Data Source: from January 1970 to December 2022 (~53 years)
Consolidated Returns as of 31 December 2022
Live Update: Jan 27 2023
ETF: Vanguard FTSE Europe (VGK)
ETF • LIVE PERFORMANCE (USD currency)
0.33%
1 Day
Jan 27 2023
9.45%
Current Month
January 2023
In the last 30 Years, the Vanguard FTSE Europe (VGK) ETF obtained a 7.14% compound annual return, with a 17.75% standard deviation.
In 2022, the ETF granted a 2.67% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard FTSE Europe (VGK) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Large Cap
- Style: Blend
- Region: Developed Europe
- Country: Broad Developed Europe
The Vanguard FTSE Europe (VGK) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | VGK Weight |
|---|---|---|
| European Stocks | 100.00% | |
| Coward's Portfolio | Bill Bernstein | 5.00% |
| Family Taxable Portfolio | Ted Aronson | 5.00% |
| Gone Fishin' Portfolio | Alexander Green | 10.00% |
| Sheltered Sam 100/0 | Bill Bernstein | 5.00% |
| Sheltered Sam 90/10 | Bill Bernstein | 4.50% |
| Sheltered Sam 80/20 | Bill Bernstein | 4.00% |
| Sheltered Sam 70/30 | Bill Bernstein | 3.50% |
| Sheltered Sam 60/40 | Bill Bernstein | 3.00% |
| Sheltered Sam 50/50 | Bill Bernstein | 2.50% |
| Sheltered Sam 40/60 | Bill Bernstein | 2.00% |
| Sheltered Sam 30/70 | Bill Bernstein | 1.50% |
| Sheltered Sam 20/80 | Bill Bernstein | 1.00% |
| Sheltered Sam 10/90 | Bill Bernstein | 0.50% |
Historical Returns as of Dec 31, 2022
Historical returns and Metrics of Vanguard FTSE Europe (VGK) ETF.
Returns and metrics are calculated based on monthly returns, assuming:
ETF Returns, up to December 2005, are retrieved using the historical series of equivalent ETFs / Assets.
- No fees or capital gain taxes
- the reinvestment of dividends
ETF Returns, up to December 2005, are retrieved using the historical series of equivalent ETFs / Assets.
VANGUARD FTSE EUROPE (VGK) ETF
Portfolio Metrics
Data Source: 1 January 1970 - 31 December 2022 (~53 years)
Swipe left to see all data
| Metrics as of Dec 31, 2022 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~53Y) |
|
| Portfolio Return (%) |
-1.67 | 21.00 | 6.18 | -16.00 | 1.37 | 2.05 | 4.72 | 6.65 | 7.14 | 8.55 |
| US Inflation (%) | -0.31 | 0.00 | 0.16 | 6.45 | 4.92 | 3.78 | 2.60 | 2.51 | 2.49 | 3.97 |
| Infl. Adjusted Return (%) |
-1.37 | 21.00 | 6.00 | -21.10 | -3.38 | -1.67 | 2.07 | 4.04 | 4.54 | 4.40 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 24.44 | 23.08 | 19.90 | 16.62 | 18.84 | 17.75 | 17.41 | |||
| Sharpe Ratio | -0.71 | 0.03 | 0.05 | 0.25 | 0.29 | 0.28 | 0.26 | |||
| Sortino Ratio | -1.13 | 0.05 | 0.07 | 0.34 | 0.40 | 0.37 | 0.36 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -30.58 | -30.98 | -30.98 | -30.98 | -59.77 | -59.77 | -59.77 | |||
| Start (yyyy mm) | 2022 01 | 2021 09 | 2021 09 | 2021 09 | 2007 11 | 2007 11 | 2007 11 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Start to Bottom (# months) | 9 | 13 | 13 | 13 | 16 | 16 | 16 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 16
|
> 16
|
> 16
|
78
|
78
|
78
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 92.07 | 53.23 | 38.41 | 21.29 | 16.28 | 13.84 | ||||
| Worst Return (%) | -52.96 | -18.37 | -8.13 | -1.57 | 2.21 | 6.13 | ||||
| % Positive Periods | 69% | 81% | 90% | 99% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 2 | 3 | 5 | 20 | 33 | 69 | 140 | 217 | 382 |
| Negative | 1 | 1 | 3 | 7 | 16 | 27 | 51 | 100 | 143 | 254 |
| % Positive | 0% | 67% | 50% | 42% | 56% | 55% | 58% | 58% | 60% | 60% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 34.49 | 20.13 | 12.56 | 9.72 | 8.91 | 4.15 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 2.03 | 3.88 | 4.34 | 4.22 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the ETF
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the ETF. It's calculated by dividing the excess return of the ETF over the risk-free rate by the ETF standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the ETF. It's a modification of the Sharpe Ratio (same formula but the denominator is the ETF downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Correlations as of Dec 31, 2022
Monthly correlations of Vanguard FTSE Europe (VGK) ETF vs the main Asset Classes, over different timeframes.
