Asset Class Returns

Last Update: 31 May 2023

The best performing Asset Class in the last 30 years is US Technology, that granded a +13.50% annualized return.

The worst is US Cash, with a +2.20% annualized return in the last 30 years.

Asset Classes can be easily replicated by ETFs. Some of them are the main components of the most efficient Lazy Portfolios.

Asset Class Historical Returns

Asset Class Returns, for last 1,3,6 Months and 1,3,5,10,30 years.

Columns are sortable, Asset Classes are pre-ordered by 30 year return.

ASSET CLASSES - HISTORICAL RETURNS (%)
Last Update: 31 May 2023
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Apr 2023. Waiting for updates, inflation of May 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.79% , 3Y: 5.77% , 5Y: 3.81% , 10Y: 2.68% , 30Y: 2.51%
Ticker ETF 1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 30Y(*)
QQQ
US Technology
7.88
18.72
19.09
13.74
14.90
16.19
17.93
13.50
IJR
US Small Cap
-1.67
-9.41
-8.53
-7.27
13.45
3.75
8.89
9.76
SPY
US Large Cap
0.46
5.86
3.37
2.92
12.87
10.94
11.90
9.71
VTI
US Total Stock Market
0.43
4.26
2.44
2.13
12.17
9.99
11.40
9.70
EMB
Emerg. Market Bonds
-1.18
0.74
0.13
-2.77
-3.36
-0.43
1.53
9.01
VNQ
US REITs
-3.96
-5.76
-6.98
-15.87
4.80
4.07
5.34
8.35
VGK
Europe
-5.12
1.24
7.20
4.26
10.68
4.15
5.05
7.11
FLLA
Latin America
0.10
4.06
2.02
-3.54
13.38
1.69
-1.04
6.93
VT
World All Countries
-1.21
3.05
2.64
0.86
10.34
6.70
8.04
6.21
PFF
Preferred Stocks
-2.36
-5.23
-2.18
-7.75
-0.01
1.02
2.72
5.59
EEM
Emerging Markets
-2.40
-0.10
-1.90
-8.29
2.40
-1.39
1.39
5.57
TLT
Long Term Treasuries
-3.01
2.03
1.50
-9.43
-12.71
-1.20
1.31
5.54
HYG
High Yield Bonds
-1.23
0.94
0.38
-1.98
1.07
2.06
2.93
5.40
GLD
Gold
-1.34
7.39
10.62
6.53
3.82
8.17
3.13
5.37
TIP
TIPS
-1.71
1.16
0.52
-5.71
-0.43
2.20
1.42
5.21
LQD
Invest. Grade Bonds
-1.76
2.63
1.82
-2.52
-3.92
1.68
2.34
5.20
BNDX
International Bonds
0.14
2.92
0.92
-1.31
-3.15
0.44
1.86
4.93
EFA
EAFE Stocks
-4.01
1.90
5.71
3.63
8.79
3.34
4.64
4.67
BND
US Total Bond Market
-1.16
2.08
1.58
-2.40
-3.82
0.80
1.34
4.28
DBC
Commodities
-6.41
-7.20
-12.97
-22.97
23.49
4.84
-1.24
3.56
VPL
Pacific
-1.16
2.78
3.07
-0.43
5.54
1.34
4.54
2.62
BIL
US Cash
0.38
1.14
2.15
3.16
1.02
1.33
0.77
2.20
Stocks Bonds Commodities
(*) annualized

For further information about the seasonality, check the Asset Class and Commodity Seasonality page.

Asset Class Correlations

Monthly correlations of Asset Classes, over different timeframes.

If your screen resolution is not wide enough, scroll table horizzontally to explore the full dataset. You can click on header columns to sort them and hover on cells for tooltip details.

