Data Source: from January 1972 to May 2023 (~51 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 13 2023, 04:00PM Eastern Time
Category: Stocks
ETF: Vanguard Dividend Appreciation (VIG)
ETF • LIVE PERFORMANCE (USD currency)
0.50%
1 Day
Jun 13 2023, 04:00PM Eastern Time
4.07%
Current Month
June 2023
In the last 30 Years, the Vanguard Dividend Appreciation (VIG) ETF obtained a 10.14% compound annual return, with a 15.34% standard deviation.
In 2022, the ETF granted a 1.74% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Dividend Appreciation (VIG) 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 Dividend Appreciation (VIG) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | VIG Weight▾ |
|---|---|---|
| Late Sixties and Beyond | Burton Malkiel | 16.00% |
| Mid-Fifties | Burton Malkiel | 12.50% |
| Late Thirties to Early Forties | Burton Malkiel | 10.00% |
| Mid-Twenties | Burton Malkiel | 7.00% |
Historical Returns as of May 31, 2023
Historical returns and Metrics of Vanguard Dividend Appreciation (VIG) 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 2006, are retrieved using the historical series of equivalent ETFs / Assets.
VANGUARD DIVIDEND APPRECIATION (VIG) ETF
Portfolio Metrics
Data Source: 1 January 1972 - 31 May 2023 (~51 years)
Swipe left to see all data
| Metrics as of May 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX (~51Y) | |
| Portfolio Return (%) | -2.74 | 1.34 | -2.36 | 1.75 | 11.27 | 10.59 | 10.73 | 9.30 | 10.14 | 10.64 |
| US Inflation (%) | 0.25 | 1.09 | 2.16 | 4.05 | 5.86 | 3.87 | 2.70 | 2.56 | 2.52 | 3.97 |
| Infl. Adjusted Return (%) | -2.99 | 0.25 | -4.42 | -2.21 | 5.11 | 6.47 | 7.81 | 6.57 | 7.44 | 6.41 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 18.81 | 15.95 | 16.39 | 13.43 | 13.94 | 15.34 | 15.70 | |||
| Sharpe Ratio | -0.08 | 0.64 | 0.57 | 0.74 | 0.58 | 0.52 | 0.42 | |||
| Sortino Ratio | -0.11 | 0.92 | 0.76 | 1.00 | 0.76 | 0.68 | 0.57 | |||
| Ulcer Index | 4.16 | 7.16 | 6.56 | 5.06 | 9.02 | 9.97 | 10.36 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -11.35 | -20.19 | -20.19 | -20.19 | -41.11 | -41.11 | -45.86 | |||
| Start (yyyy mm) | 2022 08 | 2022 01 | 2022 01 | 2022 01 | 2007 10 | 2007 10 | 1973 01 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 1974 09 | |||
| Start to Bottom (# months) | 2 | 9 | 9 | 9 | 17 | 17 | 21 | |||
| Start to Recovery (# months) in progress | 4 | > 17 | > 17 | > 17 | 41 | 41 | 48 | |||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 66.73 | 30.70 | 27.25 | 18.27 | 16.91 | 13.99 | ||||
| Worst Return (%) | -41.09 | -11.44 | -2.24 | 1.09 | 6.92 | 9.66 | ||||
| % Positive Periods | 79% | 93% | 99% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 2 | 3 | 6 | 20 | 39 | 78 | 157 | 236 | 386 |
| Negative | 1 | 1 | 3 | 6 | 16 | 21 | 42 | 83 | 124 | 231 |
| % Positive | 0% | 67% | 50% | 50% | 56% | 65% | 65% | 65% | 66% | 63% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 42.17 | 25.78 | 15.59 | 8.33 | 9.00 | 4.49 | ||||
| Perpetual WR (%) | 4.86 | 6.08 | 7.25 | 6.17 | 6.92 | 6.03 | ||||
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 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.
