Data Source: from January 1927 to February 2023 (~96 years)
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
ETF: iShares S&P Small-Cap 600 Growth (IJT)
ETF • LIVE PERFORMANCE (USD currency)
1.55%
1 Day
Mar 20 2023, 04:00PM Eastern Time
6.38%
Current Month
March 2023
In the last 30 Years, the iShares S&P Small-Cap 600 Growth (IJT) ETF obtained a 9.69% compound annual return, with a 19.60% standard deviation.
In 2022, the ETF granted a 0.85% dividend yield. If you are interested in getting periodic income, please refer to the iShares S&P Small-Cap 600 Growth (IJT) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Small Cap
- Style: Growth
- Region: North America
- Country: U.S.
The iShares S&P Small-Cap 600 Growth (IJT) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | IJT Weight |
|---|---|---|
| Edge Select Aggressive | Merrill Lynch | 3.00% |
| Edge Select Moderate | Merrill Lynch | 2.00% |
| Edge Select Moderately Aggressive | Merrill Lynch | 2.00% |
| Edge Select Moderately Conservative | Merrill Lynch | 1.00% |
| Edge Select Conservative | Merrill Lynch | 1.00% |
| Ideal Index | Frank Armstrong | 6.25% |
| Family Taxable Portfolio | Ted Aronson | 5.00% |
Historical Returns as of Feb 28, 2023
Historical returns and Metrics of iShares S&P Small-Cap 600 Growth (IJT) 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 S&P SMALL-CAP 600 GROWTH (IJT) 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 (%) |
-0.97 | -1.20 | 3.00 | -7.24 | 10.87 | 7.17 | 10.81 | 11.44 | 9.69 | 9.95 |
| 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 (%) |
-1.52 | -2.23 | 1.40 | -12.52 | 5.43 | 3.19 | 7.98 | 8.71 | 7.00 | 6.76 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 25.01 | 24.89 | 22.90 | 18.71 | 18.66 | 19.60 | 21.61 | |||
| Sharpe Ratio | -0.37 | 0.41 | 0.26 | 0.54 | 0.55 | 0.38 | 0.28 | |||
| Sortino Ratio | -0.55 | 0.54 | 0.34 | 0.72 | 0.73 | 0.51 | 0.38 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -18.28 | -26.22 | -32.91 | -32.91 | -51.05 | -51.05 | -86.57 | |||
| Start (yyyy mm) | 2022 04 | 2022 01 | 2018 09 | 2018 09 | 2007 11 | 2007 11 | 1929 09 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 1932 06 | |||
| Start to Bottom (# months) | 6 | 9 | 19 | 19 | 16 | 16 | 34 | |||
| Start to Recovery (# months) in progress |
> 11
|
> 14
|
27
|
27
|
38
|
38
|
165
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 194.46 | 60.20 | 45.77 | 23.05 | 17.62 | 16.20 | ||||
| Worst Return (%) | -66.71 | -46.61 | -21.81 | -3.47 | 3.54 | 7.85 | ||||
| % Positive Periods | 73% | 83% | 88% | 97% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 1 | 3 | 6 | 24 | 40 | 80 | 158 | 227 | 714 |
| Negative | 1 | 2 | 3 | 6 | 12 | 20 | 40 | 82 | 133 | 440 |
| % Positive | 0% | 33% | 50% | 50% | 67% | 67% | 67% | 66% | 63% | 62% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 43.54 | 23.68 | 17.72 | 12.65 | 8.36 | 6.48 | ||||
| Perpetual WR (%) | 5.15 | 3.09 | 7.39 | 8.01 | 6.54 | 6.33 | ||||
