Last Update: 31 Aug 2021
In the last 10 years, the SPDR S&P 500 (SPY) ETF obtained a 16.23% compound annual return, with a 13.29% standard deviation.
In the last 20 years, a 9.2% compound annual return, with a 14.63% standard deviation.
In 2020, the portfolio granted a 1.78% dividend yield. If you are interested in getting periodic income, please refer to the SPDR S&P 500 (SPY): 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 | ETF 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): Dividend Yield page.
| Period | Returns Aug 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+2.98%
|
0.00%
|
1 - 0 | |
|
3M
|
+7.86%
|
0.00%
|
3 - 0 | |
|
6M
|
+19.50%
|
0.00%
|
6 - 0 | |
|
YTD
|
+21.57%
|
-1.02%
Jan 2021 - Jan 2021
|
7 - 1 | |
|
1Y
|
+31.21%
|
12.78%
|
-6.14%
Sep 2020 - Oct 2020
|
9 - 3 |
|
3Y
|
+17.99%
annualized
|
18.10%
|
-19.43%
Jan 2020 - Mar 2020
|
26 - 10 |
|
5Y
|
+17.92%
annualized
|
14.74%
|
-19.43%
Jan 2020 - Mar 2020
|
47 - 13 |
|
10Y
|
+16.23%
annualized
|
13.29%
|
-19.43%
Jan 2020 - Mar 2020
|
88 - 32 |
|
MAX
01 Jan 1994
|
+10.57%
annualized
|
14.73%
|
-50.79%
Nov 2007 - Feb 2009
|
219 - 113 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns ( more details)
SPDR S&P 500 (SPY) ETF: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+11.77% |
+56.25% Apr 2020 - Mar 2021 |
-43.44% Mar 2008 - Feb 2009 |
18.38% |
| 2 Years |
+10.68% |
+37.08% Mar 2009 - Feb 2011 |
-26.04% Mar 2007 - Feb 2009 |
18.12% |
| 3 Years |
+10.00% |
+32.35% Apr 1995 - Mar 1998 |
-16.28% Apr 2000 - Mar 2003 |
20.20% |
| 5 Years |
+8.85% |
+28.45% Jan 1995 - Dec 1999 |
-6.68% Mar 2004 - Feb 2009 |
17.95% |
| 7 Years |
+7.77% |
+18.07% Feb 1994 - Jan 2001 |
-3.91% Mar 2002 - Feb 2009 |
2.81% |
| 10 Years |
+7.40% |
+16.55% Mar 2009 - Feb 2019 |
-3.45% Mar 1999 - Feb 2009 |
11.27% |
| 15 Years |
+6.79% |
+10.82% Sep 2006 - Aug 2021 |
+3.67% Sep 2000 - Aug 2015 |
0.00% |
| 20 Years |
+7.51% |
+9.82% Dec 1994 - Nov 2014 |
+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 and Yearly/Monthly Returns
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.
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Win % |
0.65 57% |
0.05 57% |
1.07 68% |
2.58 82% |
0.74 64% |
0.31 64% |
1.16 61% |
-0.11 64% |
-0.07 59% |
1.45 63% |
2.30 81% |
1.10 70% |
| Best Year |
8.0 2019 |
6.9 1998 |
9.7 2000 |
12.7 2020 |
6.3 1997 |
7.0 2019 |
7.9 1997 |
7.0 2020 |
9.0 2010 |
10.9 2011 |
10.9 2020 |
6.7 2010 |
| Worst Year |
-8.2 2009 |
-10.7 2009 |
-12.5 2020 |
-5.8 2002 |
-8.0 2010 |
-8.4 2008 |
-7.9 2002 |
-14.1 1998 |
-10.5 2002 |
-16.5 2008 |
-7.5 2000 |
-8.8 2018 |
For further information about the seasonality, check the Asset Class Seasonality page.
Investing in SPDR S&P 500 (SPY) ETF: detail of monthly returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+21.57% | -1.0 | 2.8 | 4.5 | 5.3 | 0.7 | 2.3 | 2.4 | 3.0 | ||||
| 2020 |
+18.37% | 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% | 8.0 | 3.2 | 1.8 | 4.1 | -6.4 | 7.0 | 1.5 | -1.7 | 2.0 | 2.2 | 3.6 | 2.9 |
| 2018 |
-4.56% | 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% | 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% | -5.0 | -0.1 | 6.7 | 0.4 | 1.7 | 0.4 | 3.7 | 0.1 | 0.0 | -1.7 | 3.7 | 2.0 |
| 2015 |
+1.25% | -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% | -3.5 | 4.6 | 0.8 | 0.7 | 2.3 | 2.1 | -1.3 | 4.0 | -1.4 | 2.4 | 2.8 | -0.3 |
| 2013 |
+32.31% | 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% | 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% | 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% | -3.6 | 3.1 | 6.1 | 1.6 | -8.0 | -5.2 | 6.8 | -4.5 | 9.0 | 3.8 | 0.0 | 6.7 |
| 2009 |
+26.36% | -8.2 | -10.7 | 8.4 | 9.9 | 5.9 | -0.1 | 7.5 | 3.7 | 3.6 | -1.9 | 6.2 | 1.9 |
| 2008 |
-36.81% | -6.1 | -2.6 | -0.9 | 4.8 | 1.5 | -8.4 | -0.9 | 1.6 | -9.4 | -16.5 | -7.0 | 1.0 |
| 2007 |
+5.14% | 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% | 2.4 | 0.6 | 1.7 | 1.3 | -3.0 | 0.3 | 0.5 | 2.2 | 2.7 | 3.2 | 2.0 | 1.3 |
| 2005 |
+4.83% | -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% | 2.0 | 1.4 | -1.3 | -1.9 | 1.7 | 1.9 | -3.2 | 0.2 | 1.0 | 1.3 | 4.5 | 3.0 |
| 2003 |
+28.18% | -2.5 | -1.4 | 0.2 | 8.5 | 5.5 | 1.1 | 1.8 | 2.1 | -1.1 | 5.4 | 1.1 | 5.0 |
| 2002 |
-21.59% | -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% | 4.5 | -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% | -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% | 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% | 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% | 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% | 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% | 3.4 | 4.1 | 2.8 | 3.0 | 4.0 | 2.0 | 3.2 | 0.5 | 4.2 | -0.3 | 4.5 | 1.6 |
| 1994 |
+0.40% | 3.5 | -2.9 | -4.2 | 1.1 | 1.6 | -2.3 | 3.2 | 3.8 | -2.5 | 2.8 | -4.0 | 0.7 |