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Columns are sortable (click on table header to sort).
VANGUARD FTSE EUROPE (VGK) ETF
Monthly correlations as of 31 December 2022
Swipe left to see all data
| Correlation vs VGK | ||||||
|---|---|---|---|---|---|---|
|
|
||||||
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
US Total Stock Market VTI |
0.86
|
0.88
|
0.84
|
0.84
|
0.83
|
|
|
US Large Cap SPY |
0.87
|
0.88
|
0.85
|
0.83
|
0.82
|
|
|
US Small Cap IJR |
0.81
|
0.84
|
0.74
|
0.74
|
0.73
|
|
|
US REITs VNQ |
0.80
|
0.76
|
0.62
|
0.59
|
0.58
|
|
|
US Technology QQQ |
0.79
|
0.76
|
0.76
|
0.65
|
0.64
|
|
|
Preferred Stocks PFF |
0.75
|
0.72
|
0.65
|
0.47
|
0.46
|
|
|
EAFE Stocks EFA |
0.99
|
0.99
|
0.98
|
0.94
|
0.93
|
|
|
World All Countries VT |
0.94
|
0.95
|
0.93
|
0.93
|
0.93
|
|
|
Emerging Markets EEM |
0.79
|
0.81
|
0.77
|
0.76
|
0.75
|
|
|
Pacific VPL |
0.93
|
0.91
|
0.84
|
0.72
|
0.71
|
|
|
Latin America FLLA |
0.51
|
0.68
|
0.62
|
0.69
|
0.68
|
|
|
US Total Bond Market BND |
0.79
|
0.42
|
0.34
|
0.15
|
0.15
|
|
|
Long Term Treasuries TLT |
0.60
|
-0.01
|
-0.04
|
-0.15
|
-0.15
|
|
|
US Cash BIL |
0.27
|
-0.15
|
-0.10
|
0.01
|
0.00
|
|
|
TIPS TIP |
0.77
|
0.51
|
0.42
|
0.19
|
0.19
|
|
|
Invest. Grade Bonds LQD |
0.86
|
0.64
|
0.55
|
0.34
|
0.34
|
|
|
High Yield Bonds HYG |
0.87
|
0.81
|
0.77
|
0.68
|
0.67
|
|
|
International Bonds BNDX |
0.81
|
0.42
|
0.32
|
0.15
|
0.16
|
|
|
Emerg. Market Bonds EMB |
0.91
|
0.79
|
0.71
|
0.57
|
0.57
|
|
|
Gold GLD |
0.40
|
0.25
|
0.14
|
0.13
|
0.13
|
|
|
Commodities DBC |
0.32
|
0.63
|
0.52
|
0.40
|
0.40
|
|
Capital Growth as of Dec 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 Vanguard FTSE Europe (VGK) ETF: Dividend Yield page.
An investment of 1000$, since January 1993,
now would be worth 7918.67$, with a total return of 691.87% (7.14% annualized).
The Inflation Adjusted Capital now would be 3785.95$, with a net total return of 278.60% (4.54% annualized).
The Inflation Adjusted Capital now would be 3785.95$, with a net total return of 278.60% (4.54% annualized).
An investment of 1000$, since January 1970,
now would be worth 77264.86$, with a total return of 7626.49% (8.55% annualized).
The Inflation Adjusted Capital now would be 9814.40$, with a net total return of 881.44% (4.40% annualized).
The Inflation Adjusted Capital now would be 9814.40$, with a net total return of 881.44% (4.40% annualized).