Monthly correlations of Vanguard Dividend Appreciation (VIG) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
VANGUARD DIVIDEND APPRECIATION (VIG) ETF
Monthly correlations as of 31 May 2023
Swipe left to see all data
| Correlation vs VIG | ||||||
|---|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 | |
| US Total Stock Market VTI | 0.94 | 0.95 | 0.95 | 0.75 | 0.75 | |
| US Large Cap SPY | 0.95 | 0.96 | 0.96 | 0.76 | 0.76 | |
| US Small Cap IJR | 0.87 | 0.84 | 0.81 | 0.66 | 0.66 | |
| US REITs VNQ | 0.87 | 0.84 | 0.71 | 0.57 | 0.57 | |
| US Technology QQQ | 0.74 | 0.82 | 0.81 | 0.54 | 0.54 | |
| Preferred Stocks PFF | 0.57 | 0.72 | 0.64 | 0.40 | 0.39 | |
| EAFE Stocks EFA | 0.89 | 0.87 | 0.84 | 0.61 | 0.59 | |
| World All Countries VT | 0.94 | 0.93 | 0.92 | 0.71 | 0.70 | |
| Emerging Markets EEM | 0.63 | 0.66 | 0.64 | 0.56 | 0.54 | |
| Europe VGK | 0.91 | 0.87 | 0.83 | 0.64 | 0.63 | |
| Pacific VPL | 0.84 | 0.81 | 0.77 | 0.48 | 0.45 | |
| Latin America FLLA | 0.72 | 0.55 | 0.51 | 0.50 | 0.50 | |
| US Total Bond Market BND | 0.69 | 0.40 | 0.32 | 0.20 | 0.19 | |
| Long Term Treasuries TLT | 0.50 | 0.05 | 0.00 | -0.04 | -0.04 | |
| US Cash BIL | -0.09 | -0.16 | -0.11 | 0.01 | 0.01 | |
| TIPS TIP | 0.86 | 0.57 | 0.44 | 0.24 | 0.23 | |
| Invest. Grade Bonds LQD | 0.76 | 0.57 | 0.51 | 0.30 | 0.30 | |
| High Yield Bonds HYG | 0.89 | 0.80 | 0.76 | 0.57 | 0.57 | |
| International Bonds BNDX | 0.78 | 0.45 | 0.38 | 0.17 | 0.16 | |
| Emerg. Market Bonds EMB | 0.78 | 0.68 | 0.62 | 0.50 | 0.50 | |
| Gold GLD | 0.36 | 0.21 | 0.12 | 0.03 | 0.03 | |
| Commodities DBC | 0.87 | 0.48 | 0.40 | 0.23 | 0.23 | |
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 Dividend Appreciation (VIG) ETF: Dividend Yield page.
An investment of 1000$, since June 1993, now would be worth 18137.40$, with a total return of 1713.74% (10.14% annualized).
The Inflation Adjusted Capital now would be 8599.74$, with a net total return of 759.97% (7.44% annualized).
An investment of 1000$, since January 1972, now would be worth 180710.87$, with a total return of 17971.09% (10.64% annualized).
The Inflation Adjusted Capital now would be 24421.43$, with a net total return of 2342.14% (6.41% 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 DIVIDEND APPRECIATION (VIG) 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 |
| -41.11% | Oct 2007 | Feb 2009 | 17 | Feb 2011 | 24 | 41 |
| -36.01% | Jan 1999 | Feb 2000 | 14 | Jun 2001 | 16 | 30 |
| -24.87% | May 2002 | Nov 2002 | 7 | Jun 2003 | 7 | 14 |
| -20.19% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
| -17.57% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 |
| -17.16% | Feb 2020 | Mar 2020 | 2 | Aug 2020 | 5 | 7 |
| -16.89% | Sep 2001 | Sep 2001 | 1 | Mar 2002 | 6 | 7 |
| -15.33% | Aug 2003 | Sep 2003 | 2 | Dec 2004 | 15 | 17 |
| -14.18% | May 2011 | Sep 2011 | 5 | Feb 2012 | 5 | 10 |
| -11.00% | Oct 2018 | Dec 2018 | 3 | Mar 2019 | 3 | 6 |
| -9.41% | Mar 2015 | Sep 2015 | 7 | Mar 2016 | 6 | 13 |
| -7.43% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 |
| -6.68% | Sep 2005 | Dec 2005 | 4 | Feb 2006 | 2 | 6 |
| -6.20% | Feb 2018 | Apr 2018 | 3 | Jul 2018 | 3 | 6 |
| -6.17% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 |
| -5.93% | Feb 2005 | Mar 2005 | 2 | May 2005 | 2 | 4 |
| -5.01% | Jan 2014 | Jan 2014 | 1 | Mar 2014 | 2 | 3 |
| -4.99% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
| -4.70% | Apr 2012 | May 2012 | 2 | Aug 2012 | 3 | 5 |
| -4.63% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
Worst drawdowns since January 1972.
