Data Source: from January 1927 to March 2023 (~96 years)
Consolidated Returns as of 31 March 2023
Consolidated Returns as of 31 March 2023
ETF: iShares S&P Small-Cap 600 Value (IJS)
In the last 30 Years, the iShares S&P Small-Cap 600 Value (IJS) ETF obtained a 10.37% compound annual return, with a 19.08% standard deviation.
In 2022, the ETF granted a 1.29% dividend yield. If you are interested in getting periodic income, please refer to the iShares S&P Small-Cap 600 Value (IJS) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Small Cap
- Style: Value
- Region: North America
- Country: U.S.
The iShares S&P Small-Cap 600 Value (IJS) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | IJS Weight |
|---|---|---|
| Robo Advisor 90 | Betterment | 5.70% |
| Robo Advisor 80 | Betterment | 5.00% |
| Edge Select Aggressive | Merrill Lynch | 3.00% |
| Edge Select Moderate | Merrill Lynch | 2.00% |
| Edge Select Moderately Aggressive | Merrill Lynch | 2.00% |
| Edge Select Conservative | Merrill Lynch | 1.00% |
| Edge Select Moderately Conservative | Merrill Lynch | 1.00% |
| Ultimate Buy&Hold | FundAdvice | 6.00% |
| Coffeehouse | Bill Schultheis | 10.00% |
| Robust | Alpha Architect | 7.50% |
| Ideal Index | Frank Armstrong | 9.25% |
| Golden Butterfly | 20.00% | |
| Larry Portfolio | Larry Swedroe | 15.00% |
| Coward's Portfolio | Bill Bernstein | 10.00% |
| Pinwheel | 10.00% | |
| Ultimate Buy and Hold Strategy | Paul Merriman | 10.00% |
| Simple Money Portfolio | Tim Maurer | 7.50% |
| Family Taxable Portfolio | Ted Aronson | 5.00% |
| Robo Advisor 10 | Betterment | 0.60% |
| Robo Advisor 20 | Betterment | 1.20% |
| Robo Advisor 50 | Betterment | 3.00% |
| Robo Advisor 100 | Betterment | 6.40% |
| Big Rocks Portfolio | Larry Swedroe | 9.00% |
| Golden Butterfly with Bitcoin | 20.00% | |
| One-Decision Portfolio | Marvin Appel | 10.00% |
| Sheltered Sam 100/0 | Bill Bernstein | 15.00% |
| Sheltered Sam 90/10 | Bill Bernstein | 13.50% |
| Sheltered Sam 80/20 | Bill Bernstein | 12.00% |
| Sheltered Sam 70/30 | Bill Bernstein | 10.50% |
| Sheltered Sam 60/40 | Bill Bernstein | 9.00% |
| Sheltered Sam 50/50 | Bill Bernstein | 7.50% |
| Sheltered Sam 40/60 | Bill Bernstein | 6.00% |
| Sheltered Sam 30/70 | Bill Bernstein | 4.50% |
| Sheltered Sam 20/80 | Bill Bernstein | 3.00% |
| Sheltered Sam 10/90 | Bill Bernstein | 1.50% |
| Long Term Portfolio | Ben Stein | 10.00% |
| Tilt Toward Value | Time Inc | 5.00% |
Historical Returns as of Mar 31, 2023
Historical returns and Metrics of iShares S&P Small-Cap 600 Value (IJS) 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 VALUE (IJS) ETF
Portfolio Metrics
Data Source: 1 January 1927 - 31 March 2023 (~96 years)
Swipe left to see all data
| Metrics as of Mar 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~96Y) |
|
| Portfolio Return (%) |
-6.48 | 2.88 | 14.24 | -7.17 | 25.05 | 6.05 | 9.23 | 10.62 | 10.37 | 12.82 |
| US Inflation (%) | 0.00 | 1.36 | 1.36 | 4.64 | 5.24 | 3.81 | 2.60 | 2.48 | 2.50 | 2.99 |
| Infl. Adjusted Return (%) |
-6.48 | 1.50 | 12.71 | -11.28 | 18.82 | 2.16 | 6.47 | 7.94 | 7.68 | 9.55 |
| Waiting for updates, inflation of Mar 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 27.84 | 23.20 | 25.68 | 20.64 | 20.28 | 19.08 | 20.61 | |||
| Sharpe Ratio | -0.34 | 1.05 | 0.19 | 0.41 | 0.47 | 0.43 | 0.43 | |||
| Sortino Ratio | -0.55 | 1.55 | 0.25 | 0.56 | 0.63 | 0.57 | 0.59 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -18.74 | -20.65 | -40.32 | -40.32 | -54.13 | -54.13 | -88.57 | |||
