6 | 1.4 | -4.2 |
| 2014 |
+9.71 | +8.89 | -2.2 | 5.0 | 0.4 | -1.6 | 1.7 | 4.2 | -4.4 | 5.0 | -4.5 | 3.5 | 1.9 | 0.8 |
| 2013 |
+33.46 | +31.48 | 7.3 | 0.9 | 4.9 | 0.6 | 2.2 | -2.0 | 6.5 | -4.0 | 5.5 | 3.5 | 1.5 | 3.0 |
| 2012 |
+17.79 | +15.77 | 6.6 | 4.5 | 1.9 | -0.4 | -6.4 | 2.1 | -0.2 | 3.5 | 1.8 | -0.7 | 2.2 | 2.2 |
| 2011 |
-2.18 | -4.99 | 1.8 | 4.6 | 2.5 | 2.7 | -1.3 | -2.1 | -3.6 | -7.0 | -10.6 | 13.7 | -0.2 | -0.5 |
| 2010 |
+26.72 | +24.85 | -3.2 | 5.2 | 7.0 | 4.4 | -7.1 | -6.6 | 6.7 | -4.9 | 11.3 | 3.4 | 3.0 | 6.7 |
| 2009 |
+37.81 | +34.16 | -6.8 | -9.4 | 8.5 | 14.8 | 3.3 | 0.5 | 8.4 | 4.4 | 5.8 | -4.5 | 4.2 | 6.1 |
| 2008 |
-36.18 | -36.24 | -5.7 | -1.8 | -0.9 | 7.5 | 5.4 | -7.0 | -1.7 | 1.4 | -10.8 | -21.3 | -9.6 | 4.4 |
| 2007 |
+7.30 | +3.09 | 3.7 | 0.9 | 1.3 | 2.8 | 5.0 | -2.0 | -4.9 | 1.4 | 2.7 | 2.5 | -4.8 | -0.9 |
| 2006 |
+9.67 | +6.95 | 5.4 | -0.4 | 2.5 | 1.5 | -4.5 | -0.5 | -3.0 | 1.2 | 0.9 | 4.3 | 3.1 | -0.7 |
| 2005 |
+12.88 | +9.15 | -2.3 | 3.3 | -1.2 | -3.6 | 5.7 | 2.5 | 5.5 | -1.0 | 0.6 | -3.1 | 5.7 | 0.6 |
| 2004 |
+16.09 | +12.43 | 2.1 | 2.6 | 0.6 | -3.6 | 2.2 | 2.2 | -4.7 | 0.1 | 2.8 | 1.3 | 6.0 | 3.9 |
| 2003 |
+35.21 | +32.71 | -3.3 | -2.3 | 1.0 | 6.9 | 8.3 | 1.3 | 3.6 | 4.5 | -1.6 | 7.9 | 3.3 | 1.7 |
| 2002 |
-14.21 | -16.20 | 0.1 | -0.4 | 7.3 | -0.3 | -1.8 | -7.3 | -9.6 | 0.7 | -8.3 | 4.3 | 5.9 | -4.1 |
| 2001 |
-1.24 | -2.75 | 1.7 | -5.7 | -7.2 | 11.3 | 2.2 | -0.4 | -1.9 | -2.8 | -12.4 | 4.3 | 7.3 | 4.8 |
| 2000 |
+18.10 | +14.23 | -2.8 | 7.0 | 8.6 | -3.5 | -1.3 | 1.7 | 1.6 | 11.2 | -0.7 | -3.4 | -7.5 | 7.7 |
| 1999 |
+15.32 | +12.30 | -3.9 | -5.2 | 2.9 | 7.8 | 0.5 | 5.5 | -2.1 | -3.4 | -3.1 | 5.2 | 5.3 | 6.0 |
| 1998 |
+9.90 | +8.15 | -1.8 | 8.0 | 4.6 | 0.0 | -3.1 | 1.0 | -5.1 | -16.1 | 6.7 | 7.4 | 5.0 | 5.7 |
| 1997 |
+25.66 | +23.56 | 3.4 | 0.3 | -4.8 | 2.5 | 7.7 | 3.1 | 7.3 | -0.3 | 5.3 | -4.8 | 2.2 | 2.2 |
