Data Source: from January 1992 to December 2022 (~31 years)
Consolidated Returns as of 31 December 2022
Live Update: Jan 27 2023
ETF: iShares Preferred and Income Securities ETF (PFF)
ETF • LIVE PERFORMANCE (USD currency)
0.12%
1 Day
Jan 27 2023
9.37%
Current Month
January 2023
In the last 30 Years, the iShares Preferred and Income Securities ETF (PFF) ETF obtained a 5.84% compound annual return, with a 12.62% standard deviation.
In 2022, the ETF granted a 4.14% dividend yield. If you are interested in getting periodic income, please refer to the iShares Preferred and Income Securities ETF (PFF) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Preferred Stock
- Size: Multi Cap
- Style: Blend
- Region: North America
- Country: U.S.
The iShares Preferred and Income Securities ETF (PFF) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | PFF Weight |
|---|---|---|
| Dynamic 40/60 Income | 20.00% | |
| Dynamic 60/40 Income | 20.00% |
Historical Returns as of Dec 31, 2022
Historical returns and Metrics of iShares Preferred and Income Securities ETF (PFF) ETF.
Returns and metrics are calculated based on monthly returns, assuming:
ETF Returns, up to December 2007, 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 2007, are retrieved using the historical series of equivalent ETFs / Assets.
ISHARES PREFERRED AND INCOME SECURITIES ETF (PFF) ETF
Portfolio Metrics
Data Source: 1 January 1992 - 31 December 2022 (~31 years)
Swipe left to see all data
| Metrics as of Dec 31, 2022 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~31Y) |
|
| Portfolio Return (%) |
-3.63 | -2.02 | -4.36 | -18.80 | -2.23 | 0.66 | 2.92 | 4.41 | 5.84 | 6.40 |
| US Inflation (%) | -0.31 | 0.00 | 0.16 | 6.45 | 4.92 | 3.78 | 2.60 | 2.51 | 2.49 | 2.50 |
| Infl. Adjusted Return (%) |
-3.33 | -2.02 | -4.52 | -23.72 | -6.81 | -3.01 | 0.31 | 1.85 | 3.27 | 3.81 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 13.83 | 13.91 | 11.38 | 8.60 | 14.97 | 12.62 | 12.48 | |||
| Sharpe Ratio | -1.46 | -0.20 | -0.04 | 0.27 | 0.22 | 0.29 | 0.19 | |||
| Sortino Ratio | -2.55 | -0.27 | -0.05 | 0.36 | 0.30 | 0.39 | 0.26 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -19.74 | -19.74 | -19.74 | -19.74 | -58.42 | -58.42 | -58.42 | |||
| Start (yyyy mm) | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2007 04 | 2007 04 | 2007 04 | |||
| Bottom (yyyy mm) | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2009 02 | 2009 02 | 2009 02 | |||
| Start to Bottom (# months) | 10 | 10 | 10 | 10 | 23 | 23 | 23 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 12
|
> 12
|
> 12
|
46
|
46
|
46
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 120.34 | 37.33 | 23.67 | 13.75 | 7.74 | 7.37 | ||||
| Worst Return (%) | -54.28 | -23.64 | -13.29 | -2.18 | 4.41 | 5.83 | ||||
