S&P 500® index: historical returns since 1927 (in British Pounds)

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

Backtest results
Summary
Performance
Annual returns
Drawdowns
Rolling returns
Risk metrics

In the last 99 years, the S&P 500® (in GBP) had a compound annual growth rate of 15,59%, a standard deviation of 19,42%, a Sharpe ratio of 0,72, and a maximum drawdown of -84,10%. £10.000 invested in 1927 would be worth about £270.177.894 today.

Annual rate of return 15,59%
Standard deviation 19,42%
Sharpe ratio 0,72
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 15,59% in GBP. Past performance is not indicative of future results.

How much would £10.000 invested in 1927 be worth today?

£10.000 invested in the S&P 500® in 1927 would be worth approximately £270.177.894 today (GBP), 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+9,17%
1 Year+18,75%
3 Years+17,43%
5 Years+13,06%
10 Years+14,65%
Max+10,91%
HICP rates used (GBP, Dec/Dec): 2024: 3,27% | 2023: 6,79% | 2022: 7,92% | 2021: 2,52% | 2020: 0,99% | 2019: 1,74% | 2018: 2,29% | 2017: 2,56% | 2016: 1,01% | 2015: 0,37% | 2014: 1,45% | 2013: 2,29% | 2012: 2,57% | 2011: 3,86% | 2010: 2,49% | 2009: 1,96% | 2008: 3,52% | 2007: 2,39% | 2006: 2,46% | 2005: 2,09% | 2004: 1,39% | 2003: 1,38% | 2002: 1,52% | 2001: 1,53% | 2000: 1,18% | 1999: 1,75% | 1998: 1,82% | 1997: 2,20% | 1996: 2,85% | 1995: 2,70% | 1994: 2,22% | 1993: 2,56% | 1992: 4,59% | 1991: 7,46% | 1990: 8,06% | 1989: 5,76% | 1988: 4,16% | 1987: 4,15% | 1986: 3,43% | 1985: 6,07% | 1984: 4,96% | 1983: 4,61% | 1982: 8,60% | 1981: 11,88% | 1980: 17,97% | 1979: 13,42% | 1978: 8,26% | 1977: 15,84% | 1976: 16,56% | 1975: 24,21% | 1974: 16,04% | 1973: 9,20% | 1972: 7,07%

Annual Returns Table

Year Nominal Return (%) Real Return (%) Cumulative Return (%) Annualised Return to Date (%)
2026 +9,17% N/A +2.701.226,74% +10,91%
2025 +9,68% N/A +2.474.322,22% +10,87%
2024 +26,87% +22,85% +2.255.937,77% +10,89%
2023 +19,44% +11,84% +1.778.127,92% +10,73%
2022 -8,22% -14,96% +1.488.704,36% +10,64%
2021 +30,33% +27,13% +1.622.044,65% +10,86%
2020 +14,54% +13,42% +1.244.544,09% +10,67%
2019 +27,46% +25,28% +1.086.545,79% +10,63%
2018 +0,97% -1,29% +852.438,67% +10,46%
2017 +10,96% +8,19% +844.248,49% +10,57%
2016 +34,89% +33,54% +760.848,53% +10,56%
2015 +6,54% +6,15% +564.025,24% +10,31%
2014 +20,65% +18,92% +529.396,19% +10,36%
2013 +29,39% +26,49% +438.769,61% +10,24%
2012 +11,15% +8,36% +339.083,56% +10,04%
2011 +2,33% -1,47% +305.058,40% +10,02%
2010 +20,23% +17,31% +298.110,11% +10,12%
2009 +13,91% +11,72% +247.933,03% +10,00%
2008 -13,44% -16,38% +217.644,73% +9,95%
2007 +3,07% +0,67% +251.453,53% +10,28%
2006 +1,63% -0,81% +243.960,86% +10,38%
2005 +17,74% +15,33% +240.046,47% +10,49%
2004 +2,85% +1,44% +203.863,37% +10,40%
2003 +15,77% +14,20% +198.211,49% +10,51%
2002 -30,02% -31,07% +171.197,82% +10,44%
2001 -9,29% -10,66% +244.681,12% +11,12%
2000 -1,49% -2,64% +269.750,20% +11,43%
1999 +24,05% +21,91% +273.831,78% +11,62%
1998 +27,10% +24,83% +220.723,69% +11,45%
1997 +27,10% +24,36% +173.640,12% +11,25%
1996 +24,38% +20,93% +136.595,61% +11,03%
1995 +33,42% +29,92% +109.801,60% +10,85%
1994 -0,70% -2,86% +82.272,66% +10,54%
1993 +28,81% +25,60% +82.853,33% +10,72%
1992 +8,14% +3,39% +64.299,76% +10,46%
1991 +31,35% +22,23% +59.452,21% +10,50%
1990 -10,71% -17,37% +45.238,57% +10,20%
1989 +43,16% +35,36% +50.676,76% +10,57%
1988 +7,78% +3,48% +35.368,54% +10,10%
1987 -10,39% -13,96% +32.808,27% +10,14%
1986 +8,66% +5,06% +36.623,89% +10,53%
1985 +36,15% +28,36% +33.697,06% +10,56%
1984 +19,34% +13,70% +24.723,40% +10,16%
1983 +41,95% +35,70% +20.700,57% +10,00%
1982 +37,12% +26,26% +14.553,45% +9,49%
1981 +12,76% +0,79% +10.586,59% +9,04%
1980 +18,68% +0,61% +9.377,29% +8,97%
1979 +6,98% -5,68% +7.885,58% +8,79%
1978 -1,92% -9,41% +7.364,55% +8,82%
1977 -3,48% -16,68% +7.510,68% +9,05%
1976 +50,83% +29,40% +7.785,08% +9,32%
1975 +45,88% +17,45% +5.127,79% +8,59%
1974 -22,55% -33,26% +3.483,63% +7,91%
1973 -15,24% -22,38% +4.527,02% +8,69%
1972 +21,88% +13,83% +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 0,72 Risk-adjusted return relative to risk-free rate
Sortino Ratio 0,88 Like Sharpe but only penalises downside volatility
Calmar Ratio 0,19 Annualised return divided by max drawdown
Standard Deviation 19,42% Total volatility (annualised)
Downside Deviation 15,37% Annualised downside volatility
VaR 95% (Monthly) -6,41% 5th percentile of monthly returns
Max. Drawdown -84,10% Largest peak-to-trough decline
Total Return 2.701.678,94% Cumulative return over full period

Data last updated:

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