Data Source: from January 1927 to November 2022 (~96 years)
Consolidated Returns as of 30 November 2022
Live Update: Dec 07 2022, 10:59AM Eastern Time
ETF: Vanguard Value (VTV)
ETF • LIVE PERFORMANCE (USD currency)
0.52%
1 Day
Dec 07 2022, 10:59AM Eastern Time
2.18%
Current Month
December 2022
In the last 30 Years, the Vanguard Value (VTV) ETF obtained a 9.73% compound annual return, with a 15.04% standard deviation.
In 2021, the ETF granted a 2.68% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Value (VTV) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Large Cap
- Style: Value
- Region: North America
- Country: U.S.
The Vanguard Value (VTV) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | VTV Weight |
|---|---|---|
| Edge Select Aggressive | Merrill Lynch | 19.00% |
| Edge Select Moderately Aggressive | Merrill Lynch | 16.00% |
| Edge Select Moderate | Merrill Lynch | 12.00% |
| Edge Select Moderately Conservative | Merrill Lynch | 9.00% |
| Robo Advisor 90 | Betterment | 8.20% |
| Edge Select Conservative | Merrill Lynch | 8.00% |
| Robo Advisor 80 | Betterment | 7.20% |
| Ultimate Buy&Hold | FundAdvice | 6.00% |
| Coffeehouse | Bill Schultheis | 10.00% |
| Robust | Alpha Architect | 7.50% |
| Ideal Index | Frank Armstrong | 9.25% |
| Coward's Portfolio | Bill Bernstein | 10.00% |
| Ultimate Buy and Hold Strategy | Paul Merriman | 10.00% |
| Simple Money Portfolio | Tim Maurer | 7.50% |
| Robo Advisor 10 | Betterment | 0.90% |
| Robo Advisor 20 | Betterment | 1.70% |
| Robo Advisor 50 | Betterment | 4.40% |
| Robo Advisor 100 | Betterment | 9.20% |
| Big Rocks Portfolio | Larry Swedroe | 9.00% |
| Sheltered Sam 100/0 | Bill Bernstein | 25.00% |
| Sheltered Sam 90/10 | Bill Bernstein | 22.50% |
| Sheltered Sam 80/20 | Bill Bernstein | 20.00% |
| Sheltered Sam 70/30 | Bill Bernstein | 17.50% |
| Sheltered Sam 60/40 | Bill Bernstein | 15.00% |
| Sheltered Sam 50/50 | Bill Bernstein | 12.50% |
| Sheltered Sam 40/60 | Bill Bernstein | 10.00% |
| Sheltered Sam 30/70 | Bill Bernstein | 7.50% |
| Sheltered Sam 20/80 | Bill Bernstein | 5.00% |
| Sheltered Sam 10/90 | Bill Bernstein | 2.50% |
| Seven Value | Scott Burns | 14.25% |
| Tilt Toward Value | Time Inc | 5.00% |
Historical Returns as of Nov 30, 2022
Historical returns and Metrics of Vanguard Value (VTV) 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 VALUE (VTV) ETF
Portfolio Metrics
Data Source: 1 January 1927 - 30 November 2022 (~96 years)
Swipe left to see all data
| Metrics as of Nov 30, 2022 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~96Y) |
|
| Portfolio Return (%) |
5.99 | 9.19 | 2.84 | 8.31 | 10.38 | 9.61 | 12.52 | 9.54 | 9.73 | 10.01 |
| US Inflation (%) | 0.00 | 0.62 | 1.96 | 7.22 | 5.03 | 3.85 | 2.61 | 2.52 | 2.50 | 2.99 |
| Infl. Adjusted Return (%) |
5.99 | 8.52 | 0.87 | 1.02 | 5.09 | 5.54 | 9.65 | 6.85 | 7.05 | 6.82 |
| Waiting for updates, inflation of Nov 2022 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 20.28 | 20.02 | 17.78 | 14.30 | 14.94 | 15.04 | 18.63 | |||
| Sharpe Ratio | 0.36 | 0.49 | 0.48 | 0.84 | 0.57 | 0.50 | 0.32 | |||
| Sortino Ratio | 0.51 | 0.67 | 0.64 | 1.11 | 0.74 | 0.66 | 0.45 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -15.33 | -25.07 | -25.07 | -25.07 | -54.78 | -54.78 | -84.40 | |||
| Start (yyyy mm) | 2022 04 | 2020 01 | 2020 01 | 2020 01 | 2007 06 | 2007 06 | 1929 09 | |||