ASSET CLASS MONTHLY CORRELATIONS
Monthly correlations as of 31 May 2023
Swipe left to see all data
Asset
VTI
SPY
IJR
VNQ
QQQ
PFF
EFA
VT
EEM
VGK
VPL
FLLA
BND
TLT
BIL
TIP
LQD
HYG
BNDX
EMB
GLD
DBC
VTI
-
1.00
0.92
0.92
0.90
0.70
0.87
0.97
0.64
0.87
0.85
0.79
0.74
0.58
-0.06
0.90
0.80
0.94
0.87
0.79
0.34
0.76
SPY
1.00
-
0.89
0.91
0.91
0.68
0.88
0.97
0.65
0.87
0.86
0.78
0.76
0.59
-0.03
0.91
0.82
0.94
0.89
0.80
0.37
0.77
IJR
0.92
0.89
-
0.88
0.73
0.70
0.77
0.87
0.50
0.79
0.72
0.75
0.53
0.38
-0.26
0.73
0.61
0.83
0.68
0.64
0.11
0.71
VNQ
0.92
0.91
0.88
-
0.80
0.87
0.91
0.95
0.76
0.89
0.90
0.70
0.84
0.74
-0.10
0.88
0.88
0.88
0.84
0.85
0.46
0.71
QQQ
0.90
0.91
0.73
0.80
-
0.66
0.73
0.86
0.60
0.70
0.78
0.66
0.76
0.65
0.11
0.85
0.79
0.84
0.91
0.73
0.38
0.50
PFF
0.70
0.68
0.70
0.87
0.66
-
0.76
0.76
0.70
0.73
0.77
0.57
0.76
0.75
-0.07
0.64
0.78
0.73
0.71
0.76
0.41
0.41
EFA
0.87
0.88
0.77
0.91
0.73
0.76
-
0.96
0.85
0.99
0.97
0.67
0.87
0.75
0.16
0.85
0.91
0.88
0.83
0.94
0.66
0.81
VT
0.97
0.97
0.87
0.95
0.86
0.76
0.96
-
0.79
0.95
0.94
0.76
0.84
0.70
0.04
0.91
0.89
0.93
0.88
0.90
0.52
0.81
EEM
0.64
0.65
0.50
0.76
0.60
0.70
0.85
0.79
-
0.79
0.93
0.47
0.87
0.88
0.22
0.67
0.88
0.61
0.69
0.92
0.82
0.63
VGK
0.87
0.87
0.79
0.89
0.70
0.73
0.99
0.95
0.79
-
0.93
0.68
0.81
0.68
0.16
0.84
0.86
0.87
0.79
0.90
0.60
0.84
VPL
0.85
0.86
0.72
0.90
0.78
0.77
0.97
0.94
0.93
0.93
-
0.65
0.92
0.82
0.16
0.85
0.95
0.86
0.84
0.98
0.72
0.74
FLLA
0.79
0.78
0.75
0.70
0.66
0.57
0.67
0.76
0.47
0.68
0.65
-
0.47
0.31
0.07
0.55
0.53
0.77
0.53
0.56
0.27
0.78
BND
0.74
0.76
0.53
0.84
0.76
0.76
0.87
0.84
0.87
0.81
0.92
0.47
-
0.96
0.15
0.87
0.99
0.78
0.89
0.89
0.80
0.56
TLT
0.58
0.59
0.38
0.74
0.65
0.75
0.75
0.70
0.88
0.68
0.82
0.31
0.96
-
0.18
0.73
0.92
0.59
0.79
0.81
0.82
0.40
BIL
-0.06
-0.03
-0.26
-0.10
0.11
-0.07
0.16
0.04
0.22
0.16
0.16
0.07
0.15
0.18
-
0.04
0.13
0.00
0.03
0.20
0.46
0.08
TIP
0.90
0.91
0.73
0.88
0.85
0.64
0.85
0.91
0.67
0.84
0.85
0.55
0.87
0.73
0.04
-
0.88
0.89
0.90
0.80
0.51
0.68
LQD
0.80
0.82
0.61
0.88
0.79
0.78
0.91
0.89
0.88
0.86
0.95
0.53
0.99
0.92
0.13
0.88
-
0.85
0.91
0.93
