Data Source: from January 1976 to May 2023 (~47 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 06 2023
Consolidated Returns as of 31 May 2023
Live Update: Jun 06 2023
Category: Stocks
ETF: Vanguard High Dividend Yield (VYM)
ETF • LIVE PERFORMANCE (USD currency)
0.41%
1 Day
Jun 06 2023
2.55%
Current Month
June 2023
In the last 30 Years, the Vanguard High Dividend Yield (VYM) ETF obtained a 9.18% compound annual return, with a 14.46% standard deviation.
In 2022, the ETF granted a 2.93% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard High Dividend Yield (VYM) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Large Cap
- Style: Blend
- Region: North America
- Country: U.S.
The Vanguard High Dividend Yield (VYM) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | VYM Weight▾ |
|---|---|---|
| Aggressive Global Income | 30.00% |
Historical Returns as of May 31, 2023
Historical returns and Metrics of Vanguard High Dividend Yield (VYM) ETF.
Returns and metrics are calculated based on monthly returns, assuming:
ETF Returns, up to December 2006, 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 2006, are retrieved using the historical series of equivalent ETFs / Assets.
VANGUARD HIGH DIVIDEND YIELD (VYM) ETF
Portfolio Metrics
Data Source: 1 January 1976 - 31 May 2023 (~47 years)
Swipe left to see all data
| Metrics as of May 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~47Y) |
|
| Portfolio Return (%) | -5.13 | -4.50 | -8.97 | -5.99 | 11.61 | 7.22 | 9.31 | 8.59 | 9.18 | 11.90 |
| US Inflation (%) | 0.00 | 0.84 | 1.90 | 3.79 | 5.77 | 3.81 | 2.68 | 2.55 | 2.51 | 3.65 |
| Infl. Adjusted Return (%) | -5.13 | -5.29 | -10.66 | -9.42 | 5.53 | 3.28 | 6.46 | 5.90 | 6.51 | 7.96 |
| Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 19.92 | 16.01 | 17.21 | 13.85 | 14.01 | 14.46 | 14.76 | |||
| Sharpe Ratio | -0.46 | 0.66 | 0.34 | 0.62 | 0.53 | 0.48 | 0.54 | |||
| Sortino Ratio | -0.72 | 0.98 | 0.46 | 0.84 | 0.69 | 0.64 | 0.72 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -13.40 | -14.13 | -23.98 | -23.98 | -51.79 | -51.79 | -51.79 | |||
| Start (yyyy mm) | 2022 06 | 2022 04 | 2020 01 | 2020 01 | 2007 06 | 2007 06 | 2007 06 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Start to Bottom (# months) | 4 | 6 | 3 | 3 | 21 | 21 | 21 | |||
| Start to Recovery (# months) in progress |
6
|
8
|
12
|
12
|
58
|
58
|
58
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 66.63 | 38.28 | 35.01 | 22.33 | 18.89 | 14.21 | ||||
| Worst Return (%) | -44.44 | -15.46 | -6.84 | -2.14 | 5.65 | 8.54 | ||||
| % Positive Periods | 84% | 90% | 96% | 99% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 1 | 2 | 5 | 19 | 35 | 73 | 151 | 227 | 362 |
| Negative | 1 | 2 | 4 | 7 | 17 | 25 | 47 | 89 | 133 | 207 |
| % Positive | 0% | 33% | 33% | 42% | 53% | 58% | 61% | 63% | 63% | 64% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 42.59 | 23.24 | 15.44 | 8.42 | 8.75 | 10.06 | ||||
| Perpetual WR (%) | 5.24 | 3.18 | 6.07 | 5.57 | 6.11 | 7.37 | ||||
- 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 May 31, 2023
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.
