Data Source: from January 1871 to December 2022 (~152 years)
Consolidated Returns as of 31 December 2022
Live Update: Jan 27 2023
Category: Fixed Income
ETF: iShares Investment Grade Corporate Bond (LQD)
ETF • LIVE PERFORMANCE (USD currency)
0.29%
1 Day
Jan 27 2023
4.81%
Current Month
January 2023

In the last 30 Years, the iShares Investment Grade Corporate Bond (LQD) ETF obtained a 5.27% compound annual return, with a 6.89% standard deviation.

In 2022, the ETF granted a 2.66% dividend yield. If you are interested in getting periodic income, please refer to the iShares Investment Grade Corporate Bond (LQD) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

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

The iShares Investment Grade Corporate Bond (LQD) ETF is part of the following Lazy Portfolios:

Portfolio Name Author LQD Weight
Rob Arnott Portfolio Rob Arnott 20.00%
Edge Select Moderately Conservative Merrill Lynch 15.00%
Edge Select Moderate Merrill Lynch 14.00%
Edge Select Conservative Merrill Lynch 10.00%
Edge Select Moderately Aggressive Merrill Lynch 9.00%
Edge Select Aggressive Merrill Lynch 4.00%
Late Sixties and Beyond Burton Malkiel 9.50%
Late Thirties to Early Forties Burton Malkiel 5.00%
Mid-Fifties Burton Malkiel 7.50%
Mid-Twenties Burton Malkiel 4.00%
GAA Global Asset Allocation Mebane Faber 19.80%
One-Decision Portfolio Marvin Appel 20.00%
Global Market Portfolio Credit Suisse 22.00%

Historical Returns as of Dec 31, 2022

Historical returns and Metrics of iShares Investment Grade Corporate Bond (LQD) 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 INVESTMENT GRADE CORPORATE BOND (LQD) 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 (%)
-1.56 4.20 -2.21 -17.93 -3.67 0.19 1.86 4.10 5.27 4.62
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 (%)
-1.25 4.20 -2.37 -22.91 -8.19 -3.46 -0.73 1.55 2.71 2.46
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 13.43 10.60 9.04 7.31 7.79 6.89 5.43
Sharpe Ratio -1.44 -0.40 -0.10 0.17 0.38 0.45 0.12
Sortino Ratio -2.40 -0.56 -0.14 0.23 0.53 0.62 0.17
MAXIMUM DRAWDOWN
Drawdown Depth (%) -21.83 -23.27 -23.27 -23.27 -23.27 -23.27 -23.27
Start (yyyy mm) 2022 01 2021 01 2021 01 2021 01 2021 01 2021 01 2021 01
Bottom (yyyy mm) 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10
Start to Bottom (# months) 10 22 22 22 22 22 22
Start to Recovery (# months) in progress
> 12
> 24
> 24
> 24
> 24
> 24
> 24
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 41.60 23.55 23.68 15.99 11.95 9.95
Worst Return (%) -21.95 -4.90 -0.57 0.79 1.74 2.12
% Positive Periods 84% 97% 100% 100% 100% 100%
MONTHS
Positive 0 1 2 3 16 31 67 143 226 1227
Negative 1 2 4 9 20 29 53 97 134 597
% Positive 0% 33% 33% 25% 44% 52% 56% 60% 63% 67%
WITHDRAWAL RATES (WR)
Safe WR (%) 31.66 20.64 10.93 6.83 6.08 3.92
Perpetual WR (%) 0.00 0.00 0.00 1.53 2.64 2.40
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 Investment Grade Corporate Bond (LQD) 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 INVESTMENT GRADE CORPORATE BOND (LQD) ETF
Monthly correlations as of 31 December 2022
Swipe left to see all data
Correlation vs LQD
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.77
0.61
0.51
0.30
0.30
US Large Cap
SPY
0.78
0.61
0.51
0.31
0.31
US Small Cap
IJR
0.72
0.51
0.39
0.22
0.22
US REITs
VNQ
0.70
0.65
0.66
0.42
0.42
US Technology
QQQ
0.79
0.63
0.52
0.20
0.20
Preferred Stocks
PFF
0.91
0.77
0.74
0.59
0.58
EAFE Stocks
EFA
0.90
0.64
0.56
0.33
0.33
World All Countries
VT
0.86
0.65
0.56
0.33
0.33
Emerging Markets
EEM
0.81
0.60
0.55
0.28
0.28
Europe
VGK
0.86
0.64
0.55
0.34
0.34
Pacific
VPL
0.93
0.62
0.53
0.29
0.28
Latin America
FLLA
0.34
0.40
0.40
0.23
0.23
US Total Bond Market
BND
0.98
0.94
0.93
0.86
0.86
Long Term Treasuries
TLT
0.88
0.64
0.68
0.64
0.64
US Cash
BIL
0.25
0.03
0.01
0.00
0.01
TIPS
TIP
0.79
0.81
0.80
0.74
0.74
High Yield Bonds
HYG
0.84
0.77
0.72
0.63
0.63
International Bonds
BNDX
0.89
0.85
0.84
0.67
0.67
Emerg. Market Bonds
EMB
0.93
0.87
0.85
0.58
0.58
Gold
GLD
0.43
0.41
0.39
0.23
0.23
Commodities
DBC
0.04
0.15
0.09
0.14
0.14