| % Positive Periods | 84% | 90% | 93% | 99% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 1 | 2 | 4 | 19 | 36 | 75 | 152 | 239 | 251 |
| Negative | 1 | 2 | 4 | 8 | 17 | 24 | 45 | 88 | 121 | 121 |
| % Positive | 0% | 33% | 33% | 33% | 53% | 60% | 63% | 63% | 66% | 67% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 32.47 | 20.57 | 11.75 | 6.98 | 6.80 | 7.76 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.31 | 1.82 | 3.16 | 3.67 | ||||
- 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 Preferred and Income Securities ETF (PFF) 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 PREFERRED AND INCOME SECURITIES ETF (PFF) ETF
Monthly correlations as of 31 December 2022
Swipe left to see all data
| Correlation vs PFF | ||||||
|---|---|---|---|---|---|---|
|
|
||||||
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
US Total Stock Market VTI |
0.78
|
0.80
|
0.73
|
0.46
|
0.45
|
|
|
US Large Cap SPY |
0.79
|
0.79
|
0.73
|
0.45
|
0.45
|
|
|
US Small Cap IJR |
0.68
|
0.73
|
0.62
|
0.41
|
0.41
|
|
|
US REITs VNQ |
0.73
|
0.80
|
0.74
|
0.51
|
0.50
|
|
|
US Technology QQQ |
0.86
|
0.75
|
0.68
|
0.30
|
0.30
|
|
|
EAFE Stocks EFA |
0.80
|
0.74
|
0.66
|
0.47
|
0.46
|
|
|
World All Countries VT |
0.82
|
0.80
|
0.73
|
0.49
|
0.49
|
|
|
Emerging Markets EEM |
0.66
|
0.63
|
0.56
|
0.39
|
0.39
|
|
|
Europe VGK |
0.75
|
0.72
|
0.65
|
0.47
|
0.46
|
|
|
Pacific VPL |
0.83
|
0.72
|
0.62
|
0.41
|
0.40
|
|
|
Latin America FLLA |
0.44
|
0.56
|
0.51
|
0.36
|
0.36
|
|
|
US Total Bond Market BND |
0.86
|
0.61
|
0.60
|
0.33
|
0.34
|
|
|
Long Term Treasuries TLT |
0.75
|
0.20
|
0.26
|
0.11
|
0.11
|
|
|
US Cash BIL |
0.08
|
-0.20
|
-0.18
|
-0.09
|
-0.08
|
|
|
TIPS TIP |
0.68
|
0.62
|
0.58
|
0.35
|
0.35
|
|
|
Invest. Grade Bonds LQD |
0.91
|
0.77
|
0.74
|
0.59
|
0.58
|
|
|
High Yield Bonds HYG |
0.82
|
0.86
|
0.79
|
0.64
|
0.64
|
|
|
International Bonds BNDX |
0.81
|
0.64
|
0.61
|
0.36
|
0.36
|
|
|
Emerg. Market Bonds EMB |
0.86
|
0.81
|
0.77
|
0.39
|
0.39
|
|
|
Gold GLD |
0.26
|
0.27
|
0.22
|
0.04
|
0.04
|
|
|
Commodities DBC |
0.08
|
0.38
|
0.26
|
0.23
|
0.23
|
|
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 Preferred and Income Securities ETF (PFF) ETF: Dividend Yield page.
An investment of 1000$, since January 1993,
now would be worth 5485.58$, with a total return of 448.56% (5.84% annualized).
The Inflation Adjusted Capital now would be 2622.68$, with a net total return of 162.27% (3.27% annualized).
The Inflation Adjusted Capital now would be 2622.68$, with a net total return of 162.27% (3.27% annualized).
An investment of 1000$, since January 1992,
now would be worth 6851.69$, with a total return of 585.17% (6.40% annualized).
The Inflation Adjusted Capital now would be 3183.48$, with a net total return of 218.35% (3.81% annualized).