| Bottom (yyyy mm) | 2022 09 | 2020 03 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 1932 05 | |||
| Start to Bottom (# months) | 6 | 3 | 3 | 3 | 21 | 21 | 33 | |||
| Start to Recovery (# months) in progress |
8
|
12
|
12
|
12
|
68
|
68
|
188
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 158.97 | 39.26 | 34.54 | 20.70 | 18.18 | 14.98 | ||||
| Worst Return (%) | -69.03 | -43.29 | -19.92 | -6.65 | 1.31 | 7.13 | ||||
| % Positive Periods | 76% | 85% | 88% | 95% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 1 | 2 | 3 | 6 | 20 | 38 | 81 | 153 | 230 | 719 |
| Negative | 0 | 1 | 3 | 6 | 16 | 22 | 39 | 87 | 130 | 432 |
| % Positive | 100% | 67% | 50% | 50% | 56% | 63% | 68% | 64% | 64% | 62% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 36.27 | 22.29 | 16.67 | 8.51 | 8.66 | 5.00 | ||||
| Perpetual WR (%) | 4.84 | 5.25 | 8.80 | 6.41 | 6.59 | 6.38 | ||||
- 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 Nov 30, 2022
Monthly correlations of Vanguard Value (VTV) 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 VALUE (VTV) ETF
Monthly correlations as of 30 November 2022
Swipe left to see all data
| Correlation vs VTV | ||||||
|---|---|---|---|---|---|---|
|
|
||||||
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
US Total Stock Market VTI |
0.93
|
0.94
|
0.94
|
0.94
|
0.93
|
|
|
US Large Cap SPY |
0.94
|
0.94
|
0.95
|
0.95
|
0.95
|
|
|
US Small Cap IJR |
0.93
|
0.91
|
0.89
|
0.80
|
0.80
|
|
|
US REITs VNQ |
0.82
|
0.78
|
0.66
|
0.63
|
0.63
|
|
|
US Technology QQQ |
0.82
|
0.78
|
0.76
|
0.68
|
0.67
|
|
|
Preferred Stocks PFF |
0.65
|
0.71
|
0.64
|
0.45
|
0.45
|
|
|
EAFE Stocks EFA |
0.89
|
0.91
|
0.85
|
0.80
|
0.78
|
|
|
World All Countries VT |
0.94
|
0.94
|
0.93
|
0.91
|
0.90
|
|
|
Emerging Markets EEM |
0.58
|
0.71
|
0.65
|
0.70
|
0.69
|
|
|
Europe VGK |
0.92
|
0.91
|
0.84
|
0.83
|
0.82
|
|
|
Pacific VPL |
0.82
|
0.85
|
0.77
|
0.66
|
0.63
|
|
|
Latin America FLLA |
0.71
|
0.66
|
0.59
|
0.64
|
0.63
|
|
|
US Total Bond Market BND |
0.60
|
0.24
|
0.14
|
0.09
|
0.09
|
|
|
Long Term Treasuries TLT |
0.38
|
-0.19
|
-0.23
|
-0.19
|
-0.18
|
|
|
US Cash BIL |
0.09
|
-0.19
|
-0.16
|
-0.01
|
0.00
|
|
|
TIPS TIP |
0.77
|
0.41
|
0.28
|
0.16
|
0.16
|
|
|
Invest. Grade Bonds LQD |
0.69
|
0.47
|
0.38
|
0.27
|
0.27
|
|
|
High Yield Bonds HYG |
0.86
|
0.79
|
0.75
|
0.65
|
0.65
|
|
|
International Bonds BNDX |
0.68
|
0.29
|
0.22
|
0.11
|
0.11
|
|
|
Emerg. Market Bonds EMB |
0.75
|
0.63
|
0.54
|
0.55
|
0.55
|
|
|
Gold GLD |
0.32
|
0.13
|
0.00
|
0.01
|
0.01
|
|
|
Commodities DBC |
0.51
|
0.61
|
0.50
|
0.34
|
0.34
|
|
Capital Growth as of Nov 30, 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 Value (VTV) ETF: Dividend Yield page.
An investment of 1000$, since December 1992,
now would be worth 16222.11$, with a total return of 1522.21% (9.73% annualized).
The Inflation Adjusted Capital now would be 7729.69$, with a net total return of 672.97% (7.05% annualized).
The Inflation Adjusted Capital now would be 7729.69$, with a net total return of 672.97% (7.05% annualized).
An investment of 1000$, since January 1927,
now would be worth 9390778.49$, with a total return of 938977.85% (10.01% annualized).
The Inflation Adjusted Capital now would be 557751.97$, with a net total return of 55675.20% (6.82% annualized).
The Inflation Adjusted Capital now would be 557751.97$, with a net total return of 55675.20% (6.82% annualized).
Readings that may interest you
Drawdowns
Worst drawdowns since December 1992.
