Data Source: from January 1927 to February 2023 (~96 years)
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023
ETF: Vanguard Growth (VUG)
ETF • LIVE PERFORMANCE (USD currency)
0.30%
1 Day
Mar 20 2023
2.76%
Current Month
March 2023
In the last 30 Years, the Vanguard Growth (VUG) ETF obtained a 10.01% compound annual return, with a 16.52% standard deviation.
In 2022, the ETF granted a 0.47% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Growth (VUG) 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.
The Vanguard Growth (VUG) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | VUG Weight |
|---|---|---|
| Edge Select Aggressive | Merrill Lynch | 29.00% |
| Edge Select Moderately Aggressive | Merrill Lynch | 25.00% |
| Edge Select Moderate | Merrill Lynch | 19.00% |
| Edge Select Moderately Conservative | Merrill Lynch | 14.00% |
| Edge Select Conservative | Merrill Lynch | 5.00% |
Historical Returns as of Feb 28, 2023
Historical returns and Metrics of Vanguard Growth (VUG) ETF.
Returns and metrics are calculated based on monthly returns, assuming:
ETF Returns, up to December 2004, 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 2004, are retrieved using the historical series of equivalent ETFs / Assets.
VANGUARD GROWTH (VUG) ETF
Portfolio Metrics
Data Source: 1 January 1927 - 28 February 2023 (~96 years)
Swipe left to see all data
| Metrics as of Feb 28, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~96Y) |
|
| Portfolio Return (%) |
-1.42 | -0.28 | -2.73 | -15.85 | 10.42 | 10.66 | 13.18 | 10.72 | 10.01 | 9.68 |
| US Inflation (%) | 0.56 | 1.05 | 1.58 | 6.04 | 5.16 | 3.86 | 2.63 | 2.51 | 2.51 | 2.99 |
| Infl. Adjusted Return (%) |
-1.97 | -1.32 | -4.24 | -20.64 | 5.00 | 6.55 | 10.28 | 8.01 | 7.32 | 6.49 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 27.68 | 24.44 | 21.37 | 16.97 | 16.09 | 16.52 | 19.63 | |||
| Sharpe Ratio | -0.65 | 0.40 | 0.44 | 0.74 | 0.60 | 0.47 | 0.29 | |||
| Sortino Ratio | -0.96 | 0.55 | 0.60 | 1.00 | 0.79 | 0.63 | 0.41 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -25.49 | -33.15 | -33.15 | -33.15 | -47.18 | -53.58 | -83.85 | |||
| Start (yyyy mm) | 2022 04 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 04 | 1929 09 | |||
| Bottom (yyyy mm) | 2022 12 | 2022 12 | 2022 12 | 2022 12 | 2009 02 | 2002 09 | 1932 06 | |||
| Start to Bottom (# months) | 9 | 12 | 12 | 12 | 16 | 30 | 34 | |||
| Start to Recovery (# months) in progress |
> 11
|
> 14
|
> 14
|
> 14
|
40
|
144
|
188
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 157.12 | 46.10 | 35.70 | 22.34 | 19.69 | 14.47 | ||||
| Worst Return (%) | -67.02 | -43.00 | -18.23 | -4.67 | 1.34 | 6.95 | ||||
| % Positive Periods | 75% | 82% | 86% | 95% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 1 | 3 | 5 | 21 | 39 | 78 | 153 | 226 | 703 |
| Negative | 1 | 2 | 3 | 7 | 15 | 21 | 42 | 87 | 134 | 451 |
| % Positive | 0% | 33% | 50% | 42% | 58% | 65% | 65% | 64% | 63% | 61% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 45.73 | 26.93 | 18.86 | 9.69 | 8.90 | 5.92 | ||||
| Perpetual WR (%) | 4.77 | 6.15 | 9.32 | 7.41 | 6.82 | 6.10 | ||||
- 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 Feb 28, 2023
Monthly correlations of Vanguard Growth (VUG) 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 GROWTH (VUG) ETF
Monthly correlations as of 28 February 2023
Swipe left to see all data
| Correlation vs VUG | ||||||
|---|---|---|---|---|---|---|
|
|
||||||
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
US Total Stock Market VTI |
0.96
|
0.96