| Start (yyyy mm) | 2022 04 | 2021 06 | 2018 09 | 2018 09 | 2007 06 | 2007 06 | 1929 09 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 1932 05 | |||
| Start to Bottom (# months) | 6 | 16 | 19 | 19 | 21 | 21 | 33 | |||
| Start to Recovery (# months) in progress |
10
|
> 22
|
29
|
29
|
47
|
47
|
166
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 211.23 | 57.02 | 49.56 | 29.84 | 22.53 | 20.14 | ||||
| Worst Return (%) | -69.93 | -49.09 | -25.77 | -5.61 | 4.74 | 9.52 | ||||
| % Positive Periods | 73% | 87% | 91% | 97% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 1 | 3 | 5 | 23 | 38 | 78 | 159 | 234 | 743 |
| Negative | 1 | 2 | 3 | 7 | 13 | 22 | 42 | 81 | 126 | 412 |
| % Positive | 0% | 33% | 50% | 42% | 64% | 63% | 65% | 66% | 65% | 64% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 58.55 | 21.53 | 15.76 | 12.34 | 10.16 | 5.94 | ||||
| Perpetual WR (%) | 15.84 | 2.11 | 6.07 | 7.35 | 7.13 | 8.71 | ||||
- 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 Mar 31, 2023
Monthly correlations of iShares S&P Small-Cap 600 Value (IJS) 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 VALUE (IJS) ETF
Monthly correlations as of 31 March 2023
Swipe left to see all data
| Correlation vs IJS | ||||||
|---|---|---|---|---|---|---|
|
|
||||||
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
US Total Stock Market VTI |
0.89
|
0.88
|
0.86
|
0.86
|
0.86
|
|
|
US Large Cap SPY |
0.87
|
0.85
|
0.83
|
0.81
|
0.81
|
|
|
US Small Cap IJR |
0.99
|
0.99
|
0.99
|
0.96
|
0.96
|
|
|
US REITs VNQ |
0.85
|
0.76
|
0.63
|
0.68
|
0.68
|
|
|
US Technology QQQ |
0.73
|
0.71
|
0.65
|
0.62
|
0.62
|
|
|
Preferred Stocks PFF |
0.72
|
0.71
|
0.61
|
0.44
|
0.44
|
|
|
EAFE Stocks EFA |
0.79
|
0.83
|
0.74
|
0.73
|
0.71
|
|
|
World All Countries VT |
0.86
|
0.88
|
0.83
|
0.81
|
0.80
|
|
|
Emerging Markets EEM |
0.52
|
0.71
|
0.61
|
0.66
|
0.65
|
|
|
Europe VGK |
0.82
|
0.82
|
0.73
|
0.74
|
0.73
|
|
|
Pacific VPL |
0.72
|
0.80
|
0.70
|
0.60
|
0.58
|
|
|
Latin America FLLA |
0.78
|
0.63
|
0.53
|
0.60
|
0.60
|
|
|
US Total Bond Market BND |
0.55
|
0.22
|
0.12
|
0.05
|
0.05
|
|
|
Long Term Treasuries TLT |
0.40
|
-0.20
|
-0.23
|
-0.23
|
-0.23
|
|
|
US Cash BIL |
-0.09
|
-0.27
|
-0.21
|
-0.04
|
-0.03
|
|
|
TIPS TIP |
0.70
|
0.37
|
0.25
|
0.12
|
0.12
|
|
|
Invest. Grade Bonds LQD |
0.61
|
0.43
|
0.35
|
0.23
|
0.23
|
|
|
High Yield Bonds HYG |
0.81
|
0.77
|
0.71
|
0.67
|
0.66
|
|
|
International Bonds BNDX |
0.66
|
0.29
|
0.20
|
0.10
|
0.11
|
|
|
Emerg. Market Bonds EMB |
0.64
|
0.58
|
0.48
|
0.49
|
0.49
|
|
|
Gold GLD |
0.13
|
0.01
|
-0.05
|
0.02
|
0.02
|
|
|
Commodities DBC |
0.53
|
0.64
|
0.52
|
0.36
|
0.36
|
|
Capital Growth as of Mar 31, 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 Value (IJS) ETF: Dividend Yield page.
An investment of 1000$, since April 1993,
now would be worth 19292.13$, with a total return of 1829.21% (10.37% annualized).
The Inflation Adjusted Capital now would be 9208.71$, with a net total return of 820.87% (7.68% annualized).
The Inflation Adjusted Capital now would be 9208.71$, with a net total return of 820.87% (7.68% annualized).
An investment of 1000$, since January 1927,
now would be worth 109986328.16$, with a total return of 10998532.82% (12.82% annualized).
The Inflation Adjusted Capital now would be 6471074.35$, with a net total return of 647007.44% (9.55% annualized).
The Inflation Adjusted Capital now would be 6471074.35$, with a net total return of 647007.44% (9.55% annualized).
Readings that may interest you
Drawdowns
Worst drawdowns since April 1993.