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -54.78% | Jun 2007 | Feb 2009 | 21 | Jan 2013 | 47 | 68 |
| -39.12% | Feb 2001 | Sep 2002 | 20 | Dec 2004 | 27 | 47 |
| -25.07% | Jan 2020 | Mar 2020 | 3 | Dec 2020 | 9 | 12 |
| -18.48% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 |
| -15.33% | Apr 2022 | Sep 2022 | 6 | Nov 2022 | 2 | 8 |
| -10.82% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
| -10.27% | Jul 1999 | Feb 2000 | 8 | Aug 2000 | 6 | 14 |
| -9.38% | Jun 2015 | Sep 2015 | 4 | Apr 2016 | 7 | 11 |
| -7.56% | Feb 1994 | Mar 1994 | 2 | Feb 1995 | 11 | 13 |
| -6.78% | Feb 2018 | Mar 2018 | 2 | Aug 2018 | 5 | 7 |
| -6.33% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
| -5.08% | Nov 2000 | Nov 2000 | 1 | Jan 2001 | 2 | 3 |
| -4.76% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 |
| -4.51% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
| -4.10% | Jan 2015 | Jan 2015 | 1 | Feb 2015 | 1 | 2 |
| -3.94% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
| -3.71% | Oct 1997 | Oct 1997 | 1 | Dec 1997 | 2 | 3 |
| -3.69% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
| -3.68% | Aug 2013 | Aug 2013 | 1 | Oct 2013 | 2 | 3 |
| -3.48% | Mar 1997 | Mar 1997 | 1 | Apr 1997 | 1 | 2 |
Worst drawdowns since January 1927.
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -84.40% | Sep 1929 | May 1932 | 33 | Apr 1945 | 155 | 188 |
| -54.78% | Jun 2007 | Feb 2009 | 21 | Jan 2013 | 47 | 68 |
| -39.12% | Feb 2001 | Sep 2002 | 20 | Dec 2004 | 27 | 47 |
| -35.22% | Jan 1973 | Sep 1974 | 21 | Jun 1975 | 9 | 30 |
| -33.37% | Dec 1968 | Jun 1970 | 19 | Aug 1972 | 26 | 45 |
| -26.05% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 |
| -25.07% | Jan 2020 | Mar 2020 | 3 | Dec 2020 | 9 | 12 |
| -20.67% | Jan 1962 | Jun 1962 | 6 | Mar 1963 | 9 | 15 |
| -19.11% | Jun 1946 | Nov 1946 | 6 | Dec 1949 | 37 | 43 |
| -18.48% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 |
| -15.33% | Apr 2022 | Sep 2022 | 6 | Nov 2022 | 2 | 8 |
| -15.15% | Jun 1990 | Oct 1990 | 5 | Feb 1991 | 4 | 9 |
| -14.28% | Feb 1966 | Sep 1966 | 8 | Mar 1967 | 6 | 14 |
| -14.24% | Aug 1957 | Dec 1957 | 5 | Jul 1958 | 7 | 12 |
| -11.34% | Mar 1980 | Mar 1980 | 1 | Jun 1980 | 3 | 4 |
| -10.82% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
| -10.27% | Jul 1999 | Feb 2000 | 8 | Aug 2000 | 6 | 14 |
| -9.99% | Dec 1980 | Sep 1981 | 10 | Aug 1982 | 11 | 21 |
| -9.38% | Jun 2015 | Sep 2015 | 4 | Apr 2016 | 7 | 11 |
| -9.36% | Oct 1978 | Oct 1978 | 1 | Mar 1979 | 5 | 6 |
Rolling Returns ( more details)
Vanguard Value (VTV) ETF: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
12.01 |
158.97 Jul 1932 - Jun 1933 |
-69.03 Jul 1931 - Jun 1932 |
24.12% |
| 2 Years |
10.93 |
54.81 Apr 1935 - Mar 1937 |
-56.88 Jun 1930 - May 1932 |
16.13% |
| 3 Years |
10.36 |
39.26 Mar 1933 - Feb 1936 |
-43.29 Jul 1929 - Jun 1932 |
15.41% |
| 5 Years |
10.23 |
34.54 Jun 1932 - May 1937 |
-19.92 Jun 1927 - May 1932 |
11.63% |
| 7 Years |
10.46 |
24.15 Jul 1949 - Jun 1956 |
-8.41 Apr 1928 - Mar 1935 |
5.99% |
| 10 Years |
10.64 |
20.70 Jun 1949 - May 1959 |
-6.65 Sep 1929 - Aug 1939 |
4.65% |
| 15 Years |
10.80 |
19.77 Aug 1982 - Jul 1997 |
-1.07 Sep 1929 - Aug 1944 |
1.13% |
| 20 Years |
11.09 |
18.18 Apr 1978 - Mar 1998 |
1.31 Sep 1929 - Aug 1949 |
0.00% |
| 30 Years |
11.43 |
14.98 Oct 1974 - Sep 2004 |
7.13 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 Value (VTV) ETF: Rolling Returns page.