| 1996 |
+18.97 | +15.14 | 2.0 | 2.4 | 1.2 | 3.7 | 1.6 | -2.1 | -6.2 | 5.3 | 4.5 | 0.2 | 6.0 | -0.5 |
| 1995 |
+33.22 | +29.92 | 1.7 | 4.5 | 2.6 | 1.9 | 2.6 | 4.2 | 5.5 | 1.5 | 2.5 | -2.2 | 4.5 | -0.1 |
| 1994 |
-1.72 | -4.28 | 3.0 | -1.5 | -4.3 | 1.0 | -0.5 | -3.2 | 3.5 | 5.1 | -2.0 | 0.4 | -4.2 | 1.3 |
| 1993 |
+16.20 | +13.09 | 2.2 | -0.1 | 3.6 | -2.8 | 3.8 | 1.5 | 0.1 | 4.8 | 0.4 | 0.7 | -2.8 | 4.0 |
| 1992 |
+15.19 | +11.95 | 1.4 | 1.9 | -2.6 | 1.2 | 0.7 | -1.9 | 4.2 | -2.2 | 1.5 | 2.7 | 4.8 | 2.9 |
| 1991 |
+40.44 | +36.27 | 6.3 | 8.3 | 3.9 | 1.1 | 5.4 | -4.8 | 4.7 | 2.5 | -0.7 | 2.0 | -3.7 | 10.6 |
| 1990 |
-10.73 | -15.87 | -7.6 | 1.7 | 2.7 | -4.5 | 9.5 | -1.1 | -2.4 | -10.3 | -7.2 | -3.1 | 9.1 | 4.1 |
| 1989 |
+26.00 | +20.41 | 5.8 | 0.0 | 1.3 | 5.2 | 4.2 | -0.3 | 6.8 | 3.3 | -1.1 | -4.3 | 1.2 | 1.9 |
| 1988 |
+19.44 | +14.39 | 3.6 | 7.6 | 0.6 | 0.1 | -0.3 | 6.8 | -2.0 | -1.8 | 3.3 | 0.3 | -2.1 | 2.3 |
| 1987 |
+0.84 | -3.44 | 12.3 | 5.7 | 1.4 | -2.2 | 0.6 | 3.8 | 4.3 | 3.5 | -1.7 | -25.2 | -5.0 | 8.8 |
| 1986 |
+17.12 | +15.85 | 1.8 | 7.6 | 6.1 | -0.6 | 5.2 | 1.3 | -6.8 | 6.9 | -6.8 | 4.9 | 0.5 | -2.9 |
| 1985 |
+32.79 | +27.93 | 10.8 | 1.3 | -0.4 | -0.7 | 5.4 | 2.2 | 0.6 | -0.5 | -4.7 | 4.5 | 7.2 | 4.0 |
| 1984 |
-1.74 | -5.47 | -3.7 | -5.7 | 1.5 | -0.5 | -5.3 | 3.5 | -3.3 | 11.8 | 0.0 | -0.7 | -0.8 | 2.7 |
| 1983 |
+27.11 | +22.47 | 3.3 | 4.9 | 3.7 | 6.4 | 4.0 | 4.3 | -3.0 | -1.4 | 3.6 | -4.0 | 4.9 | -1.7 |
| 1982 |
+25.21 | +20.60 | -3.8 | -3.9 | -0.9 | 4.8 | -3.7 | -2.2 | -2.4 | 11.8 | 3.1 | 14.1 | 7.1 | 0.8 |
| 1981 |
+4.10 | -4.42 | -1.9 | 2.3 | 8.2 | 0.8 | 2.7 | -1.6 | -1.6 | -5.9 | -6.2 | 6.8 | 3.8 | -2.3 |
| 1980 |
+30.76 | +16.22 | 5.6 | -3.0 | -13.0 | 7.0 | 8.3 | 4.5 | 7.9 | 2.8 | 2.8 | 0.7 | 7.8 | -2.0 |
| 1979 |
+31.48 | +16.05 | 6.9 | -3.6 | 8.2 | 1.4 | -1.3 | 6.2 | 2.9 | 6.9 | -0.7 | -8.9 | 7.6 | 3.5 |