Readings that may interest you
Drawdowns
Worst drawdowns since January 1993.
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -59.77% | Nov 2007 | Feb 2009 | 16 | Apr 2014 | 62 | 78 |
| -45.88% | Apr 2000 | Sep 2002 | 30 | Dec 2004 | 27 | 57 |
| -30.98% | Sep 2021 | Sep 2022 | 13 | in progress | 3 | 16 |
| -25.65% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
| -20.91% | Jun 2014 | Feb 2016 | 21 | May 2017 | 15 | 36 |
| -19.44% | Feb 2018 | Dec 2018 | 11 | Dec 2019 | 12 | 23 |
| -16.03% | Aug 1998 | Sep 1998 | 2 | Apr 1999 | 7 | 9 |
| -7.18% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
| -7.00% | Feb 1994 | Jun 1994 | 5 | Aug 1994 | 2 | 7 |
| -5.68% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
| -4.95% | Oct 1997 | Oct 1997 | 1 | Jan 1998 | 3 | 4 |
| -4.90% | May 1999 | May 1999 | 1 | Oct 1999 | 5 | 6 |
| -4.49% | Mar 2005 | May 2005 | 3 | Jul 2005 | 2 | 5 |
| -4.08% | Sep 1994 | Sep 1994 | 1 | Mar 1995 | 6 | 7 |
| -3.97% | Aug 1995 | Aug 1995 | 1 | Dec 1995 | 4 | 5 |
| -3.23% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 |
| -3.19% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 |
| -2.93% | May 2006 | May 2006 | 1 | Aug 2006 | 3 | 4 |
| -2.19% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 |
| -1.89% | Jan 2005 | Jan 2005 | 1 | Feb 2005 | 1 | 2 |
Worst drawdowns since January 1970.
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -59.77% | Nov 2007 | Feb 2009 | 16 | Apr 2014 | 62 | 78 |
| -45.88% | Apr 2000 | Sep 2002 | 30 | Dec 2004 | 27 | 57 |
| -38.16% | Jan 1973 | Sep 1974 | 21 | Jun 1975 | 9 | 30 |
| -33.23% | Dec 1980 | Jul 1982 | 20 | Apr 1983 | 9 | 29 |
| -30.98% | Sep 2021 | Sep 2022 | 13 | in progress | 3 | 16 |
| -26.83% | Jan 1970 | Jun 1970 | 6 | Mar 1971 | 9 | 15 |
| -25.65% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
| -23.15% | Oct 1987 | Nov 1987 | 2 | Jul 1989 | 20 | 22 |
| -20.91% | Jun 2014 | Feb 2016 | 21 | May 2017 | 15 | 36 |
| -20.21% | Aug 1990 | Sep 1990 | 2 | May 1992 | 20 | 22 |
| -19.44% | Feb 2018 | Dec 2018 | 11 | Dec 2019 | 12 | 23 |
| -19.23% | Feb 1976 | Nov 1976 | 10 | Dec 1977 | 13 | 23 |
| -16.03% | Aug 1998 | Sep 1998 | 2 | Apr 1999 | 7 | 9 |
| -12.85% | Jun 1992 | Nov 1992 | 6 | Aug 1993 | 9 | 15 |
| -12.84% | Feb 1980 | Mar 1980 | 2 | Sep 1980 | 6 | 8 |
| -10.90% | Jul 1975 | Sep 1975 | 3 | Jan 1976 | 4 | 7 |
| -10.12% | Dec 1983 | Jul 1984 | 8 | Jan 1985 | 6 | 14 |
| -8.83% | May 1986 | May 1986 | 1 | Aug 1986 | 3 | 4 |
| -7.42% | Sep 1979 | Oct 1979 | 2 | Jan 1980 | 3 | 5 |
| -7.18% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
Rolling Returns ( more details)
Vanguard FTSE Europe (VGK) ETF: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
10.99 |
92.07 May 1985 - Apr 1986 |
-52.96 Mar 2008 - Feb 2009 |
30.72% |
| 2 Years |
10.12 |
58.72 Jan 1985 - Dec 1986 |
-30.58 Mar 2007 - Feb 2009 |
21.21% |
| 3 Years |
9.62 |
53.23 Aug 1984 - Jul 1987 |
-18.37 Apr 2000 - Mar 2003 |
19.13% |
| 5 Years |
9.53 |
38.41 Aug 1982 - Jul 1987 |
-8.13 Jun 2007 - May 2012 |
10.05% |
| 7 Years |
9.56 |
28.01 Aug 1982 - Jul 1989 |
-1.10 Nov 2007 - Oct 2014 |
0.72% |
| 10 Years |
9.82 |
21.29 Aug 1982 - Jul 1992 |
-1.57 Mar 1999 - Feb 2009 |
0.77% |
| 15 Years |
10.21 |
19.85 Aug 1982 - Jul 1997 |
0.46 Oct 2007 - Sep 2022 |
0.00% |
| 20 Years |
10.28 |
16.28 Apr 1978 - Mar 1998 |
2.21 Apr 2000 - Mar 2020 |
0.00% |
| 30 Years |
10.28 |
13.84 Jun 1977 - May 2007 |
6.13 Apr 1990 - 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 Vanguard FTSE Europe (VGK) ETF: Rolling Returns page.
