iShares Edge MSCI World Momentum Factor (IS3R.DE): Rolling Returns

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Period: January 1982 - January 2025 (~43 years)
Currency: EUR
Inflation: Eurozone
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When holding the iShares Edge MSCI World Momentum Factor (IS3R.DE) ETF, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~43 years), the longest duration with a negative return was 149 months (from September 2000 to January 2013).

This indicates that, within the same timeframe, any rolling period of 150 months or more has consistently resulted in a positive return.

Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.

Previous vs subsequent Returns

Is there a correlation between past and future returns over all 10-year rolling periods?

The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).

Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.

ISHARES EDGE MSCI WORLD MOMENTUM FACTOR (IS3R.DE) ETF
Previous vs Next Returns - 10 Years annualized
Time Period: 1 February 1995 - 31 January 2025 (30 Years)
Time Period: 1 January 1982 - 31 January 2025 (~43 years)

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As of Jan 31, 2025, the annualized return of the previous 10 years has been 13.38%.

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 WORLD MOMENTUM FACTOR (IS3R.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 February 1995 - 31 January 2025 (30 Years)
Time Period: 1 January 1982 - 31 January 2025 (~43 years)
Eurozone Inflation Adjusted:

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Rolling Period Analysis

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

ISHARES EDGE MSCI WORLD MOMENTUM FACTOR (IS3R.DE) ETF
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1982 - 31 January 2025 (~43 years)
Eurozone Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-38.39%
Jan 2008 - Dec 2008
+14.52% +86.15%
Aug 1996 - Jul 1997
23.32%
118 out of 506
-39.35%
Jan 2008 - Dec 2008
+12.36% +83.42%
Aug 1996 - Jul 1997
25.89%
131 out of 506
-26.63%
Oct 2000 - Sep 2002
+13.51% +56.67%
Sep 1998 - Aug 2000
17.81%
88 out of 494
-28.18%
Oct 2000 - Sep 2002
+10.87% +54.24%
Sep 1998 - Aug 2000
19.64%
97 out of 494
-18.79%
Apr 2000 - Mar 2003
+12.78% +52.66%
Jan 1997 - Dec 1999
15.98%
77 out of 482
-20.66%
Apr 2000 - Mar 2003
+10.56% +50.67%
Jan 1997 - Dec 1999
18.88%
91 out of 482
-11.89%
Nov 2000 - Oct 2004
+12.01% +49.11%
Sep 1996 - Aug 2000
14.68%
69 out of 470
-13.81%
Nov 2000 - Oct 2004
+9.98% +46.90%
Sep 1996 - Aug 2000
16.17%
76 out of 470
-7.00%
May 2000 - Apr 2005
+11.53% +46.58%
Apr 1995 - Mar 2000
11.79%
54 out of 458
-9.06%
May 2000 - Apr 2005
+9.00% +44.27%
Apr 1995 - Mar 2000
17.69%
81 out of 458
-4.03%
Sep 2000 - Aug 2006
+11.44% +39.80%
Nov 1994 - Oct 2000