| 1978 |
+8.97 | -0.04 | -5.1 | -0.4 | 5.1 | 7.2 | 3.7 | -0.3 | 6.2 | 5.8 | -1.5 | -14.5 | 3.3 | 1.2 |
| 1977 |
+1.30 | -5.06 | -2.6 | -2.2 | 0.1 | 1.5 | -0.7 | 5.4 | -1.9 | -1.7 | 0.5 | -3.5 | 6.5 | 0.4 |
| 1976 |
+36.67 | +30.33 | 14.9 | 2.9 | 1.8 | -1.4 | -1.4 | 5.6 | 0.0 | -0.6 | 2.4 | -1.9 | 3.2 | 7.3 |
| 1975 |
+48.69 | +39.05 | 19.3 | 4.0 | 5.3 | 4.8 | 6.0 | 7.1 | -6.2 | -3.2 | -3.7 | 6.0 | 3.9 | -0.6 |
| 1974 |
-26.34 | -34.43 | 1.9 | 0.2 | -3.1 | -6.4 | -6.3 | -2.9 | -5.5 | -9.5 | -8.0 | 16.3 | -1.8 | -2.6 |
| 1973 |
-24.20 | -30.27 | -6.0 | -5.5 | -2.3 | -6.4 | -4.5 | -3.5 | 8.7 | -2.0 | 10.1 | -1.4 | -14.7 | 2.7 |
| 1972 |
+8.02 | +4.46 | 2.3 | 2.3 | 1.1 | 0.1 | 0.3 | -3.6 | -2.5 | 3.6 | -1.9 | 0.3 | 7.3 | -1.0 |
| 1971 |
+20.84 | +17.02 | 4.9 | 1.7 | 4.4 | 4.3 | -3.4 | 0.8 | -3.3 | 4.2 | 0.1 | -3.3 | 0.5 | 8.9 |
| 1970 |
+1.68 | -3.68 | -7.6 | 5.4 | 0.2 | -9.0 | -6.0 | -4.9 | 7.6 | 4.6 | 3.6 | -1.2 | 5.0 | 5.9 |
| 1969 |
-13.81 | -18.84 | -1.0 | -5.0 | 3.3 | 2.0 | -0.4 | -5.9 | -6.4 | 3.9 | -2.8 | 4.3 | -3.8 | -2.2 |
| 1968 |
+18.27 | +12.94 | -3.5 | -2.2 | 1.9 | 8.8 | 2.1 | 1.7 | -1.0 | 5.9 | 0.5 | 1.5 | 5.3 | -3.2 |
| 1967 |
+26.82 | +23.08 | 8.4 | 0.7 | 4.4 | 4.7 | -4.8 | 2.2 | 5.0 | 2.8 | 0.2 | -2.4 | 0.6 | 3.0 |
| 1966 |
-3.07 | -6.31 | 1.3 | -1.0 | -1.3 | 2.9 | -4.5 | -0.7 | -0.4 | -6.6 | 0.3 | 5.4 | 1.2 | 0.8 |
| 1965 |
+22.12 | +19.81 | 4.4 | 0.9 | -0.4 | 4.4 | 0.2 | -3.7 | 2.3 | 3.1 | 4.0 | 3.5 | 0.1 | 1.7 |
| 1964 |
+15.60 | +14.49 | 2.9 | 1.2 | 1.7 | 0.8 | 1.3 | 1.8 | 2.0 | -1.4 | 3.1 | 1.0 | -0.3 | 0.6 |
| 1963 |
+19.32 | +17.39 | 4.9 | -2.9 | 3.6 | 4.9 | 1.5 | -2.0 | -0.3 | 5.0 | -1.1 | 3.3 | -1.1 | 2.5 |
| 1962 |
-9.88 | -11.07 | -3.6 | 1.8 | -0.4 | -6.1 | -8.5 | -8.1 | 6.6 | 1.7 | -4.7 | 0.7 | 10.5 | 1.6 |
| 1961 |