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Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -54.13% | Jun 2007 | Feb 2009 | 21 | Apr 2011 | 26 | 47 |
| -40.32% | Sep 2018 | Mar 2020 | 19 | Jan 2021 | 10 | 29 |
| -31.31% | May 2002 | Mar 2003 | 11 | Nov 2003 | 8 | 19 |
| -27.15% | May 1998 | Aug 1998 | 4 | Aug 2000 | 24 | 28 |
| -22.65% | May 2011 | Sep 2011 | 5 | Feb 2012 | 5 | 10 |
| -20.65% | Jun 2021 | Sep 2022 | 16 | in progress | 6 | 22 |
| -15.54% | Jul 2001 | Sep 2001 | 3 | Dec 2001 | 3 | 6 |
| -13.44% | Apr 2015 | Jan 2016 | 10 | Jun 2016 | 5 | 15 |
| -8.95% | Feb 2001 | Mar 2001 | 2 | May 2001 | 2 | 4 |
| -8.95% | Apr 2012 | May 2012 | 2 | Sep 2012 | 4 | 6 |
| -7.77% | Jan 2005 | Apr 2005 | 4 | Jun 2005 | 2 | 6 |
| -7.47% | May 2006 | Jul 2006 | 3 | Oct 2006 | 3 | 6 |
| -7.34% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 |
| -6.73% | Jul 2014 | Sep 2014 | 3 | Nov 2014 | 2 | 5 |
| -6.52% | Nov 2000 | Nov 2000 | 1 | Dec 2000 | 1 | 2 |
| -6.13% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 |
| -5.32% | Jan 2015 | Jan 2015 | 1 | Feb 2015 | 1 | 2 |
| -5.17% | Aug 2005 | Oct 2005 | 3 | Jan 2006 | 3 | 6 |
| -4.75% | Jul 2004 | Jul 2004 | 1 | Oct 2004 | 3 | 4 |
| -4.04% | Feb 2018 | Feb 2018 | 1 | May 2018 | 3 | 4 |
Worst drawdowns since January 1927.
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Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -88.57% | Sep 1929 | May 1932 | 33 | Jun 1943 | 133 | 166 |
| -54.13% | Jun 2007 | Feb 2009 | 21 | Apr 2011 | 26 | 47 |
| -41.10% | Dec 1972 | Dec 1974 | 25 | Jan 1976 | 13 | 38 |
| -40.32% | Sep 2018 | Mar 2020 | 19 | Jan 2021 | 10 | 29 |
| -37.87% | Dec 1968 | Jun 1970 | 19 | Feb 1972 | 20 | 39 |
| -31.31% | May 2002 | Mar 2003 | 11 | Nov 2003 | 8 | 19 |
| -30.82% | Sep 1989 | Oct 1990 | 14 | May 1991 | 7 | 21 |
| -29.46% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 |
| -27.15% | May 1998 | Aug 1998 | 4 | Aug 2000 | 24 | 28 |
| -23.71% | Jan 1962 | Jun 1962 | 6 | May 1963 | 11 | 17 |
| -22.79% | Jun 1946 | Feb 1948 | 21 | Jan 1950 | 23 | 44 |
| -22.65% | May 2011 | Sep 2011 | 5 | Feb 2012 | 5 | 10 |
| -20.65% | Jun 2021 | Sep 2022 | 16 | in progress | 6 | 22 |
| -18.53% | Feb 1980 | Mar 1980 | 2 | Jul 1980 | 4 | 6 |
| -18.52% | Sep 1978 | Oct 1978 | 2 | Mar 1979 | 5 | 7 |
| -17.04% | Aug 1956 | Dec 1957 | 17 | May 1958 | 5 | 22 |
| -15.54% | Jul 2001 | Sep 2001 | 3 | Dec 2001 | 3 | 6 |
| -13.77% | Feb 1966 | Sep 1966 | 8 | Jan 1967 | 4 | 12 |
| -13.44% | Apr 2015 | Jan 2016 | 10 | Jun 2016 | 5 | 15 |
| -12.60% | Sep 1979 | Oct 1979 | 2 | Jan 1980 | 3 | 5 |
Rolling Returns ( more details)
iShares S&P Small-Cap 600 Value (IJS) ETF: annualized rolling and average returns
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| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
16.02 |
211.23 Jul 1932 - Jun 1933 |
-69.93 Jul 1931 - Jun 1932 |
27.10% |
| 2 Years |
14.44 |
87.03 Jul 1932 - Jun 1934 |
-60.12 Jun 1930 - May 1932 |
17.40% |
| 3 Years |
13.70 |
57.02 Jul 1932 - Jun 1935 |
-49.09 Jul 1929 - Jun 1932 |
13.13% |
| 5 Years |
13.59 |
49.56 Jun 1932 - May 1937 |
-25.77 Jun 1927 - May 1932 |
9.40% |
| 7 Years |
13.89 |
30.95 Jan 1975 - Dec 1981 |
-7.75 Apr 1928 - Mar 1935 |
4.29% |
| 10 Years |
14.07 |
29.84 Jan 1975 - Dec 1984 |
-5.61 Sep 1929 - Aug 1939 |
3.28% |
| 15 Years |
14.36 |
26.31 Oct 1974 - Sep 1989 |
0.44 Sep 1927 - Aug 1942 |
0.00% |
| 20 Years |
14.69 |
22.53 Oct 1974 - Sep 1994 |
4.74 Sep 1929 - Aug 1949 |
0.00% |
| 30 Years |
15.07 |
20.14 Jan 1975 - Dec 2004 |
9.52 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 S&P Small-Cap 600 Value (IJS) ETF: Rolling Returns page.