Seasonality
Vanguard Value (VTV) 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 |
1.46
40% |
-1.49
40% |
-1.36
60% |
2.62
80% |
0.50
80% |
-0.57
40% |
3.06
100% |
0.50
60% |
-1.98
40% |
2.46
60% |
4.48
80% |
1.13
80% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.46
|
99.95
|
98.59
|
101.17
|
101.67
|
101.10
|
104.19
|
104.71
|
102.64
|
105.16
|
109.88
|
111.12
|
| Best |
7.0 2019 |
5.0 2021 |
6.7 2021 |
10.7 2020 |
2.9 2021 |
7.1 2019 |
5.1 2022 |
4.2 2020 |
3.5 2019 |
11.7 2022 |
12.8 2020 |
6.9 2021 |
| Worst |
-2.5 2020 |
-9.7 2020 |
-14.9 2020 |
-4.8 2022 |
-6.3 2019 |
-7.9 2022 |
0.8 2019 |
-3.0 2019 |
-7.8 2022 |
-5.0 2018 |
-3.0 2021 |
-9.1 2018 |
Monthly Seasonality over the period Dec 2017 - Nov 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 |
0.16
40% |
0.68
70% |
0.44
60% |
1.89
80% |
0.88
90% |
-0.13
50% |
2.48
90% |
-0.34
50% |
-0.89
40% |
2.71
70% |
3.81
90% |
1.18
80% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.16
|
100.84
|
101.29
|
103.20
|
104.11
|
103.98
|
106.56
|
106.20
|
105.26
|
108.11
|
112.23
|
113.55
|
| Best |
7.0 2019 |
5.3 2015 |
6.7 2016 |
10.7 2020 |
2.9 2021 |
7.1 2019 |
5.4 2013 |
4.2 2020 |
3.5 2019 |
11.7 2022 |
12.8 2020 |
6.9 2021 |
| Worst |
-4.8 2016 |
-9.7 2020 |
-14.9 2020 |
-4.8 2022 |
-6.3 2019 |
-7.9 2022 |
-1.2 2014 |
-5.8 2015 |
-7.8 2022 |
-5.0 2018 |
-3.0 2021 |
-9.1 2018 |
Monthly Seasonality over the period Dec 2012 - Nov 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 |
1.40
61% |
0.30
59% |
0.81
64% |
1.77
69% |
0.29
64% |
0.79
56% |
1.80
63% |
1.15
64% |
-0.71
49% |
0.66
61% |
1.34
63% |
1.71
78% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.40
|
101.71
|
102.53
|
104.35
|
104.65
|
105.47
|
107.38
|
108.61
|
107.84
|
108.55
|
110.00
|
111.89
|
| Best |
13.3 1975 |
11.5 1931 |
10.4 2000 |
43.0 1933 |
16.4 1933 |
25.8 1938 |
37.8 1932 |
37.6 1932 |
16.8 1939 |
14.1 1974 |
12.8 2020 |
8.9 1971 |
| Worst |
-11.1 2009 |
-18.6 1933 |
-26.2 1938 |
-19.2 1932 |
-22.8 1940 |
-16.5 1930 |
-12.1 1934 |
-16.1 1998 |
-31.3 1931 |
-19.2 1987 |
-11.0 1929 |
-15.8 1931 |
Monthly Seasonality over the period Jan 1927 - Nov 2022
Monthly/Yearly Returns
Vanguard Value (VTV) 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 - Nov 2022
719 Positive Months (62%) - 432 Negative Months (38%)
MONTHLY RETURNS TABLE
Jan 1927 - Nov 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 |
+1.27 | -5.26 | -1.1 | -1.2 | 3.3 | -4.8 | 2.4 | -7.9 | 5.1 | -2.7 | -7.8 | 11.7 | 6.0 | |