Monthly correlations of Vanguard High Dividend Yield (VYM) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
VANGUARD HIGH DIVIDEND YIELD (VYM) ETF
Monthly correlations as of 31 May 2023
Swipe left to see all data
| Correlation vs VYM | ||||||
|---|---|---|---|---|---|---|
|
|
||||||
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
US Total Stock Market VTI |
0.87
|
0.90
|
0.91
|
0.94
|
0.94
|
|
|
US Large Cap SPY |
0.87
|
0.91
|
0.92
|
0.95
|
0.95
|
|
|
US Small Cap IJR |
0.87
|
0.90
|
0.86
|
0.80
|
0.80
|
|
|
US REITs VNQ |
0.80
|
0.79
|
0.69
|
0.61
|
0.61
|
|
|
US Technology QQQ |
0.60
|
0.69
|
0.71
|
0.73
|
0.73
|
|
|
Preferred Stocks PFF |
0.50
|
0.69
|
0.62
|
0.45
|
0.44
|
|
|
EAFE Stocks EFA |
0.84
|
0.88
|
0.84
|
0.79
|
0.76
|
|
|
World All Countries VT |
0.88
|
0.92
|
0.91
|
0.90
|
0.89
|
|
|
Emerging Markets EEM |
0.57
|
0.69
|
0.67
|
0.68
|
0.66
|
|
|
Europe VGK |
0.87
|
0.89
|
0.84
|
0.81
|
0.80
|
|
|
Pacific VPL |
0.76
|
0.82
|
0.77
|
0.65
|
0.62
|
|
|
Latin America FLLA |
0.75
|
0.67
|
0.60
|
0.62
|
0.61
|
|
|
US Total Bond Market BND |
0.56
|
0.27
|
0.21
|
0.14
|
0.14
|
|
|
Long Term Treasuries TLT |
0.36
|
-0.14
|
-0.15
|
-0.12
|
-0.11
|
|
|
US Cash BIL |
-0.13
|
-0.24
|
-0.20
|
-0.01
|
-0.01
|
|
|
TIPS TIP |
0.74
|
0.42
|
0.34
|
0.19
|
0.19
|
|
|
Invest. Grade Bonds LQD |
0.64
|
0.48
|
0.43
|
0.29
|
0.29
|
|
|
High Yield Bonds HYG |
0.82
|
0.79
|
0.76
|
0.63
|
0.63
|
|
|
International Bonds BNDX |
0.63
|
0.32
|
0.27
|
0.12
|
0.12
|
|
|
Emerg. Market Bonds EMB |
0.70
|
0.63
|
0.59
|
0.56
|
0.55
|
|
|
Gold GLD |
0.30
|
0.12
|
0.04
|
0.01
|
0.01
|
|
|
Commodities DBC |
0.92
|
0.62
|
0.52
|
0.32
|
0.32
|
|
Capital Growth as of May 31, 2023
Capital growth, returns, stats are calculated assuming a reinvestment of dividends.
If you are interested in getting periodic income, please refer to the Vanguard High Dividend Yield (VYM) ETF: Dividend Yield page.
An investment of 1000$, since June 1993,
now would be worth 13959.48$, with a total return of 1295.95% (9.18% annualized).
The Inflation Adjusted Capital now would be 6635.47$, with a net total return of 563.55% (6.51% annualized).
The Inflation Adjusted Capital now would be 6635.47$, with a net total return of 563.55% (6.51% annualized).
An investment of 1000$, since January 1976,
now would be worth 206378.14$, with a total return of 20537.81% (11.90% annualized).
The Inflation Adjusted Capital now would be 37756.70$, with a net total return of 3675.67% (7.96% annualized).
The Inflation Adjusted Capital now would be 37756.70$, with a net total return of 3675.67% (7.96% annualized).
Readings that may interest you
Drawdowns
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.
VANGUARD HIGH DIVIDEND YIELD (VYM) ETF
Drawdown periods
Updated to May 2023
Worst drawdowns since June 1993.
