In the last 20 Years, the SPDR Portfolio S&P 500 Growth ETF (SPYG) ETF obtained a 10.92% compound annual return, with a 15.72% standard deviation.
In 2021, the ETF granted a 0.81% dividend yield. If you are interested in getting periodic income, please refer to the SPDR Portfolio S&P 500 Growth ETF (SPYG) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Large Cap
- Style: Growth
- Region: North America
- Country: U.S.
Historical Returns as of Jul 31, 2022
Historical returns and stats of SPDR Portfolio S&P 500 Growth ETF (SPYG) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Jul 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Jul 2022
|
12.76
|
12.77
|
0.00
|
1 - 0
|
|
3M
|
2.16
|
-0.31
|
-9.40
May 2022 - Jun 2022
|
1 - 2
|
|
6M
|
-10.78
|
-15.34
|
-20.88
Feb 2022 - Jun 2022
|
2 - 4
|
|
YTD
|
-18.31
|
-23.12
|
-27.55
Jan 2022 - Jun 2022
|
2 - 5
|
|
1Y
|
-9.13
|
-16.27
|
25.31
|
-27.55
Jan 2022 - Jun 2022
|
6 - 6
50% pos
|
3Y(*)
|
15.77
|
10.35
|
21.49
|
-27.55
Jan 2022 - Jun 2022
|
22 - 14
61% pos
|
5Y(*)
|
15.59
|
11.26
|
18.92
|
-27.55
Jan 2022 - Jun 2022
|
41 - 19
68% pos
|
10Y(*)
|
15.37
|
12.44
|
15.17
|
-27.55
Jan 2022 - Jun 2022
|
79 - 41
66% pos
|
15Y(*)
|
11.51
|
8.92
|
16.70
|
-47.29
Nov 2007 - Feb 2009
|
114 - 66
63% pos
|
20Y(*)
|
10.92
|
8.19
|
15.72
|
-47.29
Nov 2007 - Feb 2009
|
152 - 88
63% pos
|
MAX(*)
01 Nov 2000
|
5.94
|
3.38
|
17.54
|
-60.60
Nov 2000 - Feb 2009
|
157 - 104
60% pos
|
US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60%
Correlations as of Jul 31, 2022
Monthly correlations of SPDR Portfolio S&P 500 Growth ETF (SPYG) ETF vs the main Asset Classes, over different timeframes.
Columns are sortable (click on table header to sort).
Correlation vs SPYG | |||||
---|---|---|---|---|---|
|
|||||
Asset Class | 1 Year | 5 Years | 10 Years | Since Nov 2000 |
|
US Total Stock Market VTI |
0.98
|
0.96
|
0.95
|
0.94
|
|
US Large Cap SPY |
0.97
|
0.96
|
0.96
|
0.95
|
|
US Small Cap IJR |
0.88
|
0.78
|
0.76
|
0.78
|
|
US REITs VNQ |
0.85
|
0.74
|
0.65
|
0.57
|
|
US Technology QQQ |
1.00
|
0.98
|
0.97
|
0.95
|
|
Preferred Stocks PFF |
0.87
|
0.78
|
0.72
|
0.41
|
|
EAFE Stocks EFA |
0.84
|
0.81
|
0.79
|
0.78
|
|
World All Countries VT |
0.95
|
0.91
|
0.91
|
0.89
|
|
Emerging Markets EEM |
0.59
|
0.63
|
0.60
|
0.71
|
|
Europe VGK |
0.82
|
0.79
|
0.77
|
0.78
|
|
Pacific VPL |
0.77
|
0.77
|
0.72
|
0.69
|
|
Latin America FLLA |
0.41
|
0.46
|
0.44
|
0.60
|
|
US Total Bond Market BND |
0.73
|
0.43
|
0.33
|
0.03
|
|
Long Term Treasuries TLT |
0.69
|
0.07
|
0.01
|
-0.21
|
|
US Cash BIL |
0.02
|
-0.17
|
-0.11
|
-0.15
|
|
TIPS TIP |
0.76
|
0.58
|
0.41
|
0.10
|
|
Investment Grade Bonds LQD |
0.82
|
0.62
|
0.52
|
0.24
|
|
High Yield Bonds HYG |
0.76
|
0.76
|
0.72
|
0.63
|
|
International Bond Market BNDX |
0.72
|
0.42
|
0.34
|
0.10
|
|
Emerging Market Bonds EMB |
0.86
|
0.68
|
0.60
|
0.48
|
|
Gold GLD |
0.17
|
0.15
|
0.07
|
0.01
|
|
Commodities DBC |
-0.12
|
0.35
|
0.29
|
0.30
|
Capital Growth as of Jul 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 SPDR Portfolio S&P 500 Growth ETF (SPYG) ETF: Dividend Yield page.
