Consolidated Returns as of 31 March 2024
Holding the Energy Select Sector SPDR Fund (XLE) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~39 years), the longest period with a negative return lasted 188 months (from March 2005 to October 2020).
This means that every rolling period of 189 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Energy Select Sector SPDR Fund (XLE) ETF: Historical Returns page.
Previous vs subsequent Returns
Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?
In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.
Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area
The annualized return of the last 10 years has been 4.65% (updated at Mar 31, 2024).
Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.42% |
+109.61%
Nov 2020 - Oct 2021 |
-52.34%
Apr 2019 - Mar 2020 |
30.43%
140 out of 460 |
US Inflation Adjusted | +9.16% |
+97.34%
Nov 2020 - Oct 2021 |
-53.06%
Apr 2019 - Mar 2020 |
35.87%
165 out of 460 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.66% |
+85.17%
Nov 2020 - Oct 2022 |
-32.97%
Oct 2018 - Sep 2020 |
26.34%
118 out of 448 |
US Inflation Adjusted | +7.48% |
+73.09%
Nov 2020 - Oct 2022 |
-33.98%
Oct 2018 - Sep 2020 |
33.71%
151 out of 448 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.06% |
+50.75%
Oct 2020 - Sep 2023 |
-21.66%
Apr 2017 - Mar 2020 |
24.31%
106 out of 436 |
US Inflation Adjusted | +6.22% |
+42.57%
Oct 2020 - Sep 2023 |
-23.13%
Apr 2017 - Mar 2020 |
30.28%
132 out of 436 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.64% |
+40.22%
Apr 2020 - Mar 2024 |
-15.73%
Nov 2016 - Oct 2020 |
21.23%
90 out of 424 |
US Inflation Adjusted | +5.37% |
+33.71%
Apr 2020 - Mar 2024 |
-17.27%
Nov 2016 - Oct 2020 |
28.77%
122 out of 424 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.92% |
+31.68%
May 2003 - Apr 2008 |
-14.48%
Apr 2015 - Mar 2020 |
15.05%
62 out of 412 |
US Inflation Adjusted | +5.88% |
+27.66%
May 2003 - Apr 2008 |
-16.00%
Apr 2015 - Mar 2020 |
21.84%
90 out of 412 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.46% |
+24.29%
Jul 2002 - Jun 2008 |
-13.90%
Apr 2014 - Mar 2020 |
13.00%
52 out of 400 |
US Inflation Adjusted | +6.30% |
+20.39%
Jul 2002 - Jun 2008 |
-15.17%
Apr 2014 - Mar 2020 |
17.25%
69 out of 400 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.23% |
+18.31%
Jul 2001 - Jun 2008 |
-11.31%
Nov 2013 - Oct 2020 |
8.25%
32 out of 388 |
US Inflation Adjusted | +6.35% |
+14.94%
Jul 2001 - Jun 2008 |
-12.66%
Nov 2013 - Oct 2020 |
13.40%
52 out of 388 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.90% |
+19.30%
May 2003 - Apr 2011 |
-7.73%
Apr 2012 - Mar 2020 |
9.31%
35 out of 376 |
US Inflation Adjusted | +6.14% |
+16.34%
May 2003 - Apr 2011 |
-9.12%
Apr 2012 - Mar 2020 |
15.16%
57 out of 376 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.00% |
+17.08%
Oct 1988 - Sep 1997 |
-7.83%
Apr 2011 - Mar 2020 |
6.04%
22 out of 364 |
US Inflation Adjusted | +6.27% |
+13.53%
Mar 1999 - Feb 2008 |
-9.32%
Apr 2011 - Mar 2020 |
10.99%
40 out of 364 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.43% |
+16.76%
Dec 1987 - Nov 1997 |
-4.03%
Nov 2010 - Oct 2020 |
4.83%
17 out of 352 |
US Inflation Adjusted | +6.69% |
+12.88%
Dec 1987 - Nov 1997 |
-5.67%
Nov 2010 - Oct 2020 |
9.94%
35 out of 352 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.96% |
+17.21%
Aug 1986 - Jul 1997 |
-2.90%
Nov 2009 - Oct 2020 |
3.24%
11 out of 340 |
US Inflation Adjusted | +6.32% |
+13.21%
Aug 1986 - Jul 1997 |
-4.51%
Nov 2009 - Oct 2020 |
7.94%
27 out of 340 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.99% |
+16.08%
Apr 1986 - Mar 1998 |
-4.94%
Apr 2008 - Mar 2020 |
3.05%
10 out of 328 |
US Inflation Adjusted | +6.40% |
+12.32%
Apr 1986 - Mar 1998 |
-6.44%
Apr 2008 - Mar 2020 |
6.40%
21 out of 328 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.31% |
+14.78%
Jan 1985 - Dec 1997 |
-4.66%
Nov 2007 - Oct 2020 |
5.70%
18 out of 316 |
US Inflation Adjusted | +6.64% |
+11.79%
Jan 1995 - Dec 2007 |
-6.25%
Nov 2007 - Oct 2020 |
6.65%
21 out of 316 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.01% |
+14.06%
Jul 1994 - Jun 2008 |
-2.04%
Nov 2006 - Oct 2020 |
3.62%
11 out of 304 |
US Inflation Adjusted | +6.47% |
+10.96%
Jul 1994 - Jun 2008 |
-3.80%
Nov 2006 - Oct 2020 |
8.22%
25 out of 304 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.92% |
+14.34%
Jan 1993 - Dec 2007 |
-1.30%
Oct 2005 - Sep 2020 |
1.03%
3 out of 292 |
US Inflation Adjusted | +6.20% |
+11.36%
Jan 1993 - Dec 2007 |
-3.05%
Oct 2005 - Sep 2020 |
4.45%
13 out of 292 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.87% |
+14.53%
Jul 1992 - Jun 2008 |
+1.24%
Nov 2004 - Oct 2020 |
0.00%
0 out of 280 |
US Inflation Adjusted | +6.28% |
+11.43%
Jul 1992 - Jun 2008 |
-0.70%
Nov 2004 - Oct 2020 |
0.71%
2 out of 280 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.91% |
+13.56%
Jul 1991 - Jun 2008 |
+3.50%
Nov 2003 - Oct 2020 |
0.00%
0 out of 268 |
US Inflation Adjusted | +6.04% |
+10.46%
Jul 1991 - Jun 2008 |
+1.44%
Nov 2003 - Oct 2020 |
0.00%
0 out of 268 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.10% |
+13.10%
Feb 1988 - Jan 2006 |
+2.38%
Apr 2002 - Mar 2020 |
0.00%
0 out of 256 |
US Inflation Adjusted | +6.37% |
+9.75%
Feb 1988 - Jan 2006 |
+0.31%
Apr 2002 - Mar 2020 |
0.00%
0 out of 256 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.22% |
+13.58%
Jan 1989 - Dec 2007 |
+2.03%
Apr 2001 - Mar 2020 |
0.00%
0 out of 244 |
US Inflation Adjusted | +6.56% |
+10.28%
Jan 1989 - Dec 2007 |
-0.01%
Apr 2001 - Mar 2020 |
0.41%
1 out of 244 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.48% |
+13.96%
Jan 1988 - Dec 2007 |
+1.85%
Nov 2000 - Oct 2020 |
0.00%
0 out of 232 |
US Inflation Adjusted | +6.71% |
+10.57%
Jan 1988 - Dec 2007 |
-0.18%
Nov 2000 - Oct 2020 |
0.86%
2 out of 232 |
To obtain comprehensive information, please consult the Energy Select Sector SPDR Fund (XLE) ETF: Historical Returns page.