S&P 500® index: historical returns since 1927 (in Swiss Francs)

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From 30-12-1927 to 23-07-2026 · Index data, in CHF

Backtest results
Summary
Performance
Annual returns
Drawdowns
Rolling returns
Risk metrics

In the last 99 years, the S&P 500® (in CHF) had a compound annual growth rate of 12,03%, a standard deviation of 20,15%, a Sharpe ratio of 0,50, and a maximum drawdown of -84,10%. CHF10.000 invested in 1927 would be worth about CHF29.930.277 today.

Annual rate of return 12,03%
Standard deviation 20,15%
Sharpe ratio 0,50
Max. drawdown -84,10%

ETFs tracking the S&P 500®

Name Ticker Exchange ISIN Backtest
Amundi Core S&P 500 Swap UCITS ETF Acc SP5C LSE LU1135865084 View backtest →
Amundi Core S&P 500 Swap UCITS ETF EUR Dist LYPS XETRA LU0496786574 View backtest →
Amundi Core S&P 500 Swap UCITS ETF USD Dist 6TVM F LU0496786657 View backtest →
Amundi Core S&P 500 UCITS ETF UCITS ETF Acc CSP5 XETRA IE000UBAW7M3 View backtest →
Amundi PEA S&P 500 UCITS ETF Acc PSP5 PA FR0011871128 View backtest →
Amundi S&P 500 Swap UCITS ETF EUR Acc AUM5 F LU1681048804 View backtest →
Amundi S&P 500 Swap UCITS ETF USD Acc 500USD SW LU1681049018 View backtest →
Amundi S&P 500 Swap UCITS ETF USD Dist 500D LSE LU2391437253 View backtest →
BNP Paribas Easy S&P 500 II UCITS ETF EUR (Acc) EDED XETRA LU2993390769 View backtest →
BNP Paribas Easy S&P 500 UCITS ETF ESDD SW FR0011550680 View backtest →
BNP Paribas Easy S&P 500 UCITS ETF EUR ESEE F FR0011550185 View backtest →
BNP Paribas Easy S&P 500 UCITS ETF USD (Acc) ESD SW FR0011550177 View backtest →
Deka S&P 500 UCITS ETF D6RI XETRA DE000ETFL631 View backtest →
HSBC S&P 500 UCITS ETF USD HSPD LSE IE00B5KQNG97 View backtest →
HSBC S&P 500 UCITS ETF USD (Acc) HSPA LSE IE000JZ473P7 View backtest →
Invesco S&P 500 UCITS ETF Acc SPXS LSE IE00B3YCGJ38 View backtest →
Invesco S&P 500 UCITS ETF Dist D500 F IE00BYML9W36 View backtest →
iShares Core S&P 500 UCITS ETF USD (Acc) CSPX LSE IE00B5BMR087 View backtest →
iShares Core S&P 500 UCITS ETF USD (Dist) IDUS LSE IE0031442068 View backtest →
iShares S&P 500 Swap PEA UCITS ETF EUR (Acc) SPEA PA IE000DQLYVB9 View backtest →
iShares S&P 500 Swap UCITS ETF USD (Acc) I500 LSE IE00BMTX1Y45 View backtest →
iShares S&P 500 Swap UCITS ETF USD (Dist) I50D AS IE000D3BWBR2 View backtest →
Ossiam S&P 500 UCITS ETF 1C (EUR) 0USE XETRA LU2997383372 View backtest →
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) SPYL XETRA IE000XZSV718 View backtest →
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Dist) SPX5 LSE IE00B6YX5C33 View backtest →
UBS Core S&P 500 UCITS ETF USD acc BCFT XETRA IE00BD4TXW66 View backtest →
UBS Core S&P 500 UCITS ETF USD dis UBU9 F IE00B7K93397 View backtest →
UBS S&P 500 SF UCITS ETF USD acc S5USAS SW IE00B4JY5R22 View backtest →
Vanguard S&P 500 UCITS ETF (USD) Accumulating VUAA LSE IE00BFMXXD54 View backtest →
Vanguard S&P 500 UCITS ETF (USD) Distributing VUSA LSE IE00B3XXRP09 View backtest →
WisdomTree S&P 500 WSPX MI XS2427355958 View backtest →
Xtrackers S&P 500 Swap II UCITS ETF 1D XISP XETRA IE000FO05UG4 View backtest →
Xtrackers S&P 500 Swap UCITS ETF 1C D5BM F LU0490618542 View backtest →
Xtrackers S&P 500 Swap UCITS ETF 1D XSXD LSE LU2009147757 View backtest →
Xtrackers S&P 500 UCITS ETF 4C XDPP LSE IE000Z9SJA06 View backtest →
Xtrackers S&P 500 UCITS ETF 4D X5SP XETRA IE000UP2BIZ9 View backtest →

Compare with other indices

S&P 500 → FTSE All-World → Nasdaq-100 → MSCI Emerging Markets → View all indices →

Frequently Asked Questions

What is the average annual return of the S&P 500®?