|
0.95
|
0.96
|
0.95
|
|
|
US Large Cap SPY |
0.96
|
0.95
|
0.95
|
0.96
|
0.96
|
|
|
US Small Cap IJR |
0.91
|
0.82
|
0.78
|
0.77
|
0.77
|
|
|
US REITs VNQ |
0.90
|
0.81
|
0.68
|
0.54
|
0.53
|
|
|
US Technology QQQ |
1.00
|
0.99
|
0.98
|
0.89
|
0.89
|
|
|
Preferred Stocks PFF |
0.85
|
0.81
|
0.74
|
0.42
|
0.42
|
|
|
EAFE Stocks EFA |
0.83
|
0.80
|
0.81
|
0.75
|
0.74
|
|
|
World All Countries VT |
0.93
|
0.92
|
0.92
|
0.90
|
0.89
|
|
|
Emerging Markets EEM |
0.60
|
0.65
|
0.65
|
0.67
|
0.66
|
|
|
Europe VGK |
0.81
|
0.79
|
0.79
|
0.78
|
0.76
|
|
|
Pacific VPL |
0.81
|
0.77
|
0.76
|
0.63
|
0.62
|
|
|
Latin America FLLA |
0.72
|
0.46
|
0.46
|
0.59
|
0.59
|
|
|
US Total Bond Market BND |
0.74
|
0.54
|
0.43
|
0.17
|
0.16
|
|
|
Long Term Treasuries TLT |
0.68
|
0.22
|
0.13
|
-0.09
|
-0.09
|
|
|
US Cash BIL |
0.06
|
-0.18
|
-0.13
|
-0.03
|
-0.03
|
|
|
TIPS TIP |
0.84
|
0.67
|
0.52
|
0.22
|
0.21
|
|
|
Invest. Grade Bonds LQD |
0.80
|
0.69
|
0.59
|
0.31
|
0.31
|
|
|
High Yield Bonds HYG |
0.87
|
0.80
|
0.76
|
0.63
|
0.62
|
|
|
International Bonds BNDX |
0.86
|
0.56
|
0.45
|
0.15
|
0.14
|
|
|
Emerg. Market Bonds EMB |
0.78
|
0.70
|
0.64
|
0.52
|
0.51
|
|
|
Gold GLD |
0.36
|
0.21
|
0.12
|
0.05
|
0.05
|
|
|
Commodities DBC |
0.28
|
0.39
|
0.34
|
0.29
|
0.28
|
|
Capital Growth as of Feb 28, 2023
Capital growth, returns, stats are calculated assuming a reinvestment of dividends.
If you are interested in getting periodic income, please refer to the Vanguard Growth (VUG) ETF: Dividend Yield page.
An investment of 1000$, since March 1993,
now would be worth 17499.55$, with a total return of 1649.95% (10.01% annualized).
The Inflation Adjusted Capital now would be 8323.98$, with a net total return of 732.40% (7.32% annualized).
The Inflation Adjusted Capital now would be 8323.98$, with a net total return of 732.40% (7.32% annualized).
An investment of 1000$, since January 1927,
now would be worth 7201929.26$, with a total return of 720092.93% (9.68% annualized).
The Inflation Adjusted Capital now would be 423727.39$, with a net total return of 42272.74% (6.49% annualized).
The Inflation Adjusted Capital now would be 423727.39$, with a net total return of 42272.74% (6.49% annualized).
Readings that may interest you
Drawdowns
Worst drawdowns since March 1993.
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -53.58% | Apr 2000 | Sep 2002 | 30 | Mar 2012 | 114 | 144 |
| -33.15% | Jan 2022 | Dec 2022 | 12 | in progress | 2 | 14 |
| -16.39% | Feb 2020 | Mar 2020 | 2 | May 2020 | 2 | 4 |
| -16.23% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
| -13.04% | Aug 1998 | Aug 1998 | 1 | Oct 1998 | 2 | 3 |
| -9.25% | Aug 2015 | Feb 2016 | 7 | Jul 2016 | 5 | 12 |
| -7.58% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
| -6.67% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
| -6.64% | Aug 1997 | Aug 1997 | 1 | Nov 1997 | 3 | 4 |
| -6.57% | Apr 2012 | May 2012 | 2 | Aug 2012 | 3 | 5 |
| -6.46% | Feb 1994 | Jun 1994 | 5 | Aug 1994 | 2 | 7 |
| -6.34% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
| -5.33% | Feb 2018 | Mar 2018 | 2 | Jun 2018 | 3 | 5 |
| -5.32% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
| -4.80% | Mar 1997 | Mar 1997 | 1 | Apr 1997 | 1 | 2 |
| -4.63% | Apr 1993 | Apr 1993 | 1 | Oct 1993 | 6 | 7 |
| -4.55% | Jul 1996 | Jul 1996 | 1 | Sep 1996 | 2 | 3 |
| -3.93% | Feb 1999 | Feb 1999 | 1 | Mar 1999 | 1 | 2 |
| -3.92% | Mar 2015 | Mar 2015 | 1 | May 2015 | 2 | 3 |
| -3.52% | Jul 1999 | Sep 1999 | 3 | Oct 1999 | 1 | 4 |
Worst drawdowns since January 1927.
