Equity, Bond Real Returns and Risk Premiums 1900-2019

Real (inflation-adjusted) equity and bond returns in selected markets, 1900–2019

Real annualized equity returns (%) in local currency and US dollars, 1900–2019

Worldwide annualized equity risk premium (%) relative to bills and bonds, 1900–2019

Source: Credit Suisse Global Investment Returns Yearbook 2020

 

You may find real returns by decade here.