| 2021 |
+26.51 | +18.20 | -0.8 | 5.0 | 6.7 | 3.4 | 2.9 | -1.2 | 1.0 | 2.1 | -3.9 | 5.4 | -3.0 | 6.9 |
| 2020 |
+2.26 | +0.89 | -2.5 | -9.7 | -14.9 | 10.7 | 2.9 | -1.0 | 3.7 | 4.2 | -2.2 | -1.8 | 12.8 | 3.5 |
| 2019 |
+25.65 | +22.85 | 7.0 | 2.9 | 0.6 | 3.4 | -6.3 | 7.1 | 0.8 | -3.0 | 3.5 | 1.9 | 3.4 | 2.6 |
| 2018 |
-5.44 | -7.21 | 4.7 | -4.4 | -2.4 | 0.4 | 0.6 | 0.2 | 4.7 | 1.9 | 0.6 | -5.0 | 3.3 | -9.1 |
| 2017 |
+17.14 | +14.72 | 0.5 | 3.6 | -0.9 | 0.0 | 0.1 | 1.8 | 1.5 | -0.5 | 3.0 | 1.8 | 3.5 | 1.6 |
| 2016 |
+17.12 | +14.74 | -4.8 | 0.1 | 6.7 | 1.5 | 1.1 | 1.1 | 2.8 | 0.7 | -0.5 | -1.1 | 6.0 | 2.7 |
| 2015 |
-0.98 | -1.70 | -4.1 | 5.3 | -1.3 | 1.3 | 1.2 | -2.2 | 1.0 | -5.8 | -2.5 | 7.6 | 0.5 | -1.1 |
| 2014 |
+13.17 | +12.32 | -3.7 | 4.0 | 2.7 | 0.9 | 1.4 | 1.9 | -1.2 | 3.4 | -1.3 | 1.8 | 2.5 | 0.4 |
| 2013 |
+33.10 | +31.13 | 6.4 | 1.3 | 4.0 | 2.2 | 2.6 | -1.0 | 5.4 | -3.7 | 2.3 | 4.6 | 3.2 | 2.1 |
| 2012 |
+15.19 | +13.22 | 3.5 | 3.9 | 2.8 | -0.9 | -5.9 | 4.8 | 1.2 | 1.5 | 2.9 | -0.4 | -0.7 | 2.1 |
| 2011 |
+1.11 | -1.80 | 2.9 | 4.0 | 0.0 | 3.0 | -1.4 | -2.1 | -3.5 | -5.9 | -6.9 | 10.3 | -0.6 | 2.5 |
| 2010 |
+14.54 | +12.85 | -2.5 | 2.6 | 6.2 | 1.8 | -7.8 | -5.2 | 6.6 | -4.2 | 7.6 | 2.7 | -0.6 | 8.0 |
| 2009 |
+19.86 | +16.69 | -11.1 | -13.6 | 8.2 | 11.0 | 7.1 | -1.1 | 8.0 | 5.2 | 3.2 | -2.6 | 6.1 | 1.2 |
| 2008 |
-35.87 | -35.93 | -4.7 | -3.9 | -0.4 | 4.3 | -0.6 | -9.5 | -0.2 | 1.6 | -6.9 | -16.2 | -6.6 | 1.5 |
| 2007 |
-0.11 | -4.03 | 0.8 | -1.6 | 1.7 | 4.2 | 3.6 | -2.1 | -4.7 | 1.5 | 3.6 | 0.2 | -5.0 | -1.6 |
| 2006 |
+22.37 | +19.34 | 3.0 | 0.9 | 1.6 | 2.4 | -2.4 | 0.9 | 2.5 | 1.7 | 2.1 | 3.1 | 2.1 | 2.5 |
| 2005 |
+7.22 | +3.68 | -2.0 | 3.4 | -1.7 | -1.6 | 2.5 | 1.4 | 2.6 | -0.6 | 1.7 | -2.6 | 3.5 | 0.7 |
| 2004 |
+15.26 | +11.62 | 1.6 | 1.9 | -1.4 | -2.0 | 1.0 | 2.7 | -1.4 | 1.5 | 1.1 | 1.4 | 4.6 | 3.5 |
| 2003 |
+32.25 | +29.81 | -2.8 | -2.7 | -0.2 | 10.0 | 7.9 | 1.3 | 1.0 | 1.7 | -0.4 | 5.2 | 1.3 | 6.9 |
| 2002 |
-20.88 | -22.72 | -2.8 | -0.9 | 5.1 | -5.0 | 0.4 | -6.3 | -10.8 | 0.7 | -11.5 | 8.4 | 7.0 | -5.2 |
| 2001 |
-11.86 | -13.21 | 4.2 | -6.7 | -4.0 | 6.8 | 1.0 | -3.2 | -1.7 | -5.8 | -9.5 | 0.0 | 6.3 | 1.5 |
| 2000 |
+6.09 | +2.62 | -3.2 | -6.3 | 10.4 | -0.7 | 0.3 | -3.9 | 2.1 | 6.6 | 0.0 | 1.9 | -5.1 | 5.2 |
| 1999 |
+12.58 | +9.63 | 2.0 | -2.2 | 3.0 | 8.6 | -1.8 | 3.8 | -3.1 | -2.5 | -4.0 | 5.7 | -0.6 | 3.7 |
| 1998 |
+14.63 | +12.81 | -1.3 | 7.5 | 5.0 | 1.2 | -1.4 | 0.8 | -2.2 | -16.1 | 6.1 | 7.9 | 5.2 | 3.5 |
