SPDR S&P 500 (SPY) to EUR: Historical Returns

Category: Stocks
Period: August 1953 - August 2024 (~71 years)
Consolidated Returns as of 31 August 2024
Currency: EUR

SPY is not denominated in EUR. Returns are simulated using exchange rates or interest rate differentials in case of currency hedging.

(Change Settings)

1.00€
Initial Capital
September 1994
22.26€
Final Capital
August 2024
10.90%
Yearly Return
15.75
Std Deviation
-60.57%
Max Drawdown
160 months
Recovery Period

1.00€
Initial Capital
August 1953
1630.70€
Final Capital
August 2024
10.97%
Yearly Return
16.12
Std Deviation
-60.57%
Max Drawdown
160 months
Recovery Period

The SPDR S&P 500 (SPY) to EUR ETF covers to the following investment themes:

Asset Class: Equity
Size: Large Cap
Style: Blend
Region: North America
Country: U.S.

As of August 2024, in the previous 30 Years, the SPDR S&P 500 (SPY) to EUR ETF obtained a 10.90% compound annual return, with a 15.75% standard deviation. It suffered a maximum drawdown of -60.57% that required 160 months to be recovered.

Table of contents

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.

The first official book of

Mastering ETF Investing

Build wealth
with Lazy Portfolios and Passive Investing

Set your goal
Use top metrics to evaluate
Join the passive investing strategy

Exclusive new asset allocations in EUR and USD

Buy now
English book

Buy now
Italian book

The SPDR S&P 500 (SPY) ETF is part of the following Lazy Portfolios:

Portfolio Name	Author	SPY Weight▾	Currency

Ready to invest smarter?
Create Your Winning Portfolio!
With data going back to 1871, optimize your investment strategy

Investment Returns as of Aug 31, 2024

The SPDR S&P 500 (SPY) to EUR ETF guaranteed the following returns.

Returns are calculated in EUR, assuming:

no fees or capital gain taxes.
dividend reinvestment, when applicable.
for non-EUR assets, the adjustment for actual currency exchange rates.
the actual Euro Inflation rates.

SPDR S&P 500 (SPY) TO EUR ETF

Time Period: 1 August 1953 - 31 August 2024 (~71 years)

Swipe left to see all data

	Chg (%)		Return (%)	Return (%) as of Aug 31, 2024
	1 Day	*Time ET^()**	Sep 2024	YTD (8M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~71Y)
SPDR S&P 500 (SPY) to EUR ETF	n.a.		n.a.	19.05	-0.03	9.06	25.00	15.81	14.89	10.90	10.97
Euro Inflation Adjusted return				16.70	-0.03	7.19	22.51	11.58	12.20	8.66	8.08
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
Euro Inflation is updated to Jul 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 2.03% , 5Y: 3.79% , 10Y: 2.40% , 30Y: 2.05%

Looking for more portfolios? Choose Your Currency and Explore!

USD

CAD

EUR

Discover a wide range of portfolios in various currencies

Capital Growth as of Aug 31, 2024

An investment of 1€, from September 1994 to August 2024, would be worth 22.26€, with a total return of 2125.73% (10.90% annualized).

The Inflation Adjusted Capital would be 12.10€, with a net total return of 1109.69% (8.66% annualized).

Loading data
Please wait

An investment of 1€, from August 1953 to August 2024, would be worth 1630.70€, with a total return of 162970.08% (10.97% annualized).

The Inflation Adjusted Capital would be 249.98€, with a net total return of 24898.47% (8.08% annualized).

Loading data
Please wait

Readings that may interest you

Investment Metrics as of Aug 31, 2024

Metrics of SPDR S&P 500 (SPY) to EUR ETF, updated as of 31 August 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:

no fees or capital gain taxes.
dividend reinvestment, when applicable.
for non-EUR assets, the adjustment for actual currency exchange rates.
the actual Euro Inflation rates.

SPDR S&P 500 (SPY) TO EUR ETF

Advanced Metrics

Time Period: 1 August 1953 - 31 August 2024 (~71 years)

