Data Source: from January 1972 to December 2021

Last Update: 31 Dec 2021

Category: Stocks
ETF: SPDR S&P 500 (SPY)

In the last 10 years, the SPDR S&P 500 (SPY) ETF obtained a 16.45% compound annual return, with a 12.99% standard deviation.

In the last 25 years, a 9.67% compound annual return, with a 15.22% standard deviation.

In 2021, the ETF granted a 1.54% dividend yield. If you are interested in getting periodic income, please refer to the SPDR S&P 500 (SPY) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.

The SPDR S&P 500 (SPY) ETF is present in the following Lazy Portfolios:

Portfolio Name Author SPY Weight
Ultimate Buy and Hold Strategy Paul Merriman 10.0%

Capital Growth and Historical Returns

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the SPDR S&P 500 (SPY) ETF: Dividend Yield page.

Time Range:

An investment of 1000$, since January 1997, now would be worth 10047.87$, with a total return of 904.79% (9.67% annualized).

The Inflation Adjusted Capital now would be 5705.43$, with a net total return of 470.54% (7.21% annualized).

Swipe left to see all data
Period Return
Dec 2021
update
Return
Inflation
Adjusted
Standard
Deviation(*)
Max
Drawdown
Months
Pos - Neg
1M
Dec 2021
+4.63%
+4.14%
0.00%
1 - 0
3M
+11.07%
+8.67%
-0.80%
Nov 2021 - Nov 2021
2 - 1
6M
+11.71%
+8.04%
-4.66%
Sep 2021 - Sep 2021
4 - 2
YTD
+28.74%
+20.18%
10.67%
-4.66%
Sep 2021 - Sep 2021
9 - 3
75% pos
1Y
+28.74%
+20.18%
10.67%
-4.66%
Sep 2021 - Sep 2021
9 - 3
75% pos
3Y
+25.99%
annualized
+21.69%
annualized
17.10%
-19.43%
Jan 2020 - Mar 2020
26 - 10
72% pos
5Y
+18.36%
annualized
+15.00%
annualized
15.18%
-19.43%
Jan 2020 - Mar 2020
46 - 14
77% pos
10Y
+16.45%
annualized
+14.04%
annualized
12.99%
-19.43%
Jan 2020 - Mar 2020
88 - 32
73% pos
20Y
+9.46%
annualized
+6.99%
annualized
14.56%
-50.80%
Nov 2007 - Feb 2009
160 - 80
67% pos
25Y
+9.67%
annualized
+7.21%
annualized
15.22%
-50.80%
Nov 2007 - Feb 2009
193 - 107
64% pos
MAX
01 Jan 1972
+10.88%
annualized
+6.70%
annualized
15.19%
-50.80%
Nov 2007 - Feb 2009
377 - 223
63% pos
(*)Annualized St.Dev. of monthly returns

Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 5Y: 2.92% , 10Y: 2.12% , 25Y: 2.29%

ETF Returns, up to December 1993, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Drawdowns

Drawdonws Chart:

Worst drawdowns since January 1997.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-50.80% Nov 2007 Feb 2009 16 Mar 2012 37 53
-44.71% Sep 2000 Sep 2002 25 Nov 2006 50 75
-19.43% Jan 2020 Mar 2020 3 Jul 2020 4 7
-15.28% Jul 1998 Aug 1998 2 Nov 1998 3 5
-13.52% Oct 2018 Dec 2018 3 Apr 2019 4 7
-8.48% Aug 2015 Sep 2015 2 May 2016 8 10
-6.63% Apr 2012 May 2012 2 Aug 2012 3 5
-6.43% Jan 2000 Feb 2000 2 Mar 2000 1 3
-6.38% May 2019 May 2019 1 Jun 2019 1 2
-6.28% Feb 2018 Mar 2018 2 Jul 2018 4 6
-6.14% Sep 2020 Oct 2020 2 Nov 2020 1 3
-5.76% Jul 1999 Sep 1999 3 Oct 1999 1 4
-5.18% Aug 1997 Aug 1997 1 Nov 1997 3 4
-5.03% Apr 2000 May 2000 2 Aug 2000 3 5
-4.66% Sep 2021 Sep 2021 1 Oct 2021 1 2
-4.55% Jun 2007 Jul 2007 2 Sep 2007 2 4
-4.41% Mar 1997 Mar 1997 1 Apr 1997 1 2
-3.52% Jan 2014 Jan 2014 1 Feb 2014 1 2
-3.21% Dec 2014 Jan 2015 2 Feb 2015 1 3
-3.21% Feb 1999 Feb 1999 1 Mar 1999 1 2

Rolling Returns ( more details)