| 1997 |
+29.78 | +27.61 | 4.6 | 0.7 | -3.5 | 3.8 | 6.3 | 3.8 | 8.0 | -4.5 | 5.8 | -3.7 | 3.8 | 2.2 |
| 1996 |
+21.80 | +17.88 | 2.9 | 0.9 | 2.3 | 1.1 | 1.5 | -0.5 | -4.3 | 2.8 | 4.2 | 3.4 | 7.7 | -1.7 |
| 1995 |
+37.04 | +33.64 | 2.7 | 3.9 | 2.8 | 3.3 | 4.4 | 0.8 | 3.5 | 0.8 | 3.5 | -1.6 | 5.2 | 2.8 |
| 1994 |
-0.63 | -3.21 | 4.7 | -3.6 | -4.1 | 2.1 | 1.6 | -2.6 | 3.4 | 2.8 | -3.5 | 2.1 | -4.0 | 1.3 |
| 1993 |
+18.26 | +15.09 | 2.7 | 3.4 | 2.8 | -0.5 | 1.9 | 1.3 | 1.2 | 3.9 | -0.1 | 0.5 | -1.8 | 1.7 |
| 1992 |
+15.48 | +12.23 | 0.1 | 3.4 | -0.5 | 5.7 | 0.3 | -0.5 | 3.9 | -2.8 | 0.8 | -0.7 | 2.9 | 2.3 |
| 1991 |
+23.78 | +20.10 | 4.1 | 6.7 | 1.8 | 0.8 | 4.0 | -4.6 | 3.7 | 1.5 | -0.8 | 1.7 | -5.0 | 8.6 |
| 1990 |
-7.02 | -12.37 | -6.6 | 2.5 | 0.9 | -3.5 | 8.4 | -2.0 | -0.1 | -8.3 | -4.3 | -1.2 | 6.4 | 2.0 |
| 1989 |
+26.89 | +21.26 | 6.8 | -2.0 | 2.0 | 4.4 | 3.5 | 0.1 | 6.8 | 2.6 | -0.4 | -3.1 | 1.4 | 2.5 |
| 1988 |
+20.16 | +15.08 | 5.6 | 4.3 | -2.9 | 1.9 | 1.0 | 5.5 | 0.2 | -2.6 | 3.5 | 2.4 | -1.2 | 1.3 |
| 1987 |
+2.11 | -2.22 | 11.8 | 1.5 | 2.7 | -1.2 | 0.3 | 5.1 | 4.0 | 3.5 | -1.7 | -19.2 | -6.9 | 5.7 |
| 1986 |
+19.70 | +18.40 | 0.6 | 7.4 | 4.9 | -2.6 | 5.2 | 1.5 | -3.8 | 9.2 | -7.1 | 5.5 | 1.9 | -3.1 |
| 1985 |
+32.93 | +28.07 | 7.0 | 2.5 | 0.8 | 1.4 | 5.9 | 1.6 | -1.6 | 0.3 | -3.5 | 5.6 | 5.4 | 4.1 |
| 1984 |
+11.43 | +7.20 | 3.0 | -2.6 | 0.7 | 0.7 | -5.4 | 1.5 | -2.2 | 11.4 | 2.1 | -0.2 | 0.2 | 2.5 |
| 1983 |
+25.44 | +20.86 | 3.9 | 2.6 | 3.6 | 8.2 | 0.2 | 1.6 | -1.7 | 3.2 | 1.0 | -0.6 | 2.3 | -1.0 |
| 1982 |
+25.08 | +20.46 | -1.1 | -1.8 | 1.4 | 2.9 | -2.5 | -1.3 | -2.8 | 13.1 | 0.9 | 10.8 | 2.9 | 1.3 |
| 1981 |
-1.48 | -9.55 | -2.5 | 1.4 | 4.2 | -2.3 | 0.3 | 1.6 | -0.6 | -4.4 | -4.4 | 4.0 | 4.9 | -2.9 |
| 1980 |
+31.75 | +17.09 | 7.5 | 2.0 | -11.3 | 6.0 | 5.5 | 3.7 | 4.0 | 1.3 | 1.7 | 1.8 | 10.7 | -3.2 |
| 1979 |
+23.22 | +8.76 | 5.8 | -2.6 | 6.3 | 0.6 | -1.4 | 5.6 | 2.0 | 5.3 | 0.8 | -6.5 | 5.2 | 1.1 |
| 1978 |
+6.37 | -2.43 | -5.1 | 0.3 | 3.5 | 5.8 | 0.9 | -1.8 | 4.6 | 3.7 | 1.0 | -9.4 | 3.3 | 0.5 |
| 1977 |
-3.31 | -9.38 | -1.7 | -2.2 | -0.8 | 2.5 | -1.1 | 4.4 | -1.5 | -3.5 | 0.5 | -3.9 | 3.6 | 0.8 |
| 1976 |
+33.32 | +27.14 | 12.8 | 0.4 | 2.7 | 0.3 | -0.8 | 4.7 | -0.2 | 0.6 | 3.1 | -1.5 | 1.4 | 6.5 |
| 1975 |
+40.67 | +31.54 | 13.3 | 3.0 | 1.6 | 5.7 | 6.4 | 6.4 | -4.8 | -1.1 | -2.8 | 5.5 | 2.9 | -0.1 |
| 1974 |
-21.13 | -29.79 | -0.5 | 1.1 | -2.9 | -4.6 | -3.9 | -2.2 | -4.2 | -7.5 | -7.4 | 14.1 | -3.6 | -0.2 |
