Data Source: from January 1928 to December 2022 (~95 years)
Consolidated Returns as of 31 December 2022
Live Update: Jan 27 2023
Category: Stocks
ETF: Vanguard Real Estate (VNQ)
ETF • LIVE PERFORMANCE (USD currency)
1.12%
1 Day
Jan 27 2023
9.53%
Current Month
January 2023

In the last 30 Years, the Vanguard Real Estate (VNQ) ETF obtained a 8.92% compound annual return, with a 19.19% standard deviation.

In 2022, the ETF granted a 2.82% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Real Estate (VNQ) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Real Estate
  • Size: Multi Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.
  • Sector: Real Estate
  • Industry: Broad Real Estate

The Vanguard Real Estate (VNQ) ETF is part of the following Lazy Portfolios:

Portfolio Name Author VNQ Weight
Five Asset Roger Gibson 20.00%
Rob Arnott Portfolio Rob Arnott 10.00%
Ivy Portfolio Mebane Faber 20.00%
Ultimate Buy&Hold FundAdvice 6.00%
Core Four Rick Ferri 8.00%
Coffeehouse Bill Schultheis 10.00%
Lazy Portfolio David Swensen 20.00%
Yale Endowment David Swensen 20.00%
Robust Alpha Architect 10.00%
Ideal Index Frank Armstrong 8.00%
Lifepath Fund iShares 0.51%
Coward's Portfolio Bill Bernstein 5.00%
Pinwheel 15.00%
Ultimate Buy and Hold Strategy Paul Merriman 10.00%
Talmud Portfolio Roger Gibson 33.33%
Sandwich Portfolio Bob Clyatt 5.00%
7Twelve Portfolio Craig Israelsen 8.34%
Conservative Income Charles Schwab 5.00%
Big Rocks Portfolio Larry Swedroe 6.00%
Late Sixties and Beyond Burton Malkiel 15.00%
Late Thirties to Early Forties Burton Malkiel 10.00%
Mid-Fifties Burton Malkiel 12.50%
Mid-Twenties Burton Malkiel 10.00%
Gone Fishin' Portfolio Alexander Green 5.00%
Dynamic 60/40 Income 20.00%
GAA Global Asset Allocation Mebane Faber 4.50%
Jane Bryant Quinn Portfolio Jane Bryant Quinn 10.00%
Marc Faber Portfolio Marc Faber 25.00%
One-Decision Portfolio Marvin Appel 20.00%
Nano Portfolio John Wasik 20.00%
Sheltered Sam 100/0 Bill Bernstein 10.00%
Sheltered Sam 90/10 Bill Bernstein 9.00%
Sheltered Sam 80/20 Bill Bernstein 8.00%
Sheltered Sam 70/30 Bill Bernstein 7.00%
Sheltered Sam 60/40 Bill Bernstein 6.00%
Sheltered Sam 50/50 Bill Bernstein 5.00%
Sheltered Sam 40/60 Bill Bernstein 4.00%
Sheltered Sam 30/70 Bill Bernstein 3.00%
Sheltered Sam 20/80 Bill Bernstein 2.00%
Sheltered Sam 10/90 Bill Bernstein 1.00%
Six Ways from Sunday Scott Burns 16.66%
Long Term Portfolio Ben Stein 10.00%
Five Fold Scott Burns 20.00%
Seven Value Scott Burns 14.25%
Simple and Cheap Time Inc 10.00%
Tilt Toward Value Time Inc 10.00%
Perfect Portfolio Ben Stein 4.00%
Global Market Portfolio Credit Suisse 5.00%

Historical Returns as of Dec 31, 2022

Historical returns and Metrics of Vanguard Real Estate (VNQ) ETF.

