Consolidated Returns as of 30 June 2024
Holding the iShares Core FTSE 100 UCITS ETF (SXRW.DE) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~52 years), the longest period with a negative return lasted 149 months (from May 1999 to September 2011).
This means that every rolling period of 150 months or above has always granted a positive return.
To obtain comprehensive information, please consult the iShares Core FTSE 100 UCITS ETF (SXRW.DE) 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
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The annualized return of the last 10 years has been 5.20% (updated at Jun 30, 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.
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Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.68% |
+88.02%
Nov 1976 - Oct 1977 |
-47.20%
Dec 1973 - Nov 1974 |
29.61%
183 out of 618 |
Euro Inflation Adjusted | +6.78% |
+81.52%
Nov 1976 - Oct 1977 |
-50.42%
Dec 1973 - Nov 1974 |
36.41%
225 out of 618 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.16% |
+45.68%
Apr 1996 - Mar 1998 |
-41.98%
Jan 1973 - Dec 1974 |
24.75%
150 out of 606 |
Euro Inflation Adjusted | +5.27% |
+43.77%
Apr 1996 - Mar 1998 |
-45.68%
Jan 1973 - Dec 1974 |
33.00%
200 out of 606 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.08% |
+38.22%
Apr 1995 - Mar 1998 |
-24.06%
Feb 1972 - Jan 1975 |
20.71%
123 out of 594 |
Euro Inflation Adjusted | +5.62% |
+35.89%
Apr 1995 - Mar 1998 |
-28.75%
Feb 1972 - Jan 1975 |
29.29%
174 out of 594 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.36% |
+33.53%
Nov 1976 - Oct 1980 |
-22.34%
Nov 1972 - Oct 1976 |
20.27%
118 out of 582 |
Euro Inflation Adjusted | +4.71% |
+28.40%
Nov 1976 - Oct 1980 |
-26.58%
Nov 1972 - Oct 1976 |
28.18%
164 out of 582 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.04% |
+26.65%
Apr 1995 - Mar 2000 |
-14.08%
May 1972 - Apr 1977 |
19.30%
110 out of 570 |
Euro Inflation Adjusted | +4.74% |
+24.65%
Apr 1995 - Mar 2000 |
-18.72%
May 1972 - Apr 1977 |
26.49%
151 out of 570 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.55% |
+24.56%
Oct 1981 - Sep 1987 |
-9.89%
May 1972 - Apr 1978 |
8.78%
49 out of 558 |
Euro Inflation Adjusted | +4.59% |
+22.17%
Oct 1981 - Sep 1987 |
-14.39%
May 1972 - Apr 1978 |
25.99%
145 out of 558 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.08% |
+22.30%
Nov 1976 - Oct 1983 |
-6.30%
Apr 2002 - Mar 2009 |
5.31%
29 out of 546 |
Euro Inflation Adjusted | +4.98% |
+17.96%
Aug 1980 - Jul 1987 |
-10.06%
Dec 1972 - Nov 1979 |
12.64%
69 out of 546 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.43% |
+21.87%
Nov 1976 - Oct 1984 |
-6.08%
Jan 2001 - Dec 2008 |
6.18%
33 out of 534 |
Euro Inflation Adjusted | +4.97% |
+18.16%
Oct 1979 - Sep 1987 |
-8.35%
May 1972 - Apr 1980 |
10.67%
57 out of 534 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.57% |
+23.19%
Nov 1976 - Oct 1985 |
-6.55%
Apr 2000 - Mar 2009 |
4.21%
22 out of 522 |
Euro Inflation Adjusted | +5.47% |
+18.63%
Nov 1976 - Oct 1985 |