+26.95 | +26.11 | 6.6 | 3.0 | 2.8 | 0.6 | 2.2 | -2.6 | 3.5 | 2.2 | -1.7 | 3.1 | 4.2 | 0.6 |
| 1960 |
+6.49 | +5.06 | -6.4 | 1.7 | -0.6 | -0.9 | 3.5 | 2.7 | -1.6 | 3.3 | -5.0 | 0.6 | 4.6 | 5.2 |
| 1959 |
+10.60 | +8.72 | 0.5 | 0.1 | 0.2 | 4.1 | 2.1 | -0.2 | 3.7 | -1.4 | -4.4 | 1.3 | 1.5 | 3.0 |
| 1958 |
+50.53 | +47.93 | 5.2 | -1.1 | 4.0 | 4.0 | 2.3 | 3.4 | 5.0 | 1.9 | 5.4 | 3.2 | 2.8 | 5.7 |
| 1957 |
-10.20 | -12.73 | -3.8 | -2.9 | 2.4 | 4.1 | 4.1 | 0.2 | 1.5 | -5.2 | -5.8 | -2.8 | 2.0 | -3.7 |
| 1956 |
+9.49 | +6.32 | -3.1 | 4.0 | 7.5 | 0.3 | -6.0 | 4.4 | 5.6 | -3.2 | -3.9 | 1.1 | -0.6 | 4.0 |
| 1955 |
+18.74 | +18.30 | 1.1 | -0.3 | -1.2 | 3.2 | -0.8 | 8.0 | 5.8 | -1.4 | 0.6 | -3.9 | 7.6 | -0.7 |
| 1954 |
+53.59 | +54.74 | 5.7 | 0.9 | 3.5 | 5.4 | 3.8 | 0.6 | 6.2 | -2.9 | 8.8 | -1.5 | 8.5 | 5.5 |
| 1953 |
+0.73 | -0.01 | -0.1 | -1.2 | -1.8 | -2.0 | 0.4 | -1.0 | 3.2 | -5.1 | 0.8 | 5.7 | 1.5 | 0.8 |
| 1952 |
+12.61 | +11.77 | 1.6 | -3.7 | 4.8 | -4.3 | 2.3 | 4.8 | 1.9 | -1.5 | -2.0 | -0.1 | 4.9 | 3.7 |
| 1951 |
+21.29 | +14.42 | 6.5 | 1.0 | -1.5 | 5.2 | -3.8 | -2.3 | 7.3 | 4.8 | -0.2 | -1.1 | 0.0 | 4.3 |
| 1950 |
+29.26 | +22.03 | 2.2 | 1.5 | 0.9 | 5.0 | 4.4 | -5.4 | 1.4 | 3.8 | 6.1 | 1.0 | 0.4 | 5.2 |
| 1949 |
+23.94 | +26.57 | 1.2 | -2.9 | 4.0 | -1.0 | -2.6 | 0.8 | 7.2 | 2.2 | 3.2 | 3.9 | 1.1 | 5.2 |
| 1948 |
+1.31 | -1.63 | -3.8 | -4.6 | 7.9 | 2.9 | 8.1 | 0.5 | -5.4 | 1.0 | -2.9 | 7.1 | -10.9 | 3.4 |
| 1947 |
-0.47 | -8.55 | 2.2 | -1.5 | -1.7 | -4.0 | -1.0 | 5.4 | 3.7 | -3.0 | -1.5 | 2.3 | -3.0 | 2.2 |
| 1946 |
-6.10 | -20.51 | 7.5 | -6.5 | 5.1 | 4.2 | 2.7 | -3.4 | -2.1 | -6.7 | -9.5 | -0.2 | -0.6 | 4.8 |
| 1945 |
+50.20 | +46.90 | 3.0 | 7.6 | -3.1 | 10.0 | 2.4 | 1.0 | -0.6 | 6.7 | 5.1 | 4.0 | 4.1 | 2.0 |
| 1944 |
+26.37 | +23.53 | 2.5 | 0.7 | 2.7 | -0.3 | 4.9 | 5.9 | -1.2 | 1.7 | 0.6 | 0.9 | 1.2 | 4.2 |
| 1943 |