Returns and metrics are calculated based on monthly returns, assuming:
  • 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 REAL ESTATE (VNQ) ETF
Portfolio Metrics
Data Source: 1 January 1928 - 31 December 2022 (~95 years)
Swipe left to see all data
Metrics as of Dec 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~95Y)
Portfolio
Return (%)
-5.03 4.34 -7.18 -26.24 -0.40 3.65 6.42 9.01 8.92 6.99
US Inflation (%) -0.31 0.00 0.16 6.45 4.92 3.78 2.60 2.51 2.49 3.04
Infl. Adjusted
Return (%)
-4.74 4.35 -7.33 -30.71 -5.07 -0.12 3.72 6.34 6.27 3.84
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 22.47 22.56 19.66 16.96 21.75 19.19 19.62
Sharpe Ratio -1.23 -0.04 0.13 0.34 0.36 0.35 0.15
Sortino Ratio -1.92 -0.06 0.17 0.45 0.47 0.46 0.22
MAXIMUM DRAWDOWN
Drawdown Depth (%) -29.31 -29.31 -29.31 -29.31 -68.30 -68.30 -68.30
Start (yyyy mm) 2022 01 2022 01 2022 01 2022 01 2007 02 2007 02 2007 02
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Start to Bottom (# months) 9 9 9 9 25 25 25
Start to Recovery (# months) in progress
> 12
> 12
> 12
> 12
65
65
65
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 114.31 43.49 29.54 23.58 16.14 15.45
Worst Return (%) -58.17 -25.90 -12.64 -5.70 0.23 2.11
% Positive Periods 72% 82% 89% 95% 100% 100%
MONTHS
Positive 0 2 3 4 22 39 74 149 218 660
Negative 1 1 3 8 14 21 46 91 142 480
% Positive 0% 67% 50% 33% 61% 65% 62% 62% 61% 58%
WITHDRAWAL RATES (WR)
Safe WR (%) 33.32 22.33 14.38 11.72 8.60 2.11
Perpetual WR (%) 0.00 0.00 3.58 5.97 5.90 3.69
Terms and Definitions
  • 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 Real Estate (VNQ) 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.

Columns are sortable (click on table header to sort).

VANGUARD REAL ESTATE (VNQ) ETF
Monthly correlations as of 31 December 2022
Swipe left to see all data
Correlation vs VNQ
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.90
0.83
0.71
0.62
0.62
US Large Cap
SPY
0.91
0.82
0.71
0.60
0.60
US Small Cap
IJR
0.82
0.78
0.64
0.64
0.64
US Technology
QQQ
0.90
0.72
0.61
0.38
0.38
Preferred Stocks
PFF
0.73
0.80
0.74
0.51
0.50
EAFE Stocks
EFA
0.82
0.75
0.64
0.58
0.58
World All Countries
VT
0.90
0.82
0.70
0.61
0.61
Emerging Markets
EEM
0.55
0.58
0.50
0.51
0.51
Europe
VGK
0.80
0.76
0.62
0.59
0.58
Pacific
VPL
0.82
0.69
0.61
0.48
0.47
Latin America
FLLA
0.45
0.50
0.42
0.44
0.44
US Total Bond Market
BND
0.62
0.50
0.53
0.29
0.29
Long Term Treasuries
TLT
0.51
0.18
0.32
0.06
0.06
US Cash
BIL
0.00
-0.21
-0.17
-0.01
-0.01
TIPS
TIP
0.82
0.66
0.62
0.32
0.32
Invest. Grade Bonds
LQD
0.70
0.65
0.66
0.42
0.42
High Yield Bonds
HYG
0.77
0.77
0.67
0.68
0.67
International Bonds
BNDX
0.73
0.53
0.56
0.27
0.27
Emerg. Market Bonds
EMB
0.73
0.71
0.66
0.50
0.50
Gold
GLD
0.34
0.20
0.16
0.12
0.12
Commodities
DBC
0.35
0.48
0.25
0.27
0.27

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 Real Estate (VNQ) ETF: Dividend Yield page.

An investment of 1000$, since January 1993, now would be worth 12973.72$, with a total return of 1197.37% (8.92% annualized).