Seasonality
Vanguard FTSE Europe (VGK) 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.
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 Gain Frequency |
0.95
40% |
-2.73
40% |
-2.55
60% |
2.21
80% |
0.92
60% |
-0.46
40% |
2.26
80% |
-1.16
40% |
-3.11
40% |
0.80
60% |
5.12
60% |
1.78
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.95
|
98.19
|
95.69
|
97.80
|
98.70
|
98.25
|
100.47
|
99.30
|
96.21
|
96.98
|
101.95
|
103.76
|
| Best |
6.7 2019 |
3.2 2019 |
3.3 2021 |
6.4 2020 |
5.8 2020 |
6.4 2019 |
5.0 2022 |
4.3 2020 |
2.6 2019 |
8.4 2022 |
16.4 2020 |
5.7 2020 |
| Worst |
-3.6 2022 |
-8.0 2020 |
-16.7 2020 |
-6.2 2022 |
-5.7 2019 |
-9.9 2022 |
-2.6 2019 |
-7.5 2022 |
-9.7 2022 |
-7.9 2018 |
-4.9 2021 |
-4.8 2018 |
Monthly Seasonality over the period Jan 2018 - Dec 2022
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 Gain Frequency |
0.24
50% |
-0.63
50% |
-0.41
60% |
2.91
90% |
1.01
70% |
-1.46
20% |
2.36
80% |
-1.28
50% |
-1.25
50% |
0.91
60% |
2.51
50% |
1.10
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.24
|
99.61
|
99.21
|
102.10
|
103.13
|
101.62
|
104.02
|
102.68
|
101.40
|
102.33
|
104.89
|
106.04
|
| Best |
6.7 2019 |
7.3 2014 |
7.0 2016 |
6.4 2020 |
5.8 2020 |
6.4 2019 |
7.6 2013 |
4.3 2020 |
7.2 2013 |
8.4 2022 |
16.4 2020 |
5.7 2020 |
| Worst |
-5.6 2016 |
-8.0 2020 |
-16.7 2020 |
-6.2 2022 |
-5.7 2019 |
-9.9 2022 |
-4.3 2014 |
-7.5 2022 |
-9.7 2022 |
-7.9 2018 |
-4.9 2021 |
-4.8 2018 |
Monthly Seasonality over the period Jan 2013 - Dec 2022
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 Gain Frequency |
0.30
55% |
0.49
55% |
1.01
70% |
2.35
72% |
-0.07
55% |
0.10
49% |
1.30
62% |
0.02
55% |
-0.80
55% |
0.93
58% |
1.57
64% |
2.55
72% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.30
|
100.80
|
101.82
|
104.22
|
104.15
|
104.26
|
105.61
|
105.62
|
104.78
|
105.75
|
107.41
|
110.15
|
| Best |
12.7 1975 |
11.1 1986 |
8.8 1986 |
13.5 2003 |
14.3 2009 |
8.3 2012 |
14.2 2010 |
12.2 1982 |
11.3 2010 |
18.1 1974 |
16.4 2020 |
10.2 1999 |
| Worst |
-13.8 2009 |