The Inflation Adjusted Capital now would be 3183.48$, with a net total return of 218.35% (3.81% 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 |
| -58.42% | Apr 2007 | Feb 2009 | 23 | Jan 2011 | 23 | 46 |
| -19.74% | Jan 2022 | Oct 2022 | 10 | in progress | 2 | 12 |
| -16.20% | Feb 2020 | Mar 2020 | 2 | Nov 2020 | 8 | 10 |
| -9.23% | Jun 2011 | Sep 2011 | 4 | Feb 2012 | 5 | 9 |
| -7.50% | Sep 2018 | Dec 2018 | 4 | Apr 2019 | 4 | 8 |
| -6.83% | Apr 1994 | Nov 1994 | 8 | Apr 1995 | 5 | 13 |
| -6.01% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
| -5.94% | Oct 2002 | Oct 2002 | 1 | Jan 2003 | 3 | 4 |
| -5.48% | May 2013 | Aug 2013 | 4 | Feb 2014 | 6 | 10 |
| -5.30% | Sep 2016 | Nov 2016 | 3 | Apr 2017 | 5 | 8 |
| -4.89% | Apr 2004 | Jun 2004 | 3 | Sep 2004 | 3 | 6 |
| -3.37% | May 1999 | Nov 1999 | 7 | Mar 2000 | 4 | 11 |
| -3.14% | Sep 2005 | Oct 2005 | 2 | Feb 2006 | 4 | 6 |
| -2.58% | Jan 2021 | Feb 2021 | 2 | Mar 2021 | 1 | 3 |
| -2.40% | Jul 2003 | Jul 2003 | 1 | Sep 2003 | 2 | 3 |
| -2.10% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 |
| -2.01% | Jul 1998 | Oct 1998 | 4 | Dec 1998 | 2 | 6 |
| -1.86% | Mar 2006 | Jun 2006 | 4 | Aug 2006 | 2 | 6 |
| -1.70% | Dec 2017 | Jan 2018 | 2 | Jun 2018 | 5 | 7 |
| -1.68% | Jul 2005 | Jul 2005 | 1 | Aug 2005 | 1 | 2 |
Worst drawdowns since January 1992.
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -58.42% | Apr 2007 | Feb 2009 | 23 | Jan 2011 | 23 | 46 |
| -19.74% | Jan 2022 | Oct 2022 | 10 | in progress | 2 | 12 |
| -16.20% | Feb 2020 | Mar 2020 | 2 | Nov 2020 | 8 | 10 |
| -9.23% | Jun 2011 | Sep 2011 | 4 | Feb 2012 | 5 | 9 |
| -7.50% | Sep 2018 | Dec 2018 | 4 | Apr 2019 | 4 | 8 |
| -6.83% | Apr 1994 | Nov 1994 | 8 | Apr 1995 | 5 | 13 |
| -6.01% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
| -5.94% | Oct 2002 | Oct 2002 | 1 | Jan 2003 | 3 | 4 |
| -5.48% | May 2013 | Aug 2013 | 4 | Feb 2014 | 6 | 10 |
| -5.30% | Sep 2016 | Nov 2016 | 3 | Apr 2017 | 5 | 8 |
| -4.89% | Apr 2004 | Jun 2004 | 3 | Sep 2004 | 3 | 6 |
| -3.37% | May 1999 | Nov 1999 | 7 | Mar 2000 | 4 | 11 |
| -3.14% | Sep 2005 | Oct 2005 | 2 | Feb 2006 | 4 | 6 |
| -2.58% | Jan 2021 | Feb 2021 | 2 | Mar 2021 | 1 | 3 |
| -2.40% | Jul 2003 | Jul 2003 | 1 | Sep 2003 | 2 | 3 |
| -2.10% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 |
| -2.01% | Jul 1998 | Oct 1998 | 4 | Dec 1998 | 2 | 6 |
| -1.86% | Mar 2006 | Jun 2006 | 4 | Aug 2006 | 2 | 6 |
| -1.70% | Dec 2017 | Jan 2018 | 2 | Jun 2018 | 5 | 7 |
| -1.68% | Jul 2005 | Jul 2005 | 1 | Aug 2005 | 1 | 2 |
Rolling Returns ( more details)
iShares Preferred and Income Securities ETF (PFF) ETF: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
7.26 |
120.34 Mar 2009 - Feb 2010 |
-54.28 Mar 2008 - Feb 2009 |
15.79% |
| 2 Years |
6.80 |
56.59 Mar 2009 - Feb 2011 |
-35.33 Mar 2007 - Feb 2009 |
9.74% |
| 3 Years |
6.63 |
37.33 Mar 2009 - Feb 2012 |
-23.64 Mar 2006 - Feb 2009 |
9.79% |
| 5 Years |
6.51 |
23.67 Mar 2009 - Feb 2014 |
-13.29 Mar 2004 - Feb 2009 |
6.71% |
| 7 Years |
6.36 |
18.28 Mar 2009 - Feb 2016 |
-5.78 Mar 2002 - Feb 2009 |
2.42% |
| 10 Years |
6.31 |
13.75 Mar 2009 - Feb 2019 |
-2.18 Mar 1999 - Feb 2009 |
0.79% |
| 15 Years |
5.70 |
10.38 Jan 1992 - Dec 2006 |
1.60 Mar 1994 - Feb 2009 |
0.00% |
| 20 Years |
6.25 |
7.74 Feb 1992 - Jan 2012 |
4.41 Jan 2003 - Dec 2022 |
0.00% |
| 30 Years |
6.40 |
7.37 Jan 1992 - Dec 2021 |
5.83 Nov 1992 - Oct 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 Preferred and Income Securities ETF (PFF) ETF: Rolling Returns page.