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -83.85% | Sep 1929 | Jun 1932 | 34 | Apr 1945 | 154 | 188 |
| -53.60% | Jan 1973 | Sep 1974 | 21 | Jul 1980 | 70 | 91 |
| -53.58% | Apr 2000 | Sep 2002 | 30 | Mar 2012 | 114 | 144 |
| -33.15% | Jan 2022 | Dec 2022 | 12 | in progress | 2 | 14 |
| -31.48% | Sep 1987 | Nov 1987 | 3 | May 1989 | 18 | 21 |
| -26.23% | Jun 1969 | Jun 1970 | 13 | Mar 1971 | 9 | 22 |
| -25.09% | Jan 1962 | Jun 1962 | 6 | Oct 1963 | 16 | 22 |
| -22.33% | Jun 1946 | Nov 1946 | 6 | Sep 1949 | 34 | 40 |
| -19.54% | Dec 1980 | Jul 1982 | 20 | Oct 1982 | 3 | 23 |
| -16.39% | Feb 2020 | Mar 2020 | 2 | May 2020 | 2 | 4 |
| -16.23% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
| -15.90% | Feb 1966 | Sep 1966 | 8 | Mar 1967 | 6 | 14 |
| -15.81% | Jul 1990 | Sep 1990 | 3 | Feb 1991 | 5 | 8 |
| -15.00% | Jul 1983 | May 1984 | 11 | Jan 1985 | 8 | 19 |
| -14.38% | Aug 1957 | Dec 1957 | 5 | Jul 1958 | 7 | 12 |
| -13.04% | Aug 1998 | Aug 1998 | 1 | Oct 1998 | 2 | 3 |
| -11.66% | Jul 1986 | Sep 1986 | 3 | Jan 1987 | 4 | 7 |
| -11.02% | Aug 1956 | Feb 1957 | 7 | Jul 1957 | 5 | 12 |
| -9.65% | Jan 1960 | Oct 1960 | 10 | Jan 1961 | 3 | 13 |
| -9.25% | Aug 2015 | Feb 2016 | 7 | Jul 2016 | 5 | 12 |
Rolling Returns ( more details)
Vanguard Growth (VUG) ETF: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
11.86 |
157.12 Jul 1932 - Jun 1933 |
-67.02 Jul 1931 - Jun 1932 |
25.28% |
| 2 Years |
10.76 |
59.06 Jul 1932 - Jun 1934 |
-53.28 Jun 1930 - May 1932 |
18.92% |
| 3 Years |
10.20 |
46.10 Mar 1933 - Feb 1936 |
-43.00 Jul 1929 - Jun 1932 |
17.78% |
| 5 Years |
9.93 |
35.70 Jun 1932 - May 1937 |
-18.23 Apr 1928 - Mar 1933 |
13.79% |
| 7 Years |
10.04 |
24.72 Jul 1993 - Jun 2000 |
-6.35 Apr 1928 - Mar 1935 |
9.24% |
| 10 Years |
10.06 |
22.34 Apr 1990 - Mar 2000 |
-4.67 Mar 1999 - Feb 2009 |
5.31% |
| 15 Years |
10.04 |
21.18 Jan 1985 - Dec 1999 |
-0.92 Sep 1929 - Aug 1944 |
0.92% |
| 20 Years |
10.21 |
19.69 Apr 1980 - Mar 2000 |
1.34 Sep 1929 - Aug 1949 |
0.00% |
| 30 Years |
10.49 |
14.47 Jul 1970 - Jun 2000 |
6.95 Sep 1929 - Aug 1959 |
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 Growth (VUG) ETF: Rolling Returns page.
Seasonality
Vanguard Growth (VUG) 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 |
2.46
60% |
-1.59
40% |
-0.87
60% |
2.82
80% |
0.20
40% |
2.08
80% |
5.72
100% |
2.57
60% |
-3.94
40% |
0.58
60% |
4.06
100% |
-1.61
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