The Inflation Adjusted Capital now would be 6202.80$, with a net total return of 520.28% (6.27% annualized).
An investment of 1000$, since January 1928, now would be worth 613243.54$, with a total return of 61224.35% (6.99% annualized).

The Inflation Adjusted Capital now would be 35745.35$, with a net total return of 3474.54% (3.84% annualized).

Drawdowns

Worst drawdowns since January 1993.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-68.30% Feb 2007 Feb 2009 25 Jun 2012 40 65
-29.31% Jan 2022 Sep 2022 9 in progress 3 12
-25.08% Feb 2020 Mar 2020 2 Mar 2021 12 14
-22.09% Jan 1998 Nov 1999 23 Dec 2000 13 36
-21.37% Oct 1993 Nov 1994 14 Jun 1996 19 33
-14.88% Aug 2016 Feb 2018 19 Jan 2019 11 30
-14.56% Apr 2004 Apr 2004 1 Aug 2004 4 5
-13.50% May 2013 Aug 2013 4 Apr 2014 8 12
-13.08% Feb 2015 Aug 2015 7 Mar 2016 7 14
-13.01% Jul 2002 Oct 2002 4 May 2003 7 11
-8.56% Jan 2005 Jan 2005 1 May 2005 4 5
-7.12% Sep 2001 Oct 2001 2 Dec 2001 2 4
-6.04% Sep 2014 Sep 2014 1 Oct 2014 1 2
-6.01% Apr 2006 May 2006 2 Jul 2006 2 4
-5.91% Apr 1993 May 1993 2 Aug 1993 3 5
-5.68% Sep 2021 Sep 2021 1 Oct 2021 1 2
-5.58% Aug 2005 Oct 2005 3 Jan 2006 3 6
-3.10% Apr 1997 Apr 1997 1 Jun 1997 2 3
-3.02% Aug 2012 Nov 2012 4 Dec 2012 1 5
-2.80% Oct 1997 Oct 1997 1 Dec 1997 2 3

Worst drawdowns since January 1928.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-68.30% Feb 2007 Feb 2009 25 Jun 2012 40 65
-64.90% Sep 1929 Jun 1932 34 Mar 1946 165 199
-36.99% Oct 1972 Dec 1974 27 Oct 1976 22 49
-29.31% Jan 2022 Sep 2022 9 in progress 3 12
-25.08% Feb 2020 Mar 2020 2 Mar 2021 12 14
-23.88% Sep 1989 Oct 1990 14 Apr 1991 6 20
-23.20% Aug 1957 Jun 1962 59 Jan 1966 43 102
-22.09% Jan 1998 Nov 1999 23 Dec 2000 13 36
-21.37% Oct 1993 Nov 1994 14 Jun 1996 19 33
-19.69% Jul 1948 Jun 1949 12 Jan 1951 19 31
-18.80% Nov 1969 Jun 1970 8 Nov 1970 5 13
-17.90% Aug 1987 Oct 1987 3 Jan 1989 15 18
-15.29% May 1967 Feb 1968 10 Nov 1968 9 19
-14.88% Aug 2016 Feb 2018 19 Jan 2019 11 30
-14.56% Apr 2004 Apr 2004 1 Aug 2004 4 5
-13.50% May 2013 Aug 2013 4 Apr 2014 8 12
-13.46% May 1971 Nov 1971 7 Jul 1972 8 15
-13.08% Feb 2015 Aug 2015 7 Mar 2016 7 14
-13.01% Jul 2002 Oct 2002 4 May 2003 7 11
-12.70% Sep 1979 Oct 1979 2 Jan 1980 3 5

Rolling Returns ( more details)