Seasonality
iShares Preferred and Income Securities ETF (PFF) 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 |
-0.05
40% |
-1.59
40% |
-1.27
80% |
0.84
60% |
1.30
100% |
-0.24
60% |
2.74
100% |
0.09
80% |
-1.35
20% |
-0.67
40% |
0.96
40% |
0.54
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
99.95
|
98.36
|
97.12
|
97.93
|
99.20
|
98.97
|
101.68
|
101.77
|
100.40
|
99.73
|
100.69
|
101.23
|
| Best |
5.6 2019 |
0.6 2019 |
3.2 2021 |
9.5 2020 |
2.7 2022 |
1.8 2018 |
6.2 2022 |
1.9 2020 |
0.8 2019 |
1.8 2021 |
5.0 2022 |
3.3 2021 |
| Worst |
-4.5 2022 |
-4.9 2020 |
-11.9 2020 |
-6.4 2022 |
0.3 2019 |
-5.0 2022 |
0.2 2018 |
-3.8 2022 |
-4.4 2022 |
-3.2 2022 |
-2.2 2018 |
-3.6 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 |
0.68
60% |
-0.20
70% |
-0.03
90% |
0.93
80% |
0.92
80% |
-0.18
60% |
1.61
80% |
-0.07
60% |
-0.88
20% |
-0.05
50% |
0.44
60% |
0.10
40% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.68
|
100.48
|
100.45
|
101.38
|
102.31
|
102.12
|
103.77
|
103.69
|
102.78
|
102.72
|
103.17
|
103.28
|
| Best |
5.6 2019 |
2.3 2014 |
3.2 2021 |
9.5 2020 |
2.7 2022 |
1.8 2018 |
6.2 2022 |
1.9 2020 |
0.8 2019 |
2.2 2015 |
5.0 2022 |
3.3 2021 |
| Worst |
-4.5 2022 |
-4.9 2020 |
-11.9 2020 |
-6.4 2022 |
-0.7 2013 |
-5.0 2022 |
-0.5 2013 |
-3.8 2022 |
-4.4 2022 |
-3.2 2022 |
-3.3 2016 |
-3.6 2022 |
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 |
1.19
74% |
0.06
77% |
0.93
84% |
1.26
74% |
1.21
61% |
0.33
68% |
1.09
65% |
0.74
77% |
-0.91
48% |
0.28
55% |
-0.12
61% |
0.96
65% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.19
|
101.25
|
102.19
|
103.49
|
104.74
|
105.08
|
106.23
|
107.02
|
106.04
|
106.35
|
106.22
|
107.23
|
| Best |
9.7 2008 |
3.9 1992 |
20.8 2009 |
18.4 2009 |
19.1 2009 |
4.9 2000 |
11.8 2009 |
3.3 2006 |
5.2 2009 |
5.4 2011 |
5.0 2022 |
10.9 2008 |
| Worst |
-11.7 2009 |