The Inflation Adjusted Capital now would be 4828.78$, with a net total return of 382.88% (8.19% annualized).
The Inflation Adjusted Capital now would be 2060.55$, with a net total return of 106.05% (3.38% annualized).
Drawdowns
Worst drawdowns since August 2002.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-47.29% | Nov 2007 | Feb 2009 | 16 | Feb 2011 | 24 | 40 |
-27.55% | Jan 2022 | Jun 2022 | 6 | in progress | 1 | 7 |
-16.31% | Feb 2020 | Mar 2020 | 2 | May 2020 | 2 | 4 |
-14.63% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
-12.65% | May 2011 | Sep 2011 | 5 | Jan 2012 | 4 | 9 |
-12.16% | Dec 2002 | Jan 2003 | 2 | May 2003 | 4 | 6 |
-10.83% | Sep 2002 | Sep 2002 | 1 | Nov 2002 | 2 | 3 |
-8.31% | Aug 2015 | Sep 2015 | 2 | Oct 2015 | 1 | 3 |
-8.07% | Jan 2005 | Apr 2005 | 4 | Jul 2005 | 3 | 7 |
-7.48% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
-7.37% | Dec 2015 | Feb 2016 | 3 | May 2016 | 3 | 6 |
-6.58% | Jul 2004 | Aug 2004 | 2 | Dec 2004 | 4 | 6 |
-5.81% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-5.59% | Apr 2006 | Jul 2006 | 4 | Oct 2006 | 3 | 7 |
-5.44% | Apr 2012 | May 2012 | 2 | Aug 2012 | 3 | 5 |
-5.27% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-4.96% | Feb 2018 | Mar 2018 | 2 | Jul 2018 | 4 | 6 |
-3.50% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 |
-3.12% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
-3.01% | Oct 2012 | Oct 2012 | 1 | Jan 2013 | 3 | 4 |
Worst drawdowns since November 2000.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-60.60% | Nov 2000 | Feb 2009 | 100 | Jul 2013 | 53 | 153 |
-27.55% | Jan 2022 | Jun 2022 | 6 | in progress | 1 | 7 |
-16.31% | Feb 2020 | Mar 2020 | 2 | May 2020 | 2 | 4 |
-14.63% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
-8.31% | Aug 2015 | Sep 2015 | 2 | Oct 2015 | 1 | 3 |
-7.48% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
-7.37% | Dec 2015 | Feb 2016 | 3 | May 2016 | 3 | 6 |
-5.81% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-5.27% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-4.96% | Feb 2018 | Mar 2018 | 2 | Jul 2018 | 4 | 6 |
-3.12% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