| 1973 |
-9.79 | -17.02 | -2.0 | -4.6 | 0.5 | -3.1 | -2.1 | -0.7 | 3.5 | -2.5 | 8.1 | -0.3 | -10.6 | 4.6 |
| 1972 |
+15.32 | +11.53 | 1.2 | 1.7 | 0.1 | 0.7 | 0.6 | -3.1 | -1.0 | 6.7 | -0.8 | 1.5 | 7.2 | 0.1 |
| 1971 |
+7.36 | +3.97 | 3.8 | 0.6 | 3.4 | 3.4 | -4.5 | -0.2 | -4.5 | 3.5 | -1.0 | -4.7 | -0.6 | 8.9 |
| 1970 |
+9.41 | +3.64 | -6.9 | 6.0 | 0.9 | -8.2 | -5.2 | -4.0 | 8.0 | 5.1 | 4.1 | -0.4 | 5.3 | 6.1 |
| 1969 |
-17.08 | -21.92 | -1.3 | -5.3 | 3.0 | 1.7 | -0.7 | -6.2 | -6.8 | 3.7 | -3.2 | 4.1 | -4.2 | -2.6 |
| 1968 |
+15.71 | +10.50 | -3.7 | -2.4 | 1.6 | 8.6 | 1.9 | 1.5 | -1.2 | 5.8 | 0.4 | 1.3 | 5.2 | -3.5 |
| 1967 |
+15.54 | +12.13 | 7.4 | -0.2 | 3.6 | 3.9 | -5.7 | 1.4 | 4.4 | 2.1 | -0.6 | -3.4 | -0.2 | 2.5 |
| 1966 |
-7.98 | -11.05 | 0.9 | -1.4 | -1.8 | 2.5 | -4.9 | -1.1 | -0.9 | -7.2 | -0.2 | 5.2 | 0.8 | 0.3 |
| 1965 |
+6.89 | +4.87 | 3.1 | -0.4 | -1.7 | 3.3 | -1.0 | -5.2 | 1.2 | 2.1 | 3.1 | 2.7 | -1.1 | 0.8 |
| 1964 |
+15.07 | +13.97 | 2.8 | 1.1 | 1.7 | 0.8 | 1.3 | 1.8 | 2.0 | -1.5 | 3.1 | 1.0 | -0.4 | 0.6 |
| 1963 |
+21.65 | +19.68 | 5.1 | -2.7 | 3.8 | 5.1 | 1.6 | -1.9 | -0.2 | 5.1 | -0.9 | 3.4 | -0.9 | 2.7 |
| 1962 |
-5.62 | -6.86 | -3.3 | 2.1 | -0.1 | -5.6 | -8.0 | -7.5 | 6.9 | 2.1 | -4.1 | 1.1 | 10.5 | 1.9 |
| 1961 |
+28.93 | +28.07 | 6.8 | 3.1 | 3.0 | 0.8 | 2.3 | -2.5 | 3.6 | 2.3 | -1.6 | 3.2 | 4.3 | 0.7 |
| 1960 |
+3.35 | +1.96 | -6.6 | 1.5 | -0.8 | -1.2 | 3.2 | 2.5 | -1.9 | 3.1 | -5.4 | 0.3 | 4.5 | 5.0 |
| 1959 |
+8.26 | +6.42 | 0.3 | -0.1 | 0.0 | 3.9 | 1.9 | -0.4 | 3.5 | -1.6 | -4.7 | 1.1 | 1.3 | 2.8 |
| 1958 |
+44.28 | +41.78 | 4.7 | -1.6 | 3.5 | 3.6 | 1.9 | 3.0 | 4.7 | 1.6 | 5.2 | 2.9 | 2.6 | 5.5 |
| 1957 |
-9.16 | -11.72 | -3.7 | -2.8 | 2.4 | 4.2 | 4.1 | 0.3 | 1.6 | -5.1 | -5.7 | -2.7 | 2.1 | -3.6 |
| 1956 |
+12.00 | +8.75 | -2.9 | 4.2 | 7.6 | 0.5 | -5.8 | 4.6 | 5.8 | -3.0 | -3.7 | 1.2 | -0.3 | 4.1 |
| 1955 |
+24.10 | +23.64 | 1.5 | 0.1 | -0.7 | 3.6 | -0.4 | 8.2 | 6.1 | -1.0 | 1.0 | -3.4 | 7.7 | -0.3 |
| 1954 |
+51.80 | +52.94 | 5.6 | 0.7 | 3.4 | 5.3 | 3.7 | 0.5 | 6.1 | -3.0 | 8.7 | -1.6 | 8.5 | 5.4 |
| 1953 |
-0.78 | -1.52 | -0.2 | -1.3 | -1.9 | -2.2 | 0.2 | -1.1 | 3.1 | -5.3 | 0.6 | 5.7 | 1.4 | 0.7 |
| 1952 |
+14.00 | +13.15 | 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 |
+23.12 | +16.16 | 6.6 | 1.1 | -1.4 | 5.3 | -3.6 | -2.1 | 7.4 | 4.9 | -0.1 | -1.0 | 0.2 | 4.4 |
| 1950 |
+32.80 | +25.36 | 2.5 | 1.8 | 1.2 | 5.2 | 4.6 | -5.1 | 1.6 | 4.0 | 6.3 | 1.2 | 0.7 | 5.3 |
| 1949 |
