Data Source: from January 1927 to November 2022 (~96 years)
Consolidated Returns as of 30 November 2022
Live Update: Dec 07 2022, 11:59AM Eastern Time
Category: Stocks
ETF: iShares Core S&P Small-Cap (IJR)
ETF • LIVE PERFORMANCE (USD currency)
0.19%
1 Day
Dec 07 2022, 11:59AM Eastern Time
3.26%
Current Month
December 2022

In the last 30 Years, the iShares Core S&P Small-Cap (IJR) ETF obtained a 10.43% compound annual return, with a 18.88% standard deviation.

In 2021, the ETF granted a 1.92% dividend yield. If you are interested in getting periodic income, please refer to the iShares Core S&P Small-Cap (IJR) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Small Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.

The iShares Core S&P Small-Cap (IJR) ETF is part of the following Lazy Portfolios:

Portfolio Name Author IJR Weight
Ultimate Buy&Hold FundAdvice 6.00%
No Brainer Portfolio Bill Bernstein 25.00%
Coffeehouse Bill Schultheis 10.00%
Lifepath Fund iShares 4.15%
Coward's Portfolio Bill Bernstein 5.00%
Ultimate Buy and Hold Strategy Paul Merriman 10.00%
Sandwich Portfolio Bob Clyatt 8.00%
7Twelve Portfolio Craig Israelsen 8.33%
Simple Money Portfolio Tim Maurer 7.50%
Family Taxable Portfolio Ted Aronson 10.00%
Big Rocks Portfolio Larry Swedroe 9.00%
Gone Fishin' Portfolio Alexander Green 15.00%
Paul Boyer Portfolio Paul Boyer 12.50%
Sheltered Sam 100/0 Bill Bernstein 5.00%
Sheltered Sam 90/10 Bill Bernstein 4.50%
Sheltered Sam 80/20 Bill Bernstein 4.00%
Sheltered Sam 70/30 Bill Bernstein 3.50%
Sheltered Sam 60/40 Bill Bernstein 3.00%
Sheltered Sam 50/50 Bill Bernstein 2.50%
Sheltered Sam 40/60 Bill Bernstein 2.00%
Sheltered Sam 30/70 Bill Bernstein 1.50%
Sheltered Sam 20/80 Bill Bernstein 1.00%
Sheltered Sam 10/90 Bill Bernstein 0.50%
Eliminate Fat Tails Larry Swedroe 15.00%
Gretchen Tai Portfolio Gretchen Tai 3.00%

Historical Returns as of Nov 30, 2022

Historical returns and Metrics of iShares Core S&P Small-Cap (IJR) 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 2000, are retrieved using the historical series of equivalent ETFs / Assets.
ISHARES CORE S&P SMALL-CAP (IJR) ETF
Portfolio Metrics
Data Source: 1 January 1927 - 30 November 2022 (~96 years)
Swipe left to see all data
Metrics as of Nov 30, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~96Y)
Portfolio
Return (%)
4.00 5.32 1.38 -6.15 9.23 7.18 11.90 10.75 10.43 11.50
US Inflation (%) 0.00 0.62 1.96 7.22 5.03 3.85 2.61 2.52 2.50 2.99
Infl. Adjusted
Return (%)
4.00 4.67 -0.56 -12.47 4.00 3.20 9.05 8.03 7.74 8.27
Waiting for updates, inflation of Nov 2022 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 24.32 25.77 23.23 18.94 19.03 18.88 20.90
Sharpe Ratio -0.30 0.34 0.26 0.60 0.51 0.44 0.36
Sortino Ratio -0.43 0.45 0.35 0.79 0.67 0.58 0.49
MAXIMUM DRAWDOWN
Drawdown Depth (%) -23.11 -32.77 -36.12 -36.12 -51.79 -51.79 -87.45
Start (yyyy mm) 2022 01 2020 01 2018 09 2018 09 2007 06 2007 06 1929 09
Bottom (yyyy mm) 2022 09 2020 03 2020 03 2020 03 2009 02 2009 02 1932 05
Start to Bottom (# months) 9 3 19 19 21 21 33
Start to Recovery (# months) in progress
> 11
11
28
28
45
45
90
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 205.32 59.23 48.14 26.24 19.44 17.54
Worst Return (%) -68.02 -47.61 -23.60 -4.27 4.32 9.12
% Positive Periods 73% 85% 90% 98% 100% 100%
MONTHS
Positive 1 2 3 7 24 40 80 155 229 718
Negative 0 1 3 5 12 20 40 85 131 433
% Positive 100% 67% 50% 58% 67% 67% 67% 65% 64% 62%
WITHDRAWAL RATES (WR)
Safe WR (%) 38.42 21.62 17.12 10.22 8.95 6.46
Perpetual WR (%) 3.84 3.10 8.30 7.43 7.18 7.64
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 Nov 30, 2022