- 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 S&P Small-Cap 600 Growth (IJT) 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 S&P SMALL-CAP 600 GROWTH (IJT) ETF
Monthly correlations as of 28 February 2023
Swipe left to see all data
| Correlation vs IJT | ||||||
|---|---|---|---|---|---|---|
|
|
||||||
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
US Total Stock Market VTI |
0.98
|
0.93
|
0.91
|
0.87
|
0.87
|
|
|
US Large Cap SPY |
0.98
|
0.91
|
0.88
|
0.80
|
0.80
|
|
|
US Small Cap IJR |
0.99
|
0.98
|
0.98
|
0.98
|
0.97
|
|
|
US REITs VNQ |
0.83
|
0.80
|
0.65
|
0.59
|
0.58
|
|
|
US Technology QQQ |
0.94
|
0.85
|
0.77
|
0.76
|
0.76
|
|
|
Preferred Stocks PFF |
0.76
|
0.75
|
0.63
|
0.38
|
0.37
|
|
|
EAFE Stocks EFA |
0.85
|
0.84
|
0.75
|
0.71
|
0.70
|
|
|
World All Countries VT |
0.95
|
0.92
|
0.86
|
0.80
|
0.79
|
|
|
Emerging Markets EEM |
0.57
|
0.71
|
0.59
|
0.67
|
0.65
|
|
|
Europe VGK |
0.86
|
0.83
|
0.74
|
0.72
|
0.70
|
|
|
Pacific VPL |
0.81
|
0.83
|
0.72
|
0.61
|
0.59
|
|
|
Latin America FLLA |
0.72
|
0.56
|
0.45
|
0.60
|
0.59
|
|
|
US Total Bond Market BND |
0.72
|
0.39
|
0.24
|
0.05
|
0.04
|
|
|
Long Term Treasuries TLT |
0.57
|
-0.02
|
-0.11
|
-0.19
|
-0.19
|
|
|
US Cash BIL |
0.00
|
-0.22
|
-0.18
|
-0.05
|
-0.06
|
|
|
TIPS TIP |
0.88
|
0.54
|
0.34
|
0.10
|
0.10
|
|
|
Invest. Grade Bonds LQD |
0.78
|
0.58
|
0.45
|
0.21
|
0.20
|
|
|
High Yield Bonds HYG |
0.93
|
0.83
|
0.75
|
0.62
|
0.61
|
|
|
International Bonds BNDX |
0.88
|
0.44
|
0.31
|
0.12
|
0.11
|
|
|
Emerg. Market Bonds EMB |
0.76
|
0.66
|
0.52
|
0.50
|
0.49
|
|
|
Gold GLD |
0.24
|
0.09
|
-0.01
|
0.07
|
0.08
|
|
|
Commodities DBC |
0.35
|
0.54
|
0.43
|
0.36
|
0.35
|
|
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 S&P Small-Cap 600 Growth (IJT) ETF: Dividend Yield page.
An investment of 1000$, since March 1993,
now would be worth 16016.78$, with a total return of 1501.68% (9.69% annualized).
The Inflation Adjusted Capital now would be 7618.67$, with a net total return of 661.87% (7.00% annualized).
The Inflation Adjusted Capital now would be 7618.67$, with a net total return of 661.87% (7.00% annualized).
An investment of 1000$, since January 1927,
now would be worth 9151996.90$, with a total return of 915099.69% (9.95% annualized).
The Inflation Adjusted Capital now would be 538460.13$, with a net total return of 53746.01% (6.76% annualized).
The Inflation Adjusted Capital now would be 538460.13$, with a net total return of 53746.01% (6.76% 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 |
| -51.05% | Nov 2007 | Feb 2009 | 16 | Dec 2010 | 22 | 38 |
| -33.14% | Mar 2000 | Feb 2003 | 36 | Jan 2004 | 11 | 47 |
| -32.91% | Sep 2018 | Mar 2020 | 19 | Nov 2020 | 8 | 27 |
| -31.18% | May 1998 | Aug 1998 | 4 | Dec 1999 | 16 | 20 |
| -26.22% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
| -21.43% | Jun 2011 | Sep 2011 | 4 | Mar 2012 | 6 | 10 |
| -17.41% | Jun 1996 | Jul 1996 | 2 | Jul 1997 | 12 | 14 |
