Consolidated Returns as of 30 June 2024
Holding the iShares Edge MSCI USA Quality Factor (QDVB.DE) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~49 years), the longest period with a negative return lasted 154 months (from April 2000 to January 2013).
This means that every rolling period of 155 months or above has always granted a positive return.
To obtain comprehensive information, please consult the iShares Edge MSCI USA Quality Factor (QDVB.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 15.73% (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 | +12.70% |
+83.16%
Aug 1996 - Jul 1997 |
-40.51%
Apr 2002 - Mar 2003 |
24.17%
138 out of 571 |
Euro Inflation Adjusted | +10.07% |
+80.48%
Aug 1996 - Jul 1997 |
-41.89%
Apr 2002 - Mar 2003 |
28.02%
160 out of 571 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.94% |
+53.32%
Aug 1995 - Jul 1997 |
-26.64%
Oct 2000 - Sep 2002 |
15.56%
87 out of 559 |
Euro Inflation Adjusted | +9.90% |
+50.50%
Aug 1995 - Jul 1997 |
-28.19%
Oct 2000 - Sep 2002 |
20.21%
113 out of 559 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.96% |
+47.05%
Apr 1995 - Mar 1998 |
-19.09%
Apr 2000 - Mar 2003 |
15.90%
87 out of 547 |
Euro Inflation Adjusted | +11.44% |
+44.58%
Apr 1995 - Mar 1998 |
-20.96%
Apr 2000 - Mar 2003 |
18.65%
102 out of 547 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.63% |
+43.98%
Sep 1996 - Aug 2000 |
-14.21%
Nov 2000 - Oct 2004 |
12.90%
69 out of 535 |
Euro Inflation Adjusted | +10.59% |
+41.85%
Sep 1996 - Aug 2000 |
-16.08%
Nov 2000 - Oct 2004 |
18.50%
99 out of 535 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.33% |
+41.97%
Apr 1995 - Mar 2000 |
-9.69%
May 2000 - Apr 2005 |
11.28%
59 out of 523 |
Euro Inflation Adjusted | +10.89% |
+39.73%
Apr 1995 - Mar 2000 |
-11.69%
May 2000 - Apr 2005 |
16.06%
84 out of 523 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.51% |
+36.68%
Nov 1994 - Oct 2000 |
-7.47%
Sep 2000 - Aug 2006 |
11.15%
57 out of 511 |
Euro Inflation Adjusted | +11.43% |
+34.30%
Nov 1994 - Oct 2000 |
-9.48%
Sep 2000 - Aug 2006 |
14.68%
75 out of 511 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.93% |
+30.30%
May 1993 - Apr 2000 |
-8.36%
Mar 2002 - Feb 2009 |
8.62%
43 out of 499 |
Euro Inflation Adjusted | +11.05% |
+27.85%
May 1993 - Apr 2000 |
-10.24%
Mar 2002 - Feb 2009 |
10.62%
53 out of 499 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.34% |
+30.34%
Sep 1992 - Aug 2000 |
-7.61%
Mar 2001 - Feb 2009 |
7.39%
36 out of 487 |
Euro Inflation Adjusted | +11.92% |
+27.67%
Sep 1992 - Aug 2000 |
-9.55%
Mar 2001 - Feb 2009 |
10.06%
49 out of 487 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +14.12% |
+27.85%
Jan 1991 - Dec 1999 |
-7.71%
Apr 2000 - Mar 2009 |
8.21%
39 out of 475 |
Euro Inflation Adjusted | +11.78% |
+24.80%
Jan 1991 - Dec 1999 |
-9.64%
Apr 2000 - Mar 2009 |
9.26%
44 out of 475 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.93% |