102.46
|
100.83
|
99.95
|
102.77
|
102.97
|
105.11
|
111.12
|
113.98
|
109.49
|
110.12
|
114.59
|
112.74
|
| Best |
10.4 2023 |
3.7 2019 |
3.8 2022 |
15.1 2020 |
7.1 2020 |
6.8 2019 |
13.0 2022 |
10.1 2020 |
0.5 2018 |
8.3 2021 |
10.4 2020 |
4.2 2020 |
| Worst |
-9.4 2022 |
-6.5 2020 |
-10.6 2020 |
-12.9 2022 |
-6.3 2019 |
-8.5 2022 |
2.3 2019 |
-5.0 2022 |
-10.4 2022 |
-9.1 2018 |
0.6 2018 |
-8.4 2018 |
Monthly Seasonality over the period Mar 2018 - Feb 2023
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 |
1.21
50% |
0.50
50% |
0.24
60% |
2.01
80% |
1.31
70% |
0.79
50% |
4.32
90% |
1.02
50% |
-1.79
50% |
1.94
70% |
2.95
100% |
-0.60
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.21
|
101.71
|
101.95
|
103.99
|
105.35
|
106.19
|
110.78
|
111.90
|
109.90
|
112.03
|
115.34
|
114.65
|
| Best |
10.4 2023 |
6.2 2015 |
7.2 2016 |
15.1 2020 |
7.1 2020 |
6.8 2019 |
13.0 2022 |
10.1 2020 |
4.8 2013 |
9.0 2015 |
10.4 2020 |
4.2 2020 |
| Worst |
-9.4 2022 |
-6.5 2020 |
-10.6 2020 |
-12.9 2022 |
-6.3 2019 |
-8.5 2022 |
-1.6 2014 |
-6.3 2015 |
-10.4 2022 |
-9.1 2018 |
0.1 2015 |
-8.4 2018 |
Monthly Seasonality over the period Mar 2013 - Feb 2023
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 |
1.39
63% |
0.33
54% |
0.71
61% |
1.45
60% |
0.40
60% |
1.17
56% |
2.06
63% |
1.15
60% |
-1.07
49% |
0.83
63% |
1.34
67% |
1.42
75% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.39
|
101.72
|
102.45
|
103.94
|
104.35
|
105.57
|
107.75
|
108.99
|
107.83
|
108.72
|
110.18
|
111.74
|
| Best |
14.6 1987 |
12.4 1931 |
11.2 1928 |
42.9 1933 |
16.5 1933 |
25.4 1938 |
39.7 1932 |
39.4 1932 |
16.7 1939 |
22.3 1974 |
12.3 1928 |
14.3 1991 |
| Worst |
-9.4 2022 |
-18.1 1933 |
-24.3 1938 |
-20.6 1932 |
-24.1 1932 |
-16.3 1930 |
-11.5 1974 |
-13.0 1998 |
-27.7 1931 |
-22.9 1987 |
-14.9 1929 |
-11.9 1931 |
Monthly Seasonality over the period Jan 1927 - Feb 2023
Monthly/Yearly Returns
Vanguard Growth (VUG) ETF data source starts from January 1927: 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 1927 - Feb 2023
703 Positive Months (61%) - 451 Negative Months (39%)
MONTHLY RETURNS TABLE
Jan 1927 - Feb 2023
(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 |
| 2023 |
+8.81 | +7.35 | 10.4 | -1.4 | ||||||||||
| 2022 |
-33.15 | -37.21 | -9.4 | -4.6 | 3.8 | -12.9 | -2.7 | -8.5 | 13.0 | -5.0 | -10.4 | 4.1 | 4.6 | -8.4 |
| 2021 |
+27.34 | +18.97 | -1.0 | 0.8 | 1.8 | 6.9 | -1.4 | 6.0 | 3.2 | 3.7 | -5.3 | 8.3 | 0.7 | 1.6 |