Seasonality
iShares S&P Small-Cap 600 Value (IJS) 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 |
3.95
60% |
1.07
60% |
-6.01
40% |
3.06
80% |
0.93
80% |
0.47
60% |
2.13
80% |
0.15
60% |
-2.91
20% |
2.60
80% |
4.74
80% |
-0.88
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
103.95
|
105.06
|
98.74
|
101.76
|
102.71
|
103.19
|
105.39
|
105.55
|
102.48
|
105.14
|
110.12
|
109.15
|
| Best |
12.3 2019 |
10.8 2021 |
5.6 2021 |
13.9 2020 |
5.9 2018 |
7.7 2019 |
8.5 2022 |
5.1 2020 |
5.6 2019 |
14.4 2022 |
19.2 2020 |
7.5 2020 |
| Worst |
-6.3 2020 |
-10.1 2020 |
-25.8 2020 |
-6.4 2022 |
-10.0 2019 |
-9.0 2022 |
-4.4 2021 |
-5.1 2019 |
-10.4 2022 |
-9.9 2018 |
-2.6 2021 |
-12.4 2018 |
Monthly Seasonality over the period Apr 2018 - Mar 2023
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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 |
0.52
40% |
1.52
70% |
-1.75
60% |
1.39
70% |
0.85
80% |
1.03
70% |
1.53
70% |
-0.44
50% |
-0.82
40% |
2.70
80% |
4.80
90% |
-0.28
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.52
|
102.05
|
100.26
|
101.65
|
102.52
|
103.57
|
105.15
|
104.68
|
103.83
|
106.63
|
111.75
|
111.43
|
| Best |
12.3 2019 |
10.8 2021 |
9.4 2016 |
13.9 2020 |
5.9 2018 |
7.7 2019 |
8.5 2022 |
5.1 2020 |
8.6 2017 |
14.4 2022 |
19.2 2020 |
7.5 2020 |
| Worst |
-6.3 2020 |
-10.1 2020 |
-25.8 2020 |
-6.4 2022 |
-10.0 2019 |
-9.0 2022 |
-5.1 2014 |
-5.1 2019 |
-10.4 2022 |
-9.9 2018 |
-2.6 2021 |
-12.4 2018 |
Monthly Seasonality over the period Apr 2013 - Mar 2023
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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 |
2.24
64% |
0.95
63% |
1.07
69% |
1.88
69% |
0.44
60% |
1.35
63% |
1.87
65% |
1.26
63% |
-0.60
51% |
0.26
60% |
1.58
69% |
1.95
77% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
102.24
|
103.21
|
104.32
|
106.28
|
106.75
|
108.19
|
110.22
|
111.61
|
110.93
|
111.22
|
112.98
|
115.18
|
| Best |
25.8 1975 |
11.3 1931 |
10.3 1928 |
41.5 1933 |
17.6 1933 |
25.4 1938 |
37.6 1932 |
37.4 1932 |
17.2 1939 |
15.3 2011 |
19.2 2020 |
14.3 2000 |
| Worst |
-13.9 2009 |
-13.0 2009 |
-25.8 2020 |
-19.0 1932 |
-22.8 1940 |
-17.9 1930 |
-15.8 2002 |
-17.4 1998 |
-32.2 1931 |
-25.9 1987 |
-15.2 1973 |
-16.8 1931 |
Monthly Seasonality over the period Jan 1927 - Mar 2023
Monthly/Yearly Returns
iShares S&P Small-Cap 600 Value (IJS) 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 - Mar 2023
743 Positive Months (64%) - 412 Negative Months (36%)
MONTHLY RETURNS TABLE
Jan 1927 - Mar 2023
(Scroll down to see all data)