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -51.79% | Jun 2007 | Feb 2009 | 21 | Mar 2012 | 37 | 58 |
| -30.15% | Sep 2000 | Sep 2002 | 25 | Nov 2004 | 26 | 51 |
| -23.98% | Jan 2020 | Mar 2020 | 3 | Dec 2020 | 9 | 12 |
| -17.81% | Jul 1998 | Aug 1998 | 2 | Dec 1998 | 4 | 6 |
| -14.76% | Feb 1999 | Sep 1999 | 8 | Mar 2000 | 6 | 14 |
| -14.13% | Apr 2022 | Sep 2022 | 6 | Nov 2022 | 2 | 8 |
| -9.63% | Feb 2018 | Dec 2018 | 11 | Mar 2019 | 3 | 14 |
| -8.97% | Dec 2022 | May 2023 | 6 | in progress | 6 | |
| -8.64% | Jun 2015 | Sep 2015 | 4 | Mar 2016 | 6 | 10 |
| -7.32% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 |
| -6.31% | May 2019 | May 2019 | 1 | Jul 2019 | 2 | 3 |
| -5.10% | Aug 1997 | Aug 1997 | 1 | Nov 1997 | 3 | 4 |
| -4.68% | Apr 2012 | May 2012 | 2 | Jun 2012 | 1 | 3 |
| -4.48% | Jul 1996 | Jul 1996 | 1 | Sep 1996 | 2 | 3 |
| -4.34% | Mar 1997 | Mar 1997 | 1 | Apr 1997 | 1 | 2 |
| -4.25% | Jan 2005 | Apr 2005 | 4 | Jul 2005 | 3 | 7 |
| -4.00% | Jan 2014 | Jan 2014 | 1 | Mar 2014 | 2 | 3 |
| -3.99% | Dec 2014 | Jan 2015 | 2 | Feb 2015 | 1 | 3 |
| -3.91% | Aug 2013 | Aug 2013 | 1 | Oct 2013 | 2 | 3 |
| -3.20% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
Worst drawdowns since January 1976.
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -51.79% | Jun 2007 | Feb 2009 | 21 | Mar 2012 | 37 | 58 |
| -31.37% | Sep 1987 | Nov 1987 | 3 | Apr 1989 | 17 | 20 |
| -30.15% | Sep 2000 | Sep 2002 | 25 | Nov 2004 | 26 | 51 |
| -23.98% | Jan 2020 | Mar 2020 | 3 | Dec 2020 | 9 | 12 |
| -17.81% | Jul 1998 | Aug 1998 | 2 | Dec 1998 | 4 | 6 |
| -15.70% | Jun 1990 | Oct 1990 | 5 | Feb 1991 | 4 | 9 |
| -14.76% | Feb 1999 | Sep 1999 | 8 | Mar 2000 | 6 | 14 |
| -14.13% | Apr 2022 | Sep 2022 | 6 | Nov 2022 | 2 | 8 |
| -11.16% | Feb 1980 | Mar 1980 | 2 | Jul 1980 | 4 | 6 |
| -10.24% | Sep 1978 | Oct 1978 | 2 | Jun 1979 | 8 | 10 |
| -9.63% | Feb 2018 | Dec 2018 | 11 | Mar 2019 | 3 | 14 |
| -8.97% | Dec 2022 | May 2023 | 6 | in progress | 6 | |
| -8.64% | Jun 2015 | Sep 2015 | 4 | Mar 2016 | 6 | 10 |
| -8.28% | Jan 1978 | Feb 1978 | 2 | Apr 1978 | 2 | 4 |
| -7.35% | Sep 1986 | Sep 1986 | 1 | Nov 1986 | 2 | 3 |
| -7.32% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 |
| -7.02% | Dec 1980 | Jan 1981 | 2 | Mar 1981 | 2 | 4 |
| -6.90% | Jan 1990 | Jan 1990 | 1 | May 1990 | 4 | 5 |