-10.4 2009 |
-16.7 2020 |
-10.4 1970 |
-12.0 2012 |
-9.9 2022 |
-11.1 2002 |
-12.5 1998 |
-13.1 2002 |
-21.8 2008 |
-9.6 1973 |
-5.1 1980 |
Monthly Seasonality over the period Jan 1970 - Dec 2022
Monthly/Yearly Returns
Vanguard FTSE Europe (VGK) ETF data source starts from January 1970: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1970 - Dec 2022
382 Positive Months (60%) - 254 Negative Months (40%)
MONTHLY RETURNS TABLE
Jan 1970 - Dec 2022
(Scroll down to see all data)
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 |
| 2022 |
-16.00 | -21.10 | -3.6 | -5.3 | 0.2 | -6.2 | 2.4 | -9.9 | 5.0 | -7.5 | -9.7 | 8.4 | 13.5 | -1.7 |
| 2021 |
+16.88 | +9.20 | -0.9 | 2.6 | 3.3 | 4.8 | 4.5 | -1.4 | 1.9 | 1.8 | -5.4 | 5.0 | -4.9 | 5.2 |
| 2020 |
+6.11 | +4.69 | -3.1 | -8.0 | -16.7 | 6.4 | 5.8 | 3.9 | 3.7 | 4.3 | -3.1 | -5.4 | 16.4 | 5.7 |
| 2019 |
+24.86 | +22.07 | 6.7 | 3.2 | 0.8 | 3.9 | -5.7 | 6.4 | -2.6 | -1.6 | 2.6 | 3.8 | 1.3 | 4.5 |
| 2018 |
-14.91 | -16.50 | 5.6 | -6.1 | -0.4 | 2.1 | -2.4 | -1.3 | 3.4 | -2.8 | 0.1 | -7.9 | -0.7 | -4.8 |
| 2017 |
+26.99 | +24.36 | 3.0 | 0.6 | 4.4 | 3.9 | 4.9 | -0.5 | 2.8 | 0.1 | 3.2 | 0.5 | -0.1 | 1.5 |
| 2016 |
-0.37 | -2.39 | -5.6 | -3.2 | 7.0 | 2.8 | -0.5 | -4.0 | 3.5 | 0.7 | 0.8 | -3.5 | -2.3 | 4.9 |
| 2015 |
-1.94 | -2.65 | 0.5 | 6.1 | -2.4 | 4.2 | 0.3 | -3.3 | 2.7 | -7.0 | -4.1 | 5.9 | -1.2 | -2.6 |
| 2014 |
-7.10 | -7.80 | -4.6 | 7.3 | -0.6 | 2.6 | 0.8 | -0.1 | -4.3 | 0.7 | -4.0 | -1.9 | 2.1 | -4.7 |
| 2013 |
+24.38 | +22.54 | 4.3 | -3.4 | 0.3 | 4.5 | 0.0 | -4.4 | 7.6 | -1.5 | 7.2 | 4.2 | 1.0 | 2.9 |
| 2012 |
+21.57 | +19.49 | 5.5 | 5.4 | 0.1 | -2.5 | -12.0 | 8.3 | 0.3 | 4.7 | 2.9 | 1.8 | 2.5 | 4.3 |
| 2011 |
-11.64 | -14.19 | 3.7 | 3.1 | -1.0 | 8.3 | -2.8 | -2.1 | -4.6 | -9.3 | -12.2 | 12.4 | -2.9 | -2.3 |
| 2010 |
+6.05 | +4.49 | -6.3 | -0.6 | 6.5 | -3.8 | -11.7 | -1.6 | 14.2 | -4.6 | 11.3 | 4.9 | -7.8 | 9.1 |
| 2009 |
+31.33 | +27.85 | -13.8 | -10.4 | 7.7 | 13.2 | 14.3 | -2.4 | 11.3 | 5.5 | 4.8 | -2.6 | 4.5 | -0.2 |
| 2008 |
