iShares MSCI EAFE Small-Cap (SCZ): Rolling Returns

Data Source: from January 1975 to April 2024 (~49 years)
Consolidated Returns as of 30 April 2024

Holding the iShares MSCI EAFE Small-Cap (SCZ) 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 149 months (from September 1989 to January 2002).

This means that every rolling period of 150 months or above has always granted a positive return.

To obtain comprehensive information, please consult the iShares MSCI EAFE Small-Cap (SCZ) 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 MSCI EAFE SMALL-CAP (SCZ) ETF
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 4.27% (updated at Apr 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.

ISHARES MSCI EAFE SMALL-CAP (SCZ) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1975 - 30 April 2024 (~49 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.03% +89.97%
Apr 2003 - Mar 2004
-54.52%
Nov 2007 - Oct 2008
29.09%
169 out of 581
US Inflation Adjusted +4.85% +86.72%
Apr 2003 - Mar 2004
-56.16%
Nov 2007 - Oct 2008
38.90%
226 out of 581
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 +9.24% +69.03%
Oct 1985 - Sep 1987
-36.23%
Mar 2007 - Feb 2009
23.90%
136 out of 569
US Inflation Adjusted +4.70% +64.09%
Oct 1985 - Sep 1987
-37.52%
Mar 2007 - Feb 2009
34.27%
195 out of 569
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 +8.85% +57.72%
Aug 1984 - Jul 1987
-20.24%
Mar 2006 - Feb 2009
19.93%
111 out of 557
US Inflation Adjusted +5.71% +53.11%
Aug 1984 - Jul 1987
-21.94%
Mar 2006 - Feb 2009
31.06%
173 out of 557
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 +8.21% +42.01%
Aug 1984 - Jul 1988
-11.10%
Mar 2005 - Feb 2009
16.33%
89 out of 545
US Inflation Adjusted +4.78% +37.49%
Aug 1984 - Jul 1988
-13.30%
Mar 2005 - Feb 2009
30.28%
165 out of 545
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 +8.29% +42.31%
Aug 1982 - Jul 1987
-7.11%
Jun 2007 - May 2012
12.38%
66 out of 533
US Inflation Adjusted +3.92% +37.98%
Aug 1982 - Jul 1987
-8.97%
Jun 2007 - May 2012
24.58%
131 out of 533
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 +8.79% +34.99%
Aug 1982 - Jul 1988
-2.35%
Jul 2007 - Jun 2013
10.36%
54 out of 521
US Inflation Adjusted +4.87% +30.68%
Aug 1982 - Jul 1988
-4.53%
Nov 1994 - Oct 2000
20.73%
108 out of 521
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 +9.09% +34.50%
Aug 1982 - Jul 1989
-1.95%
Oct 1994 - Sep 2001
4.72%
24 out of 509
US Inflation Adjusted +5.66% +29.89%
Aug 1982 - Jul 1989
-4.39%
Oct 1994 - Sep 2001
15.32%
78 out of 509
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 +9.41% +28.29%
Aug 1982 - Jul 1990
-1.91%
Feb 1994 - Jan 2002
3.42%
17 out of 497
US Inflation Adjusted +5.60% +23.70%
Aug 1982 - Jul 1990
-4.65%
Jan 1990 - Dec 1997
13.68%
68 out of 497
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 +9.45% +23.78%
May 1980 - Apr 1989
-1.93%
Oct 1989 - Sep 1998
3.09%
15 out of 485
US Inflation Adjusted +6.27% +18.74%
Aug 1982 - Jul 1991
-4.83%
Oct 1989 - Sep 1998
10.31%
50 out of 485
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 +9.78% +24.26%
Sep 1977 - Aug 1987
+0.40%
Feb 1989 - Jan 1999
0.00%
0 out of 473
US Inflation Adjusted +6.76% +16.72%
Sep 1977 - Aug 1987
-2.63%
Feb 1989 - Jan 1999
8.46%
40 out of 473
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 +9.83% +23.19%
Sep 1976 - Aug 1987
+0.45%
Dec 1989 - Nov 2000
0.00%
0 out of 461
US Inflation Adjusted +7.22% +16.21%
Aug 1982 - Jul 1993
-2.47%
Dec 1989 - Nov 2000
8.24%
38 out of 461
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 +9.42% +22.64%
Sep 1977 - Aug 1989
+0.00%
Oct 1989 - Sep 2001
0.00%
0 out of 449
US Inflation Adjusted +6.78% +15.70%
Aug 1982 - Jul 1994
-2.92%
Oct 1989 - Sep 2001
5.79%
26 out of 449
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 +9.66% +22.04%
Dec 1976 - Nov 1989
+0.39%
Oct 1989 - Sep 2002
0.00%
0 out of 437
US Inflation Adjusted +6.96% +14.99%
Dec 1976 - Nov 1989
-2.44%
Oct 1989 - Sep 2002
6.41%
28 out of 437
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 +9.91% +21.31%
Jan 1975 - Dec 1988
+1.56%
Feb 1989 - Jan 2003
0.00%
0 out of 425
US Inflation Adjusted +7.08% +14.21%
Jan 1975 - Dec 1988
-1.37%
Feb 1989 - Jan 2003
3.76%
16 out of 425
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 +9.78% +21.42%
Jan 1975 - Dec 1989
+1.82%
Oct 2007 - Sep 2022
0.00%
0 out of 413
US Inflation Adjusted +7.03% +14.43%
Jan 1975 - Dec 1989
-0.86%
Oct 1987 - Sep 2002
1.94%
8 out of 413
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 +9.69% +18.05%
Jan 1975 - Dec 1990
+2.20%
Nov 2007 - Oct 2023
0.00%
0 out of 401
US Inflation Adjusted +7.09% +11.26%
Feb 1978 - Jan 1994
-0.24%
Nov 2007 - Oct 2023
0.25%
1 out of 401
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 +9.18% +17.53%
Feb 1977 - Jan 1994
+3.10%
May 2007 - Apr 2024
0.00%
0 out of 389
US Inflation Adjusted +6.61% +11.38%
Feb 1977 - Jan 1994
+0.59%
May 2007 - Apr 2024
0.00%
0 out of 389
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 +9.40% +16.71%
Jan 1975 - Dec 1992
+3.75%
Mar 1991 - Feb 2009
0.00%
0 out of 377
US Inflation Adjusted +6.34% +10.46%
Nov 1976 - Oct 1994
+1.15%
Mar 1991 - Feb 2009
0.00%
0 out of 377
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 +9.63% +17.37%
Jan 1975 - Dec 1993
+3.06%
Mar 1990 - Feb 2009
0.00%
0 out of 365
US Inflation Adjusted +6.55% +11.14%
Jan 1975 - Dec 1993
+0.34%
Mar 1990 - Feb 2009
0.00%
0 out of 365
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 +9.68% +16.27%
Jan 1975 - Dec 1994
+3.34%
Mar 1989 - Feb 2009
0.00%
0 out of 353
US Inflation Adjusted +6.52% +10.26%
Jan 1975 - Dec 1994
+0.49%
Mar 1989 - Feb 2009
0.00%
0 out of 353
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 MSCI EAFE Small-Cap (SCZ) ETF: Historical Returns page.