Monthly correlations of iShares Core S&P Small-Cap (IJR) 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 CORE S&P SMALL-CAP (IJR) ETF
Monthly correlations as of 30 November 2022
Swipe left to see all data
Correlation vs IJR
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.96
0.92
0.90
0.88
0.88
US Large Cap
SPY
0.95
0.89
0.86
0.82
0.81
US REITs
VNQ
0.81
0.77
0.64
0.64
0.63
US Technology
QQQ
0.88
0.79
0.72
0.73
0.73
Preferred Stocks
PFF
0.68
0.72
0.61
0.41
0.41
EAFE Stocks
EFA
0.83
0.85
0.76
0.73
0.72
World All Countries
VT
0.92
0.92
0.86
0.82
0.81
Emerging Markets
EEM
0.47
0.71
0.60
0.69
0.68
Europe
VGK
0.84
0.84
0.74
0.74
0.73
Pacific
VPL
0.81
0.84
0.73
0.62
0.60
Latin America
FLLA
0.61
0.59
0.49
0.62
0.62
US Total Bond Market
BND
0.68
0.28
0.15
0.04
0.03
Long Term Treasuries
TLT
0.45
-0.17
-0.23
-0.23
-0.23
US Cash
BIL
0.05
-0.25
-0.20
-0.05
-0.05
TIPS
TIP
0.86
0.45
0.28
0.10
0.10
Invest. Grade Bonds
LQD
0.74
0.50
0.38
0.22
0.22
High Yield Bonds
HYG
0.91
0.82
0.74
0.66
0.65
International Bonds
BNDX
0.77
0.33
0.22
0.10
0.10
Emerg. Market Bonds
EMB
0.69
0.62
0.49
0.50
0.50
Gold
GLD
0.27
0.05
-0.04
0.05
0.06
Commodities
DBC
0.32
0.61
0.49
0.37
0.37

Capital Growth as of Nov 30, 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 Core S&P Small-Cap (IJR) ETF: Dividend Yield page.

An investment of 1000$, since December 1992, now would be worth 19623.89$, with a total return of 1862.39% (10.43% annualized).

The Inflation Adjusted Capital now would be 9350.61$, with a net total return of 835.06% (7.74% annualized).
An investment of 1000$, since January 1927, now would be worth 34361069.52$, with a total return of 3436006.95% (11.50% annualized).

The Inflation Adjusted Capital now would be 2040826.98$, with a net total return of 203982.70% (8.27% annualized).

Drawdowns

Worst drawdowns since December 1992.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-51.79% Jun 2007 Feb 2009 21 Feb 2011 24 45
-36.12% Sep 2018 Mar 2020 19 Dec 2020 9 28
-29.82% May 1998 Aug 1998 4 Dec 1999 16 20
-27.50% May 2002 Feb 2003 10 Oct 2003 8 18
-24.76% Mar 2000 Sep 2001 19 Apr 2002 7 26
-23.11% Jan 2022 Sep 2022 9 in progress 2 11
-22.06% May 2011 Sep 2011 5 Mar 2012 6 11
-11.92% Jun 1996 Jul 1996 2 Dec 1996 5 7
-11.66% Jul 2015 Jan 2016 7 Jun 2016 5 12
-8.62% Feb 1994 Jun 1994 5 Mar 1995 9 14
-8.26% May 2006 Jul 2006 3 Nov 2006 4 7
-7.97% Mar 2005 Apr 2005 2 Jun 2005 2 4
-7.54% Apr 2012 May 2012 2 Sep 2012 4 6
-7.09% Feb 1997 Mar 1997 2 May 1997 2 4
-6.68% Jul 2014 Sep 2014 3 Dec 2014 3 6
-6.45% Jul 2004 Aug 2004 2 Oct 2004 2 4
-4.93% Oct 1997 Nov 1997 2 Feb 1998 3 5
-4.45% Aug 2005 Oct 2005 3 Nov 2005 1 4
-4.41% Oct 2016 Oct 2016 1 Nov 2016 1 2
-4.34% Oct 1995 Oct 1995 1 Dec 1995 2 3