4.93%
22 out of 446
-6.12%
Sep 2000 - Aug 2006
+9.21% +37.37%
Nov 1994 - Oct 2000
14.13%
63 out of 446
-5.90%
Apr 2002 - Mar 2009
+12.16% +33.85%
May 1993 - Apr 2000
5.99%
26 out of 434
-7.81%
Apr 2002 - Mar 2009
+9.76% +31.33%
May 1993 - Apr 2000
9.68%
42 out of 434
-5.97%
Mar 2001 - Feb 2009
+11.55% +34.23%
Sep 1992 - Aug 2000
6.40%
27 out of 422
-7.94%
Mar 2001 - Feb 2009
+9.41% +31.48%
Sep 1992 - Aug 2000
7.58%
32 out of 422
-6.69%
Apr 2000 - Mar 2009
+12.02% +31.13%
Jan 1991 - Dec 1999
5.85%
24 out of 410
-8.64%
Apr 2000 - Mar 2009
+9.54% +28.00%
Jan 1991 - Dec 1999
9.51%
39 out of 410
-3.83%
Sep 2000 - Aug 2010
+12.22% +30.80%
Nov 1990 - Oct 2000
7.29%
29 out of 398
-5.74%
Sep 2000 - Aug 2010
+9.97% +27.75%
Nov 1990 - Oct 2000
9.80%
39 out of 398
-2.82%
Sep 2000 - Aug 2011
+12.58% +27.32%
Jan 1989 - Dec 1999
4.15%
16 out of 386
-4.80%
Sep 2000 - Aug 2011
+10.32% +24.05%
Jan 1989 - Dec 1999
10.10%
39 out of 386
-0.17%
Nov 2000 - Oct 2012
+12.76% +26.67%
Jan 1988 - Dec 1999
0.53%
2 out of 374
-2.28%
Nov 2000 - Oct 2012
+10.38% +23.49%
Jan 1988 - Dec 1999
6.15%
23 out of 374
+0.92%
Sep 2000 - Aug 2013
+12.97% +25.14%
Dec 1987 - Nov 2000
0.00%
0 out of 362
-1.15%
Jan 2000 - Dec 2012
+10.70% +22.03%
Dec 1987 - Nov 2000
3.59%
13 out of 362
+2.03%
May 2000 - Apr 2014
+12.75% +22.08%
Oct 1986 - Sep 2000
0.00%
0 out of 350
+0.00%
May 2000 - Apr 2014
+10.39% +19.23%
Oct 1986 - Sep 2000
0.00%
0 out of 350
+2.26%
Sep 2000 - Aug 2015
+10.43% +21.19%
Nov 1985 - Oct 2000
0.00%
0 out of 338
+0.43%
Sep 2000 - Aug 2015
+8.48% +18.58%
Nov 1985 - Oct 2000
0.00%
0 out of 338
+2.58%
May 2000 - Apr 2016
+10.37% +20.87%
Apr 1984 - Mar 2000
0.00%
0 out of 326
+0.81%
May 2000 - Apr 2016
+8.50% +18.33%
Apr 1984 - Mar 2000
0.00%
0 out of 326
+3.15%
Sep 2000 - Aug 2017
+10.42% +21.54%
Jul 1982 - Jun 1999
0.00%
0 out of 314
+1.42%
Sep 2000 - Aug 2017
+8.40% +18.92%
Jul 1982 - Jun 1999
0.00%
0 out of 314
+3.96%
Apr 2000 - Mar 2018
+10.82% +22.30%
Apr 1982 - Mar 2000
0.00%
0 out of 302
+2.19%
Apr 2000 - Mar 2018
+8.71% +19.56%
Apr 1982 - Mar 2000
0.00%
0 out of 302
+4.24%
Jan 2000 - Dec 2018
+10.93% +20.71%
Feb 1982 - Jan 2001
0.00%
0 out of 290
+2.46%
Jan 2000 - Dec 2018
+8.77% +18.05%
Feb 1982 - Jan 2001
0.00%
0 out of 290
+4.41%
Apr 2000 - Mar 2020
+11.12% +18.72%
Feb 1982 - Jan 2002
0.00%
0 out of 278
+2.71%
Apr 2000 - Mar 2020
+8.84% +16.09%
Feb 1982 - Jan 2002
0.00%
0 out of 278
+6.98%
Jan 2000 - Dec 2024
+11.45% +15.59%
Jun 1982 - May 2007
0.00%
0 out of 218
+4.76%
Jan 2000 - Dec 2024
+9.41% +13.05%
Jun 1982 - May 2007
0.00%
0 out of 218
+10.71%
Nov 1993 - Oct 2023
+11.78% +12.99%
Nov 1990 - Oct 2020
0.00%
0 out of 158
+8.45%
Nov 1993 - Oct 2023
+9.59% +10.94%
Dec 1990 - Nov 2020
0.00%
0 out of 158
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