Data Source: from January 1982 to December 2022 (~41 years)
Consolidated Returns as of 31 December 2022
Live Update: Jan 27 2023
ETF: iShares Edge MSCI USA Momentum Fctr (MTUM)
ETF • LIVE PERFORMANCE (USD currency)
1.18%
1 Day
Jan 27 2023
0.95%
Current Month
January 2023
In the last 30 Years, the iShares Edge MSCI USA Momentum Fctr (MTUM) ETF obtained a 12.26% compound annual return, with a 15.09% 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 Edge MSCI USA Momentum Fctr (MTUM) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Large Cap
- Style: Growth
- Region: North America
- Country: U.S.
The iShares Edge MSCI USA Momentum Fctr (MTUM) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | MTUM Weight |
|---|---|---|
| Robust | Alpha Architect | 30.00% |
| US Stocks Momentum | 100.00% | |
| Stocks/Bonds 60/40 Momentum | 60.00% | |
| Stocks/Bonds 40/60 Momentum | 40.00% | |
| Stocks/Bonds 80/20 Momentum | 80.00% | |
| Stocks/Bonds 20/80 Momentum | 20.00% |
Historical Returns as of Dec 31, 2022
Historical returns and Metrics of iShares Edge MSCI USA Momentum Fctr (MTUM) ETF.
Returns and metrics are calculated based on monthly returns, assuming:
ETF Returns, up to December 2013, 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 2013, are retrieved using the historical series of equivalent ETFs / Assets.
ISHARES EDGE MSCI USA MOMENTUM FCTR (MTUM) ETF
Portfolio Metrics
Data Source: 1 January 1982 - 31 December 2022 (~41 years)
Swipe left to see all data
| Metrics as of Dec 31, 2022 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~41Y) |
|
| Portfolio Return (%) |
-3.93 | 11.88 | 8.46 | -18.26 | 6.36 | 8.53 | 13.83 | 11.16 | 12.26 | 13.49 |
| US Inflation (%) | -0.31 | 0.00 | 0.16 | 6.45 | 4.92 | 3.78 | 2.60 | 2.51 | 2.49 | 2.84 |
| Infl. Adjusted Return (%) |
-3.63 | 11.88 | 8.28 | -23.21 | 1.37 | 4.58 | 10.95 | 8.44 | 9.54 | 10.35 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 23.23 | 21.67 | 18.96 | 15.10 | 15.02 | 15.09 | 15.35 | |||
| Sharpe Ratio | -0.85 | 0.27 | 0.39 | 0.88 | 0.67 | 0.67 | 0.62 | |||
| Sortino Ratio | -1.28 | 0.37 | 0.54 | 1.18 | 0.88 | 0.88 | 0.82 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -26.94 | -30.16 | -30.16 | -30.16 | -53.85 | -53.85 | -53.85 | |||
| Start (yyyy mm) | 2022 01 | 2021 11 | 2021 11 | 2021 11 | 2007 11 | 2007 11 | 2007 11 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Start to Bottom (# months) | 9 | 11 | 11 | 11 | 16 | 16 | 16 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 14
|
> 14
|
> 14
|
63
|
63
|
63
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 59.99 | 42.50 | 39.50 | 24.93 | 17.82 | 14.18 | ||||
| Worst Return (%) | -47.72 | -15.43 | -3.82 | -0.39 | 6.83 | 12.00 | ||||
| % Positive Periods | 82% | 87% | 95% | 99% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 2 | 3 | 4 | 18 | 35 | 74 | 152 | 228 | 314 |
| Negative | 1 | 1 | 3 | 8 | 18 | 25 | 46 | 88 | 132 | 178 |
| % Positive | 0% | 67% | 50% | 33% | 50% | 58% | 62% | 63% | 63% | 64% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 40.91 | 25.91 | 21.10 | 10.86 | 13.06 | 13.56 | ||||
| Perpetual WR (%) | 1.36 | 4.38 | 9.87 | 7.78 | 8.71 | 9.38 | ||||
- 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 Edge MSCI USA Momentum Fctr (MTUM) 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 EDGE MSCI USA MOMENTUM FCTR (MTUM) ETF
Monthly correlations as of 31 December 2022
Swipe left to see all data
| Correlation vs MTUM | ||||||
|---|---|---|---|---|---|---|
|
|
||||||
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