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 Investment Grade Corporate Bond (LQD) ETF: Dividend Yield page.

An investment of 1000$, since January 1993, now would be worth 4663.34$, with a total return of 366.33% (5.27% annualized).

The Inflation Adjusted Capital now would be 2229.56$, with a net total return of 122.96% (2.71% annualized).
An investment of 1000$, since January 1871, now would be worth 952734.07$, with a total return of 95173.41% (4.62% annualized).

The Inflation Adjusted Capital now would be 40039.57$, with a net total return of 3903.96% (2.46% 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
-23.27% Jan 2021 Oct 2022 22 in progress 2 24
-15.11% Feb 2008 Oct 2008 9 Jun 2009 8 17
-6.38% May 2013 Jun 2013 2 Apr 2014 10 12
-6.31% Mar 2020 Mar 2020 1 May 2020 2 3
-6.23% Feb 1994 Nov 1994 10 Apr 1995 5 15
-5.97% Jun 2003 Jul 2003 2 Dec 2003 5 7
-5.54% Jan 2018 Nov 2018 11 Mar 2019 4 15
-5.31% Feb 2015 Aug 2015 7 Apr 2016 8 15
-4.95% Sep 2016 Nov 2016 3 Jul 2017 8 11
-4.56% Feb 1996 May 1996 4 Oct 1996 5 9
-4.39% Apr 2004 May 2004 2 Aug 2004 3 5
-3.91% Feb 1999 Aug 1999 7 Jun 2000 10 17
-3.81% Sep 2005 Jun 2006 10 Sep 2006 3 13
-3.16% Nov 2011 Nov 2011 1 Dec 2011 1 2
-2.84% May 2007 Jul 2007 3 Sep 2007 2 5
-2.71% Aug 2020 Oct 2020 3 Nov 2020 1 4
-2.61% Oct 2010 Dec 2010 3 Apr 2011 4 7
-2.19% Dec 1996 Mar 1997 4 May 1997 2 6
-2.19% Feb 2005 Mar 2005 2 May 2005 2 4
-2.16% Nov 2001 Dec 2001 2 May 2002 5 7

Worst drawdowns since January 1871.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-23.27% Jan 2021 Oct 2022 22 in progress 2 24
-17.38% Jul 1979 Feb 1980 8 Jun 1980 4 12
-15.79% Jul 1980 Sep 1981 15 Apr 1982 7 22
-15.11% Feb 2008 Oct 2008 9 Jun 2009 8 17
-11.08% Dec 1973 Aug 1974 9 Oct 1975 14 23
-9.60% May 1958 Sep 1959 17 Jul 1960 10 27
-8.54% Jul 1895 Aug 1896 14 Jan 1897 5 19
-7.86% Mar 1987 Sep 1987 7 Dec 1987 3 10
-7.83% Apr 1971 Jul 1971 4 Oct 1971 3 7
-7.56% Aug 1968 Dec 1969 17 Feb 1970 2 19
-7.43% Feb 1984 May 1984 4 Jul 1984 2 6
-6.89% Sep 1931 Jan 1932 5 Jun 1932 5 10
-6.38% May 2013 Jun 2013 2 Apr 2014 10 12
-6.31% Mar 2020 Mar 2020 1 May 2020 2 3
-6.23% Feb 1994 Nov 1994 10 Apr 1995 5 15
-6.18% Jul 1873 Oct 1873 4 Feb 1874 4 8
-5.97% Jun 2003 Jul 2003 2 Dec 2003 5 7
-5.95% Mar 1970 May 1970 3 Sep 1970 4 7
-5.80% Feb 1898 Apr 1898 3 Jul 1898 3 6
-5.54% Jan 2018 Nov 2018 11 Mar 2019 4 15