| -13.05% | Feb 1994 | Jun 1994 | 5 | Mar 1995 | 9 | 14 |
| -11.50% | Aug 2015 | Jan 2016 | 6 | Jul 2016 | 6 | 12 |
| -8.95% | Mar 2005 | Apr 2005 | 2 | Jun 2005 | 2 | 4 |
| -8.89% | Oct 1997 | Jan 1998 | 4 | Mar 1998 | 2 | 6 |
| -8.68% | Apr 2006 | Jul 2006 | 4 | Jan 2007 | 6 | 10 |
| -8.28% | Jul 2004 | Aug 2004 | 2 | Nov 2004 | 3 | 5 |
| -6.65% | Jul 2014 | Sep 2014 | 3 | Dec 2014 | 3 | 6 |
| -6.15% | Apr 2012 | May 2012 | 2 | Aug 2012 | 3 | 5 |
| -5.28% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 |
| -5.20% | Oct 2016 | Oct 2016 | 1 | Nov 2016 | 1 | 2 |
| -4.73% | Oct 1995 | Oct 1995 | 1 | Dec 1995 | 2 | 3 |
| -3.94% | Oct 2005 | Oct 2005 | 1 | Nov 2005 | 1 | 2 |
| -3.91% | Jan 2014 | Jan 2014 | 1 | Feb 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 |
| -86.57% | Sep 1929 | Jun 1932 | 34 | May 1943 | 131 | 165 |
| -66.10% | Dec 1968 | Sep 1974 | 70 | May 1978 | 44 | 114 |
| -51.05% | Nov 2007 | Feb 2009 | 16 | Dec 2010 | 22 | 38 |
| -37.41% | Sep 1987 | Nov 1987 | 3 | Aug 1989 | 21 | 24 |
| -33.14% | Mar 2000 | Feb 2003 | 36 | Jan 2004 | 11 | 47 |
| -32.91% | Sep 2018 | Mar 2020 | 19 | Nov 2020 | 8 | 27 |
| -31.18% | May 1998 | Aug 1998 | 4 | Dec 1999 | 16 | 20 |
| -30.96% | Jul 1983 | Jul 1984 | 13 | Feb 1986 | 19 | 32 |
| -28.96% | Jul 1990 | Oct 1990 | 4 | Mar 1991 | 5 | 9 |
| -28.72% | Jun 1981 | Jul 1982 | 14 | Nov 1982 | 4 | 18 |
| -26.22% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
| -25.57% | Jun 1946 | Feb 1948 | 21 | Mar 1950 | 25 | 46 |
| -25.35% | Jan 1962 | Jun 1962 | 6 | Jun 1964 | 24 | 30 |
| -22.67% | Sep 1978 | Oct 1978 | 2 | Apr 1979 | 6 | 8 |
| -21.43% | Jun 2011 | Sep 2011 | 4 | Mar 2012 | 6 | 10 |
| -18.52% | Feb 1980 | Mar 1980 | 2 | Jul 1980 | 4 | 6 |
| -17.41% | Jun 1996 | Jul 1996 | 2 | Jul 1997 | 12 | 14 |
| -15.70% | Aug 1957 | Dec 1957 | 5 | Jun 1958 | 6 | 11 |
| -15.47% | Jul 1986 | Sep 1986 | 3 | Feb 1987 | 5 | 8 |
| -13.79% | Mar 1992 | Jun 1992 | 4 | Nov 1992 | 5 | 9 |
Rolling Returns ( more details)
iShares S&P Small-Cap 600 Growth (IJT) ETF: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
12.87 |
194.46 Jul 1932 - Jun 1933 |
-66.71 Jul 1931 - Jun 1932 |
27.47% |
| 2 Years |
11.24 |
86.17 Jul 1932 - Jun 1934 |
-54.67 Jun 1930 - May 1932 |
21.57% |
| 3 Years |
10.53 |
60.20 Jul 1932 - Jun 1935 |
-46.61 Jul 1929 - Jun 1932 |
16.53% |
| 5 Years |
10.37 |
45.77 Jun 1932 - May 1937 |
-21.81 Jun 1927 - May 1932 |
11.87% |
| 7 Years |
10.55 |
28.39 Jan 1975 - Dec 1981 |
-10.76 Jan 1968 - Dec 1974 |
6.16% |
| 10 Years |
10.53 |
23.05 Oct 1974 - Sep 1984 |
-3.47 Sep 1929 - Aug 1939 |
2.71% |
| 15 Years |
10.52 |
19.36 Jul 1932 - Jun 1947 |
0.89 Dec 1928 - Nov 1943 |
0.00% |
| 20 Years |
10.62 |
17.62 Jul 1932 - Jun 1952 |
3.54 Sep 1929 - Aug 1949 |
0.00% |
| 30 Years |
10.68 |
16.20 Jun 1932 - May 1962 |
7.85 Sep 1968 - Aug 1998 |
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 S&P Small-Cap 600 Growth (IJT) ETF: Rolling Returns page.
