iShares MSCI EAFE (EFA) to EUR Hedged: Rolling Returns

Simulation Settings
Category:
Period: January 1970 - January 2025 (~55 years)
Currency: EUR
EFA is not denominated in EUR. Returns are simulated using exchange rates or interest rate differentials in case of currency hedging.
Inflation: Eurozone
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The minimum date range must be at least 24 months. 'Date To' cannot be beyond January 2025.
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This asset allocation includes ETFs not denominated in EUR. Returns are calculated using exchange rates or, if applicable, interest rate differentials for currency hedging.

When holding the iShares MSCI EAFE (EFA) to EUR Hedged ETF, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~55 years), the longest duration with a negative return was 179 months (from November 2007 to September 2022).

This indicates that, within the same timeframe, any rolling period of 180 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 MSCI EAFE (EFA) TO EUR HEDGED ETF
Previous vs Next Returns - 10 Years annualized
Time Period: 1 February 1995 - 31 January 2025 (30 Years)
Time Period: 1 January 1970 - 31 January 2025 (~55 years)

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As of Jan 31, 2025, the annualized return of the previous 10 years has been 4.26%.

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 MSCI EAFE (EFA) TO EUR HEDGED ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 February 1995 - 31 January 2025 (30 Years)
Time Period: 1 January 1970 - 31 January 2025 (~55 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 MSCI EAFE (EFA) TO EUR HEDGED ETF
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1970 - 31 January 2025 (~55 years)
Eurozone Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-49.13%
Mar 2008 - Feb 2009
+8.51% +86.43%
Sep 1985 - Aug 1986
33.23%
216 out of 650
-49.72%
Mar 2008 - Feb 2009
+5.52% +87.05%
Sep 1985 - Aug 1986
39.85%
259 out of 650
-29.35%
Mar 2007 - Feb 2009
+6.61% +72.07%
May 1985 - Apr 1987
26.49%
169 out of 638
-30.88%
Mar 2007 - Feb 2009
+3.93% +72.07%
May 1985 - Apr 1987
35.58%
227 out of 638
-19.63%
Apr 2000 - Mar 2003
+5.68% +56.67%
Jun 1984 - May 1987
23.96%
150 out of 626
-21.49%
Apr 2000 - Mar 2003
+3.38% +55.45%
Jun 1984 - May 1987
36.90%
231 out of 626
-9.42%
Apr 1999 - Mar 2003
+5.41% +41.87%
Jun 1984 - May 1988
18.73%
115 out of 614
-11.42%
Apr 1999 - Mar 2003
+3.01% +40.61%
Jun 1984 - May 1988
33.55%
206 out of 614
-6.85%
Apr 1998 - Mar 2003
+5.61% +38.48%
Aug 1982 - Jul 1987
12.46%
75 out of 602
-8.73%
Jun 2007 - May 2012
+2.72% +36.46%
Aug 1982 - Jul 1987
32.23%
194 out of 602
-3.74%
Oct 1996 - Sep 2002
+5.66% +32.77%
Aug 1982 - Jul 1988
7.80%
46 out of 590
