iShares Edge MSCI World Value Factor (IS3S.DE): Rolling Returns

Data Source: from January 1972 to May 2024 (~52 years)
Consolidated Returns as of 31 May 2024

Holding the iShares Edge MSCI World Value Factor (IS3S.DE) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~52 years), the longest period with a negative return lasted 141 months (from June 1997 to February 2009).

This means that every rolling period of 142 months or above has always granted a positive return.

To obtain comprehensive information, please consult the iShares Edge MSCI World Value Factor (IS3S.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 WORLD VALUE FACTOR (IS3S.DE) ETF
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 7.87% (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 WORLD VALUE FACTOR (IS3S.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 January 1972 - 31 May 2024 (~52 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.01% +82.77%
Aug 1982 - Jul 1983
-38.40%
Mar 2008 - Feb 2009
26.70%
165 out of 618
Euro Inflation Adjusted +7.62% +77.69%
Aug 1982 - Jul 1983
-39.11%
Mar 2008 - Feb 2009
32.69%
202 out of 618
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 +9.92% +49.73%
Jun 1979 - May 1981
-26.76%
Mar 2007 - Feb 2009
17.99%
109 out of 606
Euro Inflation Adjusted +7.17% +41.34%
Jun 1979 - May 1981
-28.35%
Mar 2007 - Feb 2009
24.42%
148 out of 606
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 +9.64% +37.09%
Jul 1982 - Jun 1985
-17.09%
Mar 2006 - Feb 2009
16.67%
99 out of 594
Euro Inflation Adjusted +7.00% +33.77%
Jul 1982 - Jun 1985
-18.79%
Mar 2006 - Feb 2009
21.21%
126 out of 594
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 +8.62% +32.60%
Aug 1979 - Jul 1983
-8.30%
Mar 2005 - Feb 2009
12.71%
74 out of 582
Euro Inflation Adjusted +6.39% +26.29%
Aug 1979 - Jul 1983
-10.24%
Mar 2005 - Feb 2009
21.48%
125 out of 582
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 +8.35% +31.21%
Jan 1979 - Dec 1983
-5.14%
Mar 2004 - Feb 2009
11.05%
63 out of 570
Euro Inflation Adjusted +6.07% +25.00%
Jan 1979 - Dec 1983
-7.13%
Mar 2004 - Feb 2009
21.75%
124 out of 570
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 +8.37% +30.94%
Mar 1979 - Feb 1985
-0.99%
Oct 2005 - Sep 2011
0.90%
5 out of 558
Euro Inflation Adjusted +6.22% +25.41%
Mar 1979 - Feb 1985
-2.93%
Oct 2005 - Sep 2011
16.49%
92 out of 558
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 +7.87% +28.23%
Mar 1978 - Feb 1985
-5.73%
Mar 2002 - Feb 2009
2.38%
13 out of 546
Euro Inflation Adjusted +5.27% +23.09%
Mar 1978 - Feb 1985
-7.67%
Mar 2002 - Feb 2009
6.59%
36 out of 546
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 +7.81% +25.00%
Mar 1977 - Feb 1985
-5.57%
Mar 2001 - Feb 2009
4.12%
22 out of 534
Euro Inflation Adjusted +5.74% +20.17%
Mar 1977 - Feb 1985
-7.55%
Mar 2001 - Feb 2009
6.18%
33 out of 534
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 +8.12% +24.81%
Jan 1975 - Dec 1983
-4.90%
Apr 2000 - Mar 2009
3.64%
19 out of 522
Euro Inflation Adjusted +6.11% +19.52%
Jan 1975 - Dec 1983
-6.89%
Apr 2000 - Mar 2009
7.28%
38 out of 522
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 +8.45% +24.37%
Mar 1975 - Feb 1985
-1.90%
Apr 1999 - Mar 2009
4.31%
22 out of 510
Euro Inflation Adjusted +6.25% +19.44%
Mar 1975 - Feb 1985
-3.94%
Apr 1999 - Mar 2009
9.22%
47 out of 510
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 +8.34% +23.02%
Dec 1974 - Nov 1985
-1.82%
Apr 1998 - Mar 2009
2.01%
10 out of 498
Euro Inflation Adjusted +6.25% +18.35%
Dec 1974 - Nov 1985
-3.75%
Apr 1998 - Mar 2009
8.03%
40 out of 498
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 +8.32% +21.06%
Dec 1974 - Nov 1986
+0.44%
Mar 1997 - Feb 2009
0.00%
0 out of 486
Euro Inflation Adjusted +5.94% +16.94%
Dec 1974 - Nov 1986
-1.50%
Jun 2000 - May 2012
6.17%
30 out of 486
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 +8.16% +20.66%
Oct 1974 - Sep 1987
+1.41%
Sep 2000 - Aug 2013
0.00%
0 out of 474
Euro Inflation Adjusted +5.96% +16.66%
Oct 1974 - Sep 1987
-0.64%
Sep 2000 - Aug 2013
2.53%
12 out of 474
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 +8.23% +18.68%
Feb 1975 - Jan 1989
+2.25%
Oct 1997 - Sep 2011
0.00%
0 out of 462
Euro Inflation Adjusted +5.97% +14.99%
Feb 1975 - Jan 1989
+0.26%
Oct 1997 - Sep 2011
0.00%
0 out of 462
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 +7.83% +18.66%
Jan 1975 - Dec 1989
+2.06%
Mar 1994 - Feb 2009
0.00%
0 out of 450
Euro Inflation Adjusted +5.67% +14.98%
Dec 1974 - Nov 1989
+0.07%
Mar 1994 - Feb 2009
0.00%
0 out of 450
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 +7.09% +16.75%
Oct 1973 - Sep 1989
+2.90%
May 2000 - Apr 2016
0.00%
0 out of 438
Euro Inflation Adjusted +4.97% +12.81%
Oct 1973 - Sep 1989
+1.13%
May 2000 - Apr 2016
0.00%
0 out of 438
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 +6.74% +16.06%
Nov 1974 - Oct 1991
+3.41%
Mar 1992 - Feb 2009
0.00%
0 out of 426
Euro Inflation Adjusted +4.75% +12.31%
Nov 1974 - Oct 1991
+1.25%
Mar 1992 - Feb 2009
0.00%
0 out of 426
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 +6.83% +15.34%
Jan 1972 - Dec 1989
+3.30%
Apr 2002 - Mar 2020
0.00%
0 out of 414
Euro Inflation Adjusted +4.75% +11.42%
Aug 1979 - Jul 1997
+1.32%
Apr 1991 - Mar 2009
0.00%
0 out of 414
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 +6.95% +16.10%
Jan 1975 - Dec 1993
+3.08%
Aug 2001 - Jul 2020
0.00%
0 out of 402
Euro Inflation Adjusted +4.75% +12.37%
Jan 1975 - Dec 1993
+0.94%
Mar 1990 - Feb 2009
0.00%
0 out of 402
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 +7.07% +14.89%
Apr 1978 - Mar 1998
+2.46%
Nov 2000 - Oct 2020
0.00%
0 out of 390
Euro Inflation Adjusted +4.83% +11.65%
Apr 1978 - Mar 1998
+0.85%
Nov 2000 - Oct 2020
0.00%
0 out of 390
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 World Value Factor (IS3S.DE) ETF: Historical Returns page.