-8.50%
Apr 2000 - Mar 2009 |
11.11%
58 out of 522 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.00% |
+21.09%
Aug 1977 - Jul 1987 |
-3.89%
Apr 1999 - Mar 2009 |
4.90%
25 out of 510 |
Euro Inflation Adjusted | +5.77% |
+17.41%
Aug 1977 - Jul 1987 |
-5.88%
Apr 1999 - Mar 2009 |
12.55%
64 out of 510 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.10% |
+21.62%
Oct 1976 - Sep 1987 |
-3.57%
Apr 1998 - Mar 2009 |
3.82%
19 out of 498 |
Euro Inflation Adjusted | +5.88% |
+17.90%
Oct 1976 - Sep 1987 |
-5.46%
Apr 1998 - Mar 2009 |
12.05%
60 out of 498 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.64% |
+20.04%
Nov 1976 - Oct 1988 |
-0.37%
Jan 2000 - Dec 2011 |
0.41%
2 out of 486 |
Euro Inflation Adjusted | +6.19% |
+16.54%
Nov 1976 - Oct 1988 |
-2.47%
Jan 2000 - Dec 2011 |
11.11%
54 out of 486 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.32% |
+18.48%
Nov 1976 - Oct 1989 |
+0.92%
Jan 2000 - Dec 2012 |
0.00%
0 out of 474 |
Euro Inflation Adjusted | +5.73% |
+15.02%
Nov 1976 - Oct 1989 |
-1.21%
Jan 2000 - Dec 2012 |
5.91%
28 out of 474 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.84% |
+16.60%
Jan 1975 - Dec 1988 |
+1.42%
Nov 2006 - Oct 2020 |
0.00%
0 out of 462 |
Euro Inflation Adjusted | +5.40% |
+12.97%
Jan 1975 - Dec 1988 |
-0.40%
Apr 1998 - Mar 2012 |
1.08%
5 out of 462 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.55% |
+16.70%
Nov 1976 - Oct 1991 |
+2.41%
Oct 2000 - Sep 2015 |
0.00%
0 out of 450 |
Euro Inflation Adjusted | +5.05% |
+13.12%
Nov 1976 - Oct 1991 |
+0.49%
Apr 1998 - Mar 2013 |
0.00%
0 out of 450 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.15% |
+14.42%
Nov 1976 - Oct 1992 |
+1.89%
Nov 2000 - Oct 2016 |
0.00%
0 out of 438 |
Euro Inflation Adjusted | +4.70% |
+11.79%
Jul 1982 - Jun 1998 |
+0.15%
Nov 2000 - Oct 2016 |
0.00%
0 out of 438 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.23% |
+15.53%
Nov 1976 - Oct 1993 |
+2.26%
Sep 2000 - Aug 2017 |
0.00%
0 out of 426 |
Euro Inflation Adjusted | +4.67% |
+12.11%
Jan 1983 - Dec 1999 |
+0.54%
Sep 2000 - Aug 2017 |
0.00%
0 out of 426 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.24% |
+14.66%
Apr 1980 - Mar 1998 |
+2.35%
Nov 2000 - Oct 2018 |
0.00%
0 out of 414 |
Euro Inflation Adjusted | +4.96% |
+11.61%
May 1982 - Apr 2000 |
+0.60%
Nov 2000 - Oct 2018 |
0.00%
0 out of 414 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.41% |
+14.68%
Mar 1979 - Feb 1998 |
+2.14%
Jun 2001 - May 2020 |
0.00%
0 out of 402 |
Euro Inflation Adjusted | +5.03% |
+11.71%
Nov 1981 - Oct 2000 |
+0.40%
Jan 2000 - Dec 2018 |
0.00%
0 out of 402 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.32% |
+15.22%
Apr 1978 - Mar 1998 |
+1.19%
Nov 2000 - Oct 2020 |
0.00%
0 out of 390 |
Euro Inflation Adjusted | +5.04% |
+12.18%
Jan 1980 - Dec 1999 |
-0.40%
Nov 2000 - Oct 2020 |
1.03%
4 out of 390 |
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To obtain comprehensive information, please consult the iShares Core FTSE 100 UCITS ETF (SXRW.DE) ETF: Historical Returns page.