iShares MSCI EAFE Value (EFV): Rolling Returns

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

Holding the iShares MSCI EAFE Value (EFV) 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 189 months (from January 2007 to September 2022).

This means that every rolling period of 190 months or above has always granted a positive return.

To obtain comprehensive information, please consult the iShares MSCI EAFE Value (EFV) 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 VALUE (EFV) ETF
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 2.91% (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 VALUE (EFV) 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)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.46% +85.04%
Feb 1986 - Jan 1987
-51.32%
Mar 2008 - Feb 2009
30.29%
176 out of 581
US Inflation Adjusted +4.52% +82.55%
Feb 1986 - Jan 1987
-51.32%
Mar 2008 - Feb 2009
40.45%
235 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 +8.47% +76.14%
Oct 1985 - Sep 1987
-32.77%
Mar 2007 - Feb 2009
21.27%
121 out of 569
US Inflation Adjusted +4.33% +71.00%
Oct 1985 - Sep 1987
-34.12%
Mar 2007 - Feb 2009
33.57%
191 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 +7.80% +65.01%
Aug 1984 - Jul 1987
-17.56%
Mar 2006 - Feb 2009
18.85%
105 out of 557
US Inflation Adjusted +4.39% +60.19%
Aug 1984 - Jul 1987
-19.32%
Mar 2006 - Feb 2009
30.34%
169 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 +7.06% +47.51%
Aug 1984 - Jul 1988
-10.88%
Oct 2007 - Sep 2011
13.39%
73 out of 545
US Inflation Adjusted +3.58% +42.80%
Aug 1984 - Jul 1988
-12.71%
Oct 2007 - Sep 2011
28.26%
154 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 +7.12% +45.85%
Aug 1982 - Jul 1987
-9.23%
Jun 2007 - May 2012
10.51%
56 out of 533
US Inflation Adjusted +3.67% +41.41%
Aug 1982 - Jul 1987
-11.04%
Jun 2007 - May 2012
24.39%
130 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 +7.72% +38.15%
Aug 1982 - Jul 1988
-3.97%
Apr 2014 - Mar 2020
7.68%
40 out of 521
US Inflation Adjusted +4.00% +33.73%
Aug 1982 - Jul 1988
-5.88%
Jun 2006 - May 2012
16.89%
88 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 +7.35% +36.45%
Aug 1982 - Jul 1989
-1.64%
Nov 2013 - Oct 2020
2.36%
12 out of 509
US Inflation Adjusted +4.20% +31.77%
Aug 1982 - Jul 1989
-3.36%
Nov 2007 - Oct 2014
15.72%
80 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 +7.38% +29.48%
Aug 1982 - Jul 1990
-2.37%
Oct 2007 - Sep 2015
4.23%
21 out of 497
US Inflation Adjusted +4.30% +24.85%
Aug 1982 - Jul 1990
-3.94%
Oct 2007 - Sep 2015
10.66%
53 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 +7.49% +26.34%
May 1980 - Apr 1989
-2.58%
Jul 2007 - Jun 2016
3.71%
18 out of 485
US Inflation Adjusted +4.52% +20.58%
May 1980 - Apr 1989
-4.17%
Jul 2007 - Jun 2016
11.34%
55 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 +7.13% +26.16%
Sep 1977 - Aug 1987
-0.48%
Jan 2007 - Dec 2016
1.90%
9 out of 473
US Inflation Adjusted +4.38% +18.50%
Sep 1977 - Aug 1987
-2.26%
Dec 2006 - Nov 2016
7.61%
36 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 +7.39% +24.87%
Sep 1976 - Aug 1987
-0.78%
Nov 2007 - Oct 2018
0.65%
3 out of 461
US Inflation Adjusted +4.70% +17.34%
Feb 1978 - Jan 1989
-2.47%
Nov 2007 - Oct 2018
6.72%
31 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 +7.74% +24.26%
Feb 1977 - Jan 1989
-1.31%
May 2008 - Apr 2020
2.23%
10 out of 449
US Inflation Adjusted +5.01% +16.99%
Aug 1982 - Jul 1994
-2.81%
Apr 2008 - Mar 2020
6.01%
27 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 +7.48% +23.01%
Sep 1976 - Aug 1989
-1.75%
Apr 2007 - Mar 2020
2.29%
10 out of 437
US Inflation Adjusted +4.93% +15.89%
Dec 1976 - Nov 1989
-3.47%
Apr 2007 - Mar 2020
8.01%
35 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 +7.05% +22.78%
Jan 1975 - Dec 1988
-0.28%
Nov 2006 - Oct 2020
0.71%
3 out of 425
US Inflation Adjusted +4.58% +15.59%
Jan 1975 - Dec 1988
-2.07%
Nov 2006 - Oct 2020
8.47%
36 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 +7.02% +22.20%
Jan 1975 - Dec 1989
-0.75%
Oct 2007 - Sep 2022
0.48%
2 out of 413
US Inflation Adjusted +4.36% +15.17%
Jan 1975 - Dec 1989
-3.04%
Oct 2007 - Sep 2022
5.57%
23 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 +7.04% +18.83%
Jan 1975 - Dec 1990
+0.47%
Oct 2006 - Sep 2022
0.00%
0 out of 401
US Inflation Adjusted +4.39% +13.85%
Aug 1982 - Jul 1998
-1.88%
Oct 2006 - Sep 2022
5.74%
23 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 +7.35% +18.28%
Jan 1975 - Dec 1991
+1.63%
Nov 2006 - Oct 2023
0.00%
0 out of 389
US Inflation Adjusted +4.48% +13.24%
Aug 1982 - Jul 1999
-0.85%
Nov 2006 - Oct 2023
4.11%
16 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 +7.63% +17.16%
Jan 1975 - Dec 1992
+2.67%
May 2006 - Apr 2024
0.00%
0 out of 377
US Inflation Adjusted +4.89% +12.41%
Aug 1982 - Jul 2000
+0.16%
May 2006 - Apr 2024
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 +7.31% +17.72%
Jan 1975 - Dec 1993
+3.55%
Mar 1990 - Feb 2009
0.00%
0 out of 365
US Inflation Adjusted +4.72% +11.47%
Jan 1975 - Dec 1993
+0.82%
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 +7.00% +16.86%
Jan 1975 - Dec 1994
+3.34%
Apr 2000 - Mar 2020
0.00%
0 out of 353
US Inflation Adjusted +4.38% +10.81%
Jan 1975 - Dec 1994
+0.65%
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 Value (EFV) ETF: Historical Returns page.