SPDR S&P 500 (SPY) ETF: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+12.02% +58.83%
Jul 1982 - Jun 1983
-43.44%
Mar 2008 - Feb 2009
20.20%
2 Years
+11.22% +37.08%
Mar 2009 - Feb 2011
-26.04%
Mar 2007 - Feb 2009
14.90%
3 Years
+11.17% +32.80%
Aug 1984 - Jul 1987
-16.28%
Apr 2000 - Mar 2003
13.27%
5 Years
+11.17% +28.95%
Aug 1982 - Jul 1987
-6.67%
Mar 2004 - Feb 2009
10.17%
7 Years
+11.16% +22.44%
Aug 1982 - Jul 1989
-3.91%
Mar 2002 - Feb 2009
1.35%
10 Years
+11.16% +19.27%
Sep 1990 - Aug 2000
-3.45%
Mar 1999 - Feb 2009
4.99%
15 Years
+11.02% +19.24%
Aug 1982 - Jul 1997
+3.67%
Sep 2000 - Aug 2015
0.00%
20 Years
+11.01% +17.90%
Apr 1980 - Mar 2000
+4.69%
Apr 2000 - Mar 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 S&P 500 (SPY) ETF: Rolling Returns page.

Seasonality

In the table below, for the SPDR S&P 500 (SPY) ETF, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
1.34
58%
0.45
58%
1.03
68%
1.87
72%
1.06
64%
0.66
60%
0.85
52%
0.42
62%
-0.63
52%
1.19
62%
1.87
74%
1.42
72%
Best
Year
13.3
1987
7.6
1986
9.7
2000
12.7
2020
9.7
1990
7.0
2019
9.0
1989
12.4
1982
9.0
2010
18.3
1974
11.0
1980
11.4
1991
Worst
Year
-8.2
2009
-10.7
2009
-12.5
2020
-5.8
2002
-7.9
2010
-8.4
2008
-8.0
1974
-14.1
1998
-11.5
1974
-21.7
1987
-10.9
1973
-8.8
2018
Statistics calculated for the period Jan 1972 - Dec 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly/Yearly Returns

