Last Update: 31 Aug 2021

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

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.

Capital Growth:
Swipe left to see all data
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

Drawdonws Chart:

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
+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.

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 %
0.65
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

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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
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