Swipe left to see all data

	Metrics as of Aug 31, 2024
	YTD (8M)	1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX (~71Y)
Investment Return (%)	19.05	-0.03	5.20	9.06	25.00	11.86	15.81	14.89	11.12	10.90	10.97
Growth of 1€	1.19	1.00	1.05	1.09	1.25	1.40	2.08	4.01	8.23	22.26	1.6K
Infl. Adjusted Return (%)	16.70	-0.03	5.01	7.19	22.51	6.10	11.58	12.20	8.82	8.66	8.08
Euro Inflation (%)	2.02	0.00	0.18	1.74	2.03	5.43	3.79	2.40	2.11	2.05	2.67
Pending updates, the monthly inflation of Aug 2024 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN Inflation Adjusted: Inflation Adjusted:				Current	1Y	3Y	5Y	10Y	20Y	30Y	MAX
Deepest Drawdown Depth (%)				-0.03	-4.48	-13.22	-18.93	-18.93	-46.82	-60.57	-60.57
Start to Recovery (# months)				1*	3	19	7	7	58	160	160
Start (yyyy mm)					2023 09	2022 01	2020 02	2020 02	2007 06	2000 09	2000 09
Start to Bottom (# months)					2	6	2	2	21	102	102
Bottom (yyyy mm)					2023 10	2022 06	2020 03	2020 03	2009 02	2009 02	2009 02
Bottom to End (# months)					1	13	5	5	37	58	58
End (yyyy mm)					2023 11	2023 07	2020 08	2020 08	2012 03	2013 12	2013 12
Longest Drawdown Depth (%)					same	same	-13.22	-13.22	same	same	same
Start to Recovery (# months)					same	same	19	19	same	same	same
Start (yyyy mm)					2023 09	2022 01	2022 01	2022 01	2007 06	2000 09	2000 09
Start to Bottom (# months)					2	6	6	6	21	102	102
Bottom (yyyy mm)					2023 10	2022 06	2022 06	2022 06	2009 02	2009 02	2009 02
Bottom to End (# months)					1	13	13	13	37	58	58
End (yyyy mm)					2023 11	2023 07	2023 07	2023 07	2012 03	2013 12	2013 12
Longest negative period (# months)					2	22	22	22	76	161	161
Start (yyyy mm)					2024 04	2022 01	2022 01	2022 01	2005 06	2000 09	2000 09
End (yyyy mm)					2024 05	2023 10	2023 10	2023 10	2011 09	2014 01	2014 01
Annualized Return (%)					-0.21	-1.51	-1.51	-1.51	-0.12	-0.06	-0.06
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%)				-0.03	-4.87	-20.40	-20.40	-20.40	-48.32	-67.01	-67.01
Start to Recovery (# months)				1*	3	26	26	26	69	173	173
Start (yyyy mm)					2023 09	2022 01	2022 01	2022 01	2007 06	2000 09	2000 09
Start to Bottom (# months)					2	12	12	12	21	102	102
Bottom (yyyy mm)					2023 10	2022 12	2022 12	2022 12	2009 02	2009 02	2009 02
Bottom to End (# months)					1	14	14	14	48	71	71
End (yyyy mm)					2023 11	2024 02	2024 02	2024 02	2013 02	2015 01	2015 01
Longest Drawdown Depth (%)					same	same	same	same	same	same	same
Start to Recovery (# months)					same	same	same	same	same	same	same
Start (yyyy mm)					2023 09	2022 01	2022 01	2022 01	2007 06	2000 09	2000 09
Start to Bottom (# months)					2	12	12	12	21	102	102
Bottom (yyyy mm)					2023 10	2022 12	2022 12	2022 12	2009 02	2009 02	2009 02
Bottom to End (# months)					1	14	14	14	48	71	71
End (yyyy mm)					2023 11	2024 02	2024 02	2024 02	2013 02	2015 01	2015 01
Longest negative period (# months)					2	27	28	28	86	178	221
Start (yyyy mm)					2024 03	2021 09	2021 07	2021 07	2004 09	1999 07	1961 11
End (yyyy mm)					2024 04	2023 11	2023 10	2023 10	2011 10	2014 04	1980 03
Annualized Return (%)					-6.33	-0.50	-0.87	-0.87	-0.13	-0.03	-0.03
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Standard Deviation (%)					10.79	15.20	16.10	14.75	13.86	15.75	16.12
Sharpe Ratio					1.82	0.56	0.85	0.91	0.70	0.55	0.42
Sortino Ratio					2.37	0.79	1.16	1.23	0.95	0.74	0.57
Ulcer Index					1.68	5.42	5.18	4.61	12.16	24.76	18.58
Ratio: Return / Standard Deviation					2.32	0.78	0.98	1.01	0.80	0.69	0.68
Ratio: Return / Deepest Drawdown					5.59	0.90	0.84	0.79	0.24	0.18	0.18
Positive Months (%)					66.66	58.33	63.33	63.33	62.50	62.22	62.01
Positive Months					8	21	38	76	150	224	529
Negative Months					4	15	22	44	90	136	324
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted:					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Best 10 Years Return (%) - Annualized								14.89	18.54	18.54	25.01
Worst 10 Years Return (%) - Annualized								14.89	7.35	-5.32	-5.32
Best 10 Years Return (%) - Annualized								12.20	17.11	17.11	22.09
Worst 10 Years Return (%) - Annualized								12.20	5.54	-7.20	-7.20
TIMEFRAMES Inflation Adjusted: Inflation Adjusted:		1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX
··· As of Aug 2024 - Over the previous 30Y
Best Rolling Return (%) - Annualized					80.05	42.07	35.22	18.54	11.12	10.90
Worst Rolling Return (%) - Annualized					-39.95	-19.91	-9.42	-5.32	3.95	10.90
Positive Periods (%)					79.3	78.4	73.0	81.3	100.0	100.0
Best Rolling Return (%) - Annualized					77.41	39.68	33.09	17.11	8.82	8.66
Worst Rolling Return (%) - Annualized					-41.34	-21.76	-11.42	-7.20	2.26	8.66
Positive Periods (%)					74.7	76.6	65.7	78.0	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		6.51	10.05	12.50	26.38	45.58	35.15	52.53	0.00
95% CVaR - Conditional Value at Risk (%)		8.40	13.32	17.13	31.46	59.27	44.47	59.53	0.00
99% VaR - Value at Risk (%) - Cumulative		9.61	15.41	20.09	37.59	64.44	53.48	65.84	0.00
99% CVaR - Conditional Value at Risk (%)		11.58	18.83	24.93	39.19	69.75	55.34	67.87	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					71.90	20.93	11.71	5.37	3.35	9.23
Perpetual Withdrawal Rate (%)					---	---	---	---	1.29	8.47
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com
··· All available data (Aug 1953 - Aug 2024)
Best Rolling Return (%) - Annualized					80.05	42.07	35.22	25.01	19.99	14.12
Worst Rolling Return (%) - Annualized					-39.95	-19.91	-9.42	-5.32	3.95	8.39
Positive Periods (%)					74.8	83.9	85.0	92.2	100.0	100.0
Best Rolling Return (%) - Annualized					77.41	39.68	33.09	22.09	16.94	10.37
Worst Rolling Return (%) - Annualized					-41.34	-21.76	-13.53	-7.20	0.78	4.76
Positive Periods (%)					69.7	78.3	77.0	80.9	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		6.68	10.32	12.88	20.56	33.00	23.92	13.11	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		8.61	13.67	17.61	27.46	47.06	35.03	41.37	0.00	0.00
99% VaR - Value at Risk (%) - Cumulative		9.85	15.82	20.64	32.22	59.30	43.06	58.13	0.00	0.00
99% CVaR - Conditional Value at Risk (%)		11.87	19.31	25.59	35.79	64.20	50.64	62.76	0.00	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					71.90	20.93	11.71	5.37	3.35	3.85
Perpetual Withdrawal Rate (%)					---	---	---	---	0.94	3.30
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com