Swipe left to see all data
Drawdown period | Recovery period | Total | ||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -45.86% | Jan 1973 | Sep 1974 | 21 | Dec 1976 | 27 | 48 |
| -41.11% | Oct 2007 | Feb 2009 | 17 | Feb 2011 | 24 | 41 |
| -36.01% | Jan 1999 | Feb 2000 | 14 | Jun 2001 | 16 | 30 |
| -29.34% | Sep 1987 | Nov 1987 | 3 | May 1989 | 18 | 21 |
| -24.87% | May 2002 | Nov 2002 | 7 | Jun 2003 | 7 | 14 |
| -20.19% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
| -17.85% | Dec 1980 | Jul 1982 | 20 | Oct 1982 | 3 | 23 |
| -17.57% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 |
| -17.16% | Feb 2020 | Mar 2020 | 2 | Aug 2020 | 5 | 7 |
| -16.89% | Sep 2001 | Sep 2001 | 1 | Mar 2002 | 6 | 7 |
| -16.20% | Jun 1990 | Oct 1990 | 5 | Feb 1991 | 4 | 9 |
| -15.33% | Aug 2003 | Sep 2003 | 2 | Dec 2004 | 15 | 17 |
| -14.18% | May 2011 | Sep 2011 | 5 | Feb 2012 | 5 | 10 |
| -11.98% | Mar 1980 | Mar 1980 | 1 | Jun 1980 | 3 | 4 |
| -11.64% | Sep 1978 | Oct 1978 | 2 | Mar 1979 | 5 | 7 |
| -11.00% | Oct 2018 | Dec 2018 | 3 | Mar 2019 | 3 | 6 |
| -10.97% | Jul 1983 | May 1984 | 11 | Jan 1985 | 8 | 19 |
| -9.64% | Jan 1977 | Feb 1978 | 14 | Apr 1978 | 2 | 16 |
| -9.41% | Mar 2015 | Sep 2015 | 7 | Mar 2016 | 6 | 13 |
| -7.92% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 |
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 DIVIDEND APPRECIATION (VIG) ETF
Annualized Rolling Returns
Data Source: from January 1972 to May 2023
Swipe left to see all data
| Rolling Period | Annualized Return (%) | Negative Periods | |||
|---|---|---|---|---|---|
| Average | Latest | Best | Worst | ||
| 1 Year | 11.82 | 1.75 | 66.73 Jul 1982 - Jun 1983 | -41.09 Oct 1973 - Sep 1974 | 21.45% |
| 2 Years | 11.40 | 1.14 | 34.98 Oct 1974 - Sep 1976 | -23.84 Oct 1972 - Sep 1974 | 11.28% |
| 3 Years | 11.45 | 11.27 | 30.70 Apr 1995 - Mar 1998 | -11.44 Jan 1972 - Dec 1974 | 7.39% |
| 5 Years | 11.53 | 10.59 | 27.25 Aug 1982 - Jul 1987 | -2.24 Mar 2004 - Feb 2009 | 1.25% |
| 7 Years | 11.58 | 11.54 | 21.23 Aug 1982 - Jul 1989 | -0.12 Mar 2002 - Feb 2009 | 0.19% |
| 10 Years | 11.59 | 10.73 | 18.27 Sep 1977 - Aug 1987 | 1.09 Mar 1999 - Feb 2009 | 0.00% |
| 15 Years | 11.40 | 9.39 | 18.21 Aug 1982 - Jul 1997 | 6.16 Jul 1998 - Jun 2013 | 0.00% |
| 20 Years | 11.43 | 9.30 | 16.91 Apr 1978 - Mar 1998 | 6.92 Jan 1999 - Dec 2018 | 0.00% |
| 30 Years | 11.43 | 10.14 | 13.99 Oct 1974 - Sep 2004 | 9.66 Sep 1987 - Aug 2017 | 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 Dividend Appreciation (VIG) 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 DIVIDEND APPRECIATION (VIG) ETF
Previous vs Next Returns - 10 Years annualized
Updated to May 2023
The annualized return of the last 10 years has been 10.73% (updated at May 31, 2023).