Seasonality
iShares S&P Small-Cap 600 Growth (IJT) 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 |
2.13
60% |
-0.08
60% |
-3.79
60% |
1.71
80% |
1.37
80% |
1.14
80% |
4.39
80% |
0.63
60% |
-3.84
20% |
1.35
80% |
5.09
80% |
-0.48
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
102.13
|
102.05
|
98.19
|
99.86
|
101.23
|
102.38
|
106.87
|
107.55
|
103.42
|
104.81
|
110.15
|
109.63
|
| Best |
9.1 2019 |
4.5 2019 |
2.5 2018 |
12.4 2020 |
7.1 2018 |
7.2 2019 |
11.9 2022 |
6.7 2018 |
1.0 2019 |
9.9 2022 |
17.3 2020 |
8.8 2020 |
| Worst |
-10.2 2022 |
-8.9 2020 |
-20.1 2020 |
-9.4 2022 |
-7.5 2019 |
-8.2 2022 |
-0.3 2021 |
-4.7 2022 |
-9.1 2022 |
-11.1 2018 |
-2.2 2021 |
-12.1 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 |
0.22
50% |
0.84
70% |
-0.49
80% |
0.31
60% |
1.41
70% |
1.59
80% |
3.05
80% |
-0.10
50% |
-1.37
40% |
1.89
80% |
4.73
80% |
0.00
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.22
|
101.06
|
100.57
|
100.89
|
102.31
|
103.93
|
107.10
|
106.99
|
105.52
|
107.52
|
112.61
|
112.61
|
| Best |
9.1 2019 |
6.2 2015 |
7.1 2016 |
12.4 2020 |
7.1 2018 |
7.2 2019 |
11.9 2022 |
6.7 2018 |
6.9 2017 |
9.9 2022 |
17.3 2020 |
8.8 2020 |
| Worst |
-10.2 2022 |
-8.9 2020 |
-20.1 2020 |
-9.4 2022 |
-7.5 2019 |
-8.2 2022 |
-6.0 2014 |
-5.8 2015 |
-9.1 2022 |
-11.1 2018 |
-2.2 2021 |
-12.1 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 |
1.70
62% |
0.69
58% |
0.78
69% |
1.43
61% |
0.49
59% |
1.20
61% |
1.75
58% |
1.11
61% |
-0.71
56% |
0.08
58% |
1.40
65% |
1.95
73% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.70
|
102.40
|
103.19
|
104.66
|
105.18
|
106.44
|
108.31
|
109.51
|
108.74
|
108.82
|
110.35
|
112.50
|
| Best |
23.8 1975 |
21.1 2000 |
11.8 1928 |
41.8 1933 |
17.4 1933 |
25.2 1938 |
38.6 1932 |
38.4 1932 |
16.7 1939 |
15.6 1982 |
17.3 2020 |
12.5 1999 |
| Worst |
-10.4 2009 |
-14.1 1933 |
-23.4 1938 |
-19.9 1932 |
-22.9 1932 |
-16.8 1930 |
-12.0 1996 |
-22.2 1998 |
-28.7 1931 |
-31.6 1987 |
-20.9 1973 |
-12.9 1931 |
Monthly Seasonality over the period Jan 1927 - Feb 2023
Monthly/Yearly Returns
iShares S&P Small-Cap 600 Growth (IJT) 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
714 Positive Months (62%) - 440 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 |
+6.30 | +4.87 | 7.3 | -1.0 | ||||||||||
| 2022 |
-21.32 | -26.09 | -10.2 | 0.4 | 0.1 | -9.4 | 1.5 | -8.2 | 11.9 | -4.7 | -9.1 | 9.9 | 4.4 | -7.1 |
| 2021 |