0.77
0.61
HYG
0.94
0.94
0.83
0.88
0.84
0.73
0.88
0.93
0.61
0.87
0.86
0.77
0.78
0.59
0.00
0.89
0.85
-
0.87
0.82
0.43
0.71
BNDX
0.87
0.89
0.68
0.84
0.91
0.71
0.83
0.88
0.69
0.79
0.84
0.53
0.89
0.79
0.03
0.90
0.91
0.87
-
0.80
0.56
0.52
EMB
0.79
0.80
0.64
0.85
0.73
0.76
0.94
0.90
0.92
0.90
0.98
0.56
0.89
0.81
0.20
0.80
0.93
0.82
0.80
-
0.70
0.67
GLD
0.34
0.37
0.11
0.46
0.38
0.41
0.66
0.52
0.82
0.60
0.72
0.27
0.80
0.82
0.46
0.51
0.77
0.43
0.56
0.70
-
0.47
DBC
0.76
0.77
0.71
0.71
0.50
0.41
0.81
0.81
0.63
0.84
0.74
0.78
0.56
0.40
0.08
0.68
0.61
0.71
0.52
0.67
0.47
-
Asset
VTI
SPY
IJR
VNQ
QQQ
PFF
EFA
VT
EEM
VGK
VPL
FLLA
BND
TLT
BIL
TIP
LQD
HYG
BNDX
EMB
GLD
DBC
VTI
-
1.00
0.91
0.85
0.92
0.79
0.89
0.98
0.73
0.88
0.86
0.61
0.44
0.06
-0.17
0.59
0.63
0.85
0.49
0.72
0.18
0.52
SPY
1.00
-
0.89
0.85
0.92
0.78
0.89
0.98
0.72
0.88
0.85
0.61
0.45
0.07
-0.16
0.60
0.63
0.85
0.50
0.72
0.20
0.51
IJR
0.91
0.89
-
0.79
0.76
0.74
0.85
0.91
0.73
0.84
0.83
0.64
0.28
-0.13
-0.27
0.44
0.49
0.81
0.35
0.63
0.05
0.60
VNQ
0.85
0.85
0.79
-
0.73
0.83
0.79
0.85
0.64
0.79
0.73
0.58
0.51
0.21
-0.21
0.64
0.65
0.78
0.54
0.72
0.24
0.48
QQQ
0.92
0.92
0.76
0.73
-
0.71
0.77
0.88
0.65
0.75
0.76
0.46
0.52
0.23
-0.06
0.63
0.65
0.75
0.56
0.66
0.22
0.34
PFF
0.79
0.78
0.74
0.83
0.71
-
0.76
0.80
0.67
0.75
0.73
0.60
0.60
0.26
-0.17
0.59
0.75
0.83
0.60
0.79
0.29
0.38
EFA
0.89
0.89
0.85
0.79
0.77
0.76
-
0.96
0.84
0.99
0.95
0.67
0.49
0.09
-0.08
0.55
0.68
0.82
0.47
0.81
0.26
0.61
VT
0.98
0.98
0.91
0.85
0.88
0.80
0.96
-
0.82
0.95
0.92
0.67
0.48
0.07
-0.15
0.59
0.68
0.87
0.50
0.79
0.24
0.58
EEM
0.73
0.72
0.73
0.64
0.65
0.67
0.84
0.82
-
0.81
0.86
0.63
0.49
0.12
-0.09
0.44
0.65
0.72
0.42
0.79
0.35
0.52
VGK
0.88
0.88
0.84
0.79
0.75
0.75
0.99
0.95
0.81
-
0.91
0.68
0.47
0.07
-0.09
0.54
0.67
0.82
0.46
0.80
0.27
0.62
VPL
0.86
0.85
0.83
0.73
0.76
0.73
0.95
0.92
0.86
0.91
-
0.61
0.49
0.09
-0.09
0.53
0.66
0.80
0.46
0.76
0.26
0.56
FLLA
0.61
0.61
0.64
0.58
0.46
0.60
0.67
0.67
0.63
0.68
0.61
-
0.21
-0.15
-0.13
0.24
0.45
0.69
0.28
0.67
0.23
0.60
BND
0.44
0.45
0.28
0.51
0.52
0.60
0.49
0.48
0.49
0.47
0.49
0.21
-
0.84