Rolling Returns ( more details)

iShares Investment Grade Corporate Bond (LQD) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
4.84 41.60
Oct 1981 - Sep 1982
-21.95
Nov 2021 - Oct 2022
15.77%
2 Years
4.84 30.79
Jul 1984 - Jun 1986
-10.70
Nov 2020 - Oct 2022
6.16%
3 Years
4.85 23.55
Jul 1982 - Jun 1985
-4.90
Nov 2019 - Oct 2022
2.96%
5 Years
4.82 23.68
Sep 1981 - Aug 1986
-0.57
Nov 2017 - Oct 2022
0.40%
7 Years
4.80 18.12
Oct 1981 - Sep 1988
0.76
Jan 1950 - Dec 1956
0.00%
10 Years
4.79 15.99
Oct 1981 - Sep 1991
0.79
Jan 1950 - Dec 1959
0.00%
15 Years
4.77 13.37
Oct 1981 - Sep 1996
1.32
Feb 1945 - Jan 1960
0.00%
20 Years
4.78 11.95
Oct 1981 - Sep 2001
1.74
Jan 1940 - Dec 1959
0.00%
30 Years
4.76 9.95
Oct 1981 - Sep 2011
2.12
Jan 1940 - Dec 1969
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 Investment Grade Corporate Bond (LQD) ETF: Rolling Returns page.

Seasonality

iShares Investment Grade Corporate Bond (LQD) 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
-0.17
40%
-1.15
20%
-1.44
40%
-0.39
60%
1.42
100%
0.70
60%
2.11
100%
-0.53
40%
-1.76
0%
-0.47
40%
2.08
60%
0.19
60%
 Capital Growth on monthly avg returns
100
99.83
98.69
97.27
96.89
98.27
98.95
101.04
100.51
98.73
98.27
100.32
100.51
Best 3.4
2019
1.1
2020
2.9
2019
4.8
2020
2.5
2020
3.2
2019
4.4
2022
3.9
2019
-0.1
2018
0.5
2021
6.6
2022
1.9
2018
Worst -3.6
2022
-2.3
2021
-6.3
2020
-6.7
2022
0.5
2018
-3.6
2022
0.3
2019
-4.4
2022
-6.0
2022
-2.0
2018
-0.4
2018
-1.6
2022
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
0.38
60%
-0.26
50%
-0.38
40%
0.31
70%
0.51
70%
0.19
60%
1.42
90%
-0.16
50%
-0.89
20%
-0.01
60%
0.77
40%
0.21
60%
 Capital Growth on monthly avg returns
100
100.38
100.12
99.74
100.05
100.57
100.76
102.19
102.03
101.12
101.11
101.89
102.11
Best 3.8
2015
1.3
2017
3.6
2016
4.8
2020
2.5
2020
3.2
2019
4.4
2022
3.9
2019
1.2
2015
1.8
2013
6.6
2022
1.9
2018
Worst -3.6
2022
-2.3
2021
-6.3
2020
-6.7
2022
-3.2
2013
-3.6
2022
-0.3
2014
-4.4
2022
-6.0
2022
-2.0
2018
-3.2
2016
-1.6
2022
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
0.26
67%
0.36
72%
0.30
68%
0.34
68%
0.45
69%
0.47
69%
0.22
61%
0.26
62%
0.31
64%
0.47
68%
0.64
72%
0.58
67%
 Capital Growth on monthly avg returns
100
100.26
100.62
100.92
101.26
101.72
102.20
102.43
102.70
103.01
103.50
104.16
104.77
Best 5.4
1968
6.9
1970
5.5
1986
12.5
1980
7.6
1985
5.3
1986
6.4
1984
6.0
1982
7.3
1982
7.5
1981
9.4
1981
13.8
2008
Worst -3.8
1980
-7.8
1980
-6.3
2020
-6.7
2022
-4.6
1984
-3.6
2022
-5.8
2003
-4.4
2022
-10.7
2008
-7.5
1979
-3.2
2016
-3.7
1981
Monthly Seasonality over the period Jan 1871 - Dec 2022