US Total Stock Market VTI |
0.92
|
0.92
|
0.91
|
0.95
|
0.95
|
|
|
US Large Cap SPY |
0.91
|
0.91
|
0.90
|
0.96
|
0.96
|
|
|
US Small Cap IJR |
0.89
|
0.81
|
0.75
|
0.77
|
0.77
|
|
|
US REITs VNQ |
0.76
|
0.70
|
0.63
|
0.56
|
0.56
|
|
|
US Technology QQQ |
0.87
|
0.91
|
0.90
|
0.82
|
0.82
|
|
|
Preferred Stocks PFF |
0.60
|
0.68
|
0.65
|
0.43
|
0.43
|
|
|
EAFE Stocks EFA |
0.75
|
0.78
|
0.77
|
0.78
|
0.77
|
|
|
World All Countries VT |
0.87
|
0.89
|
0.87
|
0.91
|
0.90
|
|
|
Emerging Markets EEM |
0.38
|
0.61
|
0.58
|
0.68
|
0.67
|
|
|
Europe VGK |
0.75
|
0.78
|
0.76
|
0.80
|
0.79
|
|
|
Pacific VPL |
0.69
|
0.74
|
0.71
|
0.65
|
0.63
|
|
|
Latin America FLLA |
0.64
|
0.47
|
0.43
|
0.59
|
0.59
|
|
|
US Total Bond Market BND |
0.51
|
0.40
|
0.34
|
0.16
|
0.16
|
|
|
Long Term Treasuries TLT |
0.35
|
0.08
|
0.05
|
-0.10
|
-0.10
|
|
|
US Cash BIL |
0.21
|
-0.13
|
-0.12
|
0.02
|
0.02
|
|
|
TIPS TIP |
0.60
|
0.54
|
0.42
|
0.21
|
0.21
|
|
|
Invest. Grade Bonds LQD |
0.61
|
0.57
|
0.51
|
0.31
|
0.31
|
|
|
High Yield Bonds HYG |
0.75
|
0.72
|
0.68
|
0.63
|
0.63
|
|
|
International Bonds BNDX |
0.61
|
0.40
|
0.36
|
0.14
|
0.14
|
|
|
Emerg. Market Bonds EMB |
0.63
|
0.64
|
0.58
|
0.53
|
0.53
|
|
|
Gold GLD |
0.16
|
0.20
|
0.10
|
0.05
|
0.05
|
|
|
Commodities DBC |
0.16
|
0.44
|
0.34
|
0.31
|
0.31
|
|
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 Edge MSCI USA Momentum Fctr (MTUM) ETF: Dividend Yield page.
An investment of 1000$, since January 1993,
now would be worth 32144.45$, with a total return of 3114.45% (12.26% annualized).
The Inflation Adjusted Capital now would be 15368.41$, with a net total return of 1436.84% (9.54% annualized).
The Inflation Adjusted Capital now would be 15368.41$, with a net total return of 1436.84% (9.54% annualized).
An investment of 1000$, since January 1982,
now would be worth 179103.49$, with a total return of 17810.35% (13.49% annualized).
The Inflation Adjusted Capital now would be 56724.73$, with a net total return of 5572.47% (10.35% annualized).
The Inflation Adjusted Capital now would be 56724.73$, with a net total return of 5572.47% (10.35% annualized).
Readings that may interest you
Drawdowns
Worst drawdowns since January 1993.
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Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -53.85% | Nov 2007 | Feb 2009 | 16 | Jan 2013 | 47 | 63 |
| -43.19% | Sep 2000 | Sep 2002 | 25 | Jul 2005 | 34 | 59 |
| -30.16% | Nov 2021 | Sep 2022 | 11 | in progress | 3 | 14 |
| -17.90% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
| -15.44% | Oct 2018 | Dec 2018 | 3 | Jun 2019 | 6 | 9 |
| -11.51% | Aug 1998 | Aug 1998 | 1 | Oct 1998 | 2 | 3 |
| -7.82% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
| -7.78% | Aug 2015 | Sep 2015 | 2 | May 2016 | 8 | 10 |
| -7.23% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 |
| -6.40% | Jan 2000 | Feb 2000 | 2 | Mar 2000 | 1 | 3 |
| -5.01% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
| -4.89% | Aug 1997 | Aug 1997 | 1 | Nov 1997 | 3 | 4 |
| -4.85% | Feb 2018 | Mar 2018 | 2 | Jul 2018 | 4 | 6 |
| -4.38% | Mar 2014 | Apr 2014 | 2 | Jun 2014 | 2 | 4 |
| -4.13% | Mar 1997 | Mar 1997 | 1 | Apr 1997 | 1 | 2 |
| -3.81% | Jul 1996 | Jul 1996 | 1 | Sep 1996 | 2 | 3 |
| -3.64% | May 2006 | Jun 2006 | 2 | Sep 2006 | 3 | 5 |
| -3.50% | Aug 2016 | Nov 2016 | 4 | Jan 2017 | 2 | 6 |
| -3.47% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
| -2.81% | Aug 2013 | Aug 2013 | 1 | Sep 2013 | 1 | 2 |
Worst drawdowns since January 1982.