Worst drawdowns since January 1927.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-87.45% Sep 1929 May 1932 33 Feb 1937 57 90
-55.01% Mar 1937 Mar 1938 13 May 1943 62 75
-54.15% Dec 1968 Sep 1974 70 Dec 1976 27 97
-51.79% Jun 2007 Feb 2009 21 Feb 2011 24 45
-36.12% Sep 2018 Mar 2020 19 Dec 2020 9 28
-33.84% Sep 1987 Nov 1987 3 Apr 1989 17 20
-30.61% Oct 1989 Oct 1990 13 Mar 1991 5 18
-29.82% May 1998 Aug 1998 4 Dec 1999 16 20
-27.50% May 2002 Feb 2003 10 Oct 2003 8 18
-24.76% Mar 2000 Sep 2001 19 Apr 2002 7 26
-24.47% Jan 1962 Jun 1962 6 Dec 1963 18 24
-24.21% Jun 1946 Feb 1948 21 Jan 1950 23 44
-23.11% Jan 2022 Sep 2022 9 in progress 2 11
-22.06% May 2011 Sep 2011 5 Mar 2012 6 11
-20.35% Sep 1978 Oct 1978 2 Apr 1979 6 8
-18.74% Jul 1983 Jul 1984 13 Jan 1985 6 19
-18.57% Feb 1980 Mar 1980 2 Jul 1980 4 6
-17.67% Jun 1981 Jul 1982 14 Oct 1982 3 17
-16.14% Aug 1957 Dec 1957 5 Jun 1958 6 11
-13.25% Feb 1966 Sep 1966 8 Jan 1967 4 12

Rolling Returns ( more details)

iShares Core S&P Small-Cap (IJR) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
14.47 205.32
Jul 1932 - Jun 1933
-68.02
Jul 1931 - Jun 1932
26.58%
2 Years
12.87 87.79
Jul 1932 - Jun 1934
-57.27
Jun 1930 - May 1932
17.91%
3 Years
12.13 59.23
Jul 1932 - Jun 1935
-47.61
Jul 1929 - Jun 1932
14.52%
5 Years
12.02 48.14
Jun 1932 - May 1937
-23.60
Jun 1927 - May 1932
9.52%
7 Years
12.24 29.58
Jan 1975 - Dec 1981
-6.64
Jan 1968 - Dec 1974
5.24%
10 Years
12.31 26.24
Oct 1974 - Sep 1984
-4.27
Sep 1929 - Aug 1939
1.94%
15 Years
12.45 22.73
Oct 1974 - Sep 1989
1.34
Oct 1927 - Sep 1942
0.00%
20 Years
12.66 19.44
Oct 1974 - Sep 1994
4.32
Sep 1929 - Aug 1949
0.00%
30 Years
12.88 17.54
Jun 1932 - May 1962
9.12
Jan 1928 - Dec 1957
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 Small-Cap (IJR) ETF: Rolling Returns page.

