Data Source: from November 2000 to July 2022
Consolidated Returns as of 31 Jul 2022
Category: Stocks
ETF: SPDR Portfolio S&P 500 Growth ETF (SPYG)

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.

SPDR PORTFOLIO S&P 500 GROWTH ETF (SPYG) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from November 2000 to July 2022
Swipe left to see all data
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
(*) Returns over 1 year are annualized

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).

SPDR PORTFOLIO S&P 500 GROWTH ETF (SPYG) ETF
Monthly correlations as of 31 Jul 2022
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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.

An investment of 1000$, since August 2002, now would be worth 7943.65$, with a total return of 694.37% (10.92% annualized).

The Inflation Adjusted Capital now would be 4828.78$, with a net total return of 382.88% (8.19% annualized).
An investment of 1000$, since November 2000, now would be worth 3508.57$, with a total return of 250.86% (5.94% 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.

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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.

Swipe left to see all data
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

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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%
(*) Annualized rolling and average returns over full calendar month periods

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?

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
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
Statistics calculated for the period Nov 2000 - Jul 2022

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?

MONTHLY RETURNS HISTOGRAM
157 Positive Months (60%) - 104 Negative Months (40%)
Nov 2000 - Jul 2022
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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
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