SPY (SPDR S&P 500 ETF) — over the past 10 years it returned about 14.4% annualized on a total-return basis, yields roughly 1.00%, and had a worst drawdown near -33.7%. Here is the full picture — and you can backtest it yourself for free.
$10,000, 10 years on
A $10,000 investment 10 years ago, dividends reinvested, would be worth about $43,916 today.
Sortino
1.04
Volatility
17.6%
$10k → today
$43,916
Dividend history
| Year | Dividend / share | YoY growth |
|---|---|---|
| 2020 | $5.69 | — |
| 2021 | $5.71 | 0.4% |
| 2022 | $6.32 | 10.6% |
| 2023 | $6.63 | 5.0% |
| 2024 | $7.07 | 6.5% |
| 2025 | $7.28 | 3.0% |
Risk & return vs the S&P 500
| Metric | SPY | SPY |
|---|---|---|
| CAGR | 14.4% | 14.4% |
| Volatility | 17.6% | 17.6% |
| Sharpe | 0.85 | 0.85 |
| Sortino | 1.04 | 1.04 |
| Max drawdown | -33.7% | -33.7% |
| Dividend yield | 1.00% | 1.00% |