Consolidated Returns as of 30 June 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 (~50 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
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The annualized return of the last 10 years has been 10.16% (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 | +12.12% |
+80.58%
Aug 1982 - Jul 1983 |
-38.01%
Apr 2002 - Mar 2003 |
24.36%
142 out of 583 |
Euro Inflation Adjusted | +9.00% |
+77.05%
Aug 1996 - Jul 1997 |
-39.45%
Apr 2002 - Mar 2003 |
28.47%
166 out of 583 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.78% |
+48.82%
Aug 1995 - Jul 1997 |
-28.84%
Mar 2007 - Feb 2009 |
16.81%
96 out of 571 |
Euro Inflation Adjusted | +10.06% |
+46.09%
Aug 1995 - Jul 1997 |
-30.38%
Mar 2007 - Feb 2009 |
21.19%
121 out of 571 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.96% |
+43.54%
Mar 1982 - Feb 1985 |
-19.05%
Mar 2006 - Feb 2009 |
15.03%
84 out of 559 |
Euro Inflation Adjusted | +9.38% |
+39.26%
Mar 1982 - Feb 1985 |
-20.70%
Mar 2006 - Feb 2009 |
20.75%
116 out of 559 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.09% |
+36.73%
Oct 1980 - Sep 1984 |
-10.23%
Mar 2005 - Feb 2009 |
13.16%
72 out of 547 |
Euro Inflation Adjusted | +8.63% |
+31.26%
Oct 1980 - Sep 1984 |
-12.13%
Mar 2005 - Feb 2009 |
17.18%
94 out of 547 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.03% |
+36.83%
Mar 1980 - Feb 1985 |
-7.03%
Mar 2004 - Feb 2009 |
11.78%
63 out of 535 |
Euro Inflation Adjusted | +8.30% |
+31.43%
Mar 1980 - Feb 1985 |
-8.98%
Mar 2004 - Feb 2009 |
17.57%
94 out of 535 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.58% |
+32.96%
Mar 1979 - Feb 1985 |
-3.51%
Apr 2002 - Mar 2008 |
5.93%
31 out of 523 |
Euro Inflation Adjusted | +9.45% |
+27.35%
Mar 1979 - Feb 1985 |
-5.71%
Apr 2002 - Mar 2008 |
14.15%
74 out of 523 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.73% |
+29.95%
Mar 1978 - Feb 1985 |
-8.07%
Apr 2002 - Mar 2009 |
5.09%
26 out of 511 |
Euro Inflation Adjusted | +9.09% |
+24.74%
Mar 1978 - Feb 1985 |
-9.93%
Apr 2002 - Mar 2009 |
8.81%
45 out of 511 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.04% |
+25.91%
Sep 1992 - Aug 2000 |
-6.60%
Mar 2001 - Feb 2009 |
5.61%
28 out of 499 |
Euro Inflation Adjusted | +10.10% |
+23.33%
Sep 1992 - Aug 2000 |
-8.56%
Mar 2001 - Feb 2009 |
7.21%
36 out of 499 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.89% |
+23.81%
Jan 1975 - Dec 1983 |
-5.74%
Apr 2000 - Mar 2009 |
6.57%
32 out of 487 |
Euro Inflation Adjusted | +10.07% |
+19.73%
Oct 1978 - Sep 1987 |
-7.71%
Apr 2000 - Mar 2009 |
9.03%
44 out of 487 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.00% |
+24.14%
Nov 1990 - Oct 2000 |
-2.86%
Sep 2000 - Aug 2010 |
7.16%
34 out of 475 |
Euro Inflation Adjusted | +9.95% |
+21.24%
Nov 1990 - Oct 2000 |
-4.84%
Apr 1999 - Mar 2009 |
9.68%
46 out of 475 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.05% |
+22.21%
Jan 1975 - Dec 1985 |
-2.53%
Sep 2000 - Aug 2011 |
3.67%
17 out of 463 |
Euro Inflation Adjusted | +9.84% |
+17.58%
Jan 1975 - Dec 1985 |
-4.51%
Sep 2000 - Aug 2011 |
10.37%
48 out of 463 |
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Annualized Rolling Returns - 12 Years (144 months)
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 451 |
Euro Inflation Adjusted | +9.70% |
+16.56%
May 1988 - Apr 2000 |
-2.18%
Nov 2000 - Oct 2012 |
9.09%
41 out of 451 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.01% |
+19.79%
Dec 1987 - Nov 2000 |
+1.26%
Sep 2000 - Aug 2013 |
0.00%
0 out of 439 |
Euro Inflation Adjusted | +9.72% |
+16.81%
Dec 1987 - Nov 2000 |
-0.78%
Sep 2000 - Aug 2013 |
1.59%
7 out of 439 |
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Annualized Rolling Returns - 14 Years (168 months)
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 427 |
Euro Inflation Adjusted | +9.44% |
+14.55%
Jan 1988 - Dec 2001 |
+0.43%
Oct 1997 - Sep 2011 |
0.00%
0 out of 427 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.52% |
+18.71%
Aug 1982 - Jul 1997 |
+3.42%
Sep 2000 - Aug 2015 |
0.00%
0 out of 415 |
Euro Inflation Adjusted | +8.87% |
+15.98%
Aug 1982 - Jul 1997 |
+1.58%
Sep 2000 - Aug 2015 |
0.00%
0 out of 415 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.44% |
+18.47%
Apr 1982 - Mar 1998 |
+3.94%
Nov 2000 - Oct 2016 |
0.00%
0 out of 403 |
Euro Inflation Adjusted | +7.88% |
+15.69%
Apr 1982 - Mar 1998 |
+2.17%
Nov 2000 - Oct 2016 |
0.00%
0 out of 403 |
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Annualized Rolling Returns - 17 Years (204 months)
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 391 |
Euro Inflation Adjusted | +7.42% |
+16.25%
Aug 1980 - Jul 1997 |
+2.41%
Sep 2000 - Aug 2017 |
0.00%
0 out of 391 |
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Annualized Rolling Returns - 18 Years (216 months)
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 379 |
Euro Inflation Adjusted | +7.35% |
+16.71%
Apr 1980 - Mar 1998 |
+2.83%
Apr 2002 - Mar 2020 |
0.00%
0 out of 379 |
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Annualized Rolling Returns - 19 Years (228 months)
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 367 |
Euro Inflation Adjusted | +7.48% |
+16.30%
Jul 1980 - Jun 1999 |
+2.84%
Jun 2001 - May 2020 |
0.00%
0 out of 367 |
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Annualized Rolling Returns - 20 Years (240 months)
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 355 |
Euro Inflation Adjusted | +7.57% |
+16.61%
Apr 1980 - Mar 2000 |
+2.24%
Nov 2000 - Oct 2020 |
0.00%
0 out of 355 |
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To obtain comprehensive information, please consult the iShares Edge MSCI USA Value Factor (QDVI.DE) ETF: Historical Returns page.