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Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 |
+2.88 | +1.50 | 11.9 | -1.7 | -6.5 | |||||||||
| 2022 |
-11.33 | -16.70 | -4.4 | 2.3 | 0.5 | -6.4 | 2.3 | -9.0 | 8.5 | -4.2 | -10.4 | 14.4 | 3.8 | -6.5 |
| 2021 |
+30.53 | +21.95 | 6.2 | 10.8 | 5.6 | 1.7 | 3.9 | -0.7 | -4.4 | 1.8 | -1.5 | 2.9 | -2.6 | 4.1 |
| 2020 |
+2.63 | +1.25 | -6.3 | -10.1 | -25.8 | 13.9 | 2.5 | 3.6 | 2.6 | 5.1 | -5.2 | 3.7 | 19.2 | 7.5 |
| 2019 |
+24.12 | +21.35 | 12.3 | 4.1 | -3.9 | 4.3 | -10.0 | 7.7 | 1.3 | -5.1 | 5.6 | 2.0 | 2.7 | 2.8 |
| 2018 |
-12.84 | -14.47 | 1.3 | -4.0 | 1.4 | 1.8 | 5.9 | 0.8 | 2.6 | 3.1 | -3.1 | -9.9 | 0.6 | -12.4 |
| 2017 |
+11.35 | +9.05 | -1.2 | 1.4 | -0.7 | 0.5 | -2.3 | 3.0 | 0.8 | -2.7 | 8.6 | 0.6 | 3.8 | -0.4 |
| 2016 |
+31.25 | +28.58 | -5.9 | 2.1 | 9.4 | 2.1 | 0.4 | 0.8 | 5.1 | 1.1 | 0.9 | -3.7 | 13.3 | 3.2 |
| 2015 |
-6.90 | -7.57 | -5.3 | 5.9 | 1.0 | -1.8 | 0.8 | 0.4 | -2.7 | -4.6 | -3.8 | 6.6 | 2.5 | -5.1 |
| 2014 |
+7.56 | +6.75 | -3.5 | 4.6 | 1.3 | -2.3 | 0.6 | 3.8 | -5.1 | 4.5 | -5.9 | 7.1 | 0.5 | 2.6 |
| 2013 |
+39.34 | +37.28 | 5.4 | 1.6 | 4.1 | 0.1 | 4.3 | -0.1 | 6.6 | -3.4 | 6.6 | 3.5 | 4.3 | 1.3 |
| 2012 |
+18.24 | +16.22 | 7.9 | 1.7 | 2.9 | -1.9 | -7.2 | 4.5 | -0.7 | 4.1 | 3.1 | -2.0 | 1.7 | 3.6 |
| 2011 |
-1.65 | -4.48 | -0.2 | 4.2 | 2.2 | 1.1 | -1.8 | -1.6 | -2.8 | -8.0 | -10.6 | 15.3 | 0.6 | 2.0 |
| 2010 |
+24.69 | +22.85 | -2.5 | 4.8 | 7.8 | 6.6 | -8.5 | -8.3 | 6.7 | -7.9 | 10.9 | 4.0 | 2.5 | 9.0 |
| 2009 |
+22.36 | +19.12 | -13.9 | -13.0 | 7.6 | 18.9 | 0.7 | 1.5 | 11.0 | 3.5 | 4.2 | -6.1 | 2.9 | 8.1 |
| 2008 |
-29.39 | -29.45 | -4.0 | -3.4 | 0.8 | 2.6 | 3.9 | -8.4 | 2.9 | 4.8 | -4.8 | -19.9 | -11.8 | 6.6 |
| 2007 |
-5.56 | -9.27 | 2.1 | -0.9 | 0.9 | 1.8 | 4.6 | -2.2 | -6.3 | 1.3 | 0.3 | 1.1 | -7.1 | -0.7 |
| 2006 |
+19.37 | +16.41 | 8.8 | 0.3 | 4.9 | 0.2 | -4.6 | 0.0 | -3.1 | 2.7 | 1.2 | 5.5 | 2.4 | 0.3 |
| 2005 |
+6.00 | +2.49 | -3.3 | 2.9 | -2.4 | -5.1 | 6.2 | 3.9 | 5.8 | -1.9 | 0.0 | -3.4 | 4.9 | -1.1 |
| 2004 |
+22.60 | +18.73 | 2.2 | 2.5 | 1.8 | -3.9 | 1.6 | 5.4 | -4.7 | 0.2 | 4.7 | 1.0 | 9.1 | 1.6 |
| 2003 |
+39.76 | +37.18 | -4.1 | -4.1 | -0.1 | 8.8 | 9.4 | 2.9 | 4.9 | 5.0 | -3.5 | 9.1 | 4.3 | 2.7 |
| 2002 |
-14.04 | -16.03 | 2.1 | -0.4 | 8.7 | 4.0 | -3.6 | -4.6 | -15.8 | -0.4 | -7.9 | 2.6 | 5.5 | -2.7 |
| 2001 |
+11.68 | +9.97 | 7.9 | -4.2 | -4.9 | 6.8 | 2.9 | 2.0 | -0.2 | -1.0 | -14.5 | 4.5 | 7.6 | 6.8 |
| 2000 |
+21.88 | +17.89 | -5.2 | 4.6 | 3.9 | 0.7 | -1.5 | 2.9 | 2.0 | 5.9 | -0.2 | 0.6 | -6.5 | 14.3 |