-2.63% | Dec 2014 | Jan 2015 | 2 | Feb 2015 | 1 | 3 |
-2.21% | Aug 2013 | Aug 2013 | 1 | Sep 2013 | 1 | 2 |
-2.14% | Oct 2016 | Oct 2016 | 1 | Dec 2016 | 2 | 3 |
-1.83% | Jun 2015 | Jun 2015 | 1 | Jul 2015 | 1 | 2 |
-1.74% | Mar 2015 | Mar 2015 | 1 | May 2015 | 2 | 3 |
-1.19% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 |
-0.91% | Sep 2014 | Sep 2014 | 1 | Oct 2014 | 1 | 2 |
-0.86% | May 2021 | May 2021 | 1 | Jun 2021 | 1 | 2 |
-0.69% | Aug 2019 | Aug 2019 | 1 | Oct 2019 | 2 | 3 |
Rolling Returns ( more details)
SPDR Portfolio S&P 500 Growth ETF (SPYG) ETF: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
9.90 |
59.29 Apr 2020 - Mar 2021 |
-42.74 Nov 2000 - Oct 2001 |
20.80% |
2 Years |
9.93 |
38.05 Mar 2009 - Feb 2011 |
-33.38 Nov 2000 - Oct 2002 |
17.65% |
3 Years |
9.87 |
32.10 Jan 2019 - Dec 2021 |
-19.12 Nov 2000 - Oct 2003 |
20.35% |
5 Years |
9.80 |
24.08 Mar 2009 - Feb 2014 |
-10.41 Nov 2000 - Oct 2005 |
10.40% |
7 Years |
9.56 |
18.55 Jan 2015 - Dec 2021 |
-5.51 Mar 2002 - Feb 2009 |
10.11% |
10 Years |
10.08 |
19.05 Jan 2012 - Dec 2021 |
-3.89 Nov 2000 - Oct 2010 |
3.52% |
15 Years |
9.42 |
13.53 Sep 2006 - Aug 2021 |
2.23 Nov 2000 - Oct 2015 |
0.00% |
20 Years |
8.87 |
10.92 Aug 2002 - Jul 2022 |
5.38 Nov 2000 - Oct 2020 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the SPDR Portfolio S&P 500 Growth ETF (SPYG) ETF: Rolling Returns page.
Seasonality
SPDR Portfolio S&P 500 Growth ETF (SPYG) ETF: in which months is it better to invest?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Win % |
-0.12 50% |
-0.67 45% |
0.60 64% |
2.24 68% |
0.73 59% |
-0.69 45% |
1.92 64% |
0.21 57% |
-1.08 57% |
1.98 71% |
1.77 82% |
0.42 59% |
Best Year |
7.4 2019 |
6.0 2015 |
7.8 2009 |
14.3 2020 |
6.0 2005 |
6.1 2019 |
12.8 2022 |
9.4 2020 |
11.7 2010 |
10.5 2002 |
10.6 2001 |
5.5 2010 |
Worst Year |
-8.4 2022 |
-16.9 2001 |
-14.1 2001 |
-12.6 2022 |
-8.2 2010 |
-10.6 2002 |
-7.4 2002 |
-11.3 2001 |
-11.8 2001 |
-17.9 2008 |
-10.1 2000 |
-9.5 2002 |
Monthly/Yearly Returns
SPDR Portfolio S&P 500 Growth ETF (SPYG) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2022 |
-18.31 | -23.12 | -8.4 | -4.4 | 4.6 | -12.6 | -1.3 | -8.2 | 12.8 | |||||