Seasonality
Vanguard Dividend Appreciation (VIG) 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 | 0.31 | -1.55 | 0.48 | 2.96 | -0.42 | 0.13 | 4.37 | 1.55 | -2.22 | 1.66 | 4.40 | -0.24 |
| Capital Growth on monthly avg returns | ||||||||||||
100 | 100.31 | 98.76 | 99.24 | 102.18 | 101.76 | 101.89 | 106.35 | 108.00 | 105.60 | 107.35 | 112.08 | 111.81 |
| Best | 6.3 2019 | 4.6 2019 | 6.0 2021 | 9.9 2020 | 3.6 2020 | 6.6 2019 | 6.8 2022 | 6.2 2020 | 1.7 2018 | 10.0 2022 | 10.0 2020 | 6.5 2021 |
| Worst | -5.3 2022 | -8.3 2020 | -9.6 2020 | -5.1 2022 | -4.6 2019 | -6.2 2022 | 2.2 2019 | -3.5 2022 | -8.2 2022 | -6.4 2018 | -1.4 2021 | -8.7 2018 |
Monthly Seasonality over the period Jun 2018 - May 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | -0.23 | 0.42 | 0.58 | 1.61 | 0.48 | 0.07 | 2.92 | 0.16 | -0.86 | 2.20 | 3.53 | 0.26 |
| Capital Growth on monthly avg returns | ||||||||||||
100 | 99.77 | 100.18 | 100.77 | 102.39 | 102.87 | 102.95 | 105.95 | 106.13 | 105.22 | 107.53 | 111.33 | 111.62 |
| Best | 6.3 2019 | 5.6 2015 | 6.3 2016 | 9.9 2020 | 3.6 2020 | 6.6 2019 | 6.8 2022 | 6.2 2020 | 4.0 2013 | 10.0 2022 | 10.0 2020 | 6.5 2021 |
| Worst | -5.3 2022 | -8.3 2020 | -9.6 2020 | -5.1 2022 | -4.6 2019 | -6.2 2022 | -3.3 2014 | -5.9 2015 | -8.2 2022 | -6.4 2018 | -1.4 2021 | -8.7 2018 |
Monthly Seasonality over the period Jun 2013 - May 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 1.72 | 0.56 | 0.93 | 1.57 | 1.17 | 0.68 | 1.04 | 0.55 | -0.89 | 0.96 | 1.70 | 1.38 |
| Capital Growth on monthly avg returns | ||||||||||||
100 | 101.72 | 102.28 | 103.24 | 104.86 | 106.09 | 106.81 | 107.92 | 108.52 | 107.55 | 108.59 | 110.43 | 111.95 |
| Best | 20.7 2001 | 7.3 1998 | 7.0 2009 | 12.8 2003 | 8.8 1990 | 7.0 2003 | 7.8 1997 | 11.9 1982 | 8.3 2010 | 16.9 1974 | 10.6 1980 | 10.6 1991 |
| Worst | -7.6 2009 | -10.5 2009 | -12.0 1980 | -12.0 2004 | -7.2 2010 | -7.9 2008 | -10.5 2002 | -15.7 1998 | -16.9 2001 | -22.3 1987 | -12.1 1973 | -8.7 2018 |