| 2020 |
+40.22 | +38.33 | 3.1 | -6.5 | -10.6 | 15.1 | 7.1 | 4.9 | 7.6 | 10.1 | -4.7 | -3.0 | 10.4 | 4.2 |
| 2019 |
+37.03 | +33.97 | 9.2 | 3.7 | 3.1 | 4.7 | -6.3 | 6.8 | 2.3 | -0.6 | 0.3 | 2.6 | 4.0 | 3.0 |
| 2018 |
-3.31 | -5.12 | 6.8 | -2.9 | -2.5 | 0.3 | 4.4 | 1.2 | 2.5 | 4.7 | 0.5 | -9.1 | 0.6 | -8.4 |
| 2017 |
+27.72 | +25.08 | 3.5 | 4.4 | 1.3 | 2.3 | 2.8 | -0.4 | 2.5 | 1.2 | 1.0 | 2.9 | 2.4 | 0.9 |
| 2016 |
+6.28 | +4.12 | -6.0 | -0.4 | 7.2 | -0.8 | 2.5 | -0.7 | 4.8 | -0.3 | 0.6 | -2.6 | 1.2 | 1.2 |
| 2015 |
+3.25 | +2.50 | -1.5 | 6.2 | -3.9 | 2.8 | 1.5 | -1.7 | 3.3 | -6.3 | -2.9 | 9.0 | 0.1 | -2.4 |
| 2014 |
+13.61 | +12.76 | -3.1 | 5.6 | -1.6 | 0.0 | 3.6 | 2.4 | -1.6 | 4.6 | -1.8 | 3.0 | 3.1 | -1.0 |
| 2013 |
+32.48 | +30.52 | 4.4 | 0.8 | 3.7 | 1.6 | 1.7 | -2.1 | 5.6 | -1.9 | 4.8 | 4.3 | 2.4 | 3.4 |
| 2012 |
+17.02 | +15.01 | 6.3 | 4.8 | 3.5 | -0.3 | -6.3 | 2.9 | 1.2 | 3.4 | 2.1 | -3.1 | 2.0 | 0.1 |
| 2011 |
+1.82 | -1.11 | 1.9 | 2.8 | 0.3 | 3.1 | -0.7 | -1.4 | -0.7 | -5.7 | -7.4 | 11.6 | -0.2 | -0.5 |
| 2010 |
+17.21 | +15.49 | -4.6 | 3.9 | 5.9 | 1.5 | -8.3 | -5.7 | 7.5 | -4.7 | 10.8 | 5.2 | 1.0 | 5.5 |
| 2009 |
+36.13 | +32.52 | -4.9 | -7.5 | 7.9 | 10.0 | 4.6 | 1.2 | 7.1 | 2.0 | 4.3 | -1.3 | 6.0 | 3.3 |
| 2008 |
-38.02 | -38.08 | -8.0 | -1.1 | -1.0 | 6.0 | 3.5 | -6.7 | -1.6 | 1.2 | -11.2 | -17.8 | -8.7 | 1.3 |
| 2007 |
+12.52 | +8.10 | 2.6 | -1.9 | 0.5 | 4.4 | 3.5 | -1.0 | -2.1 | 1.9 | 4.5 | 3.0 | -3.2 | 0.1 |
| 2006 |
+9.19 | +6.49 | 2.2 | -0.3 | 1.5 | 0.0 | -3.4 | -0.4 | -2.2 | 3.1 | 2.9 | 3.3 | 2.4 | 0.0 |
| 2005 |
+5.02 | +1.55 | -3.1 | 1.4 | -1.9 | -2.4 | 5.4 | -0.3 | 4.4 | -1.4 | 0.5 | -0.8 | 4.2 | -0.5 |
| 2004 |
+7.20 | +3.82 | 2.2 | 0.9 | -1.6 | -1.5 | 1.9 | 1.1 | -5.5 | -0.7 | 1.3 | 1.6 | 3.8 | 3.7 |
| 2003 |
+25.92 | +23.60 | -2.6 | -0.3 | 2.0 | 6.8 | 3.3 | 1.2 | 2.6 | 2.3 | -1.7 | 6.2 | 0.9 | 3.0 |
| 2002 |
-23.68 | -25.45 | -0.2 | -3.0 | 2.3 | -7.2 | -2.0 | -8.0 | -4.7 | 0.6 | -10.4 | 9.2 | 4.8 | -6.5 |
| 2001 |
-12.93 | -14.26 | 2.8 | -11.8 | -9.1 | 8.9 | 0.2 | -1.3 | -0.3 | -6.7 | -6.7 | 3.6 | 8.8 | 0.2 |
| 2000 |
-22.21 | -24.76 | -6.7 | 2.1 | 9.2 | -5.0 | -4.1 | 8.2 | -4.4 | 5.8 | -9.8 | -2.6 | -10.7 | -4.4 |
| 1999 |
+28.76 | +25.39 | 6.2 | -3.9 | 4.8 | -0.2 | -2.9 | 7.3 | -3.2 | 1.3 | -1.7 | 6.9 | 4.3 | 7.8 |
| 1998 |
+42.21 | +39.95 | 3.4 | 6.9 | 5.1 | 0.8 | -2.0 | 7.1 | 0.0 | -13.0 | 6.7 | 8.4 | 6.8 | 7.7 |
| 1997 |
+36.34 | +34.06 | 7.9 | 0.8 | -4.8 | 8.1 | 5.9 | 5.1 | 7.9 | -6.6 | 5.1 | -3.0 | 5.4 | 1.2 |