-44.71 | -44.76 | -9.0 | -0.3 | 1.3 | 4.1 | 0.7 | -9.0 | -2.9 | -3.8 | -12.9 | -21.8 | -7.4 | 7.1 |
| 2007 |
+13.24 | +8.80 | 1.6 | -1.2 | 3.7 | 5.8 | 2.1 | -0.4 | -2.8 | 0.3 | 5.2 | 4.7 | -3.8 | -2.1 |
| 2006 |
+33.06 | +29.76 | 6.3 | -0.3 | 4.0 | 5.2 | -2.9 | 1.0 | 1.0 | 3.2 | 1.1 | 3.7 | 3.8 | 3.1 |
| 2005 |
+9.26 | +5.65 | -1.9 | 4.9 | -2.5 | -2.0 | -0.1 | 1.0 | 3.8 | 2.0 | 2.2 | -3.2 | 1.3 | 3.8 |
| 2004 |
+20.86 | +17.05 | 1.1 | 2.9 | -3.1 | -0.8 | 1.5 | 1.6 | -2.7 | 0.0 | 4.0 | 3.6 | 7.3 | 4.2 |
| 2003 |
+38.70 | +36.14 | -4.7 | -3.3 | -1.5 | 13.5 | 6.6 | 1.0 | 2.0 | -0.2 | 2.0 | 6.6 | 4.3 | 8.2 |
| 2002 |
-17.95 | -19.85 | -5.1 | 0.0 | 5.4 | -0.7 | 0.1 | -3.4 | -11.1 | -0.1 | -13.1 | 9.6 | 4.9 | -3.7 |
| 2001 |
-20.30 | -21.52 | 0.0 | -8.8 | -7.5 | 7.1 | -4.8 | -3.8 | 0.3 | -2.6 | -10.0 | 3.1 | 3.5 | 2.6 |
| 2000 |
-8.21 | -11.22 | -7.2 | 5.3 | 2.4 | -4.3 | -0.6 | 2.3 | -1.7 | -1.1 | -4.8 | -0.8 | -4.0 | 6.9 |
| 1999 |
+16.66 | +13.61 | -0.8 | -2.7 | 1.3 | 3.1 | -4.9 | 2.3 | 0.8 | 1.1 | -0.8 | 3.6 | 3.0 | 10.2 |
| 1998 |
+28.86 | +26.82 | 4.2 | 7.8 | 7.2 | 1.9 | 2.4 | 1.2 | 1.9 | -12.5 | -4.0 | 7.8 | 5.4 | 4.2 |
| 1997 |
+24.23 | +22.15 | 0.2 | 1.3 | 3.4 | -0.5 | 4.6 | 5.3 | 4.7 | -5.7 | 9.7 | -5.0 | 1.4 | 3.6 |
| 1996 |
+21.25 | +17.36 | 0.6 | 1.7 | 1.4 | 0.6 | 1.2 | 1.4 | -1.2 | 3.0 | 2.0 | 2.2 | 4.9 | 1.9 |
| 1995 |
+22.28 | +19.25 | -0.6 | 2.0 | 3.9 | 4.2 | 2.6 | 1.2 | 5.2 | -4.0 | 3.0 | -0.6 | 0.6 | 3.1 |
| 1994 |
+1.88 | -0.78 | 4.7 | -3.6 | -3.0 | 4.9 | -4.1 | -1.1 | 5.3 | 3.0 | -4.1 | 4.1 | -3.8 | 0.5 |
| 1993 |
+29.13 | +25.67 | 0.0 | 0.9 | 5.1 | 2.1 | 1.6 | -1.4 | 0.4 | 8.8 | -0.2 | 3.7 | -2.2 | 7.7 |
| 1992 |
-3.32 | -6.04 | 0.1 | 0.5 | -3.7 | 5.9 | 5.5 | -0.8 | -3.7 | 0.0 | -1.6 | -6.9 | -0.4 | 2.5 |
| 1991 |
+12.40 | +9.06 | 2.8 | 7.7 | -6.8 | 1.0 | 1.5 | -8.0 | 7.2 | 1.8 | 3.2 | -2.1 | -2.6 | 7.6 |
| 1990 |
-3.87 | -9.40 | -0.1 | -2.5 | 1.7 | -2.9 | 7.2 | 4.1 | 5.0 | -9.9 | -11.4 | 7.9 | 0.4 | -1.4 |
| 1989 |
+28.18 | +22.48 | 4.4 | -0.9 | 0.6 | 3.0 | -4.5 | 2.4 | 11.7 | -1.0 | 2.4 | -6.9 | 5.6 | 9.8 |
| 1988 |