2021 |
+32.01 | +23.34 | -0.5 | 0.0 | 2.7 | 6.8 | -0.9 | 5.6 | 3.8 | 4.1 | -5.8 | 9.1 | 1.5 | 2.4 |
2020 |
+33.47 | +31.68 | 2.3 | -7.0 | -10.0 | 14.3 | 5.9 | 4.1 | 7.1 | 9.4 | -4.6 | -3.0 | 9.7 | 4.0 |
2019 |
+30.84 | +27.92 | 7.4 | 4.1 | 2.7 | 4.0 | -5.3 | 6.1 | 1.1 | -0.7 | 0.3 | 1.7 | 3.4 | 2.8 |
2018 |
-0.10 | -1.98 | 7.2 | -2.1 | -2.9 | 0.2 | 4.3 | 0.6 | 3.4 | 4.8 | 0.7 | -8.1 | 1.5 | -8.5 |
2017 |
+27.23 | +24.60 | 2.9 | 4.1 | 1.2 | 1.9 | 3.0 | -0.6 | 2.6 | 1.4 | 1.1 | 3.3 | 2.8 | 0.7 |
2016 |
+6.84 | +4.67 | -5.2 | -0.8 | 7.0 | -1.6 | 2.7 | -0.3 | 4.6 | -0.3 | 0.3 | -2.1 | 1.3 | 1.5 |
2015 |
+5.09 | +4.33 | -1.9 | 6.0 | -1.7 | 0.4 | 1.9 | -1.8 | 3.5 | -6.1 | -2.4 | 9.5 | 0.1 | -1.6 |
2014 |
+14.80 | +13.94 | -3.1 | 5.2 | -0.7 | 0.2 | 3.4 | 2.0 | -1.2 | 4.3 | -0.9 | 2.7 | 3.1 | -0.7 |
2013 |
+32.60 | +30.64 | 3.9 | 1.2 | 3.8 | 1.9 | 2.3 | -1.9 | 5.3 | -2.2 | 3.7 | 5.0 | 3.0 | 2.8 |
2012 |
+14.18 | +12.22 | 3.9 | 4.5 | 3.3 | -0.2 | -5.2 | 3.4 | 2.0 | 2.1 | 2.2 | -3.0 | 1.1 | -0.2 |
2011 |
+4.64 | +1.63 | 1.4 | 3.2 | 0.5 | 3.2 | -0.8 | -1.0 | -0.5 | -4.7 | -6.2 | 10.1 | -0.6 | 0.9 |
2010 |
+16.24 | +14.53 | -4.3 | 3.7 | 5.8 | 1.5 | -8.2 | -5.7 | 6.9 | -5.3 | 11.7 | 4.4 | 1.2 | 5.5 |
2009 |
+37.00 | +33.37 | -5.3 | -7.7 | 7.8 | 11.3 | 3.6 | 1.2 | 7.6 | 2.2 | 5.0 | -1.8 | 5.0 | 4.7 |
2008 |
-37.42 | -37.48 | -8.2 | -1.4 | -0.4 | 5.6 | 3.9 | -6.4 | -2.8 | 1.9 | -11.5 | -17.9 | -8.2 | 2.3 |
2007 |
+10.75 | +6.40 | 2.6 | -1.9 | 0.6 | 4.2 | 3.4 | -1.3 | -2.2 | 1.6 | 4.0 | 3.3 | -3.6 | 0.0 |
2006 |
+9.01 | +6.31 | 3.4 | -1.5 | 1.7 | -0.1 | -3.6 | 0.1 | -2.0 | 2.7 | 2.3 | 3.3 | 2.5 | 0.2 |
2005 |
+2.78 | -0.62 | -3.1 | 0.0 | -2.2 | -3.0 | 6.0 | -1.5 | 5.0 | -1.8 | 0.3 | 0.3 | 3.4 | 0.0 |
2004 |
+5.27 | +1.95 | 2.0 | 0.5 | -1.7 | -0.3 | 1.0 | 1.2 | -5.4 | -1.2 | 0.9 | 1.4 | 3.4 | 3.9 |
2003 |
+28.34 | +25.97 | -3.0 | 0.4 | 3.4 | 7.3 | 2.7 | 1.3 | 3.4 | 1.3 | -1.2 | 5.8 | 0.9 | 3.3 |
2002 |
-32.14 | -33.72 | -3.9 | -3.7 | 2.0 | -9.6 | -1.2 | -10.6 | -7.4 | 2.0 | -10.8 | 10.5 | 7.0 | -9.5 |
2001 |
-25.90 | -27.03 | 7.1 | -16.9 | -14.1 | 14.1 | -1.4 | -1.5 | -5.6 | -11.3 | -11.8 | 7.1 | 10.6 | 0.0 |
2000 |
- | - | -10.1 | -5.0 |