Terms and Definitions

Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
Longest negative period: it's the maximum period for which an overall negative return has been observed.
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 portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio 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 portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

The first official book of

Mastering ETF Investing

Build wealth
with Lazy Portfolios and Passive Investing

Buy now
English book

Buy now
Italian book

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.

SPDR S&P 500 (SPY) TO EUR ETF

Drawdown periods

Drawdown periods - Inflation Adjusted

Time Period: 1 September 1994 - 31 August 2024 (30 Years)

Time Period: 1 August 1953 - 31 August 2024 (~71 years)

Inflation Adjusted:

Chart Table Range

Loading data
Please wait

Swipe left to see all data

Loading data
Please wait

Swipe left to see all data

Loading data
Please wait

Swipe left to see all data

Loading data
Please wait

Swipe left to see all data

Loading data
Please wait

Rolling Returns

For a detailed rolling return analysis, click here
SPDR S&P 500 (SPY) to EUR ETF: Rolling Returns

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.

SPDR S&P 500 (SPY) TO EUR ETF

Annualized Rolling Returns

Annualized Rolling Returns - Inflation Adjusted

Time Period: 1 September 1994 - 31 August 2024 (30 Years)

Time Period: 1 August 1953 - 31 August 2024 (~71 years)

Inflation Adjusted:

Return Chart Capital Chart Table

Loading data
Please wait

Seasonality

In which months is it better to invest in SPDR S&P 500 (SPY) to EUR ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from August 1953 to August 2024.

Swipe left to see all data

Loading data
Please wait

Swipe left to see all data

Loading data
Please wait

Swipe left to see all data

Loading data
Please wait

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

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the SPDR S&P 500 (SPY) to EUR ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

SPDR S&P 500 (SPY) TO EUR ETF

Monthly Returns Distribution

Time Period: 1 September 1994 - 31 August 2024 (30 Years)

Time Period: 1 August 1953 - 31 August 2024 (~71 years)

224 Positive Months (62%) - 136 Negative Months (38%)

529 Positive Months (62%) - 324 Negative Months (38%)

Loading data
Please wait

Swipe left to see all data

(Scroll down to see all data)

Loading data
Please wait

Methodology

Returns, up to December 1993, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

For non-EUR assets, returns are calculated based on the performance of the original asset, adjusted for actual currency exchange rates.

The first official book of

Mastering ETF Investing

Build wealth
with Lazy Portfolios and Passive Investing

Buy now
English book

Buy now
Italian book