+22.37 | +14.33 | 6.2 | 4.5 | 1.3 | 1.8 | 0.0 | 1.7 | -0.3 | 2.2 | -3.5 | 4.2 | -2.2 | 4.9 |
| 2020 |
+19.22 | +17.62 | -1.7 | -8.9 | -20.1 | 12.4 | 5.8 | 3.8 | 5.6 | 2.9 | -4.1 | 1.6 | 17.3 | 8.8 |
| 2019 |
+20.99 | +18.28 | 9.1 | 4.5 | -2.8 | 3.4 | -7.5 | 7.2 | 1.0 | -3.9 | 1.0 | 2.1 | 3.3 | 3.0 |
| 2018 |
-4.39 | -6.18 | 3.6 | -3.6 | 2.5 | 0.3 | 7.1 | 1.3 | 3.7 | 6.7 | -3.4 | -11.1 | 2.6 | -12.1 |
| 2017 |
+14.47 | +12.11 | 0.2 | 1.7 | 0.3 | 1.3 | -2.0 | 2.9 | 1.3 | -2.4 | 6.9 | 1.2 | 3.3 | -0.7 |
| 2016 |
+22.07 | +19.58 | -6.4 | 0.0 | 7.1 | 0.3 | 2.8 | 0.5 | 4.9 | 1.6 | 0.4 | -5.2 | 11.8 | 3.5 |
| 2015 |
+2.70 | +1.96 | -1.8 | 6.2 | 2.2 | -2.9 | 2.2 | 1.7 | 1.0 | -5.8 | -3.3 | 5.8 | 2.7 | -4.4 |
| 2014 |
+4.01 | +3.23 | -3.9 | 4.3 | 0.2 | -3.5 | -0.2 | 5.5 | -6.0 | 4.0 | -4.5 | 6.9 | -0.9 | 3.0 |
| 2013 |
+42.26 | +40.15 | 6.1 | 1.2 | 4.2 | -0.6 | 4.5 | -0.5 | 7.4 | -1.5 | 5.9 | 3.6 | 4.9 | 1.0 |
| 2012 |
+14.47 | +12.51 | 5.3 | 2.6 | 3.0 | -0.8 | -5.3 | 4.4 | -1.4 | 3.8 | 1.5 | -2.2 | 0.5 | 3.0 |
| 2011 |
+3.26 | +0.29 | 0.2 | 4.6 | 4.0 | 4.0 | 0.1 | -2.2 | -3.5 | -7.7 | -9.9 | 14.6 | 0.6 | 0.5 |
| 2010 |
+28.24 | +26.35 | -4.1 | 3.7 | 8.0 | 5.1 | -5.9 | -5.9 | 6.0 | -7.2 | 11.7 | 4.7 | 4.6 | 6.6 |
| 2009 |
+28.78 | +25.37 | -10.4 | -10.9 | 6.7 | 16.9 | 2.3 | 2.2 | 8.9 | 1.4 | 5.7 | -4.7 | 2.1 | 8.8 |
| 2008 |
-33.38 | -33.44 | -6.3 | -2.1 | 0.1 | 4.9 | 4.4 | -5.8 | 0.4 | 3.7 | -7.3 | -21.5 | -10.8 | 4.1 |
| 2007 |
+5.66 | +1.52 | 2.0 | -0.1 | 2.4 | 2.4 | 4.6 | -1.0 | -4.3 | 3.1 | 2.7 | 2.4 | -7.4 | -0.6 |
| 2006 |
+10.55 | +7.81 | 7.0 | -0.7 | 5.1 | -0.1 | -4.9 | -0.3 | -3.6 | 0.5 | 0.6 | 4.3 | 3.3 | -0.4 |
| 2005 |
+9.00 | +5.40 | -0.7 | 2.6 | -3.3 | -5.8 | 7.1 | 2.8 | 6.4 | -1.2 | 1.5 | -3.9 | 5.2 | -1.0 |
| 2004 |
+21.17 | +17.35 | 3.1 | 1.6 | 0.9 | -3.2 | 2.0 | 5.7 | -6.0 | -2.4 | 5.5 | 3.0 | 8.0 | 2.1 |
| 2003 |
+37.00 | +34.47 | -2.9 | -2.8 | 1.8 | 7.6 | 6.6 | 2.0 | 5.6 | 5.0 | -2.6 | 8.5 | 3.4 | 0.6 |
| 2002 |
-15.08 | -17.05 | 0.1 | -3.3 | 7.4 | 1.1 | -4.4 | -6.1 | -11.7 | 1.9 | -5.1 | 4.7 | 5.6 | -4.6 |
| 2001 |
-1.77 | -3.27 | -0.1 | -8.2 | -5.6 | 10.1 | 1.5 | 1.7 | -1.9 | -2.2 | -12.9 | 6.8 | 5.9 | 5.8 |
| 2000 |
+1.59 | -1.74 | -1.2 | 21.1 | -8.7 | -3.6 | -4.8 | 9.3 | -6.8 | 12.1 | -5.1 | 0.8 | -14.9 | 9.1 |
| 1999 |
+19.80 | +16.67 | -1.3 | -9.8 | 2.9 | 4.7 | 0.4 | 5.4 | -0.1 | -4.5 | 2.4 | 1.5 | 5.7 | 12.5 |
| 1998 |
+3.52 | +1.88 | -0.8 | 8.8 | 4.3 | 0.8 | -6.1 | 1.3 | -6.9 | -22.2 | 7.6 | 6.4 | 7.4 | 7.8 |
| 1997 |