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Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -53.85% | Nov 2007 | Feb 2009 | 16 | Jan 2013 | 47 | 63 |
| -43.19% | Sep 2000 | Sep 2002 | 25 | Jul 2005 | 34 | 59 |
| -30.55% | Sep 1987 | Nov 1987 | 3 | Jul 1989 | 20 | 23 |
| -30.16% | Nov 2021 | Sep 2022 | 11 | in progress | 3 | 14 |
| -17.90% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
| -15.44% | Oct 2018 | Dec 2018 | 3 | Jun 2019 | 6 | 9 |
| -12.56% | Jun 1990 | Sep 1990 | 4 | Jan 1991 | 4 | 8 |
| -12.00% | Jul 1983 | Jul 1984 | 13 | Jan 1985 | 6 | 19 |
| -11.51% | Aug 1998 | Aug 1998 | 1 | Oct 1998 | 2 | 3 |
| -7.82% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
| -7.79% | Sep 1986 | Sep 1986 | 1 | Nov 1986 | 2 | 3 |
| -7.78% | Aug 2015 | Sep 2015 | 2 | May 2016 | 8 | 10 |
| -7.23% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 |
| -6.40% | Jan 2000 | Feb 2000 | 2 | Mar 2000 | 1 | 3 |
| -6.32% | Jan 1990 | Jan 1990 | 1 | May 1990 | 4 | 5 |
| -5.32% | Jul 1986 | Jul 1986 | 1 | Aug 1986 | 1 | 2 |
| -5.01% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
| -4.93% | Jan 1982 | Feb 1982 | 2 | Aug 1982 | 6 | 8 |
| -4.89% | Aug 1997 | Aug 1997 | 1 | Nov 1997 | 3 | 4 |
| -4.85% | Feb 2018 | Mar 2018 | 2 | Jul 2018 | 4 | 6 |
Rolling Returns ( more details)
iShares Edge MSCI USA Momentum Fctr (MTUM) ETF: annualized rolling and average returns
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| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
15.46 |
59.99 Jul 1982 - Jun 1983 |
-47.72 Mar 2008 - Feb 2009 |
17.88% |
| 2 Years |
14.72 |
46.81 Apr 1997 - Mar 1999 |
-25.84 Mar 2007 - Feb 2009 |
12.37% |
| 3 Years |
14.45 |
42.50 Aug 1996 - Jul 1999 |
-15.43 Mar 2006 - Feb 2009 |
12.91% |
| 5 Years |
14.06 |
39.50 Jan 1995 - Dec 1999 |
-3.82 Mar 2004 - Feb 2009 |
4.62% |
| 7 Years |
13.71 |
28.91 Jan 1993 - Dec 1999 |
-0.57 Mar 2002 - Feb 2009 |
0.49% |
| 10 Years |
13.48 |
24.93 Sep 1990 - Aug 2000 |
-0.39 Mar 1999 - Feb 2009 |
1.07% |
| 15 Years |
13.01 |
22.80 Jan 1985 - Dec 1999 |
5.61 Sep 2000 - Aug 2015 |
0.00% |
| 20 Years |
12.49 |
17.82 Apr 1982 - Mar 2002 |
6.83 Apr 2000 - Mar 2020 |
0.00% |
| 30 Years |
13.22 |
14.18 Sep 1988 - Aug 2018 |
12.00 Oct 1992 - Sep 2022 |
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 Edge MSCI USA Momentum Fctr (MTUM) ETF: Rolling Returns page.
