iShares Edge MSCI USA Quality Factor ETF (QUAL): Rolling Returns

Data Source: from January 1976 to April 2024 (~48 years)
Consolidated Returns as of 30 April 2024

Holding the iShares Edge MSCI USA Quality Factor ETF (QUAL) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~48 years), the longest period with a negative return lasted 130 months (from May 1998 to February 2009).

This means that every rolling period of 131 months or above has always granted a positive return.

To obtain comprehensive information, please consult the iShares Edge MSCI USA Quality Factor ETF (QUAL) 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

ISHARES EDGE MSCI USA QUALITY FACTOR ETF (QUAL) ETF
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 12.53% (updated at Apr 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.

ISHARES EDGE MSCI USA QUALITY FACTOR ETF (QUAL) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1976 - 30 April 2024 (~48 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +13.81% +55.12%
Jul 1982 - Jun 1983 		-39.37%
Mar 2008 - Feb 2009 		20.39%
116 out of 569
US Inflation Adjusted +10.08% +51.38%
Jul 1982 - Jun 1983 		-39.37%
Mar 2008 - Feb 2009 		25.83%
147 out of 569
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.55% +41.34%
Apr 1997 - Mar 1999 		-22.49%
Oct 2000 - Sep 2002 		12.39%
69 out of 557
US Inflation Adjusted +8.84% +39.18%
Apr 1997 - Mar 1999 		-24.05%
Oct 2000 - Sep 2002 		23.34%
130 out of 557
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +13.15% +36.99%
Apr 1995 - Mar 1998 		-15.42%
Apr 2000 - Mar 2003 		10.28%
56 out of 545
US Inflation Adjusted +9.48% +34.08%
Aug 1996 - Jul 1999 		-17.45%
Apr 2000 - Mar 2003 		17.98%
98 out of 545
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.90% +37.16%
Feb 1995 - Jan 1999 		-7.53%
Mar 2005 - Feb 2009 		9.19%
49 out of 533
US Inflation Adjusted +9.39% +34.10%
Feb 1995 - Jan 1999 		-9.82%
Mar 2005 - Feb 2009 		17.64%
94 out of 533
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +13.73% +34.78%
Jan 1995 - Dec 1999 		-5.11%
Mar 2004 - Feb 2009 		5.95%
31 out of 521
US Inflation Adjusted +9.78% +31.65%
Jan 1995 - Dec 1999 		-7.55%
Mar 2004 - Feb 2009 		15.93%
83 out of 521
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +13.54% +30.69%
Apr 1994 - Mar 2000 		-1.66%
Sep 2000 - Aug 2006 		2.55%
13 out of 509
US Inflation Adjusted +10.00% +27.46%
Apr 1994 - Mar 2000 		-4.68%
Aug 1976 - Jul 1982 		9.43%
48 out of 509
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +13.47% +25.42%
Sep 1993 - Aug 2000 		-3.28%
Mar 2002 - Feb 2009 		1.21%
6 out of 497
US Inflation Adjusted +10.19% +22.31%
Sep 1993 - Aug 2000 		-5.71%
Mar 2002 - Feb 2009 		7.24%
36 out of 497
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +13.40% +23.26%
Jan 1991 - Dec 1998 		-3.88%
Mar 2001 - Feb 2009 		2.27%
11 out of 485
US Inflation Adjusted +10.06% +20.18%
Jan 1991 - Dec 1998 		-6.13%
Mar 2001 - Feb 2009 		5.57%
27 out of 485
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +13.88% +23.85%
Nov 1990 - Oct 1999 		-4.31%
Apr 2000 - Mar 2009 		2.96%
14 out of 473
US Inflation Adjusted +10.15% +20.70%
Nov 1990 - Oct 1999 		-6.59%
Apr 2000 - Mar 2009 		5.92%
28 out of 473
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +13.77% +22.42%
Jan 1989 - Dec 1998 		-2.18%
Mar 1999 - Feb 2009 		3.47%
16 out of 461
US Inflation Adjusted +9.99% +19.14%
Sep 1990 - Aug 2000 		-4.65%
Mar 1999 - Feb 2009 		6.07%
28 out of 461
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +13.53% +22.76%
Jan 1989 - Dec 1999 		+0.05%
Jul 1999 - Jun 2010 		0.00%
0 out of 449
US Inflation Adjusted +10.07% +19.08%
Jan 1989 - Dec 1999 		-2.37%
Jul 1999 - Jun 2010 		7.80%
35 out of 449
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.94% +22.32%
Dec 1987 - Nov 1999 		+1.55%
Jan 2000 - Dec 2011 		0.00%
0 out of 437
US Inflation Adjusted +9.65% +18.52%
Dec 1987 - Nov 1999 		-0.94%
Jan 2000 - Dec 2011 		3.20%
14 out of 437
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.75% +20.84%
Feb 1986 - Jan 1999 		+2.36%
Jan 2000 - Dec 2012 		0.00%
0 out of 425
US Inflation Adjusted +9.41% +17.14%
Feb 1986 - Jan 1999 		-0.09%
Jan 2000 - Dec 2012 		0.24%
1 out of 425
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.60% +21.49%
May 1985 - Apr 1999 		+3.90%
Jan 1999 - Dec 2012 		0.00%
0 out of 413
US Inflation Adjusted +9.12% +17.74%
May 1985 - Apr 1999 		+1.40%
Jan 1999 - Dec 2012 		0.00%
0 out of 413
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.80% +21.92%
Jul 1984 - Jun 1999 		+4.37%
Sep 2000 - Aug 2015 		0.00%
0 out of 401
US Inflation Adjusted +8.81% +18.15%
Jul 1984 - Jun 1999 		+2.16%
Sep 2000 - Aug 2015 		0.00%
0 out of 401
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.58% +21.34%
Aug 1982 - Jul 1998 		+4.78%
Apr 2000 - Mar 2016 		0.00%
0 out of 389
US Inflation Adjusted +8.47% +17.49%
Aug 1982 - Jul 1998 		+2.63%
Apr 2000 - Mar 2016 		0.00%
0 out of 389
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.20% +21.80%
Jul 1982 - Jun 1999 		+5.11%
Jan 2000 - Dec 2016 		0.00%
0 out of 377
US Inflation Adjusted +8.16% +18.02%
Jul 1982 - Jun 1999 		+2.89%
Jan 2000 - Dec 2016 		0.00%
0 out of 377
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.22% +21.30%
Apr 1982 - Mar 2000 		+5.81%
Apr 2000 - Mar 2018 		0.00%
0 out of 365
US Inflation Adjusted +8.09% +17.46%
Aug 1982 - Jul 2000 		+3.62%
Apr 2000 - Mar 2018 		0.00%
0 out of 365
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.16% +19.98%
Apr 1980 - Mar 1999 		+5.35%
Jan 2000 - Dec 2018 		0.00%
0 out of 353
US Inflation Adjusted +8.21% +15.95%
Oct 1981 - Sep 2000 		+3.13%
Jan 2000 - Dec 2018 		0.00%
0 out of 353
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.02% +20.15%
Apr 1980 - Mar 2000 		+5.30%
Apr 2000 - Mar 2020 		0.00%
0 out of 341
US Inflation Adjusted +8.44% +15.68%
Apr 1980 - Mar 2000 		+3.16%
Apr 2000 - Mar 2020 		0.00%
0 out of 341
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the iShares Edge MSCI USA Quality Factor ETF (QUAL) ETF: Historical Returns page.