Seasonality

iShares Core S&P Small-Cap (IJR) 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
1.62
60%
0.01
60%
-4.00
60%
2.37
80%
1.23
80%
0.77
80%
3.25
80%
0.34
60%
-3.32
20%
1.98
80%
4.88
80%
0.61
60%
 Capital Growth on monthly avg returns
100
101.62
101.63
97.57
99.88
101.10
101.88
105.18
105.54
102.04
104.06
109.14
109.80
Best 10.6
2019
7.7
2021
3.5
2021
12.9
2020
6.5
2018
7.3
2019
9.9
2022
4.8
2018
3.4
2019
12.3
2022
18.2
2020
8.2
2020
Worst -7.2
2022
-9.6
2020
-22.6
2020
-7.8
2022
-8.7
2019
-8.5
2022
-2.4
2021
-4.6
2019
-9.8
2022
-10.5
2018
-2.4
2021
-12.2
2018
Monthly Seasonality over the period Dec 2017 - Nov 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
-0.01
40%
1.46
80%
-0.55
70%
0.87
60%
1.16
80%
1.32
80%
2.27
70%
-0.26
50%
-1.07
40%
2.29
80%
4.74
80%
0.91
70%
 Capital Growth on monthly avg returns
100
99.99
101.45
100.89
101.77
102.95
104.31
106.67
106.39
105.25
107.66
112.77
113.79
Best 10.6
2019
7.7
2021
8.2
2016
12.9
2020
6.5
2018
7.3
2019
9.9
2022
4.8
2018
7.8
2017
12.3
2022
18.2
2020
8.2
2020
Worst -7.2
2022
-9.6
2020
-22.6
2020
-7.8
2022
-8.7
2019
-8.5
2022
-5.6
2014
-5.2
2015
-9.8
2022
-10.5
2018
-2.4
2021
-12.2
2018
Monthly Seasonality over the period Dec 2012 - Nov 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
2.00
63%
0.89
59%
0.93
67%
1.65
65%
0.44
60%
1.29
64%
1.77
60%
1.16
60%
-0.65
52%
0.12
56%
1.50
66%
2.06
77%
 Capital Growth on monthly avg returns
100
102.00
102.91
103.87
105.58
106.04
107.41
109.30
110.57
109.85
109.98
111.63
113.93
Best 24.8
1975
16.5
2000
11.0
1928
41.6
1933
17.5
1933
25.3
1938
37.9
1932
37.7
1932
16.9
1939
14.9
2011
18.2
2020
11.5
1999
Worst -11.7
2009
-13.2
1933
-23.9
1938
-19.2
1932
-22.7
1940
-17.4
1930
-14.0
2002
-19.3
1998
-30.5
1931
-29.0
1987
-18.2
1973
-14.8
1931
Monthly Seasonality over the period Jan 1927 - Nov 2022