+13.69 | +8.88 | -3.9 | 4.6 | 3.5 | 2.1 | -1.5 | -1.1 | 0.4 | -4.7 | 5.1 | 8.2 | 1.6 | -0.6 |
| 1987 |
+7.05 | +2.51 | 5.4 | 3.7 | 5.5 | 3.7 | 0.5 | 3.6 | 3.4 | 0.6 | 1.2 | -19.6 | -4.4 | 6.5 |
| 1986 |
+40.96 | +39.42 | 1.4 | 11.1 | 8.8 | 9.3 | -8.8 | 4.2 | -0.6 | 10.1 | -6.7 | 0.7 | 4.6 | 3.0 |
| 1985 |
+78.72 | +72.18 | 11.5 | 4.9 | 3.4 | 3.0 | 8.4 | 4.2 | 2.6 | 2.2 | 0.2 | 6.0 | 7.7 | 5.8 |
| 1984 |
+0.52 | -3.29 | -1.0 | -3.8 | 1.2 | 0.2 | -6.0 | 1.7 | -2.0 | 11.1 | -0.5 | -0.2 | -1.5 | 2.3 |
| 1983 |
+20.82 | +16.41 | 3.4 | 2.4 | 3.5 | 7.6 | -0.9 | 3.7 | -3.3 | 1.8 | 1.2 | -1.4 | 2.2 | -0.7 |
| 1982 |
+3.86 | +0.03 | -2.9 | -6.6 | -2.3 | 2.7 | -4.6 | -3.4 | -4.1 | 12.2 | -0.4 | 11.1 | 3.4 | 0.6 |
| 1981 |
-12.54 | -19.71 | -5.0 | 1.5 | 3.2 | -2.8 | 0.0 | -1.5 | -0.6 | -6.3 | -6.0 | 4.8 | 4.0 | -3.6 |
| 1980 |
+11.80 | -0.64 | 4.3 | -1.2 | -11.8 | 2.7 | 4.1 | 1.3 | 5.6 | -0.2 | 1.4 | 0.7 | 11.1 | -5.1 |
| 1979 |
+12.18 | -0.98 | 3.6 | -3.3 | 5.3 | -0.1 | -2.2 | 3.6 | 0.7 | 5.9 | -0.2 | -7.2 | 4.9 | 1.4 |
| 1978 |
+21.77 | +11.70 | -4.7 | -0.3 | 3.9 | 9.5 | 2.5 | -0.3 | 6.5 | 4.3 | 0.6 | -7.0 | 3.4 | 2.6 |
| 1977 |
+21.77 | +14.12 | -2.5 | 1.1 | 1.3 | 2.5 | 1.1 | 6.4 | 0.9 | 1.0 | 2.2 | -1.2 | 4.9 | 2.5 |
| 1976 |
-7.88 | -12.15 | 9.5 | -3.3 | 0.4 | -3.6 | -3.7 | 3.0 | -3.4 | -2.5 | 0.3 | -5.4 | -2.6 | 4.2 |
| 1975 |
+41.32 | +32.15 | 12.7 | 6.8 | 2.8 | 5.4 | 5.9 | 5.2 | -6.3 | -1.7 | -3.3 | 6.6 | 3.4 | -1.0 |
| 1974 |
-24.15 | -32.48 | -0.9 | -0.1 | -2.0 | -3.8 | -2.2 | -1.7 | -7.6 | -8.2 | -11.0 | 18.1 | -3.6 | -1.9 |
| 1973 |
-8.86 | -16.16 | -1.4 | -3.1 | 0.3 | -3.9 | -0.7 | -0.1 | 5.0 | -2.3 | 4.9 | 0.4 | -9.6 | 2.0 |
| 1972 |
+14.25 | +10.49 | 1.8 | 2.7 | 0.4 | 0.4 | 1.5 | -2.3 | -0.4 | 3.7 | -0.8 | 0.9 | 4.7 | 1.1 |
| 1971 |
+26.21 | +22.21 | 5.3 | 2.1 | 4.8 | 4.7 | -2.9 | 1.2 | -2.8 | 4.5 | 0.4 | -2.8 | 0.9 | 8.9 |
| 1970 |
-10.74 | -15.45 | -8.6 | 4.3 | -0.8 | -10.4 | -7.6 | -6.6 | 6.8 | 3.8 | 2.7 | -2.5 | 4.3 | 5.5 |
ETF Returns, up to December 2005, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.