Monthly Seasonality over the period Jan 1972 - May 2023
Monthly/Yearly Returns
Vanguard Dividend Appreciation (VIG) ETF data source starts from January 1972: 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 1972 - May 2023
386 Positive Months (63%) - 231 Negative Months (37%)
MONTHLY RETURNS TABLE
Jan 1972 - May 2023
(Scroll down to see all data)
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Yearly Return(%) | Monthly Return(%) | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 | +1.43 | -1.02 | 2.9 | -2.7 | 1.8 | 2.3 | -2.7 | |||||||
| 2022 | -9.81 | -15.28 | -5.3 | -2.8 | 3.0 | -5.1 | -0.1 | -6.2 | 6.8 | -3.5 | -8.2 | 10.0 | 6.7 | -3.7 |
| 2021 | +23.77 | +15.63 | -2.9 | 1.6 | 6.0 | 4.0 | 1.8 | -0.1 | 3.2 | 1.7 | -5.0 | 6.9 | -1.4 | 6.5 |
| 2020 | +15.40 | +13.85 | 0.6 | -8.3 | -9.6 | 9.9 | 3.6 | 0.1 | 5.0 | 6.2 | -1.0 | -2.3 | 10.0 | 2.5 |
| 2019 | +29.62 | +26.73 | 6.3 | 4.6 | 1.1 | 3.7 | -4.6 | 6.6 | 2.2 | 0.6 | 1.4 | 0.0 | 2.4 | 2.2 |
| 2018 | -2.08 | -3.92 | 5.0 | -4.0 | -1.3 | -0.9 | 1.8 | 0.3 | 4.7 | 2.8 | 1.7 | -6.4 | 4.1 | -8.7 |
| 2017 | +22.22 | +19.70 | 1.8 | 4.3 | -0.1 | 1.7 | 1.6 | 0.3 | 0.7 | -0.4 | 2.4 | 2.1 | 4.5 | 1.4 |
| 2016 | +11.97 | +9.69 | -2.3 | 1.1 | 6.3 | -0.3 | 1.0 | 2.4 | 2.3 | 0.0 | -1.0 | -1.9 | 3.0 | 1.2 |
| 2015 | -1.95 | -2.66 | -3.4 | 5.6 | -2.3 | -0.2 | 1.0 | -2.5 | 2.2 | -5.9 | -1.8 | 6.7 | 0.3 | -0.9 |
| 2014 | +10.08 | +9.25 | -5.0 | 4.9 | 0.8 | 1.0 | 1.6 | 1.5 | -3.3 | 3.6 | -1.0 | 2.7 | 3.2 | 0.1 |
| 2013 | +28.87 | +26.96 | 5.9 | 1.2 | 3.4 | 1.7 | 1.2 | -1.5 | 5.4 | -3.6 | 4.0 | 4.2 | 2.3 | 2.0 |
| 2012 | +11.65 | +9.74 | 2.6 | 2.8 | 2.1 | -0.3 | -4.4 | 2.2 | 2.0 | 1.9 | 1.9 | -1.3 | 1.4 | 0.5 |
| 2011 | +6.16 | +3.11 | 1.4 | 3.4 | 1.1 | 3.5 | -1.3 | -0.8 | -3.5 | -3.2 | -6.3 | 9.6 | 1.9 | 1.0 |
| 2010 | +14.74 | +13.05 | -2.3 | 2.4 | 4.6 | 2.2 | -7.2 | -4.3 | 6.4 | -3.4 | 8.3 | 2.8 | 0.3 | 5.3 |
| 2009 | +19.57 | +16.40 | -7.6 | -10.5 | 7.0 | 7.3 | 4.9 | 0.5 | 6.6 | 2.4 | 3.1 | -0.4 | 5.8 | 0.7 |