Monthly/Yearly Returns

iShares Core S&P Small-Cap (IJR) 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 - Nov 2022
718 Positive Months (62%) - 433 Negative Months (38%)
MONTHLY RETURNS TABLE
Jan 1927 - Nov 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
-10.19 -15.98 -7.2 1.4 0.3 -7.8 1.9 -8.5 9.9 -4.3 -9.8 12.3 4.0
2021
+26.60 +18.27 6.2 7.7 3.5 1.9 2.1 0.3 -2.4 1.9 -2.4 3.5 -2.4 4.5
2020
+11.28 +9.78 -4.0 -9.6 -22.6 12.9 4.4 3.6 4.3 3.9 -4.6 2.5 18.2 8.2
2019
+22.82 +20.08 10.6 4.3 -3.3 3.9 -8.7 7.3 1.2 -4.6 3.4 2.0 3.0 3.0
2018
-8.49 -10.21 2.5 -3.8 2.0 1.1 6.5 1.0 3.2 4.8 -3.1 -10.5 1.6 -12.2
2017
+13.15 +10.81 -0.6 1.6 -0.1 0.9 -2.1 2.9 1.0 -2.5 7.8 0.9 3.5 -0.5
2016
+26.61 +24.04 -6.2 1.1 8.2 1.2 1.6 0.7 5.0 1.4 0.6 -4.4 12.5 3.4
2015
-2.07 -2.78 -3.6 6.0 1.6 -2.3 1.5 1.1 -0.8 -5.2 -3.5 6.1 2.7 -4.7
2014
+5.85 +5.05 -3.7 4.4 0.7 -2.7 0.2 4.8 -5.6 4.3 -5.2 6.9 -0.2 2.9
2013
+41.32 +39.23 5.8 1.4 4.2 -0.2 4.3 -0.1 6.9 -2.3 6.2 3.6 4.5 1.4
2012
+16.29 +14.30 6.6 2.2 2.9 -1.4 -6.3 4.2 -0.8 3.9 2.3 -2.3 1.3 3.1
2011
+0.79 -2.11 0.1 4.4 2.9 2.6 -0.9 -1.8 -3.2 -7.8 -10.3 14.9 0.6 1.3
2010
+26.60 +24.74 -3.1 4.1 8.0 5.8 -7.2 -7.1 6.4 -7.6 11.2 4.2 3.8 7.6
2009
+25.88 +22.55 -11.7 -11.8 6.6 18.1 1.9 1.8 9.7 2.4 5.1 -5.6 2.6 8.2
2008
-31.52 -31.58 -5.4 -2.4 -0.1 4.4 4.2 -7.5 1.9 4.3 -6.7 -19.8 -11.9 5.1
2007
-0.47 -4.38 2.0 -0.6 1.7 2.3 4.4 -1.6 -5.1 1.9 1.6 1.7 -7.1 -1.0
2006
+15.09 +12.23 8.2 -0.5 5.0 0.1 -4.5 -0.2 -3.7 1.8 0.9 5.1 2.6 0.0
2005
+7.53 +3.98 -2.2 2.8 -2.5 -5.6 6.5 3.5 6.1 -1.6 0.7 -3.6 5.2 -1.1
2004
+22.41 +18.55 3.0 1.8 1.5 -3.9 2.2 5.5 -5.5 -1.0 5.0 2.1 8.8 1.8
2003
+38.50 +35.95 -3.1 -3.5 0.5 8.6 7.7 2.7 5.0 5.0 -2.7 8.6 3.9 1.4
2002
-14.31 -16.30 1.5 -2.1 7.8 3.2 -4.3 -5.2 -14.0 0.6 -5.8 2.9 5.4 -3.3
2001
+6.43 +4.80 4.8 -5.9 -4.6 7.9 2.0 2.2 -0.7 -1.8 -14.1 5.7 6.6 6.7
2000
-2.67 -5.85 -1.7 16.5 -6.7 -6.0 -5.8 9.3 -3.4 7.6 -3.0 -4.3 -10.3 8.6
1999
+23.13 +19.91 1.2 -8.1 1.5 8.9 1.7 5.8 -2.2 -3.8 -0.1 0.4 6.0 11.5
1998
-2.61 -4.16 -1.6 7.5 4.1 0.5 -5.4 -0.2 -8.0 -19.3 7.5 4.2 5.3 6.2
1997
+24.59 +22.50 2.3 -2.5 -4.7 0.4 11.1 5.2 5.4 2.2 7.3 -4.4 -0.5 1.7
1996
+18.12 +14.32 0.2 3.4 1.9 5.6 3.9 -3.8 -8.4 5.9 3.8 -1.4 4.4 2.4
1995
+28.74 +25.55 -1.0 3.6 2.1 2.2 1.9 5.0 5.8 2.1 1.7 -4.3 3.9 2.8
1994
-0.51 -3.10 3.6 -0.4 -5.1 0.7 -0.8 -3.3 1.8 5.5 -0.3 -0.4 -3.9 2.6
1993
+18.70 +15.53 3.8 -1.8 3.1 -2.8 4.3 0.3 0.9 4.2 2.8 2.7 -2.9 3.3
1992