| -6.87% | Aug 1981 | Sep 1981 | 2 | Nov 1981 | 2 | 4 |
| -6.53% | Oct 1979 | Oct 1979 | 1 | Dec 1979 | 2 | 3 |
Rolling Returns ( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
VANGUARD HIGH DIVIDEND YIELD (VYM) ETF
Annualized Rolling Returns
Data Source: from January 1976 to May 2023
Swipe left to see all data
| Rolling Period |
Annualized Return (%) | Negative Periods |
|||
|---|---|---|---|---|---|
| Average | Latest | Best | Worst | ||
| 1 Year |
12.95 | -5.99 |
66.63 Jul 1982 - Jun 1983 |
-44.44 Mar 2008 - Feb 2009 |
16.13% |
| 2 Years |
12.53 | 0.43 |
41.13 Jun 1984 - May 1986 |
-27.61 Mar 2007 - Feb 2009 |
8.97% |
| 3 Years |
12.37 | 11.61 |
38.28 Aug 1984 - Jul 1987 |
-15.46 Mar 2006 - Feb 2009 |
9.55% |
| 5 Years |
12.33 | 7.22 |
35.01 Aug 1982 - Jul 1987 |
-6.84 Mar 2004 - Feb 2009 |
3.73% |
| 7 Years |
12.30 | 8.69 |
28.42 Apr 1980 - Mar 1987 |
-3.26 Mar 2002 - Feb 2009 |
0.82% |
| 10 Years |
12.05 | 9.31 |
22.33 Sep 1977 - Aug 1987 |
-2.14 Mar 1999 - Feb 2009 |
1.11% |
| 15 Years |
11.25 | 8.45 |
20.63 Aug 1982 - Jul 1997 |
4.76 Jan 1998 - Dec 2012 |
0.00% |
| 20 Years |
11.19 | 8.59 |
18.89 Apr 1978 - Mar 1998 |
5.65 Apr 2000 - Mar 2020 |
0.00% |
| 30 Years |
11.14 | 9.18 |
14.21 Jun 1977 - May 2007 |
8.54 Apr 1990 - Mar 2020 |
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 High Dividend Yield (VYM) ETF: Rolling Returns page.
Previous vs subsequent Returns
Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?
In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.
Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area
VANGUARD HIGH DIVIDEND YIELD (VYM) ETF
Previous vs Next Returns - 10 Years annualized
Updated to May 2023
The annualized return of the last 10 years has been 9.31% (updated at May 31, 2023).
Seasonality
Vanguard High Dividend Yield (VYM) 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 |
0.97
40% |
-1.27
40% |
-0.80
60% |
2.54
80% |
-0.41
60% |
-0.69
20% |
2.61
100% |
0.37
60% |
-1.87
40% |
2.42
60% |
4.42
80% |
0.20
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.97
|
99.69
|
98.89
|
101.41
|
100.99
|
100.29
|
102.90
|
103.28
|
101.35
|
103.80
|
108.39
|
108.61
|
| Best |
6.1 2019 |
4.6 2021 |
6.9 2021 |
10.3 2020 |
3.5 2022 |
6.6 2019 |
4.6 2022 |
3.2 2020 |
3.9 2019 |
12.2 2022 |
12.3 2020 |