-25.4 2009 |
-11.9 2020 |
-6.4 2022 |
-4.3 2010 |
-9.5 2008 |
-4.6 2008 |
-3.8 2022 |
-24.6 2008 |
-5.9 2002 |
-8.1 2007 |
-3.6 2022 |
Monthly Seasonality over the period Jan 1992 - Dec 2022
Monthly/Yearly Returns
iShares Preferred and Income Securities ETF (PFF) ETF data source starts from January 1992: 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 1992 - Dec 2022
251 Positive Months (67%) - 121 Negative Months (33%)
MONTHLY RETURNS TABLE
Jan 1992 - 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 |
-18.80 | -23.72 | -4.5 | -3.0 | 0.4 | -6.4 | 2.7 | -5.0 | 6.2 | -3.8 | -4.4 | -3.2 | 5.0 | -3.6 |
| 2021 |
+7.13 | +0.09 | -1.7 | -0.9 | 3.2 | 1.2 | 0.8 | 1.7 | 0.6 | 0.3 | -1.1 | 1.8 | -2.1 | 3.3 |
| 2020 |
+7.44 | +6.00 | 1.5 | -4.9 | -11.9 | 9.5 | 1.9 | -0.9 | 5.0 | 1.9 | -0.2 | -0.2 | 4.6 | 2.6 |
| 2019 |
+15.92 | +13.33 | 5.6 | 0.6 | 1.5 | 0.7 | 0.3 | 1.3 | 1.8 | 0.6 | 0.8 | 0.4 | -0.4 | 1.9 |
| 2018 |
-4.63 | -6.42 | -1.2 | 0.3 | 0.5 | -0.7 | 0.8 | 1.8 | 0.2 | 1.4 | -1.7 | -2.2 | -2.2 | -1.5 |
| 2017 |
+8.10 | +5.86 | 2.4 | 2.1 | 0.5 | 1.3 | 0.6 | 0.8 | 0.7 | -0.1 | -0.2 | -0.4 | 0.7 | -0.5 |
| 2016 |
+1.30 | -0.76 | -1.0 | 0.1 | 2.4 | 0.9 | 1.5 | 1.2 | 1.4 | 0.0 | -1.1 | -1.0 | -3.3 | 0.3 |
| 2015 |
+4.27 | +3.52 | 1.3 | 1.0 | 0.3 | 0.0 | 0.0 | -1.0 | 1.4 | -0.7 | -0.7 | 2.2 | 0.7 | -0.1 |
| 2014 |
+14.11 | +13.25 | 3.0 | 2.3 | 1.7 | 1.8 | 1.2 | 0.6 | -0.5 | 1.8 | -0.8 | 1.1 | 1.2 | -0.1 |
| 2013 |
-0.98 | -2.45 | 1.3 | 0.5 | 1.1 | 1.1 | -0.7 | -2.2 | -0.5 | -2.2 | 0.7 | 0.9 | 0.3 | -1.3 |
| 2012 |
+18.20 | +16.18 | 7.1 | 3.0 | 0.2 | 0.2 | -1.2 | 2.4 | 1.5 | 1.5 | 0.7 | 1.0 | 0.2 | 0.4 |
| 2011 |
-2.00 | -4.82 | 0.7 | 1.6 | 1.0 | 1.6 | 0.6 | -0.5 | -1.9 | -1.9 | -5.2 | 5.4 | -3.1 | 0.1 |
| 2010 |
+13.81 | +12.14 | 1.0 | 3.7 | 1.8 | 0.0 | -4.3 | 1.9 | 6.9 | 2.3 | 0.4 | 0.1 | -0.6 | 0.3 |
| 2009 |