0.12
0.84
0.94
0.61
0.88
0.70
0.51
-0.05
TLT
0.06
0.07
-0.13
0.21
0.23
0.26
0.09
0.07
0.12
0.07
0.09
-0.15
0.84
-
0.18
0.66
0.67
0.18
0.67
0.32
0.44
-0.34
BIL
-0.17
-0.16
-0.27
-0.21
-0.06
-0.17
-0.08
-0.15
-0.09
-0.09
-0.09
-0.13
0.12
0.18
-
-0.11
0.05
-0.11
0.09
0.00
0.12
-0.42
TIP
0.59
0.60
0.44
0.64
0.63
0.59
0.55
0.59
0.44
0.54
0.53
0.24
0.84
0.66
-0.11
-
0.82
0.68
0.83
0.63
0.47
0.14
LQD
0.63
0.63
0.49
0.65
0.65
0.75
0.68
0.68
0.65
0.67
0.66
0.45
0.94
0.67
0.05
0.82
-
0.79
0.87
0.86
0.48
0.17
HYG
0.85
0.85
0.81
0.78
0.75
0.83
0.82
0.87
0.72
0.82
0.80
0.69
0.61
0.18
-0.11
0.68
0.79
-
0.68
0.84
0.30
0.48
BNDX
0.49
0.50
0.35
0.54
0.56
0.60
0.47
0.50
0.42
0.46
0.46
0.28
0.88
0.67
0.09
0.83
0.87
0.68
-
0.69
0.41
-0.07
EMB
0.72
0.72
0.63
0.72
0.66
0.79
0.81
0.79
0.79
0.80
0.76
0.67
0.70
0.32
0.00
0.63
0.86
0.84
0.69
-
0.44
0.41
GLD
0.18
0.20
0.05
0.24
0.22
0.29
0.26
0.24
0.35
0.27
0.26
0.23
0.51
0.44
0.12
0.47
0.48
0.30
0.41
0.44
-
0.05
DBC
0.52
0.51
0.60
0.48
0.34
0.38
0.61
0.58
0.52
0.62
0.56
0.60
-0.05
-0.34
-0.42
0.14
0.17
0.48
-0.07
0.41
0.05
-
Asset
VTI
SPY
IJR
VNQ
QQQ
PFF
EFA
VT
EEM
VGK
VPL
FLLA
BND
TLT
BIL
TIP
LQD
HYG
BNDX
EMB
GLD
DBC
VTI
-
1.00
0.89
0.73
0.91
0.71
0.87
0.97
0.69
0.85
0.82
0.55
0.34
-0.02
-0.13
0.46
0.55
0.82
0.39
0.66
0.08
0.45
SPY
1.00
-
0.85
0.72
0.91
0.70
0.87
0.97
0.69
0.85
0.81
0.55
0.34
0.00
-0.12
0.46
0.55
0.81
0.40
0.65
0.09
0.43
IJR
0.89
0.85
-
0.67
0.70
0.63
0.76
0.86
0.62
0.74
0.74
0.50
0.18
-0.17
-0.22
0.31
0.40
0.75
0.26
0.52
-0.04
0.49
VNQ
0.73
0.72
0.67
-
0.60
0.75
0.64
0.71
0.52
0.63
0.61
0.43
0.54
0.34
-0.16
0.62
0.66
0.67
0.55
0.67
0.19
0.27
QQQ
0.91
0.91
0.70
0.60
-
0.64
0.77
0.88
0.63
0.74
0.75
0.42
0.40
0.12
-0.03
0.49
0.55
0.70
0.44
0.59
0.11
0.27
PFF
0.71
0.70
0.63
0.75
0.64
-
0.67
0.72
0.57
0.66
0.63
0.52
0.60
0.30
-0.15
0.56
0.73
0.77
0.59
0.76
0.24
0.27
EFA
0.87
0.87
0.76
0.64
0.77
0.67
-
0.95
0.82
0.98
0.93
0.64
0.39
0.01
-0.05
0.46
0.58
0.79
0.36
0.75
0.16
0.51
VT
0.97
0.97
0.86
0.71
0.88
0.72
0.95
-
0.81
0.93
0.90
0.64
0.38
0.00
-0.11
0.48
0.59
0.83
0.39
0.73
0.15
0.51
EEM
0.69
0.69
0.62