SPDR S&P 500 (SPY) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
377 Positive Months (63%) - 223 Negative Months (37%)
Jan 1972 - Dec 2021
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
2021
+28.74 +20.18 -1.0 2.8 4.5 5.3 0.7 2.2 2.4 3.0 -4.7 7.0 -0.8 4.6
2020
+18.37 +16.85 0.0 -7.9 -12.5 12.7 4.8 1.8 5.9 7.0 -3.7 -2.5 10.9 3.7
2019
+31.22 +28.32 8.0 3.2 1.8 4.1 -6.4 7.0 1.5 -1.7 1.9 2.2 3.6 2.9
2018
-4.56 -6.36 5.6 -3.6 -2.7 0.5 2.4 0.6 3.7 3.2 0.6 -6.9 1.9 -8.8
2017
+21.70 +19.20 1.8 3.9 0.1 1.0 1.4 0.6 2.1 0.3 2.0 2.4 3.1 1.2
2016
+12.00 +9.75 -5.0 -0.1 6.7 0.4 1.7 0.3 3.6 0.1 0.0 -1.7 3.7 2.0
2015
+1.25 +0.61 -3.0 5.6 -1.6 1.0 1.3 -2.0 2.3 -6.1 -2.5 8.5 0.4 -1.7
2014
+13.46 +12.73 -3.5 4.6 0.8 0.7 2.3 2.1 -1.3 3.9 -1.4 2.4 2.7 -0.3
2013
+32.31 +30.33 5.1 1.3 3.8 1.9 2.4 -1.3 5.2 -3.0 3.2 4.6 3.0 2.6
2012
+15.99 +13.99 4.6 4.3 3.2 -0.7 -6.0 4.1 1.2 2.5 2.5 -1.8 0.6 0.9
2011
+1.89 -1.14 2.3 3.5 0.0 2.9 -1.1 -1.7 -2.0 -5.5 -6.9 10.9 -0.4 1.0
2010
+15.06 +13.43 -3.6 3.1 6.1 1.5 -7.9 -5.2 6.8 -4.5 9.0 3.8 0.0 6.7
2009
+26.36 +22.91 -8.2 -10.7 8.3 9.9 5.8 -0.1 7.5 3.7 3.5 -1.9 6.2 1.9
2008
-36.81 -36.79 -6.0 -2.6 -0.9 4.8 1.5 -8.4 -0.9 1.5 -9.4 -16.5 -7.0 1.0
2007
+5.14 +0.99 1.5 -2.0 1.2 4.4 3.4 -1.5 -3.1 1.3 3.9 1.4 -3.9 -1.1
2006
+15.85 +13.00 2.4 0.6 1.7 1.3 -3.0 0.3 0.4 2.2 2.7 3.2 2.0 1.3
2005
+4.83 +1.44 -2.2 2.1 -1.8 -1.9 3.2 0.2 3.8 -0.9 0.8 -2.4 4.4 -0.2
2004
+10.70 +7.12 2.0 1.4 -1.3 -1.9 1.7 1.8 -3.2 0.2 1.0 1.3 4.5 3.0
2003
+28.18 +25.62 -2.5 -1.3 0.2 8.5 5.5 1.1 1.8 2.1 -1.1 5.4 1.1 5.0
2002
-21.59 -23.49 -1.0 -1.8 3.3 -5.8 -0.6 -7.4 -7.9 0.7 -10.5 8.2 6.2 -5.7
2001
-11.75 -13.15 4.4 -9.5 -5.6 8.5 -0.6 -2.4 -1.0 -5.9 -8.2 1.3 7.8 0.6
2000
-9.73 -12.73 -5.0 -1.5 9.7 -3.5 -1.6 2.0 -1.6 6.5 -5.5 -0.5 -7.5 -0.5
1999
+20.39 +17.25 3.5 -3.2 4.2 3.8 -2.3 5.5 -3.1 -0.5 -2.2 6.4 1.7 5.7
1998
+28.69 +26.65 1.3 6.9 4.9 1.3 -2.1 4.3 -1.4 -14.1 6.4 8.1 5.6 6.5
1997
+33.48 +31.25 6.2 1.0 -4.4 6.3 6.3 4.1 7.9 -5.2 4.8 -2.5 3.9 1.9
1996
+22.49 +18.49 3.6 0.3 1.7 1.1 2.3 0.9 -4.5 1.9 5.6 3.2 7.3 -2.4
1995
+38.05 +34.64 3.4 4.1 2.8 3.0 4.0 2.0 3.2 0.4 4.2 -0.3 4.4 1.6
1994
+0.40 -2.14 3.5 -2.9 -4.2 1.1 1.6 -2.3 3.2 3.8 -2.5 2.8 -4.0 0.7
1993
+9.89 +6.89 0.8 1.4 2.1 -2.4 2.7 0.3 -0.4 3.8 -0.8 2.1 -1.0 1.2
1992
+7.42 +4.33 -1.9 1.2 -1.9 2.9 0.5 -1.5 4.0 -2.1 1.2 0.3 3.4 1.2
1991
+30.22 +26.45 4.4 7.1 2.4 0.2 4.3 -4.6 4.6 2.3 -1.7 1.3 -4.0 11.4
1990
-3.32 -9.02 -6.7 1.3 2.6 -2.5 9.7 -0.7 -0.4 -9.0 -4.9 -0.4 6.4 2.7
1989
+31.36 +25.54 7.3 -2.5 2.3 5.2 4.0 -0.6 9.0 1.9 -0.4 -2.3 2.0 2.4
1988
+16.22 +11.31 4.2 4.6 -3.0 1.0 0.8 4.6 -0.4 -3.4 4.3 2.7 -1.5 1.7
1987
+4.71 +0.36 13.3 4.0 2.9 -1.0 1.0 5.0 4.9 3.8 -2.3 -21.7 -8.2 7.6
1986
+18.06 +16.68 0.4 7.6 5.5 -1.3 5.5 1.7 -5.7 7.5 -8.3 5.6 2.6 -2.6
1985
+31.23 +26.43 7.6 1.4 0.0 -0.3 6.0 1.4 -0.2 -0.7 -3.1 4.4 6.9 4.7
1984
+6.21 +2.08 -0.5 -3.3 1.6 0.7 -5.4 2.2 -1.5 11.2 0.0 0.3 -1.0 2.6
1983
+21.29 +16.87 3.4 2.5 3.5 7.6 -0.9 3.7 -3.2 1.8 1.3 -1.4 2.3 -0.6
1982
+20.97 +16.51 -1.5 -5.1 -0.7 4.1 -2.8 -1.6 -2.2 12.4 1.0 11.1 4.2 1.7
1981
-5.21 -12.96 -4.4 2.1 3.7 -2.2 0.6 -0.9 0.0 -5.4 -5.0 5.2 4.4 -2.8
1980
+31.92 +17.41 5.9 0.4 -9.8 4.3 5.5 2.8 6.6 1.3 2.7 2.0 11.0 -3.1
1979
+18.05 +4.23 4.1 -2.9 5.7 0.4 -1.7 4.0 1.1 6.1 0.2 -6.5 5.1 1.8
1978
+5.87 -2.86 -6.0 -1.7 2.6 8.5 1.3 -1.6 5.7 3.4 -0.6 -8.9 2.6 1.7
1977
-7.84 -13.61 -5.0 -1.4 -1.3 0.0 -1.5 4.5 -1.5 -1.4 0.0 -4.2 3.5 0.5
1976
+24.18 +18.23 12.2 -0.8 2.7 -1.0 -1.0 5.0 -0.7 0.2 2.5 -2.1 0.3 5.4
1975
+36.95 +27.83 12.3 6.5 2.6 5.2 5.7 5.0 -6.7 -2.0 -3.6 6.5 3.2 -1.3
1974
-26.93 -34.81 -1.1 -0.3 -2.3 -4.0 -2.4 -1.9 -8.0 -8.7 -11.5 18.3 -4.0 -2.2
1973
-16.18 -23.06 -2.0 -3.7 -0.4 -4.6 -1.4 -0.8 4.6 -3.1 4.5 -0.2 -10.9 1.5
1972
+18.95 +15.04 2.2 3.0 0.8 0.7 1.9 -1.9 0.0 3.9 -0.4 1.2 4.9 1.4

ETF Returns, up to December 1993, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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