Performance analysis of RLY (STATE STREET(R) MULTI-ASSET REAL RETURN ETF)
Annual Return
Over the past 3 years, RLY has had an average annual return of +12.35%, underperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, RLY has had an average annual return of +10.57%, underperforming the benchmark SPY, which returned +12.55% annual.
Over the past 10 years, RLY has had an average annual return of +8.02%, underperforming the benchmark SPY, which returned +14.95% annual.
Since Apr 26, 2012, RLY has had an average annual return of +4.62%, underperforming the benchmark SPY, which returned +14.40% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +13.93% | +20.28% | +2.54% | +2.56% | +7.82% | +22.85% | -0.62% | +15.63% | -11.71% | +10.40% | +12.01% | -15.05% |
| 2014 | 2013 | 2012 | |||||||||
| -6.76% | -3.07% | +3.50% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +7.76% | +6.58% | +0.18% | +2.60% | -1.59% | -4.64% | +2.84% | +13.93% | |||||
| 2025 | +2.83% | +0.55% | +2.15% | -2.49% | +2.66% | +2.71% | +0.60% | +3.84% | +1.94% | +0.39% | +2.58% | +0.99% | +20.28% |
| 2024 | -2.61% | +0.11% | +5.43% | -0.23% | +2.89% | -2.49% | +1.63% | +0.82% | +1.79% | -1.25% | +1.41% | -4.58% | +2.54% |
| 2023 | +4.65% | -4.47% | +0.56% | +0.66% | -6.63% | +3.88% | +5.19% | -2.46% | -1.09% | -2.68% | +3.81% | +1.93% | +2.56% |
| 2022 | +3.04% | +3.95% | +6.91% | -1.65% | +3.50% | -9.74% | +3% | -1.29% | -8.50% | +7.22% | +5.79% | -2.88% | +7.82% |
| 2021 | +0.33% | +6.04% | +1.73% | +4.38% | +3.67% | -0.21% | +0.88% | -0.45% | -0.06% | +4.89% | -4.88% | +4.98% | +22.85% |
| 2020 | -3.78% | -7.03% | -15.56% | +5.65% | +3.81% | +2.17% | +3.42% | +2.87% | -3.31% | -2.02% | +10.63% | +5.30% | -0.62% |
| 2019 | +8.14% | +1.26% | +1.04% | +0.60% | -4.04% | +5.13% | -1.19% | -1.96% | +1.63% | +1.09% | +0.17% | +3.30% | +15.63% |
| 2018 | +2.69% | -4.98% | +0.76% | +3.17% | +1.26% | -0.97% | +0.15% | -1.57% | +1.13% | -5.48% | -3.32% | -4.72% | -11.71% |
| 2017 | +1.31% | +0.18% | -0.82% | -1.11% | +0.03% | -0.41% | +3.33% | +0.12% | +1.50% | +1.27% | +1.07% | +3.57% | +10.40% |
Drawdown analysis of RLY (STATE STREET(R) MULTI-ASSET REAL RETURN ETF)
The maximum drawdown for the RLY was -37.74%, occurring on Mar 18, 2020. Recovery took 236 trading sessions.
The current RLY drawdown is -4.29%.
Since Apr 26, 2012 RLY has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.74% | Jul 2, 2014 | 1437 | Mar 18, 2020 | 236 | Feb 24, 2021 | 1673 |
| -18.95% | Jun 7, 2022 | 76 | Sep 26, 2022 | 506 | Oct 1, 2024 | 582 |
| -12.53% | Sep 14, 2012 | 192 | Jun 24, 2013 | 224 | May 14, 2014 | 416 |
| -10.07% | Oct 7, 2024 | 125 | Apr 8, 2025 | 29 | May 20, 2025 | 154 |
| -9.24% | May 1, 2012 | 23 | Jun 4, 2012 | 67 | Sep 7, 2012 | 90 |
| -8.50% | Apr 18, 2022 | 16 | May 10, 2022 | 19 | Jun 7, 2022 | 35 |
| -7.55% | May 12, 2026 | 34 | Jul 1, 2026 | Ongoing | Ongoing | Ongoing |
| -7.10% | Oct 20, 2021 | 29 | Dec 1, 2021 | 26 | Jan 7, 2022 | 55 |
| -6.47% | Jun 11, 2021 | 25 | Jul 19, 2021 | 55 | Oct 5, 2021 | 80 |
| -4.38% | Mar 11, 2021 | 8 | Mar 23, 2021 | 16 | Apr 15, 2021 | 24 |
| -4.08% | Mar 8, 2022 | 5 | Mar 15, 2022 | 4 | Mar 21, 2022 | 9 |
| -3.71% | Jan 29, 2026 | 2 | Feb 2, 2026 | 5 | Feb 9, 2026 | 7 |
| -3.22% | Feb 24, 2021 | 2 | Feb 26, 2021 | 8 | Mar 10, 2021 | 10 |
| -3.22% | Mar 2, 2026 | 15 | Mar 23, 2026 | 8 | Apr 2, 2026 | 23 |
| -2.87% | Nov 12, 2025 | 6 | Nov 20, 2025 | 5 | Nov 28, 2025 | 11 |
| -2.47% | Jul 23, 2025 | 7 | Aug 1, 2025 | 15 | Aug 22, 2025 | 22 |
| -2.33% | Oct 20, 2025 | 11 | Nov 4, 2025 | 5 | Nov 11, 2025 | 16 |
| -2.29% | Jan 14, 2022 | 5 | Jan 24, 2022 | 7 | Feb 2, 2022 | 12 |
| -2.16% | May 7, 2021 | 9 | May 20, 2021 | 7 | Jun 1, 2021 | 16 |
| -1.96% | Oct 8, 2025 | 2 | Oct 10, 2025 | 3 | Oct 15, 2025 | 5 |
| -1.82% | Jun 18, 2025 | 4 | Jun 25, 2025 | 5 | Jul 2, 2025 | 9 |
| -1.73% | Mar 25, 2022 | 1 | Mar 28, 2022 | 11 | Apr 12, 2022 | 12 |
| -1.70% | Dec 11, 2025 | 3 | Dec 16, 2025 | 4 | Dec 22, 2025 | 7 |
| -1.48% | May 5, 2026 | 2 | May 7, 2026 | 2 | May 11, 2026 | 4 |
| -1.39% | Feb 11, 2026 | 1 | Feb 12, 2026 | 5 | Feb 20, 2026 | 6 |