| 2008 | -26.69 | -26.75 | -5.3 | -1.5 | 2.0 | 2.6 | 0.3 | -7.9 | 1.1 | 2.1 | -6.7 | -14.1 | -2.6 | 0.9 |
| 2007 | +5.63 | +1.49 | 1.6 | -1.7 | 0.3 | 4.4 | 2.5 | -1.6 | -2.5 | 2.3 | 3.4 | -0.3 | -2.0 | -0.5 |
| 2006 | +25.71 | +22.59 | 2.3 | 6.5 | -0.4 | -1.1 | 1.1 | -0.8 | 2.9 | 3.7 | -1.4 | 4.9 | 5.2 | 0.7 |
| 2005 | +4.29 | +0.85 | 2.1 | -0.5 | -5.5 | 1.9 | 4.4 | 5.0 | 2.4 | 1.7 | -3.5 | -0.1 | 3.1 | -6.2 |
| 2004 | +8.90 | +5.47 | 4.5 | -2.0 | 2.0 | -12.0 | 3.0 | 0.2 | -0.8 | 5.0 | 2.8 | 1.8 | 1.4 | 3.8 |
| 2003 | +27.36 | +25.01 | 2.2 | 2.1 | 1.6 | 12.8 | 2.1 | 7.0 | 4.3 | -11.5 | -4.3 | 4.9 | 2.3 | 2.9 |
| 2002 | -14.01 | -16.01 | 0.2 | 0.8 | 5.3 | 2.3 | -1.3 | -1.0 | -10.5 | 6.9 | -5.5 | -4.3 | -11.2 | 5.3 |
| 2001 | +29.49 | +27.51 | 20.7 | -2.3 | -1.7 | 3.7 | 1.3 | 3.1 | 2.2 | 3.2 | -16.9 | 7.8 | 10.1 | -0.8 |
| 2000 | +11.32 | +7.67 | -2.6 | -8.7 | 3.7 | 7.1 | 4.4 | 0.5 | 5.4 | 4.6 | 0.0 | 2.6 | -5.0 | 0.0 |
| 1999 | -28.01 | -29.89 | -5.8 | -1.1 | -5.6 | -1.5 | 2.4 | -1.2 | -8.5 | -1.4 | -7.3 | 2.0 | -10.9 | 8.0 |
| 1998 | +23.26 | +21.31 | 0.4 | 7.3 | 5.1 | 1.1 | -2.7 | 3.5 | -2.3 | -15.7 | 6.7 | 7.5 | 6.2 | 6.5 |
| 1997 | +30.99 | +28.80 | 5.5 | -0.1 | -4.5 | 4.5 | 7.1 | 4.4 | 7.8 | -3.7 | 5.8 | -3.4 | 3.3 | 1.7 |
| 1996 | +20.96 | +17.07 | 2.7 | 1.6 | 1.1 | 2.4 | 2.7 | -0.8 | -5.4 | 3.1 | 5.4 | 1.4 | 6.8 | -1.3 |
| 1995 | +35.79 | +32.42 | 2.2 | 4.0 | 2.7 | 2.5 | 3.5 | 3.0 | 4.0 | 1.1 | 3.6 | -1.2 | 4.2 | 1.5 |
| 1994 | -0.17 | -2.77 | 3.1 | -2.2 | -4.4 | 0.9 | 1.0 | -2.7 | 3.1 | 4.4 | -1.8 | 1.6 | -3.7 | 1.2 |
| 1993 | +10.62 | +7.67 | 1.0 | 0.5 | 2.5 | -2.8 | 3.0 | 0.5 | -0.3 | 3.9 | 0.0 | 1.6 | -1.6 | 1.9 |
| 1992 | +9.11 | +6.03 | 0.0 | 1.3 | -2.4 | 1.4 | 0.5 | -1.8 | 3.9 | -2.1 | 1.1 | 1.2 | 4.2 | 1.8 |
| 1991 | +32.39 | +28.46 | 5.0 | 6.9 | 2.9 | 0.4 | 4.0 | -4.5 | 4.8 | 2.7 | -1.2 | 1.7 | -3.8 | 10.6 |
| 1990 | -6.08 | -11.48 | -7.0 | 1.6 | 2.5 | -2.8 | 8.8 | -0.5 | -1.1 | -9.0 | -5.2 | -1.2 | 6.4 | 3.0 |