Vanguard Real Estate (VNQ) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
8.72 114.31
Jul 1932 - Jun 1933
-58.17
Apr 2008 - Mar 2009
28.43%
2 Years
7.94 65.96
Mar 2009 - Feb 2011
-42.93
Mar 2007 - Feb 2009
21.40%
3 Years
7.66 43.49
Apr 2009 - Mar 2012
-25.90
Jul 1929 - Jun 1932
18.01%
5 Years
7.65 29.54
Mar 2009 - Feb 2014
-12.64
Apr 1930 - Mar 1935
11.10%
7 Years
7.76 24.21
Apr 2009 - Mar 2016
-7.36
Apr 1931 - Mar 1938
7.95%
10 Years
7.88 23.58
Nov 1975 - Oct 1985
-5.70
Sep 1929 - Aug 1939
5.48%
15 Years
8.01 19.18
Sep 1974 - Aug 1989
-1.75
Sep 1929 - Aug 1944
1.87%
20 Years
8.17 16.14
Sep 1974 - Aug 1994
0.23
Jan 1955 - Dec 1974
0.00%
30 Years
8.16 15.45
Jan 1975 - Dec 2004
2.11
Oct 1929 - Sep 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 Real Estate (VNQ) ETF: Rolling Returns page.

Seasonality

Vanguard Real Estate (VNQ) 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.
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
0.09
60%
-2.81
40%
0.02
80%
2.68
60%
0.33
80%
0.67
80%
3.80
100%
0.58
80%
-4.38
20%
1.17
60%
3.42
60%
0.04
60%
 Capital Growth on monthly avg returns
100
100.09
97.27
97.29
99.90
100.23
100.90
104.73
105.34
100.72
101.90
105.38
105.41
Best 11.9
2019
3.4
2021
6.3
2022
9.0
2020
3.7
2018
4.2
2018
8.6
2022
3.7
2019
1.9
2019
7.1
2021
9.7
2020
9.7
2021
Worst -8.4
2022
-7.7
2018
-19.4
2020
-4.1
2022
-4.7
2022
-7.5
2022
0.6
2018
-6.0
2022
-12.9
2022
-3.0
2020
-2.1
2021
-8.0
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
1.17
60%
-0.83
50%
1.32
80%
1.55
60%
-0.07
60%
0.70
70%
3.12
100%
-1.13
50%
-2.33
30%
1.92
60%
1.42
50%
0.87
70%
 Capital Growth on monthly avg returns
100
101.17
100.33
101.66
103.23
103.16
103.88
107.12
105.90
103.43
105.42
106.92
107.84
Best 11.9
2019
5.1
2014
10.5
2016
9.0
2020
3.7
2018
6.9
2016
8.6
2022
3.7
2019
3.5
2013
9.9
2014
9.7
2020
9.7
2021
Worst -8.4
2022
-7.7
2018
-19.4
2020
-5.8
2015
-6.0
2013
-7.5
2022
0.1
2014
-7.0
2013
-12.9
2022
-5.7
2016
-5.3
2013
-8.0
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
1.51
63%
-0.19
51%
0.85
67%
1.43
58%
-0.52
53%
1.23
61%
2.08
72%
0.88
55%
-0.67
44%
-0.32
49%
0.40
52%
2.03
71%
 Capital Growth on monthly avg returns
100
101.51
101.31
102.17
103.63
103.09
104.36
106.53
107.47
106.75
106.40
106.83
109.00
Best 14.1
1975
14.3
1931
10.5
2016
44.8
1933
14.9
1933
26.4
1938
38.8
1932
38.6
1932
16.9
1939
14.3
2011
13.2
1928
16.7
2008
Worst -17.5
2009
-23.9
1933
-28.6
1938
-20.0
1932
-23.1
1932
-13.6
1930
-14.0
1933
-9.2
1998
-21.1
1931
-31.7
2008
-22.7
2008
-8.0
2018
Monthly Seasonality over the period Jan 1928 - Dec 2022