| 1999 |
+3.35 | +0.65 | -1.1 | -8.1 | -0.4 | 8.8 | 4.0 | 6.2 | -1.6 | -4.2 | -1.8 | -2.4 | 2.3 | 2.8 |
| 1998 |
-2.68 | -4.22 | -1.6 | 7.7 | 5.0 | 0.9 | -4.3 | -0.3 | -7.5 | -17.4 | 5.4 | 4.0 | 4.4 | 3.9 |
| 1997 |
+35.44 | +33.17 | 2.6 | 0.5 | -2.5 | 1.3 | 8.4 | 5.6 | 5.6 | 2.2 | 7.2 | -3.1 | 0.7 | 2.9 |
| 1996 |
+21.41 | +17.50 | 0.3 | 2.4 | 2.5 | 3.1 | 3.4 | -1.5 | -6.0 | 5.0 | 2.9 | 0.5 | 5.2 | 2.2 |
| 1995 |
+30.32 | +27.09 | 0.1 | 4.4 | 1.7 | 2.8 | 2.2 | 3.7 | 4.8 | 2.9 | 1.6 | -4.0 | 4.4 | 2.6 |
| 1994 |
-0.07 | -2.67 | 3.5 | -0.6 | -4.6 | 0.9 | -0.4 | -1.6 | 2.1 | 4.1 | -0.7 | -0.9 | -3.8 | 2.3 |
| 1993 |
+21.10 | +17.86 | 4.4 | 1.3 | 3.5 | -2.3 | 2.7 | 1.0 | 1.4 | 3.9 | 1.5 | 1.3 | -2.7 | 3.7 |
| 1992 |
+28.23 | +24.61 | 7.0 | 4.6 | -1.0 | -0.5 | 1.9 | -2.1 | 3.9 | -1.9 | 2.0 | 2.0 | 5.7 | 4.0 |
| 1991 |
+42.96 | +38.71 | 7.5 | 9.3 | 5.2 | 2.1 | 3.9 | -3.8 | 4.1 | 3.8 | -0.5 | 2.2 | -4.7 | 8.2 |
| 1990 |
-19.05 | -23.70 | -7.7 | 2.2 | 2.4 | -4.3 | 5.5 | -0.9 | -4.0 | -10.7 | -7.7 | -4.4 | 6.9 | 3.8 |
| 1989 |
+19.21 | +13.91 | 4.7 | 0.8 | 2.9 | 4.4 | 3.8 | -0.3 | 3.8 | 3.2 | -0.3 | -5.6 | 0.8 | 0.1 |
| 1988 |
+29.00 | +23.54 | 5.7 | 7.4 | 2.5 | 1.9 | -0.7 | 6.3 | -0.1 | -1.2 | 2.7 | 0.5 | -2.1 | 3.3 |
| 1987 |
-3.51 | -7.60 | 10.0 | 5.2 | 2.6 | -3.1 | 0.2 | 3.9 | 4.3 | 3.4 | -1.5 | -25.9 | -3.4 | 5.9 |
| 1986 |
+13.99 | +12.75 | 1.8 | 7.1 | 5.6 | 0.6 | 4.6 | 1.7 | -7.2 | 4.9 | -4.5 | 2.3 | -0.2 | -2.6 |
| 1985 |
+37.46 | +32.43 | 9.4 | 2.2 | 0.2 | 0.8 | 3.9 | 3.1 | 2.0 | 0.2 | -4.0 | 4.1 | 7.1 | 3.9 |
| 1984 |
+5.69 | +1.68 | 0.5 | -4.4 | 2.0 | -0.1 | -4.6 | 1.8 | -2.9 | 10.1 | 1.8 | 0.0 | 0.2 | 1.8 |
| 1983 |
+42.61 | +37.40 | 4.7 | 6.4 | 6.1 | 7.8 | 4.8 | 3.1 | 0.9 | -1.5 | 3.5 | -3.0 | 4.1 | -0.1 |
| 1982 |
+36.87 | +31.82 | -2.4 | -1.9 | 0.4 | 5.2 | -1.8 | -1.7 | -1.1 | 9.5 | 4.9 | 13.0 | 8.5 | 0.6 |
| 1981 |
+15.69 | +6.21 | 1.4 | 2.5 | 7.1 | 3.7 | 2.0 | 1.0 | -1.9 | -5.1 | -5.4 | 6.8 | 5.0 | -1.4 |
| 1980 |
+25.77 | +11.78 | 7.0 | -3.2 | -15.8 | 7.2 | 8.4 | 4.2 | 8.0 | 3.4 | 1.8 | 2.1 | 3.7 | -1.1 |
| 1979 |
+37.80 | +21.63 | 9.0 | -2.3 | 8.9 | 2.9 | -0.4 | 6.3 | 3.9 | 7.2 | -1.4 | -11.3 | 7.0 | 4.7 |
| 1978 |
+19.25 | +9.38 | -2.1 | 1.9 | 6.8 | 7.0 | 4.9 | 1.2 | 5.2 | 8.2 | -0.8 | -17.9 | 4.5 | 1.7 |
| 1977 |
+15.88 | +8.60 | 1.8 | -0.9 | 0.0 | 2.3 | 0.3 | 6.1 | -0.4 | -1.1 | 0.5 | -1.9 | 7.2 | 1.3 |
| 1976 |
+54.78 | +47.60 | 20.0 | 8.6 | 2.2 | -0.9 | -2.2 | 5.1 | 0.9 | -1.2 | 2.4 | -1.7 | 4.2 | 9.0 |
| 1975 |
+53.94 | +43.96 | 25.8 | 3.5 | 6.0 | 3.7 | 6.2 | 6.6 | -4.0 | -4.4 | -3.9 | 3.9 | 3.8 | 0.1 |
