iShares Edge MSCI USA Value Factor (QDVI.DE): Rolling Returns

Data Source: from January 1975 to May 2024 (~49 years)
Consolidated Returns as of 31 May 2024

Holding the iShares Edge MSCI USA Value Factor (QDVI.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 146 months (from November 2000 to December 2012).

This means that every rolling period of 147 months or above has always granted a positive return.

To obtain comprehensive information, please consult the iShares Edge MSCI USA Value Factor (QDVI.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

ISHARES EDGE MSCI USA VALUE FACTOR (QDVI.DE) ETF
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 10.12% (updated at May 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.

ISHARES EDGE MSCI USA VALUE FACTOR (QDVI.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 January 1975 - 31 May 2024 (~49 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.08% +80.58%
Aug 1982 - Jul 1983
-38.01%
Apr 2002 - Mar 2003
24.40%
142 out of 582
Euro Inflation Adjusted +8.77% +77.05%
Aug 1996 - Jul 1997
-39.45%
Apr 2002 - Mar 2003
28.52%
166 out of 582
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 +12.78% +48.82%
Aug 1995 - Jul 1997
-28.84%
Mar 2007 - Feb 2009
16.84%
96 out of 570
Euro Inflation Adjusted +10.06% +46.09%
Aug 1995 - Jul 1997
-30.38%
Mar 2007 - Feb 2009
21.23%
121 out of 570
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 +11.96% +43.54%
Mar 1982 - Feb 1985
-19.05%
Mar 2006 - Feb 2009
15.05%
84 out of 558
Euro Inflation Adjusted +9.38% +39.26%
Mar 1982 - Feb 1985
-20.70%
Mar 2006 - Feb 2009
20.61%
115 out of 558
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 +10.95% +36.73%
Oct 1980 - Sep 1984
-10.23%
Mar 2005 - Feb 2009
13.19%
72 out of 546
Euro Inflation Adjusted +8.63% +31.26%
Oct 1980 - Sep 1984
-12.13%
Mar 2005 - Feb 2009
17.22%
94 out of 546
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 +11.03% +36.83%
Mar 1980 - Feb 1985
-7.03%
Mar 2004 - Feb 2009
11.80%
63 out of 534
Euro Inflation Adjusted +8.30% +31.43%
Mar 1980 - Feb 1985
-8.98%
Mar 2004 - Feb 2009
17.60%
94 out of 534
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 +11.58% +32.96%
Mar 1979 - Feb 1985
-3.51%
Apr 2002 - Mar 2008
5.94%
31 out of 522
Euro Inflation Adjusted +9.45% +27.35%
Mar 1979 - Feb 1985
-5.71%
Apr 2002 - Mar 2008
14.18%
74 out of 522
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 +11.73% +29.95%
Mar 1978 - Feb 1985
-8.07%
Apr 2002 - Mar 2009
5.10%
26 out of 510
Euro Inflation Adjusted +9.09% +24.74%
Mar 1978 - Feb 1985
-9.93%
Apr 2002 - Mar 2009
8.82%
45 out of 510
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 +12.04% +25.91%
Sep 1992 - Aug 2000
-6.60%
Mar 2001 - Feb 2009
5.62%
28 out of 498
Euro Inflation Adjusted +10.10% +23.33%
Sep 1992 - Aug 2000
-8.56%
Mar 2001 - Feb 2009
7.23%
36 out of 498
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 +11.89% +23.81%
Jan 1975 - Dec 1983
-5.74%
Apr 2000 - Mar 2009
6.58%
32 out of 486
Euro Inflation Adjusted +10.07% +19.73%
Oct 1978 - Sep 1987
-7.71%
Apr 2000 - Mar 2009
9.05%
44 out of 486
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 +12.00% +24.14%
Nov 1990 - Oct 2000
-2.86%
Sep 2000 - Aug 2010
7.17%
34 out of 474
Euro Inflation Adjusted +9.95% +21.24%
Nov 1990 - Oct 2000
-4.84%
Apr 1999 - Mar 2009
9.70%
46 out of 474
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 +12.05% +22.21%
Jan 1975 - Dec 1985
-2.53%
Sep 2000 - Aug 2011
3.68%
17 out of 462
Euro Inflation Adjusted +9.84% +17.58%
Jan 1975 - Dec 1985
-4.51%
Sep 2000 - Aug 2011
10.39%
48 out of 462
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 +12.07% +19.90%
Jan 1975 - Dec 1986
-0.06%
Nov 2000 - Oct 2012
0.22%
1 out of 450
Euro Inflation Adjusted +9.70% +16.56%
May 1988 - Apr 2000
-2.18%
Nov 2000 - Oct 2012
9.11%
41 out of 450
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 +11.99% +19.79%
Dec 1987 - Nov 2000
+1.26%
Sep 2000 - Aug 2013
0.00%
0 out of 438
Euro Inflation Adjusted +9.66% +16.81%
Dec 1987 - Nov 2000
-0.78%
Sep 2000 - Aug 2013
1.60%
7 out of 438
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 +12.06% +18.14%
Feb 1975 - Jan 1989
+2.42%
Oct 1997 - Sep 2011
0.00%
0 out of 426
Euro Inflation Adjusted +9.43% +14.55%
Jan 1988 - Dec 2001
+0.43%
Oct 1997 - Sep 2011
0.00%
0 out of 426
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 +11.45% +18.71%
Aug 1982 - Jul 1997
+3.42%
Sep 2000 - Aug 2015
0.00%
0 out of 414
Euro Inflation Adjusted +8.86% +15.98%
Aug 1982 - Jul 1997
+1.58%
Sep 2000 - Aug 2015
0.00%
0 out of 414
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 +10.42% +18.47%
Apr 1982 - Mar 1998
+3.94%
Nov 2000 - Oct 2016
0.00%
0 out of 402
Euro Inflation Adjusted +7.82% +15.69%
Apr 1982 - Mar 1998
+2.17%
Nov 2000 - Oct 2016
0.00%
0 out of 402
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 +9.59% +19.47%
Aug 1980 - Jul 1997
+4.16%
Sep 2000 - Aug 2017
0.00%
0 out of 390
Euro Inflation Adjusted +7.42% +16.25%
Aug 1980 - Jul 1997
+2.41%
Sep 2000 - Aug 2017
0.00%
0 out of 390
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 +9.42% +19.90%
Apr 1980 - Mar 1998
+4.45%
Apr 2002 - Mar 2020
0.00%
0 out of 378
Euro Inflation Adjusted +7.35% +16.71%
Apr 1980 - Mar 1998
+2.83%
Apr 2002 - Mar 2020
0.00%
0 out of 378
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 +9.53% +19.31%
Jul 1980 - Jun 1999
+4.47%
Jun 2001 - May 2020
0.00%
0 out of 366
Euro Inflation Adjusted +7.48% +16.30%
Jul 1980 - Jun 1999
+2.84%
Jun 2001 - May 2020
0.00%
0 out of 366
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 +9.77% +19.65%
Apr 1980 - Mar 2000
+3.87%
Nov 2000 - Oct 2020
0.00%
0 out of 354
Euro Inflation Adjusted +7.57% +16.61%
Apr 1980 - Mar 2000
+2.24%
Nov 2000 - Oct 2020
0.00%
0 out of 354
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 Value Factor (QDVI.DE) ETF: Historical Returns page.