| 1996 |
+23.74 | +19.76 | 3.8 | 0.9 | -0.4 | 1.9 | 3.6 | 1.2 | -4.5 | 1.4 | 6.9 | 2.2 | 7.5 | -2.3 |
| 1995 |
+38.06 | +34.65 | 2.5 | 3.8 | 3.1 | 2.7 | 3.6 | 3.8 | 3.2 | -0.3 | 4.9 | 0.8 | 3.6 | 1.2 |
| 1994 |
+2.89 | +0.21 | 2.1 | -1.7 | -4.7 | 0.5 | 1.5 | -2.1 | 3.2 | 5.3 | -1.4 | 2.3 | -3.3 | 1.7 |
| 1993 |
+1.53 | -1.19 | -1.2 | -0.8 | 1.4 | -4.6 | 3.6 | -0.9 | -2.1 | 3.6 | -1.5 | 3.7 | 0.0 | 0.7 |
| 1992 |
+6.61 | +3.61 | -2.0 | 0.6 | -2.6 | 0.5 | 0.9 | -2.6 | 4.3 | -1.3 | 1.6 | 2.2 | 4.4 | 0.6 |
| 1991 |
+44.61 | +40.31 | 5.4 | 8.0 | 4.5 | 0.0 | 4.3 | -4.6 | 6.0 | 3.7 | -2.0 | 1.4 | -2.1 | 14.3 |
| 1990 |
+1.54 | -4.30 | -7.4 | 0.2 | 4.1 | -0.9 | 11.1 | 1.4 | -1.2 | -9.6 | -5.7 | 0.2 | 7.5 | 3.9 |
| 1989 |
+35.83 | +29.80 | 6.6 | -2.0 | 2.7 | 5.8 | 5.1 | -1.2 | 10.6 | 1.4 | 0.3 | -1.7 | 2.3 | 1.8 |
| 1988 |
+13.21 | +8.42 | 2.5 | 5.7 | -3.1 | -0.6 | -0.1 | 5.0 | -1.6 | -3.0 | 5.1 | 2.2 | -1.9 | 2.7 |
| 1987 |
+6.44 | +1.92 | 14.6 | 7.3 | 1.7 | -1.8 | 1.0 | 5.1 | 4.8 | 4.8 | -2.8 | -22.9 | -8.6 | 8.7 |
| 1986 |
+16.96 | +15.69 | 1.0 | 8.7 | 6.3 | -0.1 | 5.7 | 2.1 | -6.9 | 5.2 | -9.8 | 5.7 | 2.0 | -2.4 |
| 1985 |
+33.57 | +28.68 | 9.7 | 1.3 | -1.0 | -1.8 | 6.4 | 1.7 | 0.4 | -1.2 | -3.6 | 4.3 | 8.9 | 5.3 |
| 1984 |
+1.56 | -2.30 | -4.0 | -4.9 | 1.9 | 0.6 | -4.6 | 4.3 | -1.2 | 11.2 | -2.1 | 1.0 | -2.1 | 2.6 |
| 1983 |
+16.92 | +12.65 | 2.9 | 3.3 | 2.7 | 5.8 | 0.6 | 5.7 | -5.1 | -1.1 | 2.7 | -3.3 | 2.7 | -0.6 |
| 1982 |
+20.33 | +15.89 | -2.4 | -6.8 | -1.8 | 5.5 | -3.2 | -2.3 | -1.7 | 11.7 | 2.1 | 12.1 | 6.0 | 1.3 |
| 1981 |
-6.20 | -13.89 | -5.6 | 3.0 | 4.5 | -2.1 | 0.5 | -2.7 | 1.1 | -6.7 | -6.3 | 8.0 | 4.1 | -2.9 |
| 1980 |
+35.59 | +20.51 | 5.4 | -2.9 | -9.5 | 3.7 | 6.0 | 3.2 | 9.3 | 2.1 | 4.3 | 1.7 | 11.5 | -2.2 |
| 1979 |
+17.44 | +3.66 | 3.6 | -3.5 | 5.9 | 0.2 | -1.6 | 3.5 | 0.7 | 6.7 | -0.9 | -6.8 | 6.5 | 2.9 |
| 1978 |
+7.11 | -1.75 | -6.5 | -2.3 | 2.6 | 10.7 | 2.1 | -1.5 | 6.7 | 3.7 | -2.5 | -10.0 | 2.9 | 2.7 |
| 1977 |
-8.66 | -14.39 | -6.5 | -1.7 | -1.5 | -1.1 | -1.9 | 5.6 | -1.4 | 0.5 | -0.5 | -4.2 | 4.1 | 0.2 |
| 1976 |
+14.85 | +9.52 | 11.5 | -2.2 | 2.8 | -2.3 | -1.3 | 5.3 | -1.1 | -0.2 | 1.8 | -2.7 | -1.0 | 4.2 |
| 1975 |
+33.10 | +24.46 | 11.3 | 9.9 | 3.5 | 4.7 | 5.0 | 3.8 | -8.5 | -2.9 | -4.4 | 7.4 | 3.5 | -2.4 |
| 1974 |
-32.34 | -39.77 | -1.6 | -1.6 | -1.7 | -3.5 | -1.0 | -1.7 | -11.5 | -9.8 | -15.4 | 22.3 | -4.3 | -4.1 |
| 1973 |