Monthly/Yearly Returns

Vanguard Real Estate (VNQ) ETF data source starts from January 1928: 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 1928 - Dec 2022
660 Positive Months (58%) - 480 Negative Months (42%)
MONTHLY RETURNS TABLE
Jan 1928 - 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
-26.24 -30.71 -8.4 -3.5 6.3 -4.1 -4.7 -7.5 8.6 -6.0 -12.9 3.5 6.1 -5.0
2021
+40.52 +31.28 0.0 3.4 5.1 7.9 0.8 2.6 4.4 2.2 -5.7 7.1 -2.1 9.7
2020
-4.68 -5.96 1.2 -7.0 -19.4 9.0 1.7 2.4 3.6 0.4 -2.7 -3.0 9.7 2.7
2019
+28.87 +25.99 11.9 0.7 4.2 -0.2 0.1 1.5 1.7 3.7 1.9 1.1 -1.3 0.8
2018
-6.02 -7.78 -4.3 -7.7 3.9 0.8 3.7 4.2 0.6 2.6 -2.6 -2.9 4.7 -8.0
2017
+4.91 +2.74 -0.2 3.5 -2.4 0.2 -0.7 2.2 1.2 -0.3 -0.1 -1.1 2.7 -0.1
2016
+8.60 +6.40 -3.4 -0.4 10.5 -2.4 2.2 6.9 4.3 -3.8 -1.8 -5.7 -1.7 4.8
2015
+2.42 +1.67 6.9 -3.7 1.7 -5.8 -0.3 -4.7 5.8 -6.3 3.1 5.8 -0.6 1.8
2014
+30.36 +29.39 4.3 5.1 0.5 3.3 2.4 1.1 0.1 3.0 -6.0 9.9 2.0 1.9
2013
+2.31 +0.80 3.7 1.2 2.9 6.7 -6.0 -2.0 0.9 -7.0 3.5 4.5 -5.3 0.1
2012
+17.63 +15.62 6.4 -1.2 5.2 2.9 -4.5 5.5 2.0 0.0 -1.9 -0.9 -0.3 3.7
2011
+8.62 +5.49 3.3 4.7 -1.6 5.7 1.4 -3.3 1.6 -5.6 -10.8 14.3 -3.8 4.8
2010
+28.37 +26.47 -5.5 5.6 10.2 7.2 -5.3 -5.2 9.6 -1.3 4.4 4.7 -1.9 4.5
2009
+30.08 +26.63 -17.5 -20.5 3.6 30.7 2.6 -3.2 10.8 14.3 6.6 -4.5 6.6 7.4
2008
-37.00 -37.06 -0.8 -3.2 6.5 6.4 -0.2 -10.6 3.1 2.4 -0.1 -31.7 -22.7 16.7
2007
-16.50 -19.77 8.8 -2.7 -2.1 -0.1 -0.4 -9.0 -8.3 6.7 3.9 2.1 -9.5 -5.4
2006
+35.30 +31.95 7.5 1.9 4.7 -3.4 -2.7 4.9 3.9 3.5 2.0 6.0 4.8 -1.8
2005
+11.94 +8.24 -8.6 3.2 -1.7 5.8 3.5 4.6 7.1 -4.1 1.3 -2.9 4.2 0.0
2004
+30.76 +26.64 4.3 1.6 5.4 -14.6 7.1 2.8 0.5 7.8 -0.2 5.4 4.1 4.8
2003
+35.66 +33.15 -2.7 1.7 2.0 4.1 5.5 2.3 5.2 0.7 3.4 1.6 4.3 3.1
2002
+3.75 +1.35 -0.2 2.0 6.2 0.6 1.3 2.8 -5.3 0.2 -3.5 -5.0 4.4 0.8
