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.
Readings that may interest you
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