0.52
0.63
0.57
0.82
0.81
-
0.77
0.86
0.71
0.40
0.07
-0.06
0.43
0.57
0.67
0.32
0.74
0.28
0.48
VGK
0.85
0.85
0.74
0.63
0.74
0.66
0.98
0.93
0.77
-
0.86
0.63
0.38
0.01
-0.05
0.46
0.58
0.78
0.35
0.74
0.18
0.52
VPL
0.82
0.81
0.74
0.61
0.75
0.63
0.93
0.90
0.86
0.86
-
0.60
0.37
0.01
-0.07
0.44
0.55
0.73
0.33
0.70
0.13
0.46
FLLA
0.55
0.55
0.50
0.43
0.42
0.52
0.64
0.64
0.71
0.63
0.60
-
0.20
-0.10
-0.05
0.29
0.42
0.63
0.21
0.64
0.26
0.54
BND
0.34
0.34
0.18
0.54
0.40
0.60
0.39
0.38
0.40
0.38
0.37
0.20
-
0.85
0.07
0.83
0.93
0.54
0.86
0.70
0.48
-0.08
TLT
-0.02
0.00
-0.17
0.34
0.12
0.30
0.01
0.00
0.07
0.01
0.01
-0.10
0.85
-
0.10
0.67
0.69
0.15
0.71
0.36
0.44
-0.35
BIL
-0.13
-0.12
-0.22
-0.16
-0.03
-0.15
-0.05
-0.11
-0.06
-0.05
-0.07
-0.05
0.07
0.10
-
-0.04
0.03
-0.09
0.02
-0.02
0.14
-0.18
TIP
0.46
0.46
0.31
0.62
0.49
0.56
0.46
0.48
0.43
0.46
0.44
0.29
0.83
0.67
-0.04
-
0.80
0.61
0.78
0.65
0.50
0.12
LQD
0.55
0.55
0.40
0.66
0.55
0.73
0.58
0.59
0.57
0.58
0.55
0.42
0.93
0.69
0.03
0.80
-
0.73
0.85
0.84
0.45
0.12
HYG
0.82
0.81
0.75
0.67
0.70
0.77
0.79
0.83
0.67
0.78
0.73
0.63
0.54
0.15
-0.09
0.61
0.73
-
0.58
0.80
0.29
0.48
BNDX
0.39
0.40
0.26
0.55
0.44
0.59
0.36
0.39
0.32
0.35
0.33
0.21
0.86
0.71
0.02
0.78
0.85
0.58
-
0.66
0.37
-0.14
EMB
0.66
0.65
0.52
0.67
0.59
0.76
0.75
0.73
0.74
0.74
0.70
0.64
0.70
0.36
-0.02
0.65
0.84
0.80
0.66
-
0.39
0.35
GLD
0.08
0.09
-0.04
0.19
0.11
0.24
0.16
0.15
0.28
0.18
0.13
0.26
0.48
0.44
0.14
0.50
0.45
0.29
0.37
0.39
-
0.15
DBC
0.45
0.43
0.49
0.27
0.27
0.27
0.51
0.51
0.48
0.52
0.46
0.54
-0.08
-0.35
-0.18
0.12
0.12
0.48
-0.14
0.35
0.15
-
Asset
VTI
SPY
IJR
VNQ
QQQ
PFF
EFA
VT
EEM
VGK
VPL
FLLA
BND
TLT
BIL
TIP
LQD
HYG
BNDX
EMB
GLD
DBC
VTI
-
0.99
0.88
0.62
0.85
0.46
0.83
0.95
0.74
0.84
0.70
0.66
0.14
-0.15
-0.03
0.19
0.31
0.69
0.15
0.57
0.05
0.34
SPY
0.99
-
0.81
0.60
0.83
0.46
0.82
0.95
0.72
0.83
0.69
0.63
0.15
-0.13
-0.02
0.21
0.32
0.67
0.15
0.56
0.04
0.33
IJR
0.88
0.81
-
0.64
0.72
0.42
0.74
0.82
0.69
0.74
0.64
0.62
0.05
-0.22
-0.06
0.11
0.22
0.66
0.11
0.51
0.05
0.37
VNQ
0.62
0.60
0.64
-
0.38
0.52
0.59
0.62
0.51
0.59
0.49
0.45
0.29
0.07