+38.67 | +35.00 | -11.7 | -25.4 | 20.8 | 18.4 | 19.1 | 3.0 | 11.8 | -1.9 | 5.2 | -3.5 | 1.5 | 6.0 |
| 2008 |
-23.94 | -24.01 | 9.7 | -0.1 | -5.7 | 6.3 | -0.4 | -9.5 | -4.6 | 0.1 | -24.6 | 4.3 | -7.8 | 10.9 |
| 2007 |
-15.96 | -19.25 | 0.4 | 0.3 | 0.6 | -0.1 | -0.8 | -1.3 | -2.1 | -0.2 | -3.6 | 1.6 | -8.1 | -3.5 |
| 2006 |
+8.27 | +5.59 | 0.9 | 1.5 | -0.5 | -0.6 | -0.3 | -0.5 | 0.2 | 3.3 | 1.5 | 1.6 | 0.9 | 0.0 |
| 2005 |
+3.79 | +0.36 | 1.8 | 0.7 | -1.4 | 2.2 | 0.8 | 0.3 | -1.7 | 2.3 | -2.3 | -0.8 | 0.7 | 1.4 |
| 2004 |
+7.84 | +4.44 | 2.7 | 1.5 | 0.5 | -2.0 | -2.5 | -0.5 | 0.6 | 2.5 | 2.6 | -0.2 | -1.0 | 3.6 |
| 2003 |
+25.47 | +23.16 | 6.5 | 1.3 | 0.8 | 2.4 | 5.4 | 2.5 | -2.4 | 2.4 | 3.2 | -0.1 | 0.0 | 1.2 |
| 2002 |
+3.08 | +0.69 | 0.1 | 0.1 | -0.3 | 0.5 | -0.3 | 0.9 | 0.0 | 2.7 | 0.2 | -5.9 | 3.6 | 1.8 |
| 2001 |
+15.64 | +13.87 | 0.6 | 2.6 | 1.3 | -0.6 | 1.3 | 2.4 | 3.5 | 1.8 | -1.6 | 2.9 | 1.0 | -0.4 |
| 2000 |
+5.20 | +1.76 | -0.1 | -1.2 | 2.3 | -3.6 | -2.5 | 4.9 | 1.3 | 1.5 | 1.5 | -1.0 | 0.9 | 1.2 |
| 1999 |
+0.35 | -2.27 | -0.2 | 0.7 | 0.6 | 0.1 | -0.1 | -0.6 | -1.2 | 0.0 | -0.8 | -0.3 | -0.5 | 2.6 |
| 1998 |
+5.73 | +4.05 | 0.9 | 0.6 | 0.9 | 0.4 | 1.5 | 1.1 | -0.8 | 0.3 | -0.4 | -1.2 | 1.1 | 1.1 |
| 1997 |
+15.54 | +13.60 | 0.1 | 2.4 | 1.8 | 0.0 | 1.4 | 1.4 | 2.1 | 1.1 | 1.5 | 1.2 | 0.3 | 1.3 |
| 1996 |
+12.31 | +8.70 | -0.2 | 0.0 | 1.3 | 0.4 | 2.0 | 0.7 | 0.0 | 0.5 | 1.0 | 2.3 | 4.6 | -0.7 |
| 1995 |
+22.94 | +19.90 | 2.2 | 2.8 | 0.9 | 2.3 | 5.4 | 1.2 | -0.3 | 2.4 | 1.3 | 1.4 | 1.4 | 0.0 |
| 1994 |
-5.25 | -7.72 | 0.9 | 0.6 | 0.2 | -2.1 | -1.0 | 0.4 | 0.1 | 0.3 | -1.4 | -1.0 | -2.3 | 0.0 |
| 1993 |
+15.14 | +12.06 | 1.8 | 3.3 | 1.2 | 1.9 | 0.3 | 1.6 | 1.6 | 0.9 | 1.0 | 1.2 | -1.1 | 0.5 |
| 1992 |
+24.90 | +21.38 | 4.8 | 3.9 | 1.2 | 1.8 | 3.8 | 0.3 | 3.1 | 1.9 | 0.4 | 0.3 | 0.1 | 1.0 |
ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.