Monthly/Yearly Returns

iShares Investment Grade Corporate Bond (LQD) 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
1227 Positive Months (67%) - 597 Negative Months (33%)
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
-17.93 -22.91 -3.6 -2.1 -2.9 -6.7 1.9 -3.6 4.4 -4.4 -6.0 -0.8 6.6 -1.6
2021
-1.85 -8.30 -1.8 -2.3 -1.5 1.0 0.6 2.2 1.4 -0.3 -1.5 0.5 -0.1 0.0
2020
+10.97 +9.48 2.4 1.1 -6.3 4.8 2.5 2.1 3.1 -1.8 -0.4 -0.5 3.8 0.2
2019
+17.37 +14.75 3.4 -0.2 2.9 0.4 1.7 3.2 0.3 3.9 -0.8 0.4 0.5 0.5
2018
-3.79 -5.59 -1.2 -2.2 0.6 -1.6 0.5 -0.5 1.3 0.0 -0.1 -2.0 -0.4 1.9
2017
+7.06 +4.84 0.1 1.3 -0.3 1.2 1.3 0.5 0.8 0.7 0.0 0.2 -0.1 1.2
2016
+6.21 +4.05 0.1 1.1 3.6 1.6 -0.5 3.1 1.3 0.2 -0.3 -1.5 -3.2 0.8
2015
-1.25 -1.97 3.8 -1.4 0.2 -1.2 -1.1 -1.9 0.8 -0.8 1.2 0.6 -0.2 -1.1
2014
+8.21 +7.40 1.9 1.1 0.0 1.3 1.5 0.0 -0.3 2.0 -1.7 1.2 0.9 0.0
2013
-2.00 -3.45 -1.3 1.1 0.0 2.2 -3.2 -3.3 1.1 -1.0 0.7 1.8 -0.1 0.2
2012
+10.58 +8.69 2.1 1.6 -1.4 1.1 0.8 0.9 3.5 -0.1 1.1 1.3 -0.4 -0.3
2011
+9.73 +6.57 0.0 1.1 -0.5 2.5 1.3 -0.8 2.4 0.3 0.4 2.5 -3.2 3.5
2010
+9.33 +7.72 1.2 0.5 0.7 1.9 -1.3 3.3 2.1 2.9 0.5 -0.3 -1.6 -0.7
2009
+8.46 +5.59 -1.8 -5.2 0.5 2.8 2.3 2.9 4.6 1.3 1.8 -0.5 2.0 -2.1
2008
+2.40 +2.31 2.6 -0.7 -0.6 1.2 -2.2 -1.3 0.4 0.1 -10.7 -1.9 3.3 13.8
2007
+3.73 -0.34 0.1 2.0 -0.7 0.9 -1.2 -0.8 -0.8 2.4 0.7 1.0 1.0 -0.8
2006
+4.22 +1.64 -0.4 0.7 -1.7 -0.2 -0.2 -0.1 1.5 2.2 0.9 1.0 1.5 -0.9
2005
+1.16 -2.18 1.2 -0.9 -1.3 1.6 0.6 1.2 -0.8 1.5 -1.9 -1.6 0.7 0.9
2004
+5.72 +2.38 1.2 1.5 1.0 -3.9 -0.5 0.1 1.6 3.1 0.3 1.2 -1.2 1.4
2003
+9.08 +7.07 -0.8 2.0 0.1 2.4 3.9 -0.2 -5.8 1.4 4.5 -1.3 0.3 2.6
2002
+10.28 +7.72 0.9 1.0 -1.8 1.5 1.4 0.0 0.8 2.2 2.4 -1.0 -0.1 2.7
2001
+9.41 +7.74 2.0 1.2 0.7 -0.9 0.8 0.5 3.0 1.3 0.7 2.0 -1.3 -0.9
2000
+10.71 +7.09 -0.3 0.9 1.4 -1.5 -0.5 2.6 1.1 1.4 1.2 0.0 1.8 2.2
1999
-1.54 -4.11 0.9 -2.5 0.9 0.3 -1.3 -0.5 -0.4 -0.4 1.2 0.5 0.3 -0.5
1998
+8.30 +6.58 1.5 -0.2 0.4 0.6 0.9 0.6 0.2 1.2 3.1 -1.4 0.5 0.6
1997
+8.95 +7.13 0.3 0.2 -1.3 1.5 0.9 1.3 2.9 -1.1 1.6 1.4 0.0 1.1
1996
+2.78 -0.53 0.7 -2.3 -0.9 -1.1 -0.4 1.4 0.3 -0.2 1.9 2.6 2.2 -1.4
1995
+21.38 +18.38 2.0 2.8 0.8 1.6 4.8 0.8 -0.4 1.3 1.1 1.6 1.9 1.6