2001
+12.35 +10.64 0.4 -1.7 0.8 2.3 2.1 5.9 -2.1 3.5 -3.9 -3.4 5.8 2.5
2000
+26.35 +22.21 0.6 -1.5 3.5 6.7 1.0 2.5 8.8 -4.0 2.9 -4.6 1.7 6.9
1999
-4.04 -6.55 -2.4 -1.6 -0.4 9.6 2.1 -1.9 -2.9 -1.0 -4.1 -2.2 -1.5 3.1
1998
-16.32 -17.65 -1.3 -1.6 2.6 -3.4 -0.9 0.0 -6.9 -9.2 6.0 -1.8 1.6 -1.8
1997
+18.77 +16.78 0.2 -0.3 0.4 -3.1 3.0 5.1 2.8 -0.7 9.2 -2.8 1.7 2.5
1996
+33.84 +29.54 1.0 1.2 0.1 -0.1 2.2 1.8 0.4 3.6 2.2 2.5 4.5 10.7
1995
+12.13 +9.35 -2.8 1.7 -0.2 -0.4 4.0 2.1 1.2 0.7 1.7 -3.2 1.2 6.0
1994
-8.40 -10.79 2.2 -0.5 -5.5 -0.3 -0.6 -2.5 0.3 1.7 -3.3 -4.1 -3.4 7.9
1993
+19.67 +16.47 6.4 5.4 8.5 -4.4 -1.6 3.2 1.8 2.5 4.9 -1.9 -5.4 -0.2
1992
+14.58 +11.35 4.9 -2.4 -1.7 -0.4 4.4 -1.3 4.3 0.3 2.1 -0.1 2.1 1.8
1991
+35.69 +31.66 10.9 1.8 8.7 2.5 1.1 -2.8 2.0 -0.4 2.5 -1.1 -0.6 7.2
1990
-15.34 -20.21 -4.2 -0.7 1.0 -1.7 -0.1 1.7 -0.9 -7.2 -7.1 -3.4 7.1 -0.3
1989
+8.84 +4.01 2.2 -0.3 0.5 2.8 0.9 1.9 3.7 0.9 -0.9 -2.6 -0.3 -0.2
1988
+13.47 +8.66 5.5 3.8 0.5 0.7 -1.5 3.5 1.1 -0.5 0.6 -0.4 -2.0 1.8
1987
-3.65 -7.74 5.6 3.6 0.2 -1.2 -0.8 2.8 0.0 -2.4 -0.8 -15.2 2.3 4.0
1986
+19.17 +17.87 4.4 2.1 6.7 -0.2 -1.7 5.1 -0.5 3.3 -0.8 2.3 -0.7 -1.8
1985
+19.07 +14.72 4.9 2.7 1.6 0.9 3.1 2.0 1.9 -2.5 -2.0 2.8 -0.4 2.8
1984
+20.93 +16.33 3.7 0.6 0.1 1.4 -2.0 0.0 -1.7 4.2 7.1 2.1 2.0 2.0
1983
+30.64 +25.87 4.0 -0.6 9.4 6.4 1.3 1.8 -2.4 -0.3 -1.2 3.3 2.1 3.8
1982
+21.60 +17.12 -0.4 -1.8 -1.5 2.8 0.0 -3.8 0.4 3.7 4.6 10.1 3.7 2.6
1981
+6.02 -2.66 2.1 0.9 2.5 1.5 -0.4 2.3 -0.8 -3.8 -6.5 5.1 3.7 -0.3
1980
+24.36 +10.53 7.5 1.2 -12.2 -0.3 5.1 7.0 7.8 3.0 -1.6 10.2 -2.0 -1.6
1979
+35.86 +19.92 3.9 2.1 7.2 0.8 -0.9 9.2 4.3 12.6 -2.3 -10.7 3.5 3.3
1978
+10.34 +1.21 -2.3 1.4 4.8 3.3 -3.0 -0.8 3.3 4.4 0.0 -7.5 3.3 3.7
1977
+22.43 +14.74 5.8 1.0 0.7 1.3 0.3 4.3 0.2 0.2 0.5 0.0 4.5 1.9
1976