-0.02
0.32
0.42
0.68
0.28
0.50
0.13
0.27
QQQ
0.85
0.83
0.72
0.38
-
0.30
0.65
0.77
0.62
0.65
0.56
0.52
0.09
-0.10
-0.01
0.12
0.21
0.52
0.10
0.43
0.01
0.24
PFF
0.46
0.46
0.42
0.52
0.30
-
0.48
0.49
0.40
0.47
0.42
0.37
0.34
0.12
-0.09
0.35
0.58
0.64
0.36
0.40
0.05
0.23
EFA
0.83
0.82
0.74
0.59
0.65
0.48
-
0.95
0.80
0.95
0.89
0.70
0.16
-0.12
-0.04
0.20
0.35
0.67
0.17
0.58
0.18
0.45
VT
0.95
0.95
0.82
0.62
0.77
0.49
0.95
-
0.83
0.93
0.83
0.73
0.15
-0.15
-0.05
0.21
0.34
0.71
0.16
0.60
0.14
0.41
EEM
0.74
0.72
0.69
0.51
0.62
0.40
0.80
0.83
-
0.77
0.75
0.84
0.14
-0.11
-0.03
0.20
0.29
0.60
0.17
0.66
0.27
0.39
VGK
0.84
0.83
0.74
0.59
0.65
0.47
0.95
0.93
0.77
-
0.73
0.69
0.17
-0.13
0.01
0.20
0.35
0.68
0.16
0.57
0.14
0.40
VPL
0.70
0.69
0.64
0.49
0.56
0.42
0.89
0.83
0.75
0.73
-
0.61
0.15
-0.08
-0.09
0.21
0.31
0.56
0.19
0.52
0.21
0.43
FLLA
0.66
0.63
0.62
0.45
0.52
0.37
0.70
0.73
0.84
0.69
0.61
-
0.07
-0.18
-0.01
0.14
0.25
0.57
0.09
0.67
0.27
0.41
BND
0.14
0.15
0.05
0.29
0.09
0.34
0.16
0.15
0.14
0.17
0.15
0.07
-
0.84
0.15
0.83
0.87
0.38
0.66
0.49
0.29
0.05
TLT
-0.15
-0.13
-0.22
0.07
-0.10
0.12
-0.12
-0.15
-0.11
-0.13
-0.08
-0.18
0.84
-
0.06
0.67
0.65
0.04
0.50
0.26
0.19
-0.16
BIL
-0.03
-0.02
-0.06
-0.02
-0.01
-0.09
-0.04
-0.05
-0.03
0.01
-0.09
-0.01
0.15
0.06
-
0.10
0.00
-0.03
0.06
0.07
0.00
0.02
TIP
0.19
0.21
0.11
0.32
0.12
0.35
0.20
0.21
0.20
0.20
0.21
0.14
0.83
0.67
0.10
-
0.74
0.39
0.61
0.44
0.33
0.26
LQD
0.31
0.32
0.22
0.42
0.21
0.58
0.35
0.34
0.29
0.35
0.31
0.25
0.87
0.65
0.00
0.74
-
0.63
0.68
0.58
0.25
0.15
HYG
0.69
0.67
0.66
0.68
0.52
0.64
0.67
0.71
0.60
0.68
0.56
0.57
0.38
0.04
-0.03
0.39
0.63
-
0.38
0.64
0.14
0.33
BNDX
0.15
0.15
0.11
0.28
0.10
0.36
0.17
0.16
0.17
0.16
0.19
0.09
0.66
0.50
0.06
0.61
0.68
0.38
-
0.36
0.23
0.08
EMB
0.57
0.56
0.51
0.50
0.43
0.40
0.58
0.60
0.66
0.57
0.52
0.67
0.49
0.26
0.07
0.44
0.58
0.64
0.36
-
0.30
0.26
GLD
0.05
0.04
0.05
0.13
0.01
0.05
0.18
0.14
0.27
0.14
0.21
0.27
0.29
0.19
0.00
0.33
0.25
0.14
0.23
0.30
-
0.29
DBC
0.34
0.33
0.37
0.27
0.24
0.23
0.45
0.41
0.39
0.40
0.43
0.41
0.05
-0.16
0.02
0.26
0.15
0.33
0.08
0.26
0.29
-