+18.20 +14.87 8.0 3.5 -3.4 -3.0 1.2 -4.8 3.6 -2.4 1.7 3.2 7.0 3.4
1991
+45.26 +40.94 8.6 11.4 6.9 -0.4 4.4 -5.5 3.8 4.1 0.4 2.7 -4.9 8.0
1990
-18.13 -22.84 -8.3 2.0 4.8 -3.4 7.1 0.3 -4.3 -12.9 -8.8 -6.0 7.8 4.5
1989
+19.41 +14.11 4.6 0.7 2.6 4.5 4.4 -1.7 4.4 3.0 0.3 -5.5 1.0 0.2
1988
+23.78 +18.54 3.8 8.3 3.1 1.7 -1.4 7.2 -1.4 -2.5 2.9 -0.3 -2.8 3.8
1987
-6.42 -10.40 11.6 7.2 2.0 -2.9 0.1 2.8 3.5 3.5 -2.1 -29.0 -4.8 8.5
1986
+9.77 +8.58 1.7 7.5 5.1 1.6 4.4 0.9 -9.0 3.9 -6.4 3.6 0.0 -2.6
1985
+33.70 +28.81 11.8 2.3 -1.6 -0.5 4.2 2.3 2.3 -0.9 -5.4 3.8 7.5 4.5
1984
-4.26 -7.89 -1.8 -5.7 1.0 -0.5 -5.4 3.0 -4.2 11.8 -0.4 -1.1 -2.1 2.1
1983
+31.64 +26.83 6.8 5.7 4.5 7.8 6.1 4.4 -2.4 -3.0 2.0 -6.1 4.7 -1.5
1982
+29.27 +24.50 -3.5 -4.3 -0.7 5.8 -2.6 -2.4 -1.5 9.2 4.0 14.1 8.9 0.9
1981
+4.36 -4.18 -0.8 1.2 7.6 3.1 3.3 -1.8 -2.3 -7.2 -7.4 8.1 3.4 -1.6
1980
+35.78 +20.67 7.0 -2.4 -16.6 6.6 8.3 4.7 10.3 5.3 3.2 3.2 7.2 -2.7
1979
+41.02 +24.47 8.3 -2.7 9.8 2.2 -1.4 5.8 3.3 7.9 -0.4 -10.1 8.4 5.7
1978
+17.74 +8.00 -3.6 1.8 6.3 8.0 5.7 0.1 5.9 8.0 -1.2 -19.4 6.1 2.3
1977
+15.67 +8.41 1.0 -1.4 0.4 1.7 0.0 6.8 -0.3 -0.5 1.0 -2.6 7.6 1.5
1976
+45.33 +38.59 17.8 6.9 1.4 -1.1 -1.9 4.7 0.0 -1.7 2.9 -1.9 3.9 8.7
1975
+55.13 +45.07 24.8 4.4 6.5 4.5 7.2 6.3 -3.9 -4.4 -3.8 3.5 3.1 -0.4
1974
-27.59 -35.54 7.1 0.1 -1.4 -5.7 -7.6 -3.0 -4.2 -8.8 -8.7 12.2 -4.0 -5.6
1973
-32.85 -38.23 -6.4 -7.8 -2.9 -7.4 -7.2 -3.5 11.0 -3.2 10.5 -0.4 -18.2 -0.1
1972
+8.66 +5.08 6.1 3.6 0.9 0.7 -0.5 -2.6 -2.8 2.0 -2.6 -0.6 5.8 -1.0
1971
+21.88 +18.02 5.0 1.8 4.5 4.4 -3.3 0.9 -3.2 4.3 0.1 -3.2 0.6 8.9
1970
-6.60 -11.53 -8.2 4.7 -0.5 -9.9 -7.0 -6.0 7.1 4.1 3.0 -2.1 4.5 5.6
1969
-20.69 -25.32 -1.6 -5.6 2.7 1.4 -1.0 -6.7 -7.3 3.4 -3.6 3.9 -4.7 -3.0
1968
+29.61 +23.77 -2.6 -1.2 2.8 9.5 2.9 2.5 -0.1 6.4 1.3 2.1 5.7 -2.3
1967
+54.91 +50.34 10.7 2.8 6.3 6.3 -2.6 3.9 6.2 4.1 1.8 -0.5 2.1 4.1
1966
-6.45 -9.58 1.0 -1.2 -1.6 2.6 -4.8 -1.0 -0.7 -7.0 0.0 5.3 0.9 0.5
1965
+30.59 +28.12 5.1 1.5 0.3 4.9 0.9 -3.0 2.9 3.6 4.4 3.9 0.6 2.2
1964
+18.59 +17.45 3.1 1.4 1.9 1.0 1.6 2.0 2.2 -1.2 3.2 1.2 -0.1 0.8
1963
+16.37 +14.49 4.7 -3.1 3.4 4.7 1.3 -2.3 -0.6 4.8 -1.4 3.2 -1.3 2.4
1962
-13.22 -14.36 -3.9 1.5 -0.7 -6.4 -8.9 -8.5 6.4 1.4 -5.2 0.3 10.5 1.3
1961
+29.28 +28.42 6.8 3.1 3.0 0.8 2.3 -2.4 3.7 2.4 -1.5 3.2 4.3 0.7
1960
-0.65 -1.99 -7.0 1.1 -1.2 -1.6 2.9 2.2 -2.3 2.8 -5.9 0.0 4.3 4.9
1959
+18.55 +16.53 1.2 0.8 0.9 4.6 2.6 0.4 4.1 -0.7 -3.7 1.8 2.0 3.3
1958