6.8 2021 |
| Worst |
-2.5 2020 |
-9.7 2020 |
-13.6 2020 |
-4.2 2022 |
-6.3 2019 |
-7.9 2022 |
0.6 2021 |
-2.5 2022 |
-7.9 2022 |
-4.4 2018 |
-2.3 2021 |
-8.6 2018 |
Monthly Seasonality over the period Jun 2018 - May 2023
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 |
-0.08
30% |
0.15
60% |
0.08
50% |
1.73
80% |
0.32
80% |
-0.09
40% |
2.09
90% |
-0.45
40% |
-0.71
40% |
2.82
70% |
3.50
90% |
0.53
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
99.92
|
100.08
|
100.16
|
101.89
|
102.22
|
102.13
|
104.26
|
103.79
|
103.06
|
105.96
|
109.66
|
110.25
|
| Best |
6.1 2019 |
4.9 2015 |
6.9 2021 |
10.3 2020 |
3.5 2022 |
6.6 2019 |
4.6 2022 |
3.8 2014 |
3.9 2019 |
12.2 2022 |
12.3 2020 |
6.8 2021 |
| Worst |
-4.0 2014 |
-9.7 2020 |
-13.6 2020 |
-4.2 2022 |
-6.3 2019 |
-7.9 2022 |
-1.7 2014 |
-5.7 2015 |
-7.9 2022 |
-4.4 2018 |
-2.3 2021 |
-8.6 2018 |
Monthly Seasonality over the period Jun 2013 - May 2023
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 |
1.06
58% |
0.18
58% |
1.27
69% |
1.94
71% |
0.98
67% |
0.52
57% |
1.22
62% |
0.53
60% |
-0.27
51% |
0.96
64% |
2.38
72% |
1.61
74% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.06
|
101.24
|
102.53
|
104.52
|
105.54
|
106.08
|
107.38
|
107.95
|
107.66
|
108.70
|
111.29
|
113.08
|
| Best |
13.0 1976 |
8.3 1986 |
11.0 2000 |
10.3 2009 |
9.6 1990 |
6.6 2019 |
9.1 1989 |
12.6 1982 |
7.4 2010 |
12.2 2022 |
12.3 2020 |
11.5 1991 |
| Worst |
-13.0 2009 |
-13.6 2009 |
-13.6 2020 |
-5.0 2002 |
-7.9 2010 |
-10.3 2008 |
-6.8 2002 |
-15.9 1998 |
-9.0 2002 |
-22.6 1987 |
-8.9 1987 |
-8.6 2018 |
Monthly Seasonality over the period Jan 1976 - May 2023
Monthly/Yearly Returns
Vanguard High Dividend Yield (VYM) ETF data source starts from January 1976: 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 1976 - May 2023
362 Positive Months (64%) - 207 Negative Months (36%)
MONTHLY RETURNS TABLE
Jan 1976 - May 2023
(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 |
| 2023 |
-5.67 | -7.71 | 2.4 | -3.5 | -0.6 | 1.3 | -5.1 | |||||||
| 2022 |
-0.46 | -6.49 | -0.5 | -1.5 | 2.8 | -4.2 | 3.5 | -7.9 | 4.6 | -2.5 | -7.9 | 12.2 | 6.3 | -3.5 |
| 2021 |
+26.21 | +17.91 | -0.6 | 4.6 | 6.9 | 2.6 | 3.0 | -1.2 | 0.6 | 2.1 | -3.2 | 4.9 | -2.3 | 6.8 |
| 2020 |
+1.14 | -0.22 | -2.5 | -9.7 | -13.6 | 10.3 | 2.8 | -0.8 | 3.1 | 3.2 | -2.6 | -1.7 | 12.3 | 3.4 |