+14.37 | +12.46 | 2.7 | -4.7 | -7.1 | -1.3 | 14.3 | 3.9 | 5.7 | 2.9 | 7.6 | -5.4 | -2.7 | -0.3 |
| 1996 |
+10.24 | +6.69 | -1.0 | 4.8 | 2.3 | 7.8 | 4.5 | -6.2 | -12.0 | 7.3 | 5.8 | -4.6 | 2.4 | 0.7 |
| 1995 |
+30.07 | +26.85 | -1.3 | 4.2 | 2.7 | 0.8 | 1.4 | 6.2 | 7.4 | 1.3 | 2.2 | -4.7 | 4.7 | 2.4 |
| 1994 |
-3.63 | -6.14 | 1.8 | -0.1 | -5.9 | -0.6 | -2.4 | -4.7 | 2.0 | 7.7 | 0.4 | 1.1 | -4.0 | 1.7 |
| 1993 |
+11.25 | +8.28 | 0.7 | -5.6 | 3.0 | -3.6 | 6.9 | -0.3 | -0.3 | 4.3 | 3.1 | 2.2 | -2.8 | 3.8 |
| 1992 |
+10.18 | +7.08 | 4.7 | 1.0 | -4.8 | -4.6 | -0.2 | -4.9 | 4.3 | -3.4 | 2.3 | 4.7 | 8.7 | 3.2 |
| 1991 |
+49.22 | +44.78 | 8.8 | 10.6 | 5.8 | -1.3 | 4.7 | -4.8 | 4.8 | 4.3 | 0.1 | 2.1 | -4.3 | 11.4 |
| 1990 |
-14.26 | -19.19 | -9.3 | 3.3 | 4.4 | -3.0 | 9.1 | 1.1 | -4.0 | -14.0 | -9.1 | -5.3 | 9.8 | 5.1 |
| 1989 |
+19.62 | +14.31 | 4.6 | 0.6 | 2.3 | 4.7 | 5.0 | -3.2 | 4.9 | 2.7 | 1.0 | -5.4 | 1.2 | 0.3 |
| 1988 |
+18.42 | +13.41 | 1.8 | 9.2 | 3.6 | 1.5 | -2.1 | 8.1 | -2.8 | -3.8 | 3.0 | -1.2 | -3.4 | 4.2 |
| 1987 |
-9.10 | -12.96 | 12.9 | 8.9 | 1.3 | -2.6 | 0.1 | 1.5 | 2.6 | 3.5 | -2.6 | -31.6 | -6.1 | 10.8 |
| 1986 |
+5.71 | +4.56 | 1.6 | 7.7 | 4.7 | 2.5 | 4.1 | 0.2 | -10.5 | 2.9 | -8.2 | 4.7 | 0.2 | -2.6 |
| 1985 |
+31.17 | +26.37 | 14.3 | 2.6 | -3.3 | -1.7 | 4.7 | 1.6 | 2.7 | -1.9 | -6.9 | 3.6 | 8.2 | 5.1 |
| 1984 |
-13.51 | -16.80 | -4.3 | -6.9 | 0.2 | -1.1 | -6.1 | 4.5 | -5.4 | 13.6 | -2.6 | -2.3 | -4.4 | 2.2 |
| 1983 |
+20.54 | +16.14 | 8.7 | 4.8 | 2.8 | 7.6 | 7.3 | 5.6 | -5.5 | -4.5 | 0.5 | -8.9 | 5.1 | -2.8 |
| 1982 |
+22.36 | +17.85 | -4.7 | -6.9 | -1.8 | 6.5 | -3.6 | -3.3 | -1.9 | 8.9 | 3.2 | 15.6 | 9.4 | 1.3 |
| 1981 |
-5.82 | -13.53 | -3.0 | 0.0 | 7.9 | 2.6 | 4.5 | -4.5 | -2.7 | -9.1 | -9.4 | 9.4 | 1.8 | -1.7 |
| 1980 |
+46.32 | +30.04 | 6.9 | -1.5 | -17.3 | 6.1 | 8.1 | 5.2 | 12.6 | 7.2 | 4.5 | 4.2 | 10.7 | -4.3 |
| 1979 |
+45.21 | +28.17 | 7.9 | -3.0 | 10.8 | 1.6 | -2.4 | 5.6 | 2.8 | 8.7 | 0.5 | -9.3 | 9.9 | 6.8 |
| 1978 |
+16.60 | +6.95 | -5.1 | 1.7 | 6.1 | 9.2 | 6.6 | -1.1 | 6.7 | 8.0 | -1.7 | -21.4 | 7.8 | 2.9 |
| 1977 |
+15.36 | +8.11 | 0.1 | -1.9 | 0.7 | 0.9 | -0.4 | 7.5 | -0.2 | 0.1 | 1.6 | -3.3 | 8.0 | 1.8 |
| 1976 |
+36.40 | +30.07 | 15.7 | 5.2 | 0.7 | -1.3 | -1.7 | 4.2 | -0.8 | -2.2 | 3.3 | -2.2 | 3.6 | 8.3 |
| 1975 |
+56.63 | +46.47 | 23.8 | 5.3 | 7.1 | 5.2 | 8.1 | 6.1 | -3.8 | -4.3 | -3.8 | 3.3 | 2.4 | -0.9 |
| 1974 |
-33.72 | -41.00 | 5.0 | -1.3 | -1.2 | -6.8 | -8.0 | -3.4 | -5.8 | -10.5 | -10.5 | 15.0 | -4.3 | -5.9 |