| 1974 |
-21.09 | -29.75 | 9.1 | 1.6 | -1.8 | -4.7 | -7.2 | -2.6 | -2.6 | -7.0 | -6.8 | 9.3 | -3.6 | -5.2 |
| 1973 |
-24.12 | -30.19 | -5.1 | -5.8 | -1.7 | -4.8 | -5.4 | -2.6 | 6.7 | -3.0 | 10.0 | 0.7 | -15.2 | 1.1 |
| 1972 |
+11.15 | +7.49 | 6.6 | 1.9 | 0.3 | 1.1 | -1.0 | -3.1 | -2.1 | 3.7 | -2.3 | 0.6 | 7.2 | -1.6 |
| 1971 |
+16.04 | +12.37 | 4.5 | 1.3 | 4.1 | 4.0 | -3.8 | 0.5 | -3.7 | 4.0 | -0.3 | -3.7 | 0.2 | 8.9 |
| 1970 |
+3.32 | -2.14 | -7.4 | 5.5 | 0.4 | -8.8 | -5.9 | -4.7 | 7.7 | 4.8 | 3.7 | -1.0 | 5.0 | 6.0 |
| 1969 |
-21.03 | -25.64 | -1.6 | -5.6 | 2.7 | 1.4 | -1.1 | -6.7 | -7.3 | 3.4 | -3.7 | 3.8 | -4.8 | -3.1 |
| 1968 |
+34.40 | +28.35 | -2.2 | -0.8 | 3.2 | 9.8 | 3.2 | 2.8 | 0.2 | 6.6 | 1.6 | 2.4 | 5.8 | -1.9 |
| 1967 |
+54.93 | +50.36 | 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 |
-7.23 | -10.33 | 1.0 | -1.3 | -1.7 | 2.6 | -4.9 | -1.1 | -0.8 | -7.1 | -0.1 | 5.2 | 0.9 | 0.4 |
| 1965 |
+33.08 | +30.57 | 5.3 | 1.7 | 0.4 | 5.1 | 1.0 | -2.8 | 3.0 | 3.8 | 4.5 | 4.0 | 0.8 | 2.3 |
| 1964 |
+23.78 | +22.59 | 3.6 | 1.8 | 2.3 | 1.4 | 1.9 | 2.4 | 2.5 | -0.8 | 3.5 | 1.5 | 0.3 | 1.1 |
| 1963 |
+24.17 | +22.16 | 5.3 | -2.5 | 3.9 | 5.2 | 1.8 | -1.7 | 0.0 | 5.2 | -0.7 | 3.6 | -0.7 | 2.8 |
| 1962 |
-11.71 | -12.87 | -3.8 | 1.6 | -0.6 | -6.2 | -8.7 | -8.3 | 6.5 | 1.6 | -4.9 | 0.5 | 10.5 | 1.4 |
| 1961 |
+30.53 | +29.66 | 6.9 | 3.2 | 3.1 | 0.9 | 2.4 | -2.3 | 3.7 | 2.4 | -1.4 | 3.3 | 4.3 | 0.8 |
| 1960 |
-4.63 | -5.91 | -7.3 | 0.8 | -1.6 | -1.9 | 2.6 | 1.8 | -2.7 | 2.5 | -6.4 | -0.4 | 4.1 | 4.7 |
| 1959 |
+19.91 | +17.87 | 1.3 | 0.9 | 1.0 | 4.7 | 2.7 | 0.5 | 4.2 | -0.6 | -3.5 | 1.9 | 2.1 | 3.4 |
| 1958 |
+65.44 | +62.58 | 6.5 | 0.1 | 5.1 | 5.0 | 3.3 | 4.2 | 5.7 | 2.7 | 5.9 | 3.8 | 3.4 | 6.0 |
| 1957 |
-14.02 | -16.44 | -4.1 | -3.2 | 2.0 | 3.8 | 3.8 | -0.1 | 1.2 | -5.7 | -6.3 | -3.2 | 1.7 | -4.2 |
| 1956 |
+7.78 | +4.66 | -3.2 | 3.9 | 7.3 | 0.2 | -6.2 | 4.3 | 5.5 | -3.4 | -4.1 | 0.9 | -0.7 | 3.9 |
| 1955 |
+21.62 | +21.17 | 1.3 | -0.1 | -0.9 | 3.4 | -0.6 | 8.1 | 6.0 | -1.2 | 0.8 | -3.6 | 7.7 | -0.4 |
| 1954 |
+62.39 | +63.61 | 6.5 | 1.5 | 4.2 | 6.0 | 4.3 | 1.2 | 6.5 | -2.2 | 8.9 | -0.9 | 8.6 | 5.7 |
| 1953 |
-3.94 | -4.65 | -0.5 | -1.6 | -2.2 | -2.5 | -0.1 | -1.4 | 2.8 | -5.7 | 0.4 | 5.5 | 1.1 | 0.5 |
| 1952 |
+11.41 | +10.57 | 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 |
+11.27 | +4.98 | 5.6 | 0.2 | -2.3 | 4.5 | -4.7 | -3.2 | 6.9 | 4.3 | -1.0 | -2.0 | -0.8 | 3.9 |
| 1950 |
+49.67 | +41.29 | 3.9 | 3.1 | 2.4 | 6.3 | 5.6 | -3.6 | 2.7 | 4.8 | 6.8 | 2.1 | 1.6 | 5.7 |