| 2019 |
+24.07 | +21.30 | 6.1 | 3.8 | 0.5 | 2.8 | -6.3 | 6.6 | 0.7 | -2.1 | 3.9 | 1.0 | 2.3 | 3.0 |
| 2018 |
-5.91 | -7.68 | 4.1 | -4.7 | -2.2 | 0.1 | 1.6 | -0.3 | 4.1 | 1.1 | 0.4 | -4.4 | 3.6 | -8.6 |
| 2017 |
+16.42 | +14.01 | 0.0 | 3.6 | -0.3 | -0.1 | 0.4 | 1.1 | 1.6 | -0.2 | 3.0 | 1.7 | 3.1 | 1.5 |
| 2016 |
+17.05 | +14.67 | -2.8 | 0.5 | 6.6 | 0.7 | 1.4 | 2.2 | 2.4 | -0.3 | -0.4 | -1.3 | 4.2 | 3.0 |
| 2015 |
+0.28 | -0.45 | -2.9 | 4.9 | -1.8 | 1.7 | 0.4 | -2.7 | 1.1 | -5.7 | -1.6 | 8.4 | 0.2 | -1.0 |
| 2014 |
+13.52 | +12.67 | -4.0 | 3.6 | 2.5 | 2.1 | 1.6 | 2.0 | -1.7 | 3.8 | -1.2 | 2.5 | 3.0 | -1.1 |
| 2013 |
+30.08 | +28.16 | 5.7 | 2.1 | 3.6 | 3.0 | 0.7 | -0.1 | 4.5 | -3.9 | 2.4 | 4.7 | 2.3 | 2.0 |
| 2012 |
+12.69 | +10.76 | 1.8 | 3.1 | 2.7 | 0.0 | -4.7 | 5.0 | 2.1 | 0.8 | 2.6 | -1.0 | -0.3 | 0.3 |
| 2011 |
+10.54 | +7.36 | 1.4 | 3.5 | 0.7 | 4.0 | -0.6 | -1.1 | -2.7 | -2.8 | -4.2 | 8.1 | 1.3 | 3.2 |
| 2010 |
+14.22 | +12.54 | -3.1 | 2.4 | 5.5 | 1.7 | -7.9 | -4.3 | 7.3 | -3.3 | 7.4 | 3.3 | -0.5 | 6.3 |
| 2009 |
+17.16 | +14.06 | -13.0 | -13.6 | 9.6 | 10.3 | 5.8 | -0.3 | 8.6 | 4.9 | 2.9 | -2.7 | 6.1 | 1.1 |
| 2008 |
-31.91 | -31.97 | -3.3 | -4.8 | 1.0 | 2.2 | -0.1 | -10.3 | 1.9 | 1.7 | -4.7 | -14.8 | -5.5 | 0.6 |
| 2007 |
+1.38 | -2.59 | 0.6 | -1.6 | 1.2 | 4.2 | 3.0 | -2.1 | -3.4 | 1.9 | 3.6 | -0.3 | -3.4 | -2.0 |
| 2006 |
+20.94 | +17.94 | 2.8 | 1.0 | 2.1 | 1.7 | -2.6 | 0.7 | 0.8 | 2.5 | 3.0 | 3.4 | 2.3 | 1.6 |
| 2005 |
+3.64 | +0.22 | -2.3 | 2.0 | -1.9 | -2.0 | 3.1 | 0.1 | 3.8 | -1.0 | 0.7 | -2.5 | 4.3 | -0.3 |
| 2004 |
+11.75 | +8.23 | 2.1 | 1.4 | -1.2 | -1.8 | 1.8 | 1.9 | -3.1 | 0.3 | 1.1 | 1.4 | 4.5 | 3.1 |
| 2003 |
+24.20 | +21.91 | -2.8 | -1.7 | -0.1 | 8.2 | 5.2 | 0.8 | 1.5 | 1.8 | -1.4 | 5.2 | 0.8 | 4.9 |
| 2002 |
-13.32 | -15.33 | -0.3 | -1.1 | 4.0 | -5.0 | 0.1 | -6.4 | -6.8 | 1.5 | -9.0 | 8.5 | 6.5 | -4.4 |
| 2001 |
-4.71 | -6.17 | 5.0 | -8.9 | -4.9 | 9.0 | 0.1 | -1.7 | -0.4 | -5.1 | -7.1 | 1.9 | 8.0 | 1.2 |
| 2000 |
+8.86 | +5.30 | -3.4 | 0.1 | 11.0 | -1.9 | 0.0 | 3.3 | 0.0 | 7.3 | -3.6 | 1.0 | -5.1 | 1.0 |
| 1999 |
-4.71 | -7.20 | 1.4 | -5.3 | 2.2 | 1.9 | -4.6 | 4.0 | -5.6 | -2.8 | -5.0 | 5.4 | -0.3 | 4.9 |
| 1998 |
+17.06 | +15.20 | 0.3 | 6.0 | 4.1 | 0.4 | -3.0 | 3.6 | -2.3 | -15.9 | 5.8 | 7.8 | 5.2 | 6.3 |
| 1997 |
