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
Category: Stocks
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:
  • 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
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 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.

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$, with a net total return of 672.97% (7.05% annualized).
An investment of 1000$, 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).

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.
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.

Share this page