| 1973 |
-40.26 | -45.04 | -7.4 | -9.7 | -4.1 | -9.8 | -8.9 | -4.4 | 15.1 | -3.4 | 10.9 | -1.4 | -20.9 | -1.3 |
| 1972 |
+6.36 | +2.86 | 5.8 | 5.2 | 1.4 | 0.3 | -0.1 | -2.1 | -3.6 | 0.4 | -3.0 | -1.9 | 4.7 | -0.5 |
| 1971 |
+28.00 | +23.95 | 5.5 | 2.3 | 4.9 | 4.8 | -2.8 | 1.3 | -2.7 | 4.6 | 0.6 | -2.6 | 1.0 | 8.9 |
| 1970 |
-15.96 | -20.40 | -9.0 | 3.9 | -1.3 | -11.0 | -8.2 | -7.4 | 6.4 | 3.3 | 2.2 | -3.2 | 4.0 | 5.3 |
| 1969 |
-20.42 | -25.07 | -1.6 | -5.6 | 2.7 | 1.4 | -1.0 | -6.6 | -7.2 | 3.5 | -3.6 | 3.9 | -4.7 | -3.0 |
| 1968 |
+24.99 | +19.36 | -3.0 | -1.6 | 2.4 | 9.2 | 2.5 | 2.2 | -0.5 | 6.2 | 1.0 | 1.9 | 5.5 | -2.6 |
| 1967 |
+54.79 | +50.23 | 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 |
-5.76 | -8.91 | 1.1 | -1.2 | -1.6 | 2.7 | -4.7 | -0.9 | -0.7 | -6.9 | 0.0 | 5.3 | 1.0 | 0.5 |
| 1965 |
+28.10 | +25.68 | 4.9 | 1.3 | 0.1 | 4.8 | 0.7 | -3.2 | 2.7 | 3.5 | 4.3 | 3.8 | 0.5 | 2.1 |
| 1964 |
+13.64 | +12.54 | 2.7 | 1.0 | 1.6 | 0.7 | 1.2 | 1.7 | 1.9 | -1.6 | 3.0 | 0.9 | -0.5 | 0.5 |
| 1963 |
+9.16 | +7.39 | 4.1 | -3.7 | 2.8 | 4.2 | 0.7 | -2.9 | -1.2 | 4.4 | -2.0 | 2.8 | -1.9 | 2.0 |
| 1962 |
-14.99 | -16.10 | -4.1 | 1.3 | -0.9 | -6.6 | -9.1 | -8.8 | 6.3 | 1.3 | -5.4 | 0.1 | 10.5 | 1.1 |
| 1961 |
+27.91 | +27.05 | 6.7 | 3.0 | 2.9 | 0.7 | 2.2 | -2.5 | 3.6 | 2.3 | -1.6 | 3.1 | 4.2 | 0.6 |
| 1960 |
+3.25 | +1.87 | -6.7 | 1.5 | -0.9 | -1.2 | 3.2 | 2.5 | -1.9 | 3.1 | -5.4 | 0.3 | 4.5 | 5.0 |
| 1959 |
+17.00 | +15.01 | 1.1 | 0.7 | 0.7 | 4.5 | 2.5 | 0.3 | 4.1 | -0.9 | -3.8 | 1.7 | 1.9 | 3.3 |
| 1958 |
+52.62 | +49.97 | 5.4 | -1.0 | 4.1 | 4.2 | 2.5 | 3.5 | 5.1 | 2.0 | 5.5 | 3.3 | 2.9 | 5.7 |
| 1957 |
-12.20 | -14.67 | -4.0 | -3.1 | 2.2 | 3.9 | 3.9 | 0.1 | 1.4 | -5.5 | -6.0 | -3.0 | 1.9 | -4.0 |
| 1956 |
+9.29 | +6.12 | -3.1 | 4.0 | 7.5 | 0.3 | -6.0 | 4.4 | 5.6 | -3.3 | -3.9 | 1.1 | -0.6 | 4.0 |
| 1955 |
+20.30 | +19.85 | 1.2 | -0.2 | -1.1 | 3.3 | -0.7 | 8.1 | 5.9 | -1.3 | 0.7 | -3.7 | 7.6 | -0.5 |
| 1954 |
+47.93 | +49.04 | 5.3 | 0.4 | 3.1 | 5.1 | 3.5 | 0.2 | 5.9 | -3.4 | 8.6 | -1.9 | 8.4 | 5.3 |
| 1953 |
+0.71 | -0.04 | -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 |
+11.01 | +10.18 | 1.5 | -3.8 | 4.7 | -4.5 | 2.2 | 4.7 | 1.8 | -1.6 | -2.2 | -0.2 | 4.9 | 3.7 |
| 1951 |
+18.34 | +11.64 | 6.2 | 0.8 | -1.8 | 5.0 | -4.0 | -2.5 | 7.2 | 4.7 | -0.5 | -1.4 | -0.2 | 4.2 |
| 1950 |
+22.26 | +15.41 | 1.6 | 0.9 | 0.3 | 4.5 | 4.0 | -6.1 | 0.9 | 3.4 | 5.9 | 0.5 | 0.0 | 5.0 |
| 1949 |