Based on data since 1927, the S&P 500® had a compound annual growth rate (CAGR) of 12,03% in CHF. Past performance is not indicative of future results.

How much would CHF10.000 invested in 1927 be worth today?

CHF10.000 invested in the S&P 500® in 1927 would be worth approximately CHF29.930.277 today (CHF), assuming index returns with no dividends reinvested unless stated.

What is the maximum drawdown of the S&P 500®?

The maximum drawdown of the S&P 500® since 1927 was -84,10%. This is the largest peak-to-trough decline over the full period.

Returns
Scale
Display

Returns by Period

PeriodReturn
YTD+8,08%
1 Year+16,85%
3 Years+15,48%
5 Years+9,03%
10 Years+12,38%
Max+8,46%
HICP rates used (CHF, Dec/Dec): 2024: 1,06% | 2023: 2,14% | 2022: 2,84% | 2021: 0,58% | 2020: -0,73% | 2019: 0,36% | 2018: 0,94% | 2017: 0,53% | 2016: -0,43% | 2015: -1,14% | 2014: -0,01% | 2013: -0,22% | 2012: -0,69% | 2011: 0,23% | 2010: 0,69% | 2009: -0,48% | 2008: 2,43% | 2007: 0,73% | 2006: 1,06% | 2005: 1,17% | 2004: 0,80% | 2003: 0,64% | 2002: 0,64% | 2001: 0,99% | 2000: 1,56% | 1999: 0,81% | 1998: 0,02% | 1997: 0,52% | 1996: 0,81% | 1995: 1,80% | 1994: 0,85% | 1993: 3,29% | 1992: 4,04% | 1991: 5,86% | 1990: 5,40% | 1989: 3,16% | 1988: 1,87% | 1987: 1,44% | 1986: 0,75% | 1985: 3,44% | 1984: 2,93% | 1983: 2,95% | 1982: 5,66% | 1981: 6,49% | 1980: 4,02% | 1979: 3,65% | 1978: 1,03% | 1977: 1,30% | 1976: 1,72% | 1975: 6,70% | 1974: 9,77% | 1973: 8,75% | 1972: 6,66%