1994
-4.20 -6.70 1.5 -2.3 -2.5 -1.0 0.0 -0.1 1.6 0.3 -1.6 -0.3 -0.3 0.7
1993
+12.58 +9.56 1.8 2.1 0.4 0.5 0.6 2.4 1.5 2.6 -0.4 0.8 -0.9 0.7
1992
+7.01 +3.99 -2.7 0.7 -0.9 0.2 2.7 1.7 2.6 0.5 0.8 -1.5 0.8 2.1
1991
+19.28 +15.74 1.1 0.8 0.3 1.5 0.3 -0.5 1.6 2.9 3.1 0.8 0.7 5.4
1990
+6.98 +0.83 -2.7 0.1 -0.3 -1.9 3.6 1.8 1.1 -2.6 0.9 1.8 3.3 1.9
1989
+14.01 +8.95 1.3 -1.6 0.6 2.3 3.3 3.9 2.4 -2.6 0.1 3.2 1.0 -0.2
1988
+9.14 +4.52 4.8 1.5 -1.9 -1.1 -1.2 3.4 -1.0 0.1 3.4 2.3 -1.7 0.4
1987
+2.49 -1.87 1.4 1.0 -1.2 -3.6 -0.7 1.9 -0.7 -1.0 -2.7 5.9 0.5 2.1
1986
+16.46 +15.19 -0.2 6.8 5.5 0.3 -4.4 5.3 0.3 3.1 -3.3 1.1 1.7 -0.3
1985
+23.96 +19.43 2.7 -3.8 2.0 1.9 7.6 0.6 -1.6 2.3 0.3 2.4 3.2 4.4
1984
+16.55 +12.13 2.0 -1.0 -1.6 -0.4 -4.6 1.7 6.4 1.9 3.0 5.0 2.3 1.3
1983
+9.19 +5.20 -1.2 4.7 -0.7 3.6 -1.8 0.6 -3.1 0.3 4.5 -0.2 2.1 0.4
1982
+39.10 +33.97 0.3 1.7 0.3 2.8 2.0 -2.7 5.3 6.0 7.3 7.1 0.4 3.5
1981
+2.90 -5.53 -0.6 -3.2 2.6 -4.3 4.3 -1.0 -3.3 -2.7 -1.1 7.5 9.4 -3.7
1980
-0.36 -11.45 -3.8 -7.8 1.6 12.5 4.1 1.9 -3.1 -3.6 -0.7 -2.3 -0.3 2.8
1979
-2.19 -13.67 1.7 -1.0 0.8 -1.1 2.4 2.1 -0.9 -1.1 -0.8 -7.5 2.7 0.9
1978
+0.29 -8.01 -0.4 0.1 0.0 0.2 -0.4 -0.5 1.2 1.9 -0.3 -1.8 1.5 -1.0
1977
+3.11 -3.37 -3.3 0.5 1.1 0.6 1.3 2.1 -0.7 1.8 -0.1 -0.6 1.3 -0.7
1976
+19.25 +13.71 0.7 1.2 1.7 0.9 -1.0 1.6 1.0 2.3 1.7 1.8 3.7 2.2
1975
+16.58 +9.02 0.6 2.0 -2.2 -0.4 3.4 2.1 0.0 1.4 -0.1 5.1 0.0 3.8
1974
-5.94 -16.27 -1.0 -0.3 -3.1 -2.0 0.8 -1.1 -2.0 -1.8 1.1 0.9 0.9 1.6
1973
+1.43 -6.69 -0.6 -0.3 -0.3 0.6 -1.2 0.4 -3.0 1.7 3.0 1.8 0.6 -1.1
1972
+3.13 -0.27 -0.9 0.9 0.0 0.4 1.2 -0.2 0.8 -1.6 -0.3 1.6 1.5 -0.4
1971
+9.71 +6.24 3.5 0.0 5.0 -3.7 -1.8 -1.9 -0.7 4.8 2.5 1.4 -0.1 0.7
1970
+17.26 +11.07 1.5 6.9 -0.9 -4.8 -0.4 2.5 2.7 -0.3 2.0 0.2 6.9 0.4
1969
-2.78 -8.45 0.5 0.2 0.5 1.5 -1.8 -0.5 1.3 -0.4 -3.9 5.0 -1.7 -3.2
1968
+2.55 -2.07 5.4 0.0 -1.3 0.3 -0.7 1.9 2.1 -0.1 -0.4 -0.8 -1.1 -2.7
1967
-1.41 -4.32 1.5 -1.0 2.3 -1.6 0.3 -2.6 1.0 -0.3 0.3 -1.9 -0.1 0.9
1966
+4.93 +1.42 0.4 -2.2 2.8 -0.3 0.3 -1.0 -0.3 -2.0 3.1 0.8 -0.8 4.2
1965
+0.54 -1.36 0.5 0.1 0.5 0.3 0.2 0.6 0.2 -0.1 -0.3 -0.1 -0.2 -1.0
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