| 1989 | +28.12 | +22.43 | 6.6 | -1.8 | 2.1 | 4.8 | 3.9 | -0.2 | 7.6 | 2.3 | -0.2 | -2.8 | 1.6 | 1.8 |
| 1988 | +17.32 | +12.35 | 4.4 | 5.2 | -1.4 | 1.1 | -0.1 | 4.9 | -0.6 | -2.8 | 3.7 | 1.6 | -1.6 | 2.0 |
| 1987 | +2.61 | -1.74 | 12.9 | 4.8 | 2.3 | -1.5 | 0.5 | 4.2 | 4.6 | 3.8 | -2.1 | -22.3 | -7.2 | 7.3 |
| 1986 | +14.57 | +13.33 | 0.8 | 7.1 | 5.8 | -0.8 | 4.9 | 1.3 | -5.9 | 6.4 | -7.9 | 4.7 | 1.4 | -2.9 |
| 1985 | +31.27 | +26.47 | 9.1 | 1.8 | -0.4 | -0.2 | 5.5 | 1.7 | 0.0 | -0.7 | -4.1 | 4.4 | 6.8 | 4.2 |
| 1984 | +2.19 | -1.70 | -1.4 | -4.0 | 1.2 | 0.3 | -5.3 | 2.3 | -2.1 | 11.1 | 0.0 | 0.0 | -1.3 | 2.3 |
| 1983 | +22.66 | +18.18 | 4.1 | 3.0 | 3.5 | 7.4 | 1.3 | 3.8 | -3.2 | 0.3 | 1.7 | -2.8 | 3.0 | -1.0 |
| 1982 | +20.50 | +16.05 | -2.7 | -5.1 | -1.0 | 4.4 | -2.8 | -2.4 | -2.0 | 11.9 | 1.7 | 11.8 | 5.1 | 1.5 |
| 1981 | -4.15 | -12.00 | -4.1 | 1.6 | 4.6 | -1.2 | 1.3 | -1.0 | -0.3 | -5.6 | -6.4 | 5.9 | 4.6 | -2.8 |
| 1980 | +33.15 | +18.34 | 6.5 | 0.2 | -12.0 | 5.2 | 6.0 | 3.7 | 6.9 | 2.3 | 2.9 | 2.1 | 10.6 | -3.5 |
| 1979 | +24.25 | +9.67 | 4.9 | -2.7 | 6.6 | 0.8 | -1.4 | 4.6 | 1.5 | 6.5 | 0.2 | -7.2 | 6.4 | 2.8 |
| 1978 | +8.45 | -0.52 | -5.6 | -1.0 | 3.4 | 8.3 | 2.3 | -1.1 | 5.7 | 4.2 | -0.7 | -11.0 | 3.5 | 1.7 |
| 1977 | -3.36 | -9.43 | -3.7 | -1.6 | -0.9 | 0.5 | -1.1 | 5.2 | -1.3 | -1.4 | 0.1 | -4.0 | 4.5 | 0.8 |
| 1976 | +26.47 | +20.60 | 12.6 | 0.6 | 2.7 | -1.0 | -0.9 | 4.5 | -0.7 | -0.2 | 2.5 | -2.1 | 0.4 | 6.1 |
| 1975 | +37.82 | +28.88 | 14.1 | 5.9 | 3.1 | 4.8 | 5.6 | 5.2 | -6.1 | -2.3 | -3.8 | 5.7 | 3.1 | -1.1 |
| 1974 | -27.81 | -35.74 | 0.2 | 0.3 | -2.3 | -4.6 | -4.1 | -2.2 | -7.1 | -8.7 | -11.1 | 16.9 | -4.1 | -2.7 |
| 1973 | -18.18 | -24.74 | -2.7 | -4.4 | -0.7 | -5.1 | -2.3 | -0.8 | 5.7 | -2.9 | 5.3 | 0.0 | -12.1 | 1.3 |
| 1972 | +17.62 | +13.75 | 2.8 | 3.2 | 0.9 | 0.6 | 1.7 | -2.1 | -0.4 | 3.6 | -0.7 | 0.9 | 5.0 | 1.1 |
ETF Returns, up to December 2006, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