+28.19%
Nov 1990 - Oct 2000 |
-4.77%
Sep 2000 - Aug 2010 |
8.21%
38 out of 463 |
Euro Inflation Adjusted | +11.36% |
+25.20%
Nov 1990 - Oct 2000 |
-6.66%
Sep 2000 - Aug 2010 |
10.58%
49 out of 463 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.73% |
+24.48%
Jan 1989 - Dec 1999 |
-3.66%
Sep 2000 - Aug 2011 |
7.54%
34 out of 451 |
Euro Inflation Adjusted | +11.15% |
+21.28%
Jan 1989 - Dec 1999 |
-5.62%
Sep 2000 - Aug 2011 |
11.31%
51 out of 451 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.87% |
+24.87%
Jan 1988 - Dec 1999 |
-1.12%
Nov 2000 - Oct 2012 |
3.64%
16 out of 439 |
Euro Inflation Adjusted | +10.54% |
+21.73%
Jan 1988 - Dec 1999 |
-3.21%
Nov 2000 - Oct 2012 |
8.20%
36 out of 439 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.34% |
+23.77%
Dec 1987 - Nov 2000 |
+0.03%
Sep 2000 - Aug 2013 |
0.00%
0 out of 427 |
Euro Inflation Adjusted | +10.63% |
+20.69%
Dec 1987 - Nov 2000 |
-1.98%
Sep 2000 - Aug 2013 |
5.15%
22 out of 427 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.63% |
+20.96%
Oct 1986 - Sep 2000 |
+1.33%
May 2000 - Apr 2014 |
0.00%
0 out of 415 |
Euro Inflation Adjusted | +9.99% |
+18.14%
Oct 1986 - Sep 2000 |
-0.68%
May 2000 - Apr 2014 |
1.93%
8 out of 415 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.10% |
+20.29%
Nov 1985 - Oct 2000 |
+2.77%
Sep 2000 - Aug 2015 |
0.00%
0 out of 403 |
Euro Inflation Adjusted | +9.73% |
+17.70%
Nov 1985 - Oct 2000 |
+0.94%
Sep 2000 - Aug 2015 |
0.00%
0 out of 403 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.53% |
+20.43%
Apr 1984 - Mar 2000 |
+3.38%
Sep 2000 - Aug 2016 |
0.00%
0 out of 391 |
Euro Inflation Adjusted | +9.35% |
+17.90%
Apr 1984 - Mar 2000 |
+1.64%
Sep 2000 - Aug 2016 |
0.00%
0 out of 391 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.42% |
+21.35%
Jul 1982 - Jun 1999 |
+3.45%
Sep 2000 - Aug 2017 |
0.00%
0 out of 379 |
Euro Inflation Adjusted | +9.09% |
+18.73%
Jul 1982 - Jun 1999 |
+1.72%
Sep 2000 - Aug 2017 |
0.00%
0 out of 379 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.94% |
+21.69%
May 1982 - Apr 2000 |
+4.19%
Apr 2000 - Mar 2018 |
0.00%
0 out of 367 |
Euro Inflation Adjusted | +8.77% |
+18.98%
May 1982 - Apr 2000 |
+2.42%
May 2000 - Apr 2018 |
0.00%
0 out of 367 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.87% |
+21.67%
Jul 1980 - Jun 1999 |
+4.42%
Jan 2000 - Dec 2018 |
0.00%
0 out of 355 |
Euro Inflation Adjusted | +8.62% |
+18.60%
Jul 1980 - Jun 1999 |
+2.64%
Jan 2000 - Dec 2018 |
0.00%
0 out of 355 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.84% |
+22.28%
Apr 1980 - Mar 2000 |
+4.59%
Apr 2000 - Mar 2020 |
0.00%
0 out of 343 |
Euro Inflation Adjusted | +8.56% |
+19.17%
Apr 1980 - Mar 2000 |
+2.88%
Apr 2000 - Mar 2020 |
0.00%
0 out of 343 |
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To obtain comprehensive information, please consult the iShares Edge MSCI USA Quality Factor (QDVB.DE) ETF: Historical Returns page.