+47.56 +40.71 13.7 4.9 0.4 1.9 -2.8 4.0 2.5 3.7 1.0 1.2 3.3 6.6
1975
+19.29 +11.55 14.1 2.4 2.8 2.8 -1.4 6.3 -1.5 -1.5 -6.3 -2.5 1.7 2.3
1974
-21.42 -30.05 4.6 4.3 -2.2 -5.5 -7.0 1.6 -7.7 -7.5 -0.5 4.3 -5.4 -1.6
1973
-15.52 -22.29 1.5 -5.5 2.4 -4.7 -2.8 2.1 3.5 -4.7 6.5 0.9 -14.0 -0.2
1972
+8.01 +4.45 0.0 1.7 -0.3 3.8 -9.4 10.0 5.8 -1.3 3.9 -2.3 -1.3 -1.5
1971
+4.24 +0.94 3.5 0.4 3.2 3.2 -4.8 -0.5 -4.9 3.3 -1.3 -5.0 -0.9 8.9
1970
+8.22 +2.51 -7.0 5.9 0.8 -8.3 -5.3 -4.2 7.9 5.1 4.0 -0.6 5.2 6.1
1969
+6.99 +0.75 0.7 -3.2 4.9 3.6 1.2 -3.8 -4.1 5.2 -0.8 5.3 -1.6 -0.2
1968
+4.13 -0.56 -4.7 -3.5 0.6 7.9 1.0 0.6 -2.2 5.2 -0.6 0.5 4.8 -4.7
1967
+2.31 -0.71 6.3 -1.2 2.7 3.0 -6.9 0.5 3.6 1.2 -1.7 -4.7 -1.3 1.7
1966
+1.24 -2.14 1.7 -0.6 -1.0 3.2 -4.1 -0.3 0.0 -6.0 0.7 5.6 1.5 1.1
1965
+1.65 -0.27 2.7 -0.8 -2.1 2.9 -1.4 -5.7 0.8 1.7 2.8 2.3 -1.6 0.4
1964
+1.26 +0.29 1.7 0.0 0.6 -0.3 0.2 0.8 1.0 -2.7 2.2 0.0 -1.5 -0.5
1963
+2.15 +0.50 3.5 -4.3 2.2 3.7 0.2 -3.5 -1.8 4.0 -2.6 2.3 -2.6 1.5
1962
+0.32 -1.00 -2.8 2.6 0.4 -5.1 -7.3 -6.7 7.2 2.6 -3.4 1.6 10.4 2.3
1961
+0.97 +0.29 4.4 1.0 0.9 -1.4 0.3 -4.9 1.8 0.4 -4.1 1.5 2.9 -1.4
1960
+0.78 -0.57 -6.9 1.2 -1.1 -1.4 3.0 2.3 -2.2 2.9 -5.7 0.1 4.4 4.9
1959
+0.11 -1.59 -0.3 -0.7 -0.7 3.3 1.3 -1.1 3.0 -2.3 -5.6 0.5 0.7 2.4
1958
+0.65 -1.09 1.1 -5.3 0.0 0.2 -1.6 -0.3 1.9 -1.8 2.9 0.1 -0.2 4.0
1957
+2.72 -0.18 -2.7 -1.8 3.4 5.0 4.9 1.2 2.4 -3.9 -4.3 -1.5 2.9 -2.3
1956
+0.90 -2.03 -3.8 3.3 6.9 -0.4 -6.8 3.9 5.2 -4.1 -4.8 0.4 -1.3 3.6
1955
+0.02 -0.35 -0.5 -1.9 -2.8 1.7 -2.5 7.0 4.8 -3.0 -0.8 -6.0 7.2 -2.3
1954
+0.92 +1.68 1.3 -3.4 -0.6 1.7 0.0 -3.7 3.3 -8.3 7.3 -6.6 7.7 3.7
1953
+11.53 +10.70 0.8 -0.3 -0.8 -1.1 1.3 0.0 3.9 -3.9 1.6 6.2 2.2 1.6
1952
+4.42 +3.64 0.9 -4.4 4.2 -5.1 1.7 4.2 1.3 -2.2 -2.8 -0.8 4.6 3.3
1951
+6.05 +0.05 5.2 -0.2 -2.8 4.2 -5.1 -3.7 6.6 4.0 -1.4 -2.4 -1.2 3.6