-5.40%
Oct 1996 - Sep 2002
+2.83% +30.89%
Aug 1982 - Jul 1988
20.17%
119 out of 590
-3.37%
Apr 1996 - Mar 2003
+5.92% +29.66%
Aug 1982 - Jul 1989
3.11%
18 out of 578
-5.08%
Apr 1996 - Mar 2003
+3.17% +27.59%
Aug 1982 - Jul 1989
13.84%
80 out of 578
-2.11%
Oct 1994 - Sep 2002
+5.92% +24.59%
Aug 1982 - Jul 1990
4.06%
23 out of 566
-4.10%
Mar 2001 - Feb 2009
+3.08% +22.40%
Aug 1982 - Jul 1990
12.01%
68 out of 566
-4.13%
Mar 2000 - Feb 2009
+6.12% +20.21%
Aug 1982 - Jul 1991
5.05%
28 out of 554
-6.13%
Mar 2000 - Feb 2009
+3.52% +17.67%
Aug 1982 - Jul 1991
13.18%
73 out of 554
-1.10%
Mar 1999 - Feb 2009
+5.76% +19.81%
May 1977 - Apr 1987
0.92%
5 out of 542
-3.34%
Aug 1972 - Jul 1982
+3.43% +16.11%
May 1977 - Apr 1987
10.52%
57 out of 542
-0.76%
Mar 1998 - Feb 2009
+5.66% +18.88%
Aug 1982 - Jul 1993
0.38%
2 out of 530
-2.68%
Mar 1998 - Feb 2009
+3.37% +16.10%
Aug 1982 - Jul 1993
8.87%
47 out of 530
+0.13%
Mar 1997 - Feb 2009
+5.99% +18.57%
Aug 1982 - Jul 1994
0.00%
0 out of 518
-1.80%
Jan 2000 - Dec 2011
+3.31% +15.77%
Aug 1982 - Jul 1994
10.42%
54 out of 518
-0.14%
Apr 2007 - Mar 2020
+6.38% +19.08%
Oct 1974 - Sep 1987
0.20%
1 out of 506
-2.22%
Oct 1989 - Sep 2002
+3.77% +15.13%
Oct 1974 - Sep 1987
8.10%
41 out of 506
+0.45%
Mar 1989 - Feb 2003
+6.37% +17.37%
Jan 1975 - Dec 1988
0.00%
0 out of 494
-2.01%
Apr 1989 - Mar 2003
+3.76% +13.71%
Jan 1975 - Dec 1988
4.86%
24 out of 494
+0.11%
Oct 2007 - Sep 2022
+6.68% +17.39%
Oct 1974 - Sep 1989
0.00%
0 out of 482
-1.83%
Oct 2007 - Sep 2022
+4.24% +13.69%
Oct 1974 - Sep 1989
5.39%
26 out of 482
+0.99%
Nov 2007 - Oct 2023
+6.38% +14.72%
Aug 1982 - Jul 1998
0.00%
0 out of 470
-1.09%
Nov 2007 - Oct 2023
+4.36% +12.16%
Aug 1982 - Jul 1998
3.40%
16 out of 470
+1.97%
Jan 2000 - Dec 2016
+5.66% +15.40%
Jul 1970 - Jun 1987
0.00%
0 out of 458
-0.06%
Nov 2007 - Oct 2024
+3.86% +12.12%
Aug 1982 - Jul 1999
0.22%
1 out of 458
+2.07%
Mar 1991 - Feb 2009
+6.06% +14.81%
Jul 1970 - Jun 1988
0.00%
0 out of 446
-0.17%
Mar 1991 - Feb 2009
+3.92% +11.81%
Aug 1982 - Jul 2000
0.22%
1 out of 446
+1.65%
Mar 1990 - Feb 2009
+6.38% +14.37%
Aug 1970 - Jul 1989
0.00%
0 out of 434
-0.68%
Mar 1990 - Feb 2009
+4.18% +10.36%
Oct 1974 - Sep 1993
0.69%
3 out of 434
+1.41%
Mar 1989 - Feb 2009
+6.45% +13.94%
Oct 1974 - Sep 1994
0.00%
0 out of 422
-0.93%
Mar 1989 - Feb 2009
+4.32% +10.26%
Oct 1974 - Sep 1994
1.18%
5 out of 422
+2.91%
Jan 2000 - Dec 2024
+7.63% +12.61%
Jan 1975 - Dec 1999
0.00%
0 out of 362
+0.78%
Jan 2000 - Dec 2024
+5.13% +9.58%
Aug 1982 - Jul 2007
0.00%
0 out of 362
+3.73%
Jan 1989 - Dec 2018
+7.82% +11.43%
Jul 1970 - Jun 2000
0.00%
0 out of 302
+1.63%
Jan 1989 - Dec 2018
+5.15% +7.76%
Jul 1970 - Jun 2000
0.00%
0 out of 302
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