| 1949 |
+19.22 | +21.75 | 0.8 | -3.3 | 3.7 | -1.4 | -3.1 | 0.4 | 7.0 | 1.8 | 3.0 | 3.6 | 0.8 | 5.0 |
| 1948 |
-2.03 | -4.87 | -4.1 | -4.9 | 7.6 | 2.6 | 7.9 | 0.3 | -5.7 | 0.7 | -3.2 | 7.0 | -11.5 | 3.2 |
| 1947 |
+3.82 | -4.61 | 2.6 | -1.2 | -1.4 | -3.6 | -0.6 | 5.6 | 4.0 | -2.6 | -1.1 | 2.5 | -2.5 | 2.5 |
| 1946 |
-8.76 | -22.77 | 7.3 | -6.7 | 4.9 | 4.0 | 2.5 | -3.7 | -2.3 | -7.0 | -9.9 | -0.4 | -0.9 | 4.7 |
| 1945 |
+66.27 | +62.61 | 4.3 | 8.8 | -1.9 | 10.8 | 3.4 | 2.0 | 0.5 | 7.3 | 5.7 | 4.5 | 4.6 | 2.6 |
| 1944 |
+41.41 | +38.23 | 3.8 | 1.9 | 3.8 | 0.9 | 5.8 | 6.7 | -0.1 | 2.6 | 1.5 | 1.8 | 2.1 | 4.7 |
| 1943 |
+56.75 | +52.25 | 10.3 | 7.7 | 7.6 | 2.5 | 6.5 | 4.0 | -2.7 | 3.1 | 4.2 | 0.9 | -4.2 | 6.9 |
| 1942 |
+24.25 | +13.96 | 2.3 | -2.3 | -5.1 | -3.4 | 7.3 | 2.8 | 4.0 | 1.5 | 3.5 | 7.1 | -0.6 | 5.8 |
| 1941 |
-4.59 | -13.20 | -3.6 | -0.3 | 1.6 | -5.2 | 1.5 | 6.5 | 6.5 | 0.3 | 0.2 | -5.3 | -2.8 | -3.0 |
| 1940 |
-5.31 | -5.98 | -2.7 | 1.5 | 1.9 | 0.3 | -22.8 | 8.6 | 4.0 | 3.5 | 2.0 | 4.7 | -3.1 | 0.6 |
| 1939 |
-9.54 | -9.54 | -7.3 | 2.9 | -14.2 | -1.1 | 6.0 | -7.1 | 11.0 | -7.9 | 17.2 | -1.9 | -5.6 | 2.2 |
| 1938 |
+34.97 | +38.82 | 2.2 | 6.9 | -24.3 | 14.9 | -3.6 | 25.4 | 7.7 | -2.2 | 2.1 | 7.9 | -2.8 | 4.2 |
| 1937 |
-44.84 | -46.37 | 3.4 | 1.1 | -1.4 | -8.9 | -1.5 | -5.9 | 10.3 | -6.2 | -15.7 | -11.6 | -12.0 | -6.5 |
| 1936 |
+55.97 | +53.74 | 8.8 | 3.7 | 4.4 | -5.5 | 6.3 | 4.7 | 8.1 | 2.4 | 1.8 | 8.3 | 1.9 | 1.0 |
| 1935 |
+44.75 | +40.55 | -4.0 | -3.9 | -3.1 | 9.9 | 3.4 | 6.9 | 8.6 | 2.4 | 2.5 | 7.9 | 4.1 | 4.0 |
| 1934 |
+3.68 | +2.13 | 11.4 | -3.0 | 0.8 | -1.9 | -7.3 | 2.9 | -10.4 | 6.1 | 0.5 | -2.3 | 8.9 | 0.3 |
| 1933 |
+111.97 | +110.37 | 6.1 | -12.6 | 8.8 | 41.5 | 17.6 | 14.5 | -4.8 | 12.3 | -6.6 | -4.1 | 10.5 | 4.2 |
| 1932 |
-3.69 | +7.34 | -1.9 | 6.4 | -10.8 | -19.0 | -21.7 | 0.7 | 37.6 | 37.4 | -2.7 | -12.7 | -4.6 | 5.9 |
| 1931 |
-51.79 | -46.84 | 4.7 | 11.3 | -7.2 | -10.0 | -14.3 | 14.3 | -8.1 | 0.8 | -32.2 | 8.9 | -11.3 | -16.8 |
| 1930 |
-38.14 | -33.91 | 5.6 | 1.5 | 7.5 | -1.6 | -2.3 | -17.9 | 3.1 | 0.1 | -15.0 | -10.9 | -3.5 | -9.8 |
| 1929 |
-17.36 | -17.84 | 5.3 | -1.0 | -0.7 | 1.2 | -4.8 | 11.2 | 4.4 | 9.9 | -5.4 | -21.3 | -14.8 | 2.3 |
| 1928 |
+29.06 | +30.57 | -1.4 | -2.6 | 10.3 | 2.6 | 0.6 | -5.0 | 0.6 | 7.2 | 1.9 | 0.9 | 12.6 | -0.3 |
| 1927 |
+33.64 | +36.73 | -2.0 | 4.9 | 0.8 | 1.9 | 5.4 | -0.8 | 6.8 | 4.7 | 3.4 | -4.3 | 7.1 | 2.1 |
ETF Returns, up to December 2000, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