+1.64 -0.01 0.2 -0.3 0.3 0.3 0.3 0.0 0.3 0.2 -0.1 -0.3 0.9 -0.2
1962
+5.83 +4.44 0.0 1.2 1.5 0.3 0.0 -0.5 0.0 1.0 0.5 0.5 0.3 0.9
1961
+1.00 +0.33 0.2 0.7 0.6 -0.1 0.8 -1.2 -0.1 -0.7 0.7 0.7 0.1 -0.7
1960
+13.69 +12.16 0.3 2.4 2.5 0.3 -0.1 2.1 2.5 1.3 0.5 -0.3 0.2 1.2
1959
-2.33 -3.99 0.2 0.7 0.0 -0.8 -1.3 0.0 -0.2 0.0 -1.7 1.5 0.3 -1.0
1958
-3.60 -5.27 1.2 0.5 0.7 1.0 -0.2 -0.3 -1.8 -2.7 -1.7 -0.2 0.7 -0.8
1957
+9.04 +5.96 0.6 1.6 0.0 0.0 -0.4 -1.1 -0.5 0.6 0.7 0.2 2.6 4.8
1956
-2.07 -4.91 0.3 0.8 -0.7 -1.6 1.3 0.9 -0.6 -1.5 -0.1 0.7 -0.9 -0.5
1955
-0.89 -1.26 -0.6 -0.1 0.1 -0.5 0.2 0.1 -0.8 -0.3 0.3 1.1 0.2 -0.4
1954
+2.77 +3.54 1.2 0.3 1.1 0.9 -0.5 0.1 0.9 -0.4 0.0 -0.3 -0.3 -0.1
1953
+3.67 +2.90 -0.6 -0.3 -0.2 -0.3 -1.5 -0.1 1.9 0.2 1.1 2.2 0.2 1.1
1952
+2.26 +1.49 0.2 -0.2 0.2 1.2 0.6 -0.1 -0.3 -0.6 -0.7 1.5 0.3 0.1
1951
+0.01 -5.65 0.7 -0.3 -1.1 -0.6 -0.6 0.2 1.2 1.2 -1.0 0.0 -0.1 0.5
1950
-0.31 -5.90 -0.7 0.1 0.1 -0.2 0.2 -0.3 0.3 0.3 -0.1 -0.3 0.0 0.4
1949
+4.80 +7.02 0.6 0.3 0.5 0.3 0.3 0.9 0.4 0.8 -0.1 0.1 0.1 0.6
1948
+2.72 -0.26 0.2 0.4 0.3 0.3 1.0 -0.7 0.0 0.0 0.5 -0.2 0.6 0.5
1947
-0.78 -8.84 0.6 0.4 0.2 0.0 0.3 -0.2 0.3 0.5 -0.3 -0.7 -0.7 -1.2
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
+5.89 +3.57 1.5 0.7 0.6 1.3 0.2 0.6 -0.1 0.3 0.4 0.7 0.6 -0.9
1944
+2.52 +0.21 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
+2.47 -0.47 0.6 0.1 0.0 0.4 0.7 0.3 0.0 0.0 0.2 0.0 -0.1 0.1
1942
+1.66 -6.77 0.3 -0.5 0.9 -0.4 0.4 0.1 -0.1 0.2 0.1 0.3 0.0 0.4
1941
+2.37 -6.87 0.1 -0.7 1.4 0.9 0.1 1.0 1.2 -0.5 0.0 0.6 -0.2 -1.6
1940
+4.97 +4.23 0.0 0.0 1.0 -0.4 -1.6 1.4 0.7 0.3 0.8 0.6 1.5 0.5
1939
+3.56 +3.56 0.2 0.6 1.0 0.8 1.4 -0.1 0.3 -1.0 -3.9 2.2 1.2 1.1
1938
+4.76 +7.75 0.4 0.6 0.1 1.0 0.6 0.1 0.3 0.4 -0.5 1.2 -0.1 0.5
1937
+2.09 -0.74 0.7 0.4 -2.0 -0.3 0.7 0.1 1.1 -0.5 0.5 0.3 0.8 0.4
1936
+5.24 +3.74 0.4 0.7 0.7 0.4 0.4 0.0 0.3 0.8 -0.1 0.1 1.2 0.1
1935
+4.30 +1.28 1.6 0.8 0.2 0.6 0.3 0.3 0.4 -1.1 0.0 0.6 0.2 0.4
1934
+8.12 +6.51 0.7 2.0 1.4 0.8 0.9 0.7 0.5 -0.7 -1.2 1.8 0.3 0.8
1933
+3.03 +2.25 1.5 -0.4 -0.5 0.4 1.4 1.1 0.5 0.3 0.5 0.1 -1.6 -0.2
1932
