iShares MSCI Minimum Vol USA (XMU.TO): Rolling Returns

Time Period: from January 1985 to September 2024 (~40 years)
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When holding the iShares MSCI Minimum Vol USA (XMU.TO) ETF, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~40 years), the longest duration with a negative return was 146 months (from May 1998 to June 2010).

This indicates that, within the same timeframe, any rolling period of 147 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 MINIMUM VOL USA (XMU.TO) ETF
Previous vs Next Returns - 10 Years annualized
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 January 1985 - 30 September 2024 (~40 years)

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As of Sep 30, 2024, the annualized return of the previous 10 years has been 12.56%.

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 MINIMUM VOL USA (XMU.TO) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 January 1985 - 30 September 2024 (~40 years)
Canada 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 MINIMUM VOL USA (XMU.TO) ETF
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 September 2024 (~40 years)
Canada Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-28.05%
Apr 2002 - Mar 2003
+12.85% +47.36%
Apr 1997 - Mar 1998
18.45%
86 out of 466
-30.98%
Apr 2002 - Mar 2003
+10.44% +45.91%
Apr 1997 - Mar 1998
22.96%
107 out of 466
-17.36%
Mar 2007 - Feb 2009
+11.67% +35.49%
Aug 1996 - Jul 1998
14.32%
65 out of 454
-18.68%
Mar 2007 - Feb 2009
+8.68% +33.70%
Aug 1996 - Jul 1998
23.79%
108 out of 454
-10.28%
Apr 2000 - Mar 2003
+11.44% +29.11%
May 1995 - Apr 1998
15.61%
69 out of 442
-12.76%
Apr 2000 - Mar 2003
+8.51% +27.43%
May 1995 - Apr 1998
19.46%
86 out of 442
-6.99%
Nov 2000 - Oct 2004
+11.81% +28.68%
Jan 1995 - Dec 1998
19.07%
82 out of 430
-9.02%
Nov 2000 - Oct 2004
+9.06% +26.88%
Jan 1995 - Dec 1998
22.09%
95 out of 430
-4.41%
Mar 2004 - Feb 2009
+11.46% +23.83%
Jan 1994 - Dec 1998
14.83%
62 out of 418
-6.54%
Nov 2000 - Oct 2005
+8.76% +22.39%
Jan 1994 - Dec 1998
23.21%
97 out of 418
-3.33%
Sep 2000 - Aug 2006
+11.23% +22.97%
Jul 1992 - Jun 1998
11.08%
45 out of 406
-5.52%
Sep 2000 - Aug 2006
+8.32% +21.25%
Jul 1992 - Jun 1998
22.41%
91 out of 406
-4.71%
Mar 2002 - Feb 2009
+11.70% +22.90%
Dec 1991 - Nov 1998
9.14%
36 out of 394
-6.70%
Mar 2002 - Feb 2009
+8.41% +21.24%
Dec 1991 - Nov 1998
18.78%
74 out of 394
-4.24%
Mar 2001 - Feb 2009
+11.56% +22.55%
Jan 1991 - Dec 1998
8.64%
33 out of 382
-6.16%
Mar 2001 - Feb 2009
+8.59% +20.53%
Jan 1991 - Dec 1998
15.45%
59 out of 382
-3.39%
Jun 2000 - May 2009
+11.61% +20.60%
Nov 1990 - Oct 1999
10.00%
37 out of 370
-5.40%
Jun 2000 - May 2009
+8.87% +18.41%
Nov 1990 - Oct 1999
13.51%
50 out of 370
-2.89%
Sep 2000 - Aug 2010
+11.58% +20.75%
Jan 1989 - Dec 1998
8.66%
31 out of 358
-4.80%
Sep 2000 - Aug 2010
+9.28% +18.16%
Nov 1990 - Oct 2000
14.80%
53 out of 358
-1.50%
Jul 1999 - Jun 2010
+10.72% +19.38%
Dec 1987 - Nov 1998
8.67%
30 out of 346
-3.48%
Jul 1999 - Jun 2010
+8.78% +16.44%
Jan 1988 - Dec 1998
14.16%
49 out of 346
-0.39%
Jul 1998 - Jun 2010
+10.40% +18.81%
Sep 1988 - Aug 2000
0.90%
3 out of 334
-2.36%
Jul 1998 - Jun 2010
+8.59% +15.99%
Sep 1988 - Aug 2000
13.47%
45 out of 334
+0.83%
Feb 1999 - Jan 2012
+10.37% +17.85%
May 1985 - Apr 1998
0.00%
0 out of 322
-1.29%
Feb 1999 - Jan 2012
+8.40% +14.66%
Dec 1987 - Nov 2000
9.01%
29 out of 322
+1.43%
Jan 1999 - Dec 2012
+9.93% +18.76%
Jan 1985 - Dec 1998
0.00%
0 out of 310
-0.60%
Jan 1999 - Dec 2012
+8.01% +15.44%
Jan 1985 - Dec 1998
0.97%
3 out of 310
+3.20%
Jan 1998 - Dec 2012
+9.82% +17.53%
Jan 1985 - Dec 1999
0.00%
0 out of 298
+1.20%
Jan 1998 - Dec 2012
+7.82% +14.27%
Jan 1985 - Dec 1999
0.00%
0 out of 298
+4.21%
Aug 1998 - Jul 2014
+9.49% +16.81%
Jan 1985 - Dec 2000
0.00%
0 out of 286
+2.16%
Aug 1998 - Jul 2014
+7.35% +13.54%
Jan 1985 - Dec 2000
0.00%
0 out of 286
+5.35%
Aug 1997 - Jul 2014
+9.01% +15.59%
Jan 1985 - Dec 2001
0.00%
0 out of 274
+3.33%
Aug 1997 - Jul 2014
+6.89% +12.49%
Jan 1985 - Dec 2001
0.00%
0 out of 274
+5.63%
Feb 1999 - Jan 2017
+7.95% +13.52%
Jan 1985 - Dec 2002
0.00%
0 out of 262
+3.61%
Feb 1999 - Jan 2017
+6.03% +10.42%
Jan 1985 - Dec 2002
0.00%
0 out of 262
+6.07%
Jan 1999 - Dec 2017
+8.01% +12.70%
Jan 1985 - Dec 2003
0.00%
0 out of 250
+4.06%
Feb 1999 - Jan 2018
+6.01% +9.66%
Jan 1985 - Dec 2003
0.00%
0 out of 250
+6.22%
Jan 1999 - Dec 2018
+8.25% +12.35%
Jan 1985 - Dec 2004
0.00%
0 out of 238
+4.23%
Jan 1999 - Dec 2018
+6.19% +9.36%
Jan 1985 - Dec 2004
0.00%
0 out of 238
+6.67%
Jan 1999 - Dec 2023
+9.29% +10.99%
Nov 1990 - Oct 2015
0.00%
0 out of 178
+4.35%
Jan 1999 - Dec 2023
+7.17% +8.92%
Nov 1990 - Oct 2015
0.00%
0 out of 178
+9.21%
Nov 1993 - Oct 2023
+10.37% +11.11%
Dec 1988 - Nov 2018
0.00%
0 out of 118
+7.00%
Nov 1993 - Oct 2023
+8.15% +8.96%
Oct 1990 - Sep 2020
0.00%
0 out of 118
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