Annual Returns Table

Year Nominal Return (%) Real Return (%) Cumulative Return (%) Annualised Return to Date (%)
2026 +8,08% N/A +299.246,41% +8,46%
2025 +3,14% N/A +276.867,44% +8,42%
2024 +35,16% +33,74% +268.435,43% +8,48%
2023 +14,63% +12,23% +198.579,66% +8,23%
2022 -17,12% -19,40% +173.222,57% +8,17%
2021 +33,36% +32,59% +209.024,72% +8,47%
2020 +7,87% +8,66% +156.712,18% +8,23%
2019 +29,08% +28,61% +145.271,44% +8,24%
2018 -3,56% -4,45% +112.521,20% +8,03%
2017 +16,68% +16,06% +116.678,51% +8,16%
2016 +14,61% +15,11% +99.984,43% +8,07%
2015 +1,88% +3,06% +87.226,09% +8,00%
2014 +26,49% +26,51% +85.614,65% +8,07%
2013 +28,80% +29,08% +67.663,98% +7,87%
2012 +12,97% +13,76% +52.511,78% +7,65%
2011 +2,52% +2,28% +46.471,46% +7,59%
2010 +4,56% +3,85% +45.326,71% +7,65%
2009 +22,06% +22,65% +43.345,59% +7,69%
2008 -40,19% -41,61% +35.493,64% +7,52%
2007 -2,82% -3,53% +59.411,18% +8,31%
2006 +7,18% +6,06% +61.138,09% +8,46%
2005 +22,09% +20,68% +57.035,75% +8,48%
2004 +1,82% +1,01% +46.698,06% +8,31%
2003 +14,61% +13,88% +45.861,56% +8,40%
2002 -35,88% -36,29% +40.002,57% +8,32%
2001 -9,43% -10,32% +62.443,00% +9,09%
2000 -6,87% -8,30% +68.954,87% +9,37%
1999 +33,40% +32,33% +74.048,90% +9,61%
1998 +28,45% +28,43% +55.483,88% +9,31%
1997 +56,59% +55,78% +43.172,78% +9,06%
1996 +28,53% +27,50% +27.534,45% +8,49%
1995 +18,94% +16,84% +21.400,39% +8,22%
1994 -6,22% -7,01% +17.976,67% +8,07%
1993 +15,67% +11,98% +19.175,61% +8,30%
1992 +5,54% +1,44% +16.564,31% +8,19%
1991 +34,68% +27,23% +15.689,57% +8,23%
1990 -17,72% -21,94% +11.623,77% +7,86%
1989 +47,22% +42,72% +14.148,62% +8,33%
1988 +15,12% +13,00% +9.578,46% +7,78%
1987 -17,19% -18,37% +8.307,28% +7,67%
1986 -9,13% -9,81% +10.052,49% +8,15%
1985 +37,36% +32,80% +11.072,54% +8,47%
1984 +17,22% +13,88% +8.033,77% +8,02%
1983 +27,35% +23,70% +6.838,89% +7,86%
1982 +23,21% +16,62% +5.348,68% +7,54%
1981 +14,29% +7,32% +4.322,27% +7,27%
1980 +31,25% +26,17% +3.769,34% +7,14%
1979 +9,88% +6,01% +2.848,07% +6,72%
1978 -19,79% -20,61% +2.582,99% +6,66%
1977 -9,91% -11,06% +3.244,96% +7,27%
1976 +18,64% +16,64% +3.612,90% +7,65%
1975 +19,60% +12,09% +3.029,56% +7,44%
1974 -30,43% -36,62% +2.516,68% +7,19%
1973 -31,10% -36,65% +3.661,23% +8,20%
1972 +21,88% +14,27% +5.358,96% +9,29%
1971 +13,65% N/A +4.378,97% +9,02%
1970 +2,69% N/A +3.841,02% +8,92%
1969 -11,67% N/A +3.737,78% +9,07%
1968 +15,20% N/A +4.244,82% +9,63%
1967 +20,94% N/A +3.671,55% +9,50%
1966 -8,33% N/A +3.018,53% +9,22%
1965 +12,54% N/A +3.301,91% +9,72%
1964 +16,58% N/A +2.922,84% +9,65%
1963 +22,19% N/A +2.492,93% +9,46%
1962 -9,72% N/A +2.022,05% +9,12%
1961 +30,09% N/A +2.250,52% +9,73%
1960 -0,43% N/A +1.706,84% +9,16%
1959 +13,92% N/A +1.714,65% +9,48%
1958 +37,78% N/A +1.492,91% +9,34%
1957 -9,66% N/A +1.056,13% +8,50%
1956 +6,31% N/A +1.179,75% +9,19%
1955 +34,95% N/A +1.103,79% +9,29%
1954 +48,06% N/A +792,03% +8,44%
1953 +0,99% N/A +502,48% +7,15%
1952 +17,92% N/A +496,57% +7,40%
1951 +26,80% N/A +405,91% +6,99%
1950 +27,87% N/A +298,98% +6,20%
1949 +16,47% N/A +212,02% +5,31%
1948 +6,87% N/A +167,90% +4,80%
1947 +4,48% N/A +150,68% +4,70%
1946 -9,09% N/A +139,93% +4,71%
1945 +38,14% N/A +163,92% +5,54%
1944 +20,01% N/A +91,05% +3,88%
1943 +27,01% N/A +59,20% +2,95%
1942 +17,16% N/A +25,34% +1,52%
1941 -10,75% N/A +6,98% +0,48%
1940 -9,67% N/A +19,87% +1,40%
1939 +2,02% N/A +32,70% +2,39%
1938 +22,48% N/A +30,07% +2,42%
1937 -31,93% N/A +6,20% +0,60%
1936 +35,75% N/A +56,02% +5,06%
1935 +47,02% N/A +14,93% +1,75%
1934 -2,80% N/A -21,83% -3,46%
1933 +54,43% N/A -19,58% -3,56%
1932 -11,05% N/A -47,92% -12,22%
1931 -41,77% N/A -41,45% -12,52%
1930 -24,01% N/A +0,55% +0,18%
1929 -4,21% N/A +32,31% +15,00%
1928 +38,13% N/A +38,13% +37,92%
1927 +0,00% N/A +0,00% +0,00%

Key metrics

MetricValue

Top Drawdowns

RankStart dateBottom dateRecovery date Depth (%)Duration (days)Decline (days)Recovery (days)

Rolling Returns Summary

Metric1 Year3 Years5 Years10 Years

Risk Metrics

MetricValueDescription
Sharpe Ratio 0,50 Risk-adjusted return relative to risk-free rate
Sortino Ratio 0,58 Like Sharpe but only penalises downside volatility
Calmar Ratio 0,14 Annualised return divided by max drawdown
Standard Deviation 20,15% Total volatility (annualised)
Downside Deviation 17,20% Annualised downside volatility
VaR 95% (Monthly) -8,09% 5th percentile of monthly returns
Max. Drawdown -84,10% Largest peak-to-trough decline
Total Return 299.202,77% Cumulative return over full period

Data last updated:

Past performance is not indicative of future results. Figures are index returns. For informational purposes only.