+12.73 +25.64 -2.0 1.9 2.2 2.6 0.0 0.6 2.1 1.7 0.8 0.5 0.4 1.4
1931
-2.56 +7.45 0.4 -0.6 0.5 0.4 1.1 0.5 0.1 0.0 -0.3 -2.8 0.3 -2.2
1930
+7.38 +14.71 -0.1 0.7 1.5 -0.2 1.0 1.0 0.5 0.4 0.7 0.7 0.7 0.2
1929
+3.83 +3.23 -0.3 -0.6 -0.7 1.1 0.3 -0.2 0.7 -0.3 0.3 1.0 2.5 0.2
1928
-1.17 -0.01 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
+5.42 +7.86 0.6 0.4 1.1 0.3 0.5 -0.1 0.0 0.5 0.3 0.3 0.7 0.7
1926
+4.83 +6.02 0.5 0.7 0.2 0.3 0.5 0.2 0.1 0.1 0.2 0.4 0.7 0.7
1925
+3.47 +0.00 0.2 0.3 0.1 0.4 0.7 0.8 0.2 -0.3 0.2 0.4 0.4 0.1
1924
+7.88 +7.88 0.8 0.6 0.4 0.8 1.0 1.8 0.7 0.6 0.3 0.8 0.1 -0.1
1923
+3.69 +1.29 0.3 0.2 -0.1 0.3 0.5 0.6 0.3 0.2 0.2 0.0 0.6 0.5
1922
+5.52 +8.01 0.5 0.0 1.1 1.4 0.5 0.5 1.1 0.5 -0.2 -0.5 0.1 0.4
1921
+13.07 +26.79 1.8 0.0 0.5 0.7 0.4 0.3 0.5 0.8 1.2 2.7 1.9 1.7
1920
-0.10 -2.68 0.1 -0.6 0.0 -1.2 -2.0 0.6 0.1 -0.4 2.2 3.1 -0.7 -1.2
1919
+1.97 -10.98 0.3 -0.2 0.1 0.4 0.7 0.2 0.1 -0.1 0.8 0.5 -0.4 -0.4
1918
+4.48 -13.25 0.6 0.8 0.6 0.4 0.4 1.3 0.4 0.4 0.1 0.0 0.8 -1.3
1917
-2.04 -17.06 -0.1 0.8 -1.9 0.0 -1.6 -0.5 0.5 0.2 1.4 -0.2 0.3 -0.9
1916
+4.03 -7.63 0.1 1.3 0.8 0.1 0.5 -0.5 -0.3 0.6 0.6 0.3 -0.2 0.8
1915
+6.34 +4.28 0.7 0.5 1.3 0.8 0.2 0.2 -0.7 1.5 -0.2 0.1 0.8 1.2
1914
+6.21 +5.16 1.6 0.9 0.2 -0.1 0.6 0.3 0.1 0.7 0.6 0.6 0.6 0.0
1913
+3.48 +0.37 0.4 0.6 0.3 0.1 1.1 0.2 -2.0 0.0 0.0 -0.3 1.6 1.3
1912
+1.62 -5.30 0.2 0.3 0.4 0.5 0.1 -0.1 0.1 -0.4 0.3 0.1 0.2 0.0
1911
+4.02 +6.21 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
+3.71 +12.26 -0.3 0.4 -0.1 0.4 0.1 0.6 0.4 0.5 0.8 0.4 0.4 0.1
1909
+1.58 -8.09 0.5 0.5 0.5 0.5 0.5 0.5 -0.1 -0.9 -0.4 0.6 -0.6 0.1
1908
+10.89 +7.33 0.7 1.2 2.7 2.2 0.7 -0.2 0.6 0.3 0.3 0.7 0.5 0.8
1907
-0.97 +1.18 -0.2 0.6 1.6 0.8 0.0 0.0 0.7 -0.7 -0.5 0.1 -1.8 -1.6
1906
+0.30 -4.96 0.2 -0.6 0.2 1.1 -1.0 -0.5 0.1 0.6 0.5 -0.1 -0.1 -0.1
1905
+0.68 +0.69 0.1 0.1 1.6 0.1 -0.5 0.7 0.1 0.4 0.9 0.1 -1.0 -1.9
1904
+5.47 +0.75 0.5 -0.3 0.9 0.6 0.3 0.9 0.5 -0.1 0.9 0.6 -0.1 0.7
1903
+1.55 +7.46 0.2 0.6 1.1 -1.3 0.9 -0.5 -0.5 0.2 0.8 0.3 -0.4 0.1
1902
+0.75 -5.95 0.5 0.3 0.3 0.2 0.1 -2.5 -2.3 0.4 3.9 0.9 -0.6 -0.4
1901
+1.59 -3.23 0.4 0.0 -0.3 0.8 -0.4 0.4 -0.3 -0.9 0.7 1.1 0.0 0.1
1900