+14.06 | +16.47 | 0.4 | -3.8 | 3.3 | -1.9 | -3.6 | 0.0 | 6.7 | 1.5 | 2.6 | 3.4 | 0.4 | 4.8 |
| 1948 |
+2.69 | -0.29 | -3.7 | -4.5 | 8.0 | 3.0 | 8.1 | 0.6 | -5.2 | 1.1 | -2.8 | 7.2 | -10.7 | 3.5 |
| 1947 |
+4.19 | -4.27 | 2.6 | -1.1 | -1.3 | -3.6 | -0.6 | 5.7 | 4.0 | -2.6 | -1.1 | 2.6 | -2.5 | 2.5 |
| 1946 |
-2.92 | -17.82 | 7.7 | -6.2 | 5.4 | 4.4 | 2.9 | -3.2 | -1.8 | -6.4 | -9.0 | 0.1 | -0.3 | 4.9 |
| 1945 |
+36.19 | +33.19 | 1.8 | 6.5 | -4.3 | 9.2 | 1.5 | 0.0 | -1.7 | 6.2 | 4.5 | 3.4 | 3.6 | 1.3 |
| 1944 |
+20.42 | +17.71 | 2.0 | 0.2 | 2.2 | -0.8 | 4.5 | 5.6 | -1.6 | 1.3 | 0.2 | 0.5 | 0.9 | 4.0 |
| 1943 |
+30.48 | +26.73 | 8.1 | 5.9 | 6.0 | 0.8 | 5.2 | 2.7 | -4.6 | 1.7 | 3.0 | -0.6 | -6.6 | 6.5 |
| 1942 |
+14.86 | +5.35 | 1.5 | -3.1 | -6.0 | -4.3 | 6.7 | 2.0 | 3.3 | 0.8 | 2.9 | 6.8 | -1.4 | 5.5 |
| 1941 |
-8.28 | -16.56 | -3.9 | -0.6 | 1.3 | -5.5 | 1.2 | 6.2 | 6.3 | 0.0 | -0.1 | -5.8 | -3.2 | -3.5 |
| 1940 |
-5.41 | -6.08 | -2.7 | 1.5 | 1.9 | 0.3 | -22.8 | 8.6 | 4.0 | 3.5 | 2.0 | 4.7 | -3.2 | 0.6 |
| 1939 |
+1.25 | +1.25 | -6.4 | 3.8 | -13.0 | 0.0 | 6.8 | -5.8 | 11.4 | -6.4 | 16.8 | -0.9 | -4.3 | 2.9 |
| 1938 |
+18.60 | +21.99 | 0.8 | 5.6 | -26.2 | 13.9 | -5.3 | 25.8 | 7.0 | -3.5 | 1.1 | 7.5 | -4.2 | 3.5 |
| 1937 |
-32.12 | -34.01 | 4.4 | 2.1 | -0.4 | -7.6 | -0.4 | -4.5 | 10.7 | -4.8 | -13.3 | -9.1 | -9.0 | -4.0 |
| 1936 |
+37.25 | +35.29 | 7.2 | 2.3 | 3.1 | -7.1 | 5.2 | 3.7 | 7.4 | 1.4 | 0.8 | 8.0 | 1.0 | 0.0 |
| 1935 |
+48.70 | +44.39 | -3.7 | -3.5 | -2.7 | 10.2 | 3.7 | 7.2 | 8.8 | 2.6 | 2.7 | 8.0 | 4.2 | 4.2 |
| 1934 |
-8.23 | -9.60 | 10.4 | -3.9 | -0.2 | -2.9 | -8.5 | 2.0 | -12.1 | 5.4 | -0.6 | -3.7 | 8.7 | -0.7 |
| 1933 |
+48.10 | +46.98 | 0.8 | -18.6 | 3.4 | 43.0 | 16.4 | 13.4 | -9.0 | 11.8 | -11.6 | -9.2 | 10.7 | 2.3 |
| 1932 |
-4.75 | +6.16 | -2.0 | 6.3 | -10.9 | -19.2 | -21.9 | 0.5 | 37.8 | 37.6 | -2.8 | -12.9 | -4.8 | 5.9 |
| 1931 |
-49.23 | -44.02 | 5.0 | 11.5 | -7.0 | -9.7 | -14.0 | 14.3 | -7.7 | 1.0 | -31.3 | 9.0 | -10.6 | -15.8 |
| 1930 |
-28.21 | -23.31 | 6.4 | 2.3 | 8.1 | -0.9 | -1.5 | -16.5 | 3.8 | 0.9 | -13.2 | -9.0 | -2.1 | -7.6 |
| 1929 |
+2.96 | +2.36 | 7.0 | 0.6 | 1.0 | 2.7 | -3.0 | 11.9 | 5.4 | 10.3 | -3.7 | -17.7 | -11.0 | 3.6 |
| 1928 |
+30.84 | +32.37 | -1.2 | -2.5 | 10.4 | 2.7 | 0.7 | -4.9 | 0.7 | 7.3 | 2.0 | 1.0 | 12.5 | -0.2 |
| 1927 |
+21.87 | +24.69 | -2.9 | 4.0 | -0.2 | 1.0 | 4.7 | -1.8 | 6.2 | 4.1 | 2.8 | -5.4 | 6.8 | 1.5 |
ETF Returns, up to December 2004, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.