+58.84 +56.09 5.9 -0.5 4.6 4.6 2.9 3.9 5.4 2.4 5.7 3.5 3.2 5.8
1957
-13.09 -15.54 -4.1 -3.2 2.1 3.9 3.9 0.0 1.3 -5.6 -6.2 -3.1 1.8 -4.1
1956
+8.67 +5.52 -3.1 4.0 7.4 0.3 -6.1 4.4 5.6 -3.3 -4.0 1.0 -0.6 3.9
1955
+20.93 +20.47 1.3 -0.1 -1.0 3.3 -0.6 8.1 6.0 -1.2 0.8 -3.7 7.7 -0.5
1954
+55.26 +56.42 5.9 1.0 3.7 5.5 3.9 0.7 6.2 -2.8 8.8 -1.4 8.5 5.5
1953
-1.56 -2.29 -0.3 -1.4 -2.0 -2.2 0.2 -1.2 3.0 -5.4 0.6 5.6 1.3 0.7
1952
+11.33 +10.50 1.5 -3.8 4.7 -4.4 2.3 4.7 1.8 -1.6 -2.1 -0.2 4.9 3.7
1951
+14.92 +8.42 6.0 0.5 -2.0 4.8 -4.3 -2.8 7.0 4.5 -0.7 -1.6 -0.5 4.0
1950
+35.80 +28.20 2.8 2.0 1.4 5.4 4.8 -4.8 1.8 4.2 6.4 1.4 0.8 5.4
1949
+21.36 +23.93 1.0 -3.2 3.8 -1.3 -2.9 0.6 7.1 2.0 3.1 3.7 0.9 5.1
1948
-2.82 -5.64 -4.2 -5.0 7.6 2.5 7.8 0.2 -5.8 0.7 -3.3 7.0 -11.6 3.2
1947
+1.57 -6.67 2.4 -1.4 -1.6 -3.8 -0.8 5.5 3.9 -2.8 -1.3 2.4 -2.8 2.4
1946
-8.06 -22.17 7.3 -6.6 5.0 4.1 2.6 -3.6 -2.2 -7.0 -9.8 -0.4 -0.8 4.7
1945
+61.25 +57.71 3.9 8.4 -2.3 10.6 3.1 1.7 0.1 7.1 5.5 4.4 4.5 2.4
1944
+35.67 +32.62 3.3 1.5 3.4 0.5 5.5 6.4 -0.5 2.3 1.2 1.4 1.8 4.5
1943
+44.27 +40.12 9.2 6.9 6.9 1.7 5.9 3.4 -3.6 2.5 3.7 0.3 -5.3 6.7
1942
+20.90 +10.88 2.0 -2.6 -5.4 -3.7 7.1 2.5 3.7 1.3 3.3 7.0 -0.9 5.7
1941
-9.05 -17.26 -4.0 -0.7 1.2 -5.6 1.1 6.2 6.2 -0.1 -0.2 -5.9 -3.3 -3.6
1940
-5.16 -5.83 -2.7 1.5 1.9 0.3 -22.7 8.6 4.0 3.5 2.0 4.7 -3.1 0.6
1939
-3.19 -3.19 -6.7 3.4 -13.5 -0.4 6.5 -6.3 11.3 -7.0 16.9 -1.3 -4.8 2.7
1938
+38.92 +42.89 2.5 7.2 -23.9 15.1 -3.2 25.3 7.9 -1.9 2.3 8.0 -2.5 4.3
1937
-43.71 -45.27 3.5 1.2 -1.3 -8.7 -1.4 -5.8 10.4 -6.1 -15.4 -11.4 -11.7 -6.3
1936
+42.44 +40.41 7.7 2.7 3.5 -6.6 5.5 4.0 7.6 1.7 1.1 8.1 1.2 0.3
1935
+43.99 +39.82 -4.1 -4.0 -3.1 9.9 3.4 6.9 8.6 2.3 2.5 7.9 4.0 4.0
1934
+12.04 +10.37 12.1 -2.3 1.4 -1.3 -6.5 3.4 -9.4 6.5 1.1 -1.5 9.0 0.9
1933
+105.96 +104.40 5.6 -13.2 8.3 41.6 17.5 14.4 -5.1 12.3 -7.0 -4.5 10.5 4.1
1932
-5.32 +5.52 -2.0 6.2 -11.0 -19.2 -22.0 0.5 37.9 37.7 -2.9 -13.0 -4.9 5.8
1931
-46.59 -41.11 5.2 11.7 -6.8 -9.5 -13.6 14.4 -7.4 1.3 -30.5 9.0 -9.9 -14.8
1930
-34.20 -29.70 5.9 1.8 7.7 -1.3 -2.0 -17.4 3.4 0.4 -14.3 -10.1 -2.9 -8.8
1929
-25.32 -25.75 4.6 -1.6 -1.3 0.6 -5.6 10.9 3.9 9.7 -6.2 -23.0 -16.6 1.6
1928
+40.14 +41.78 -0.4 -1.7 11.0 3.4 1.4 -4.0 1.4 7.7 2.5 1.6 12.4 0.4
1927
+36.47 +39.63 -1.7 5.2 1.0 2.1 5.6 -0.6 6.9 4.8 3.6 -4.0 7.2 2.2

ETF Returns, up to December 2000, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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