-23.09 | -29.25 | -1.9 | -2.7 | -1.4 | -6.4 | -0.6 | -1.0 | 5.7 | -3.7 | 0.4 | -0.1 | -11.3 | -2.1 |
| 1972 |
+22.97 | +18.92 | 3.3 | 4.6 | 1.6 | 0.8 | 3.4 | -0.5 | 1.1 | 0.7 | 0.0 | 0.8 | 2.3 | 2.8 |
| 1971 |
+23.17 | +19.27 | 5.1 | 1.9 | 4.6 | 4.5 | -3.2 | 1.0 | -3.1 | 4.4 | 0.2 | -3.1 | 0.7 | 8.9 |
| 1970 |
-4.04 | -9.10 | -8.0 | 4.9 | -0.3 | -9.6 | -6.7 | -5.7 | 7.2 | 4.3 | 3.2 | -1.8 | 4.7 | 5.7 |
| 1969 |
+1.14 | -4.77 | 0.2 | -3.7 | 4.5 | 3.1 | 0.8 | -4.3 | -4.7 | 4.9 | -1.3 | 5.1 | -2.1 | -0.7 |
| 1968 |
+5.55 | +0.80 | -4.6 | -3.4 | 0.7 | 8.0 | 1.1 | 0.7 | -2.1 | 5.3 | -0.4 | 0.6 | 4.8 | -4.5 |
| 1967 |
+30.10 | +26.27 | 8.6 | 1.0 | 4.7 | 4.9 | -4.5 | 2.4 | 5.1 | 2.9 | 0.4 | -2.2 | 0.8 | 3.2 |
| 1966 |
-10.36 | -13.36 | 0.7 | -1.6 | -2.0 | 2.3 | -5.2 | -1.4 | -1.1 | -7.5 | -0.4 | 5.1 | 0.6 | 0.1 |
| 1965 |
+16.14 | +13.95 | 3.9 | 0.4 | -0.9 | 4.0 | -0.2 | -4.3 | 1.9 | 2.8 | 3.7 | 3.2 | -0.3 | 1.4 |
| 1964 |
+17.02 | +15.90 | 3.0 | 1.3 | 1.8 | 0.9 | 1.4 | 1.9 | 2.1 | -1.3 | 3.2 | 1.1 | -0.2 | 0.7 |
| 1963 |
+21.83 | +19.86 | 5.1 | -2.7 | 3.8 | 5.1 | 1.6 | -1.8 | -0.2 | 5.1 | -0.9 | 3.5 | -0.9 | 2.7 |
| 1962 |
-14.46 | -15.59 | -4.0 | 1.4 | -0.8 | -6.5 | -9.0 | -8.7 | 6.3 | 1.3 | -5.3 | 0.2 | 10.5 | 1.2 |
| 1961 |
+23.66 | +22.84 | 6.3 | 2.7 | 2.6 | 0.4 | 2.0 | -2.9 | 3.3 | 2.0 | -2.0 | 2.9 | 4.1 | 0.4 |
| 1960 |
-1.25 | -2.58 | -7.0 | 1.1 | -1.3 | -1.6 | 2.8 | 2.1 | -2.4 | 2.8 | -6.0 | -0.1 | 4.2 | 4.9 |
| 1959 |
+14.90 | +12.95 | 0.9 | 0.5 | 0.6 | 4.4 | 2.4 | 0.1 | 3.9 | -1.0 | -4.0 | 1.6 | 1.8 | 3.2 |
| 1958 |
+41.10 | +38.66 | 4.5 | -1.9 | 3.3 | 3.4 | 1.7 | 2.8 | 4.5 | 1.4 | 5.1 | 2.7 | 2.4 | 5.4 |
| 1957 |
-9.44 | -11.99 | -3.8 | -2.8 | 2.4 | 4.1 | 4.1 | 0.3 | 1.6 | -5.2 | -5.7 | -2.7 | 2.1 | -3.6 |
| 1956 |
+4.37 | +1.34 | -3.5 | 3.6 | 7.1 | -0.1 | -6.5 | 4.1 | 5.4 | -3.7 | -4.5 | 0.7 | -1.0 | 3.7 |
| 1955 |
+28.70 | +28.22 | 1.9 | 0.5 | -0.4 | 3.9 | 0.0 | 8.5 | 6.3 | -0.7 | 1.3 | -3.0 | 7.8 | 0.0 |
| 1954 |
+47.71 | +48.82 | 5.2 | 0.4 | 3.1 | 5.1 | 3.4 | 0.2 | 5.9 | -3.4 | 8.6 | -1.9 | 8.4 | 5.3 |
| 1953 |
+3.02 | +2.26 | 0.1 | -1.0 | -1.6 | -1.8 | 0.6 | -0.8 | 3.3 | -4.8 | 1.0 | 5.8 | 1.7 | 1.0 |
| 1952 |
+14.22 | +13.36 | 1.7 | -3.5 | 4.9 | -4.2 | 2.5 | 4.9 | 2.0 | -1.3 | -1.9 | 0.0 | 5.0 | 3.8 |
| 1951 |
+20.40 | +13.59 | 6.4 | 0.9 | -1.6 | 5.2 | -3.8 | -2.4 | 7.3 | 4.8 | -0.3 | -1.2 | 0.0 | 4.3 |
| 1950 |
+24.57 | +17.59 | 1.8 | 1.1 | 0.5 | 4.7 | 4.1 | -5.8 | 1.0 | 3.5 | 6.0 | 0.7 | 0.1 | 5.1 |
| 1949 |