1950
+3.62 -2.18 0.1 -0.6 -1.2 3.2 2.7 -8.0 -0.7 2.2 5.0 -1.0 -1.6 4.3
1949
+0.08 +2.20 -0.8 -5.0 2.1 -3.2 -5.0 -1.3 5.9 0.3 1.7 2.5 -0.7 4.3
1948
+2.06 -0.91 -3.7 -4.5 7.9 2.9 8.1 0.6 -5.3 1.0 -2.8 7.2 -10.8 3.5
1947
+21.27 +11.42 4.0 0.3 0.1 -2.1 0.8 6.7 5.0 -1.1 0.3 3.5 -1.0 3.4
1946
+24.10 +5.05 10.0 -4.0 7.3 6.2 4.6 -1.1 0.2 -3.8 -5.8 2.1 1.7 5.8
1945
+11.78 +9.32 -0.2 4.6 -6.4 7.7 -0.3 -1.9 -3.8 5.0 3.3 2.0 2.4 -0.3
1944
+16.59 +13.97 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
+11.46 +8.25 6.5 4.5 4.8 -0.5 4.1 1.5 -6.3 0.5 2.0 -2.0 -8.9 6.0
1942
+3.33 -5.23 0.6 -4.0 -7.1 -5.5 5.9 1.1 2.5 -0.2 2.1 6.4 -2.5 5.1
1941
-8.39 -16.66 -4.0 -0.6 1.2 -5.5 1.2 6.2 6.3 0.0 -0.1 -5.8 -3.2 -3.5
1940
+3.32 +2.59 -2.0 2.2 2.6 1.0 -21.4 9.1 4.6 4.1 2.6 5.1 -2.2 1.2
1939
-1.30 -1.30 -6.6 3.6 -13.3 -0.2 6.6 -6.1 11.3 -6.8 16.9 -1.1 -4.6 2.8
1938
-0.87 +1.96 -0.8 4.1 -28.6 12.7 -7.7 26.4 6.1 -5.5 -0.4 7.0 -6.5 2.5
1937
+2.56 -0.28 7.3 4.7 2.2 -4.5 2.3 -1.4 11.7 -1.7 -8.4 -4.4 -3.8 0.1
1936
+3.22 +1.75 4.4 -0.4 0.6 -10.3 2.8 1.3 5.8 -1.1 -1.8 7.2 -1.4 -2.6
1935
+9.77 +6.59 -6.9 -7.1 -6.6 7.4 0.5 4.8 7.1 -0.2 0.1 7.0 2.4 2.5
1934
+2.91 +1.38 11.4 -3.0 0.7 -2.0 -7.4 2.8 -10.5 6.0 0.4 -2.4 8.9 0.3
1933
-3.81 -4.54 -3.5 -23.9 -2.1 44.8 14.9 12.2 -14.0 11.1 -18.1 -16.7 11.1 -1.1
1932
-10.48 -0.23 -2.5 5.8 -11.5 -20.0 -23.1 -0.3 38.8 38.6 -3.4 -13.9 -5.6 5.7
1931
-8.12 +1.32 8.4 14.3 -3.9 -6.0 -9.2 15.3 -3.4 3.8 -21.1 9.7 -3.7 -6.2
1930
-4.29 +2.25 8.4 4.1 9.6 0.8 0.2 -13.6 5.2 2.6 -9.7 -5.6 0.4 -3.9
1929
-2.06 -2.63 6.6 0.2 0.6 2.4 -3.4 11.8 5.2 10.2 -4.1 -18.5 -11.8 3.3
1928
+1.49 +2.68 -3.7 -5.1 8.3 0.4 -1.7 -8.0 -1.9 6.0 -0.2 -1.4 13.2 -2.6

ETF Returns, up to December 2004, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Share this page