+34.50 | +30.63 | 8.4 | 6.2 | 6.3 | 1.1 | 5.4 | 2.9 | -4.3 | 2.0 | 3.2 | -0.3 | -6.2 | 6.5 |
| 1942 |
+23.46 | +13.23 | 2.2 | -2.3 | -5.2 | -3.5 | 7.3 | 2.7 | 3.9 | 1.5 | 3.4 | 7.1 | -0.7 | 5.8 |
| 1941 |
-8.34 | -16.62 | -3.9 | -0.6 | 1.2 | -5.5 | 1.2 | 6.2 | 6.3 | 0.0 | -0.1 | -5.8 | -3.2 | -3.5 |
| 1940 |
-9.13 | -9.77 | -3.0 | 1.1 | 1.6 | 0.0 | -23.4 | 8.4 | 3.7 | 3.2 | 1.7 | 4.5 | -3.6 | 0.3 |
| 1939 |
-5.74 | -5.74 | -6.9 | 3.2 | -13.8 | -0.7 | 6.3 | -6.6 | 11.2 | -7.4 | 17.0 | -1.5 | -5.1 | 2.5 |
| 1938 |
+33.63 | +37.44 | 2.1 | 6.8 | -24.5 | 14.8 | -3.7 | 25.4 | 7.7 | -2.3 | 2.1 | 7.9 | -2.9 | 4.1 |
| 1937 |
-37.88 | -39.61 | 4.0 | 1.6 | -0.8 | -8.2 | -0.9 | -5.1 | 10.6 | -5.4 | -14.3 | -10.2 | -10.2 | -5.0 |
| 1936 |
+31.88 | +30.00 | 6.8 | 1.9 | 2.7 | -7.5 | 4.9 | 3.3 | 7.2 | 1.1 | 0.4 | 7.9 | 0.7 | -0.3 |
| 1935 |
+50.16 | +45.81 | -3.5 | -3.4 | -2.5 | 10.3 | 3.8 | 7.2 | 8.8 | 2.7 | 2.8 | 8.0 | 4.3 | 4.2 |
| 1934 |
+4.27 | +2.72 | 11.5 | -2.9 | 0.8 | -1.9 | -7.2 | 2.9 | -10.4 | 6.1 | 0.5 | -2.3 | 8.9 | 0.4 |
| 1933 |
+71.39 | +70.09 | 2.8 | -16.3 | 5.5 | 42.4 | 16.9 | 13.8 | -7.3 | 12.0 | -9.5 | -7.0 | 10.7 | 3.2 |
| 1932 |
-7.43 | +3.17 | -2.2 | 6.1 | -11.2 | -19.6 | -22.4 | 0.2 | 38.2 | 38.0 | -3.1 | -13.4 | -5.1 | 5.8 |
| 1931 |
-50.31 | -45.21 | 4.9 | 11.4 | -7.1 | -9.8 | -14.1 | 14.3 | -7.9 | 0.9 | -31.7 | 8.9 | -10.9 | -16.2 |
| 1930 |
-37.36 | -33.08 | 5.6 | 1.6 | 7.5 | -1.5 | -2.2 | -17.8 | 3.2 | 0.2 | -14.9 | -10.7 | -3.4 | -9.6 |
| 1929 |
-12.66 | -13.17 | 5.7 | -0.6 | -0.3 | 1.6 | -4.4 | 11.4 | 4.6 | 10.0 | -5.0 | -20.4 | -13.8 | 2.7 |
| 1928 |
+36.64 | +38.24 | -0.7 | -2.0 | 10.8 | 3.1 | 1.1 | -4.3 | 1.1 | 7.5 | 2.3 | 1.4 | 12.4 | 0.2 |
| 1927 |
+31.65 | +34.70 | -2.1 | 4.8 | 0.6 | 1.7 | 5.3 | -1.0 | 6.7 | 4.6 | 3.3 | -4.5 | 7.1 | 2.0 |
ETF Returns, up to December 2000, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