+23.43 | +26.05 | 1.2 | -3.0 | 4.0 | -1.1 | -2.7 | 0.8 | 7.2 | 2.1 | 3.2 | 3.8 | 1.1 | 5.1 |
| 1948 |
-3.59 | -6.39 | -4.2 | -5.0 | 7.5 | 2.5 | 7.8 | 0.2 | -5.9 | 0.6 | -3.4 | 7.0 | -11.7 | 3.1 |
| 1947 |
-0.62 | -8.69 | 2.2 | -1.5 | -1.8 | -4.0 | -1.0 | 5.4 | 3.7 | -3.0 | -1.5 | 2.3 | -3.0 | 2.2 |
| 1946 |
-7.36 | -21.58 | 7.4 | -6.6 | 5.0 | 4.1 | 2.6 | -3.5 | -2.2 | -6.9 | -9.7 | -0.3 | -0.7 | 4.7 |
| 1945 |
+56.48 | +53.04 | 3.5 | 8.1 | -2.6 | 10.3 | 2.8 | 1.4 | -0.2 | 6.9 | 5.3 | 4.2 | 4.3 | 2.2 |
| 1944 |
+29.57 | +26.65 | 2.8 | 1.0 | 2.9 | 0.0 | 5.1 | 6.1 | -0.9 | 1.9 | 0.8 | 1.1 | 1.4 | 4.3 |
| 1943 |
+32.19 | +28.39 | 8.2 | 6.0 | 6.1 | 0.9 | 5.3 | 2.8 | -4.5 | 1.8 | 3.1 | -0.5 | -6.4 | 6.5 |
| 1942 |
+17.56 | +7.82 | 1.8 | -2.8 | -5.8 | -4.0 | 6.9 | 2.3 | 3.5 | 1.0 | 3.1 | 6.9 | -1.1 | 5.6 |
| 1941 |
-13.49 | -21.31 | -4.4 | -1.1 | 0.8 | -6.1 | 0.7 | 5.9 | 6.0 | -0.4 | -0.6 | -6.4 | -3.8 | -4.1 |
| 1940 |
-5.14 | -5.81 | -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 |
+3.53 | +3.53 | -6.2 | 4.0 | -12.8 | 0.3 | 7.0 | -5.5 | 11.5 | -6.2 | 16.7 | -0.7 | -4.0 | 3.1 |
| 1938 |
+43.46 | +47.56 | 2.9 | 7.5 | -23.4 | 15.4 | -2.8 | 25.2 | 8.1 | -1.5 | 2.6 | 8.1 | -2.1 | 4.4 |
| 1937 |
-42.78 | -44.37 | 3.6 | 1.2 | -1.2 | -8.7 | -1.3 | -5.7 | 10.4 | -6.0 | -15.3 | -11.2 | -11.4 | -6.0 |
| 1936 |
+29.32 | +27.47 | 6.6 | 1.7 | 2.5 | -7.8 | 4.7 | 3.2 | 7.1 | 0.9 | 0.3 | 7.9 | 0.5 | -0.5 |
| 1935 |
+43.82 | +39.65 | -4.1 | -4.0 | -3.1 | 9.8 | 3.4 | 6.9 | 8.6 | 2.3 | 2.5 | 7.9 | 4.0 | 4.0 |
| 1934 |
+21.20 | +19.39 | 12.9 | -1.7 | 2.1 | -0.6 | -5.6 | 4.0 | -8.3 | 6.9 | 1.8 | -0.7 | 9.0 | 1.5 |
| 1933 |
+95.82 | +94.33 | 4.8 | -14.1 | 7.5 | 41.8 | 17.4 | 14.2 | -5.7 | 12.2 | -7.7 | -5.2 | 10.6 | 3.9 |
| 1932 |
-9.56 | +0.79 | -2.4 | 5.9 | -11.4 | -19.9 | -22.9 | -0.2 | 38.6 | 38.4 | -3.3 | -13.7 | -5.4 | 5.7 |
| 1931 |
-40.53 | -34.42 | 5.7 | 12.1 | -6.3 | -8.9 | -12.9 | 14.6 | -6.7 | 1.7 | -28.7 | 9.2 | -8.6 | -12.9 |
| 1930 |
-30.47 | -25.72 | 6.2 | 2.1 | 8.0 | -1.0 | -1.7 | -16.8 | 3.7 | 0.7 | -13.6 | -9.4 | -2.4 | -8.0 |
| 1929 |
-32.70 | -33.09 | 4.0 | -2.2 | -1.9 | 0.0 | -6.3 | 10.6 | 3.5 | 9.5 | -7.0 | -24.8 | -18.6 | 0.9 |
| 1928 |
+51.74 | +53.51 | 0.5 | -0.7 | 11.8 | 4.1 | 2.2 | -3.0 | 2.1 | 8.0 | 3.1 | 2.2 | 12.2 | 1.0 |
| 1927 |
+38.71 | +41.92 | -1.5 | 5.3 | 1.2 | 2.3 | 5.7 | -0.4 | 7.0 | 4.9 | 3.7 | -3.8 | 7.2 | 2.3 |
ETF Returns, up to December 2000, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