+25.55 | +28.21 | 1.3 | -2.8 | 4.2 | -0.9 | -2.5 | 1.0 | 7.3 | 2.3 | 3.3 | 3.9 | 1.2 | 5.2 |
| 1948 |
+4.15 | +1.12 | -3.6 | -4.3 | 8.1 | 3.1 | 8.2 | 0.7 | -5.1 | 1.2 | -2.6 | 7.2 | -10.5 | 3.6 |
| 1947 |
+4.51 | -3.98 | 2.6 | -1.1 | -1.3 | -3.6 | -0.6 | 5.7 | 4.0 | -2.5 | -1.0 | 2.6 | -2.5 | 2.5 |
| 1946 |
-9.12 | -23.07 | 7.2 | -6.7 | 4.9 | 4.0 | 2.5 | -3.7 | -2.3 | -7.1 | -9.9 | -0.5 | -0.9 | 4.7 |
| 1945 |
+32.02 | +29.11 | 1.5 | 6.2 | -4.6 | 8.9 | 1.2 | -0.3 | -2.0 | 6.0 | 4.4 | 3.2 | 3.4 | 1.1 |
| 1944 |
+16.82 | +14.19 | 1.7 | -0.1 | 1.9 | -1.1 | 4.3 | 5.4 | -1.9 | 1.1 | -0.1 | 0.2 | 0.6 | 3.8 |
| 1943 |
+18.54 | +15.14 | 7.1 | 5.0 | 5.2 | 0.0 | 4.5 | 2.0 | -5.6 | 1.0 | 2.4 | -1.4 | -8.0 | 6.2 |
| 1942 |
+16.66 | +7.00 | 1.7 | -2.9 | -5.8 | -4.1 | 6.8 | 2.2 | 3.5 | 1.0 | 3.0 | 6.9 | -1.2 | 5.6 |
| 1941 |
-12.60 | -20.49 | -4.3 | -1.0 | 0.9 | -6.0 | 0.8 | 6.0 | 6.0 | -0.4 | -0.5 | -6.3 | -3.7 | -4.0 |
| 1940 |
-9.89 | -10.53 | -3.1 | 1.1 | 1.5 | -0.1 | -23.5 | 8.3 | 3.6 | 3.1 | 1.6 | 4.4 | -3.7 | 0.2 |
| 1939 |
+4.06 | +4.06 | -6.1 | 4.1 | -12.7 | 0.3 | 7.0 | -5.4 | 11.5 | -6.1 | 16.7 | -0.6 | -3.9 | 3.1 |
| 1938 |
+34.94 | +38.80 | 2.2 | 6.9 | -24.3 | 14.9 | -3.6 | 25.4 | 7.7 | -2.2 | 2.1 | 7.9 | -2.8 | 4.2 |
| 1937 |
-34.21 | -36.03 | 4.3 | 1.9 | -0.6 | -7.8 | -0.6 | -4.7 | 10.7 | -5.0 | -13.6 | -9.5 | -9.4 | -4.3 |
| 1936 |
+26.68 | +24.87 | 6.4 | 1.5 | 2.3 | -8.0 | 4.5 | 3.0 | 7.0 | 0.7 | 0.1 | 7.8 | 0.3 | -0.7 |
| 1935 |
+43.48 | +39.32 | -4.1 | -4.0 | -3.2 | 9.8 | 3.3 | 6.9 | 8.6 | 2.3 | 2.5 | 7.9 | 4.0 | 4.0 |
| 1934 |
+9.05 | +7.43 | 11.9 | -2.6 | 1.2 | -1.5 | -6.8 | 3.2 | -9.7 | 6.3 | 0.9 | -1.8 | 8.9 | 0.7 |
| 1933 |
+53.10 | +51.94 | 1.2 | -18.1 | 3.9 | 42.9 | 16.5 | 13.5 | -8.6 | 11.8 | -11.1 | -8.7 | 10.7 | 2.5 |
| 1932 |
-14.85 | -5.10 | -2.8 | 5.5 | -11.9 | -20.6 | -24.1 | -1.0 | 39.7 | 39.4 | -3.8 | -14.7 | -6.2 | 5.5 |
| 1931 |
-37.18 | -30.73 | 6.0 | 12.4 | -6.1 | -8.6 | -12.5 | 14.6 | -6.3 | 2.0 | -27.7 | 9.2 | -7.9 | -11.9 |
| 1930 |
-26.08 | -21.03 | 6.6 | 2.4 | 8.3 | -0.7 | -1.4 | -16.3 | 4.0 | 1.1 | -12.9 | -8.6 | -1.8 | -7.2 |
| 1929 |
-18.08 | -18.55 | 5.2 | -1.0 | -0.7 | 1.2 | -4.9 | 11.2 | 4.3 | 9.9 | -5.5 | -21.5 | -14.9 | 2.3 |
| 1928 |
+43.51 | +45.19 | -0.1 | -1.4 | 11.2 | 3.6 | 1.6 | -3.7 | 1.6 | 7.8 | 2.7 | 1.8 | 12.3 | 0.6 |
| 1927 |
+44.34 | +47.68 | -1.1 | 5.8 | 1.6 | 2.7 | 6.1 | 0.0 | 7.2 | 5.2 | 3.9 | -3.4 | 7.3 | 2.6 |
ETF Returns, up to December 2004, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