Seasonality
iShares Edge MSCI USA Momentum Fctr (MTUM) 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 |
2.20
80% |
-1.70
20% |
-1.86
40% |
1.77
80% |
1.09
40% |
1.17
60% |
3.33
100% |
3.55
80% |
-2.69
20% |
1.55
60% |
2.97
80% |
-1.36
40% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
102.20
|
100.46
|
98.59
|
100.33
|
101.43
|
102.61
|
106.03
|
109.79
|
106.84
|
108.50
|
111.72
|
110.21
|
| Best |
8.2 2018 |
3.4 2019 |
4.8 2022 |
11.7 2020 |
5.9 2020 |
6.1 2019 |
7.0 2020 |
9.5 2020 |
0.9 2018 |
12.5 2022 |
10.6 2020 |
3.4 2020 |
| Worst |
-9.0 2022 |
-7.2 2020 |
-11.5 2020 |
-12.7 2022 |
-2.2 2019 |
-6.4 2022 |
0.9 2021 |
-2.0 2022 |
-5.9 2022 |
-9.9 2018 |
-3.9 2021 |
-7.5 2018 |
Monthly Seasonality over the period Jan 2018 - Dec 2022
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.26
60% |
0.76
50% |
-0.24
50% |
1.08
60% |
2.26
70% |
0.97
60% |
3.09
90% |
1.35
60% |
-0.94
40% |
2.52
70% |
2.44
80% |
-0.38
50% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.26
|
102.03
|
101.78
|
102.89
|
105.21
|
106.24
|
109.51
|
110.99
|
109.95
|
112.72
|
115.47
|
115.03
|
| Best |
8.2 2018 |
6.7 2014 |
5.3 2016 |
11.7 2020 |
5.9 2020 |
6.1 2019 |
7.0 2020 |
9.5 2020 |
3.3 2013 |
12.5 2022 |
10.6 2020 |
3.4 2020 |
| Worst |
-9.0 2022 |
-7.2 2020 |
-11.5 2020 |
-12.7 2022 |
-2.2 2019 |
-6.4 2022 |
-1.0 2014 |
-6.0 2015 |
-5.9 2022 |
-9.9 2018 |
-3.9 2021 |
-7.5 2018 |
Monthly Seasonality over the period Jan 2013 - Dec 2022
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.49
63% |
0.64
59% |
1.23
68% |
1.86
66% |
1.57
66% |
0.57
59% |
1.31
59% |
0.99
68% |
-0.47
49% |
1.44
66% |
1.77
71% |
1.51
73% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.49
|
102.15
|
103.40
|
105.32
|
106.98
|
107.58
|
108.99
|
110.07
|
109.56
|
111.13
|
113.10
|
114.81
|
| Best |
13.1 1987 |
8.4 1998 |
9.7 2000 |
11.7 2020 |
10.0 1990 |
6.6 1999 |
9.4 1989 |
12.5 1982 |
9.0 2010 |
12.5 2022 |
10.6 2020 |
11.3 1991 |
| Worst |
-9.0 2022 |
-11.7 2009 |
-11.5 2020 |
-12.7 2022 |
-7.6 2010 |
-8.9 2008 |
-6.6 2002 |
-11.5 1998 |
-10.1 2008 |
-22.2 1987 |
-8.5 1987 |
-7.5 2018 |
Monthly Seasonality over the period Jan 1982 - Dec 2022
Monthly/Yearly Returns
iShares Edge MSCI USA Momentum Fctr (MTUM) ETF data source starts from January 1982: 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 1982 - Dec 2022