Asset Class Yearly Returns

Click on column header to sort data.

ASSET CLASS - YEARLY RETURNS (%)
Last Update: 31 May 2023
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Apr 2023. Waiting for updates, inflation of May 2023 is set to 0%.
Ticker ETF 2023(*) 2022 2021 2020 2019 2018
QQQ
US Technology
30.89
-32.58
27.42
48.40
38.96
-0.12
IJR
US Small Cap
-1.99
-16.19
26.60
11.28
22.82
-8.49
SPY
US Large Cap
9.68
-18.17
28.74
18.37
31.22
-4.56
VTI
US Total Stock Market
8.80
-19.51
25.67
21.03
30.67
-5.21
EMB
Emerg. Market Bonds
1.51
-18.64
-2.24
5.42
15.48
-5.47
VNQ
US REITs
-2.06
-26.24
40.52
-4.68
28.87
-6.02
VGK
Europe
9.02
-16.00
16.88
6.11
24.86
-14.91
FLLA
Latin America
7.08
7.75
-9.34
-15.02
19.53
-6.47
VT
World All Countries
7.40
-18.01
18.27
16.61
26.82
-9.76
PFF
Preferred Stocks
1.51
-18.80
7.13
7.44
15.92
-4.63
EEM
Emerging Markets
0.77
-20.56
-3.61
17.03
18.20
-15.31
TLT
Long Term Treasuries
4.23
-31.24
-4.60
18.15
14.12
-1.61
HYG
High Yield Bonds
2.17
-10.99
3.75
4.48
14.09
-2.03
GLD
Gold
7.47
-0.77
-4.15
24.81
17.86
-1.94
TIP
TIPS
1.86
-13.10
5.67
10.84
8.35
-1.42
LQD
Invest. Grade Bonds
3.43
-17.93
-1.85
10.97
17.37
-3.79
BNDX
International Bonds
3.77
-12.76
-2.28
4.65
7.87
2.81
EFA
EAFE Stocks
7.66
-14.35
11.46
7.59
22.03
-13.81
BND
US Total Bond Market
2.41
-13.11
-1.86
7.71
8.83
-0.12
DBC
Commodities
-10.55
19.34
41.36
-7.84
11.84
-11.62
VPL
Pacific
5.05
-15.20
1.12
16.67
18.16
-14.40
BIL
US Cash
1.78
1.40
-0.10
0.40
2.03
1.74
Stocks Bonds Commodities
(*)YTD - 31 May 2023

Asset Class Drawdowns

Asset Class Maximum Drawdowns, in last 5,10,30 years.

The following table represents Asset Class total returns and maximum drawdown in the same period. Columns are sortable.

ASSET CLASSES - TOTAL RETURNS vs DRAWDOWNS (%)
Return: Total Return (%) - DD: Maximum Drawdown (%)
Last Update: 31 May 2023
5Y
10Y
30Y
Ticker ETF Return DD Return DD Return DD
QQQ
US Technology +111.77 -32.58 +420.28 -32.58 +4368.73 -81.08
IJR
US Small Cap +20.22 -36.12 +134.45 -36.12 +1533.19 -51.79
SPY
US Large Cap +68.06 -23.93 +207.86 -23.93 +1510.06 -50.80
VTI
US Total Stock Market +61.01 -24.81 +194.38 -24.81 +1506.83 -50.84
EMB
Emerg. Market Bonds -2.15 -26.75 +16.43 -26.75 +1229.74 -31.43
VNQ
US REITs +22.09 -29.31 +68.26 -29.31 +1010.19 -68.30
VGK
Europe +22.55 -30.98 +63.67 -30.98 +685.05 -59.77
FLLA
Latin America +8.76 -46.22 -9.96 -50.15 +646.29 -64.59
VT
World All Countries +38.30 -25.52 +116.74 -25.52 +509.56 -57.06
PFF
Preferred Stocks +5.19 -19.74 +30.84 -19.74 +411.79 -58.42
EEM
Emerging Markets -6.78 -36.52 +14.85 -36.52 +408.76 -60.44
TLT
Long Term Treasuries -5.87 -41.64 +13.92 -41.64 +404.58 -41.64
HYG
High Yield Bonds +10.76 -15.25 +33.47 -15.25 +384.13 -30.85
GLD
Gold +48.11 -18.08 +36.14 -24.63 +380.38 -42.91
TIP
TIPS +11.50 -14.74 +15.20 -14.74 +358.41 -14.74
LQD
Invest. Grade Bonds +8.66 -23.27 +26.07 -23.27 +357.20 -23.27
BNDX
International Bonds +2.20 -14.88 +20.20 -14.88 +323.42 -14.88
EFA
EAFE Stocks +17.83 -27.58 +57.40 -27.58 +293.57 -57.38
BND
US Total Bond Market +4.08 -17.28 +14.25 -17.28 +251.37 -17.28
DBC
Commodities +26.65 -37.77 -11.70 -57.91 +185.90 -74.54
VPL
Pacific +6.88 -28.15 +55.82 -28.15 +117.06 -53.17
BIL
US Cash +6.82 -0.16 +8.01 -0.28 +92.29 -0.42
Stocks Bonds Commodities