+34.39 | +32.14 | 6.3 | 1.0 | -4.3 | 6.3 | 6.4 | 4.2 | 8.0 | -5.1 | 4.9 | -2.4 | 3.9 | 2.0 |
| 1996 |
+22.59 | +18.65 | 3.6 | 0.3 | 1.7 | 1.1 | 2.3 | 0.9 | -4.5 | 1.9 | 5.6 | 3.2 | 7.3 | -2.4 |
| 1995 |
+44.42 | +40.85 | 3.9 | 4.6 | 3.3 | 3.4 | 4.4 | 2.4 | 3.6 | 0.9 | 4.5 | 0.1 | 4.7 | 1.9 |
| 1994 |
-1.29 | -3.86 | 3.4 | -3.1 | -4.3 | 1.0 | 1.5 | -2.5 | 3.1 | 3.7 | -2.7 | 2.7 | -4.2 | 0.6 |
| 1993 |
+9.28 | +6.36 | 0.8 | 1.3 | 2.1 | -2.5 | 2.6 | 0.2 | -0.5 | 3.8 | -0.8 | 2.0 | -1.1 | 1.2 |
| 1992 |
+3.97 | +1.04 | -2.2 | 1.0 | -2.2 | 2.6 | 0.2 | -1.8 | 3.8 | -2.4 | 0.9 | 0.1 | 3.2 | 1.0 |
| 1991 |
+24.03 | +20.34 | 3.8 | 6.7 | 2.0 | -0.3 | 3.9 | -5.1 | 4.3 | 2.0 | -2.2 | 0.9 | -4.6 | 11.5 |
| 1990 |
-5.47 | -10.91 | -6.9 | 1.1 | 2.4 | -2.7 | 9.6 | -0.8 | -0.5 | -9.3 | -5.2 | -0.6 | 6.4 | 2.6 |
| 1989 |
+32.75 | +26.86 | 7.4 | -2.4 | 2.4 | 5.3 | 4.1 | -0.5 | 9.1 | 1.9 | -0.3 | -2.2 | 2.1 | 2.4 |
| 1988 |
+20.37 | +15.27 | 4.5 | 4.9 | -2.7 | 1.3 | 1.1 | 4.8 | -0.1 | -3.0 | 4.5 | 3.0 | -1.1 | 2.0 |
| 1987 |
-0.10 | -4.34 | 12.9 | 3.6 | 2.5 | -1.3 | 0.7 | 4.8 | 4.7 | 3.6 | -2.6 | -22.6 | -8.9 | 7.5 |
| 1986 |
+26.88 | +25.50 | 1.2 | 8.3 | 6.1 | -0.7 | 6.0 | 2.2 | -5.0 | 7.8 | -7.4 | 5.9 | 3.0 | -1.9 |
| 1985 |
+37.13 | +32.11 | 8.1 | 1.8 | 0.5 | 0.2 | 6.4 | 1.8 | 0.2 | -0.2 | -2.6 | 4.7 | 7.1 | 4.9 |
| 1984 |
+15.06 | +10.69 | 0.2 | -2.6 | 2.4 | 1.4 | -4.5 | 2.9 | -0.7 | 11.4 | 0.7 | 0.9 | -0.3 | 3.1 |
| 1983 |
+25.70 | +21.11 | 3.8 | 2.8 | 3.8 | 7.9 | -0.6 | 4.0 | -2.9 | 2.1 | 1.5 | -1.1 | 2.5 | -0.3 |
| 1982 |
+32.28 | +27.40 | -0.5 | -4.1 | 0.3 | 5.0 | -1.8 | -0.6 | -1.1 | 12.6 | 1.8 | 11.1 | 4.7 | 2.3 |
| 1981 |
+10.71 | +1.64 | -3.1 | 3.5 | 5.0 | -0.8 | 1.9 | 0.5 | 1.2 | -3.8 | -3.2 | 5.9 | 5.1 | -1.2 |
| 1980 |
+21.68 | +8.15 | 5.1 | -0.4 | -10.8 | 3.5 | 4.8 | 2.1 | 6.1 | 0.6 | 2.1 | 1.4 | 11.0 | -4.1 |
| 1979 |
+18.08 | +4.23 | 4.1 | -2.9 | 5.7 | 0.4 | -1.7 | 4.0 | 1.1 | 6.1 | 0.2 | -6.5 | 5.1 | 1.8 |
| 1978 |
+1.89 | -6.53 | -6.3 | -2.1 | 2.2 | 8.3 | 1.0 | -1.9 | 5.5 | 3.2 | -0.9 | -9.5 | 2.3 | 1.4 |
| 1977 |
+0.91 | -5.43 | -4.2 | -0.7 | -0.5 | 0.8 | -0.7 | 5.1 | -0.7 | -0.6 | 0.8 | -3.1 | 4.0 | 1.2 |
| 1976 |
+33.86 | +27.65 | 13.0 | -0.1 | 3.4 | -0.3 | -0.3 | 5.5 | 0.0 | 0.9 | 3.0 | -1.4 | 0.9 | 5.7 |
ETF Returns, up to December 2006, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