314 Positive Months (64%) - 178 Negative Months (36%)
MONTHLY RETURNS TABLE
Jan 1982 - 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 |
-18.26 | -23.21 | -9.0 | -2.7 | 4.8 | -12.7 | -0.6 | -6.4 | 5.2 | -2.0 | -5.9 | 12.5 | 3.5 | -3.9 |
| 2021 |
+13.37 | +5.91 | 1.6 | -0.6 | -1.2 | 7.1 | -1.1 | 1.9 | 0.9 | 4.1 | -3.5 | 8.6 | -3.9 | -0.5 |
| 2020 |
+29.85 | +28.10 | 3.7 | -7.2 | -11.5 | 11.7 | 5.9 | 4.3 | 7.0 | 9.5 | -3.8 | -4.2 | 10.6 | 3.4 |
| 2019 |
+27.26 | +24.41 | 6.5 | 3.4 | 2.1 | 2.3 | -2.2 | 6.1 | 1.8 | 0.3 | -1.1 | 0.6 | 3.3 | 1.7 |
| 2018 |
-1.66 | -3.50 | 8.2 | -1.5 | -3.4 | 0.5 | 3.4 | -0.1 | 1.8 | 5.9 | 0.9 | -9.9 | 1.4 | -7.5 |
| 2017 |
+37.50 | +34.66 | 3.2 | 3.8 | 2.1 | 2.6 | 4.8 | 0.3 | 3.5 | 1.5 | 2.8 | 5.0 | 2.8 | 0.1 |
| 2016 |
+5.00 | +2.87 | -3.8 | -1.3 | 5.3 | -0.6 | 2.5 | 3.0 | 2.7 | -1.5 | 0.5 | -1.9 | -0.6 | 1.1 |
| 2015 |
+8.93 | +8.14 | -0.7 | 5.4 | -1.0 | -1.0 | 3.4 | -0.3 | 3.8 | -6.0 | -1.9 | 7.3 | 0.5 | -0.1 |
| 2014 |
+14.61 | +13.75 | -2.3 | 6.7 | -3.4 | -1.0 | 4.1 | 2.1 | -1.0 | 4.6 | -0.7 | 2.3 | 3.8 | -0.8 |
| 2013 |
+34.58 | +32.59 | 5.3 | 1.5 | 4.0 | 2.1 | 2.5 | -1.2 | 5.3 | -2.8 | 3.3 | 4.7 | 3.1 | 2.7 |
| 2012 |
+14.94 | +12.97 | 4.6 | 4.3 | 3.1 | -0.8 | -6.1 | 4.0 | 1.1 | 2.4 | 2.5 | -1.9 | 0.5 | 0.8 |
| 2011 |
+5.93 | +2.89 | 2.7 | 3.8 | 0.3 | 3.2 | -0.8 | -1.4 | -1.7 | -5.1 | -6.4 | 10.9 | -0.1 | 1.3 |
| 2010 |
+18.02 | +16.28 | -3.4 | 3.4 | 6.3 | 1.8 | -7.6 | -4.9 | 7.0 | -4.2 | 9.0 | 4.0 | 0.2 | 6.7 |
| 2009 |
+17.45 | +14.33 | -9.0 | -11.7 | 7.6 | 9.3 | 5.2 | -0.8 | 7.1 | 3.2 | 3.1 | -2.7 | 5.9 | 1.4 |
| 2008 |
-40.96 | -41.02 | -6.4 | -3.0 | -1.3 | 4.4 | 1.2 | -8.9 | -1.3 | 1.2 | -10.1 | -17.6 | -7.9 | 0.5 |
| 2007 |
+17.64 | +13.03 | 2.6 | -0.9 | 2.2 | 5.3 | 4.2 | -0.5 | -2.0 | 2.1 | 4.5 | 2.1 | -2.7 | -0.1 |
| 2006 |
+10.56 | +7.82 | 2.0 | 0.1 | 1.2 | 0.9 | -3.5 | -0.2 | 0.0 | 1.8 | 2.4 | 2.9 | 1.7 | 1.0 |
| 2005 |
+19.14 | +15.20 | -1.1 | 3.3 | -0.6 | -0.6 | 4.3 | 1.3 | 4.7 | 0.2 | 1.8 | -1.1 | 5.0 | 0.8 |
| 2004 |
+16.70 | +13.02 | 2.5 | 1.8 | -0.8 | -1.4 | 2.2 | 2.3 | -2.7 | 0.7 | 1.4 | 1.7 | 4.7 | 3.3 |
| 2003 |
+25.99 | +23.67 | -2.6 | -1.5 | 0.0 | 8.3 | 5.4 | 0.9 | 1.7 | 1.9 | -1.3 | 5.3 | 1.0 | 5.0 |
