SPDR SSgA Multi-Asset Real Return ETF (RLY) Performance
RLY total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +20.2% since Dec 31, 2025
- 1 year
- +23.3% total return
- 5 years
- +10.2% a year
- 10 years
- +8.6% a year
- Since first price
- +4.9% a year since 2012
RLY trailing returns vs AGG, TLT, SPY
| Period | RLY total return | Price only | U.S. bonds (AGG) | 20+ yr Treasuries (TLT) | S&P 500 (SPY) |
|---|---|---|---|---|---|
| 1 month | +1.0% | +0.8% | +0.9% | +1.5% | −1.0% |
| 3 months | +3.5% | +3.3% | −0.4% | −1.0% | +3.2% |
| 6 months | +3.3% | +2.2% | −1.5% | −3.8% | +7.8% |
| YTD | +20.2% | +18.9% | −1.0% | −3.4% | +12.3% |
| 1 year | +23.3% | +19.4% | −1.1% | −6.9% | +14.4% |
| 3 years | +56.6%+16.1%/yr | +42.2% | +16.6%+5.2%/yr | +9.7%+3.1%/yr | +87.4%+23.3%/yr |
| 5 years | +62.5%+10.2%/yr | +23.7% | −0.8%−0.2%/yr | −32.5%−7.6%/yr | +79.3%+12.4%/yr |
| 10 years | +128.9%+8.6%/yr | +53.7% | +14.0%+1.3%/yr | −18.7%−2.0%/yr | +315.9%+15.3%/yr |
| Since inceptionApr 26, 2012 | +101.0%+4.9%/yr | +23.9% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: RLY vs AGG
From Apr 26, 2012: RLY grew to $20,105, AGG to $12,874.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
RLY returns by calendar year
8 of 13 full years positive. Best 2021 (+22.8%), worst 2015 (−15.1%). 2026 is year to date.
RLY annual returns table
| Year | RLY | Largest drop | AGG | TLT | SPY |
|---|---|---|---|---|---|
| 2026YTD | +20.2% | −7.5% | −1.0% | −3.4% | +12.3% |
| 2025 | +20.3% | −9.9% | +7.2% | +4.3% | +17.7% |
| 2024 | +2.5% | −7.6% | +1.3% | −8.1% | +24.9% |
| 2023 | +2.6% | −10.6% | +5.7% | +2.8% | +26.2% |
| 2022 | +7.9% | −18.9% | −13.0% | −31.2% | −18.2% |
| 2021 | +22.8% | −7.1% | −1.8% | −4.6% | +28.7% |
| 2020 | −0.6% | −33.2% | +7.5% | +18.2% | +18.3% |
| 2019 | +15.6% | −5.2% | +8.5% | +14.1% | +31.2% |
| 2018 | −11.7% | −16.8% | +0.1% | −1.6% | −4.6% |
| 2017 | +10.4% | −4.9% | +3.6% | +9.2% | +21.7% |
| 2016 | +12.0% | −7.1% | +2.4% | +1.2% | +12.0% |
| 2015 | −15.1% | −18.9% | +0.5% | −1.8% | +1.2% |
| 2014 | −6.8% | −15.5% | +6.0% | +27.3% | +13.5% |
| 2013 | −3.1% | −12.5% | −2.0% | −13.4% | +32.3% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
RLY largest drawdowns
Now 1.8% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jul 3, 2014 | −37.7% | Mar 18, 2020 | Feb 23, 2021 | 5.7 years | 6.6 years |
| Jun 7, 2022 | −18.9% | Sep 26, 2022 | Oct 1, 2024 | 4 months | 2.3 years |
| Sep 14, 2012 | −12.5% | Jun 24, 2013 | May 14, 2014 | 9 months | 1.7 years |
| Oct 7, 2024 | −10.1% | Apr 8, 2025 | May 20, 2025 | 6 months | 7 months |
| May 1, 2012 | −9.2% | Jun 4, 2012 | Sep 6, 2012 | 34 days | 4 months |
| Apr 18, 2022 | −8.5% | May 10, 2022 | Jun 7, 2022 | 22 days | 50 days |
Declines from a closing high (distributions reinvested) of 5% or more. Underwater = time from the peak until the old high was regained.
RLY risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2012 |
|---|---|---|---|---|
| Annualized return | +13.9% | +10.7% | +8.2% | +4.7% |
| Volatility (annualized) | 10.3% | 13.3% | 13.3% | 12.5% |
| Sharpe ratio | 0.90 | 0.56 | 0.49 | 0.31 |
| Sortino ratio | 1.56 | 0.84 | 0.70 | 0.44 |
| Best month | +7.8% | +7.8% | +10.6% | +10.6% |
| Worst month | −4.6% | −9.7% | −15.5% | −15.5% |
| Best 12 months | +37.8% | +37.8% | +43.3% | +43.3% |
| Worst 12 months | +2.5% | −12.6% | −21.0% | −21.1% |
| Positive months | 72% | 67% | 66% | 61% |
| Beta vs S&P 500 | 0.25 | 0.49 | 0.61 | — |
| Correlation with S&P 500 | 0.30 | 0.57 | 0.70 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
RLY rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 163 | −21.1% | +3.9% | +43.3% | 64% |
| 3-year (a year) | 139 | −9.9% | +4.1% | +20.6% | 70% |
| 5-year (a year) | 115 | −3.8% | +6.0% | +14.1% | 73% |
| 10-year (a year) | 55 | +1.6% | +3.5% | +9.4% | 100% |
Every holding period starting at a month-end since 2012. Returns for 3 years and longer are annualized.
RLY performance overview
SPDR SSgA Multi-Asset Real Return ETF (RLY) returned +23.3% over the past year and +8.6% a year over ten years, with distributions reinvested. Since its first recorded price in 2012 it has returned +4.9% a year, turning $10,000 into about $20,105. Over the same year U.S. bonds (AGG) returned −1.1%.
The deepest decline was −37.7%, from Jul 3, 2014 to Mar 18, 2020, and it took 11 months to get back to the old high. RLY finished 8 of its 13 full calendar years with a gain; the best year was 2021 (+22.8%) and the worst 2015 (−15.1%). Volatility has been 12.5% a year.
Related: RLY chart, RLY holdings, RLY dividends, RLY bond profile. See the RLY overview for the latest quote and fund facts.
RLY performance FAQ
What is the RLY return over the past year?
RLY returned +23.3% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 19.4%.
What is the average annual return of RLY?
RLY has returned +10.2% a year over 5 years, +8.6% a year over 10 years, +4.9% a year since April 26, 2012 (total return, distributions reinvested).
How much would $10,000 invested in RLY be worth?
$10,000 invested in RLY at its first recorded close on April 26, 2012 would be worth about $20,105 on October 23, 2026 with distributions reinvested.
What was the worst year for RLY?
The worst calendar year was 2015, with a total return of −15.1%. The best was 2021 at +22.8%.
What is the biggest drawdown of RLY?
The largest peak-to-trough decline was −37.7% between July 3, 2014 and March 18, 2020. It recovered to the old high on February 23, 2021, 11 months after the bottom.
How volatile is RLY?
Over the past 3 years RLY had an annualized volatility of 10.3% and a Sharpe ratio of 0.90 (excess return over 1–3 month T-bills per unit of risk).