+3.55 +7.48 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
-0.20 -14.59 0.3 -1.0 -0.1 0.4 -0.6 0.4 -1.0 -0.1 -0.4 -0.4 0.2 2.1
1898
+4.65 +3.11 0.5 -1.8 -2.9 -1.1 1.8 2.0 3.0 0.8 0.5 0.7 0.1 1.3
1897
+5.80 +5.80 1.8 0.3 0.4 0.4 -1.2 1.2 0.9 -0.5 -0.1 1.2 0.6 0.7
1896
+3.59 +5.13 -3.2 -0.2 1.5 1.2 -0.3 0.5 -1.8 -1.7 3.1 1.4 2.6 0.5
1895
+0.39 -2.43 -2.3 4.7 0.5 0.7 0.6 1.1 -0.4 -1.7 0.0 -4.4 2.6 -0.8
1894
+6.18 +13.77 -0.8 1.3 0.8 0.6 0.0 0.9 0.2 0.6 0.9 0.1 1.1 0.4
1893
+3.79 +12.20 -0.4 -0.3 0.9 0.0 -0.2 -1.3 -0.8 0.9 1.7 -0.2 2.0 1.5
1892
+2.21 +1.00 -0.2 0.5 0.8 -0.8 1.3 1.1 -0.6 0.0 -0.6 0.3 0.5 0.0
1891
+4.67 +9.97 -0.7 0.8 1.1 1.1 0.7 0.7 -3.2 0.5 1.6 -0.3 0.8 1.5
1890
+0.72 -0.54 -0.8 -1.4 -0.3 0.0 0.4 0.6 0.7 1.3 1.5 -1.1 0.4 -0.4
1889
+2.73 +9.07 -0.4 1.3 1.3 -0.4 0.6 0.4 -0.6 0.1 0.3 -0.4 0.2 0.4
1888
+5.24 +5.25 0.5 1.3 -1.1 0.1 1.6 1.1 0.0 0.7 1.0 -0.7 0.2 0.6
1887
+0.74 -5.09 -0.7 1.0 0.5 0.5 0.4 0.3 -0.9 -0.3 -1.2 0.6 1.3 -0.6
1886
+0.88 +5.80 -0.7 1.6 0.5 -0.6 -0.4 0.3 -0.5 -0.4 0.7 0.5 -0.5 0.3
1885
+5.25 +6.53 -0.6 0.7 0.6 -0.2 0.5 1.0 0.3 0.6 0.6 0.5 0.3 1.0
1884
+3.62 +15.51 0.1 0.4 0.8 -0.2 -1.9 -0.7 0.3 0.7 0.8 0.6 1.4 1.1
1883
+3.75 +12.29 -0.9 0.1 0.4 0.1 -0.3 0.3 -0.7 0.3 1.2 0.5 1.1 1.6
1882
+2.79 +4.74 -0.2 0.2 0.7 1.1 0.9 -0.5 -0.6 0.3 0.0 -0.7 0.3 1.2
1881
+3.55 -3.27 0.4 0.2 0.3 0.8 1.9 0.6 -1.4 -0.9 0.8 -0.8 0.6 1.1
1880
+5.25 +7.36 0.0 1.9 0.5 -0.2 0.7 0.9 -0.8 0.9 -0.7 -1.3 2.4 0.9
1879
+3.04 -13.10 -0.8 0.4 -0.5 0.7 2.3 -0.6 -0.8 -0.2 0.8 0.1 0.9 0.7
1878
+6.23 +23.50 0.7 0.7 0.0 -0.2 2.5 -0.5 -0.2 0.8 0.7 -0.1 0.9 0.9
1877
+3.75 +17.28 -1.5 0.4 0.1 1.5 2.3 -0.5 0.8 -0.1 -1.6 0.5 1.3 0.4
1876
+7.22 +9.10 -0.5 2.1 0.8 0.9 1.2 2.0 -0.8 -0.8 -0.6 0.4 1.4 0.9
1875
+6.98 +12.56 -0.9 1.3 0.7 1.8 1.9 1.6 -3.4 0.5 0.4 0.8 1.0 1.2
1874
+12.72 +19.29 -0.4 2.9 1.5 1.6 0.9 1.2 -2.5 1.0 0.6 1.0 2.1 2.3
1873
+3.38 +9.84 -1.3 0.5 1.2 1.1 1.7 1.5 -2.3 0.1 -2.1 -2.1 0.0 5.3
1872
+1.42 -0.86 -2.9 -0.5 0.4 2.1 2.1 1.2 -2.2 -0.1 -1.3 1.3 0.5 0.9
1871
+2.99 +1.45 -0.6 1.7 0.6 1.0 1.1 0.6 -1.8 0.3 0.8 -0.9 0.0 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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