| 2002 |
-12.28 | -14.32 | -0.2 | -1.0 | 4.1 | -4.9 | 0.2 | -6.3 | -6.6 | 1.5 | -8.9 | 8.5 | 6.5 | -4.3 |
| 2001 |
-17.35 | -18.61 | 4.0 | -10.0 | -6.2 | 8.2 | -1.1 | -2.9 | -1.6 | -6.7 | -9.1 | 0.8 | 7.7 | 0.0 |
| 2000 |
-9.61 | -12.57 | -5.0 | -1.5 | 9.7 | -3.5 | -1.6 | 2.0 | -1.6 | 6.5 | -5.5 | -0.5 | -7.5 | -0.5 |
| 1999 |
+40.42 | +36.75 | 5.2 | -1.6 | 5.6 | 5.2 | -0.7 | 6.6 | -1.5 | 0.9 | -0.6 | 7.0 | 2.8 | 6.2 |
| 1998 |
+48.76 | +46.40 | 3.0 | 8.4 | 6.2 | 2.6 | -0.6 | 5.4 | 0.1 | -11.5 | 7.1 | 8.5 | 6.1 | 6.9 |
| 1997 |
+36.86 | +34.57 | 6.5 | 1.2 | -4.1 | 6.5 | 6.5 | 4.3 | 8.1 | -4.9 | 5.0 | -2.2 | 4.0 | 2.1 |
| 1996 |
+29.83 | +25.65 | 4.2 | 0.9 | 2.3 | 1.6 | 2.8 | 1.4 | -3.8 | 2.4 | 5.9 | 3.6 | 7.4 | -1.8 |
| 1995 |
+42.32 | +38.80 | 3.7 | 4.4 | 3.1 | 3.3 | 4.2 | 2.3 | 3.5 | 0.7 | 4.4 | 0.0 | 4.6 | 1.8 |
| 1994 |
-1.09 | -3.66 | 3.4 | -3.0 | -4.3 | 1.0 | 1.5 | -2.4 | 3.1 | 3.7 | -2.7 | 2.8 | -4.2 | 0.6 |
| 1993 |
+13.22 | +10.20 | 1.1 | 1.6 | 2.4 | -2.1 | 2.9 | 0.5 | -0.2 | 4.0 | -0.5 | 2.3 | -0.7 | 1.4 |
| 1992 |
+4.32 | +1.38 | -2.1 | 1.0 | -2.2 | 2.7 | 0.2 | -1.8 | 3.8 | -2.4 | 0.9 | 0.1 | 3.2 | 1.0 |
| 1991 |
+36.90 | +32.83 | 4.9 | 7.6 | 2.9 | 0.7 | 4.7 | -4.0 | 5.0 | 2.7 | -1.2 | 1.7 | -3.4 | 11.3 |
| 1990 |
+1.49 | -4.35 | -6.3 | 1.7 | 3.0 | -2.1 | 10.0 | -0.3 | 0.0 | -8.4 | -4.3 | 0.0 | 6.6 | 3.0 |
| 1989 |
+42.76 | +36.42 | 8.3 | -1.6 | 3.1 | 5.9 | 4.7 | 0.2 | 9.4 | 2.5 | 0.3 | -1.5 | 2.6 | 2.9 |
| 1988 |
+7.07 | +2.54 | 3.4 | 3.9 | -3.8 | 0.3 | 0.1 | 4.0 | -1.1 | -4.3 | 3.8 | 2.2 | -2.3 | 1.2 |
| 1987 |
+2.34 | -2.00 | 13.1 | 3.8 | 2.7 | -1.2 | 0.9 | 4.9 | 4.8 | 3.7 | -2.5 | -22.2 | -8.5 | 7.5 |
| 1986 |
+22.70 | +21.37 | 0.8 | 7.9 | 5.8 | -1.0 | 5.7 | 2.0 | -5.3 | 7.6 | -7.8 | 5.8 | 2.8 | -2.2 |
| 1985 |
+32.38 | +27.54 | 7.7 | 1.5 | 0.1 | -0.2 | 6.1 | 1.5 | -0.1 | -0.6 | -3.0 | 4.5 | 7.0 | 4.7 |
| 1984 |
-0.83 | -4.59 | -1.1 | -3.9 | 1.0 | 0.1 | -6.1 | 1.6 | -2.2 | 11.1 | -0.6 | -0.3 | -1.7 | 2.2 |
| 1983 |
+16.95 | +12.68 | 3.1 | 2.1 | 3.2 | 7.3 | -1.2 | 3.5 | -3.6 | 1.6 | 1.0 | -1.8 | 2.0 | -1.0 |
| 1982 |
+30.44 | +25.63 | -0.7 | -4.3 | 0.2 | 4.9 | -2.0 | -0.7 | -1.3 | 12.5 | 1.7 | 11.1 | 4.6 | 2.2 |
ETF Returns, up to December 2013, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.