iShares MSCI USA Quality Factor (XQLT.TO): Rolling Returns

Time Period: from January 1976 to October 2024 (~49 years)
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When holding the iShares MSCI USA Quality Factor (XQLT.TO) ETF, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~49 years), the longest duration with a negative return was 158 months (from July 1999 to August 2012).

This indicates that, within the same timeframe, any rolling period of 159 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 USA QUALITY FACTOR (XQLT.TO) ETF
Previous vs Next Returns - 10 Years annualized
Time Period: 1 November 1994 - 31 October 2024 (30 Years)
Time Period: 1 January 1976 - 31 October 2024 (~49 years)

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As of Oct 31, 2024, the annualized return of the previous 10 years has been 15.19%.

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 USA QUALITY FACTOR (XQLT.TO) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 November 1994 - 31 October 2024 (30 Years)
Time Period: 1 January 1976 - 31 October 2024 (~49 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 USA QUALITY FACTOR (XQLT.TO) ETF
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1976 - 31 October 2024 (~49 years)
Canada Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-31.41%
Apr 2002 - Mar 2003
+13.74% +56.96%
Apr 1997 - Mar 1998
18.78%
108 out of 575
-34.20%
Apr 2002 - Mar 2003
+10.64% +55.41%
Apr 1997 - Mar 1998
25.39%
146 out of 575
-20.36%
Oct 2000 - Sep 2002
+13.86% +47.62%
Aug 1996 - Jul 1998
13.32%
75 out of 563
-22.28%
Oct 2000 - Sep 2002
+10.16% +46.09%
Apr 1997 - Mar 1999
24.51%
138 out of 563
-15.05%
Apr 2000 - Mar 2003
+13.59% +41.36%
Jan 1996 - Dec 1998
13.07%
72 out of 551
-17.40%
Apr 2000 - Mar 2003
+10.03% +39.53%
Jan 1996 - Dec 1998
19.06%
105 out of 551
-10.13%
Nov 2000 - Oct 2004
+15.02% +40.04%
Jan 1995 - Dec 1998
15.77%
85 out of 539
-12.09%
Nov 2000 - Oct 2004
+10.97% +38.08%
Jan 1995 - Dec 1998
18.74%
101 out of 539
-7.26%
Sep 2000 - Aug 2005
+15.41% +35.61%
Jan 1995 - Dec 1999
13.09%
69 out of 527
-9.39%
Sep 2000 - Aug 2005
+10.81% +33.40%
Jan 1995 - Dec 1999
20.30%
107 out of 527
-6.27%
Sep 2000 - Aug 2006
+15.73% +31.71%
Apr 1994 - Mar 2000
12.82%
66 out of 515
-8.39%
Sep 2000 - Aug 2006
+11.27% +29.56%
Jan 1994 - Dec 1999
18.83%
97 out of 515
-6.40%
Mar 2002 - Feb 2009
+15.63% +27.58%
May 1993 - Apr 2000
10.14%
51 out of 503
-8.35%
Mar 2002 - Feb 2009
+11.16% +25.71%
May 1993 - Apr 2000
15.51%
78 out of 503
-6.11%
Mar 2001 - Feb 2009
+15.68% +27.61%
Jan 1991 - Dec 1998
8.76%
43 out of 491
-7.99%
Mar 2001 - Feb 2009
+11.03% +25.50%
Jan 1991 - Dec 1998
13.24%
65 out of 491
-5.77%
Apr 2000 - Mar 2009
+15.01% +27.07%
Nov 1990 - Oct 1999
8.77%
42 out of 479
-7.68%
Apr 2000 - Mar 2009
+10.93% +24.77%
Nov 1990 - Oct 1999
11.27%
54 out of 479
-4.47%
Sep 2000 - Aug 2010
+15.51% +25.54%
Oct 1990 - Sep 2000
8.78%
41 out of 467
-6.35%
Sep 2000 - Aug 2010
+11.29% +23.14%
Nov 1990 - Oct 2000
11.35%
53 out of 467
-3.03%
Sep 2000 - Aug 2011
+15.57% +24.94%
Jan 1989 - Dec 1999
8.57%
39 out of 455
-5.03%
Sep 2000 - Aug 2011
+10.65% +22.03%
Jan 1989 - Dec 1999
11.65%
53 out of 455
-1.41%
Sep 2000 - Aug 2012
+14.64% +23.76%
Sep 1988 - Aug 2000
6.77%
30 out of 443
-3.46%
Sep 1999 - Aug 2011
+10.32% +20.82%
Sep 1988 - Aug 2000
9.48%
42 out of 443
-0.57%
Jan 2000 - Dec 2012
+14.22% +21.82%
Dec 1987 - Nov 2000
1.16%
5 out of 431
-2.52%
Jan 2000 - Dec 2012
+9.98% +18.78%
Dec 1987 - Nov 2000
7.42%
32 out of 431
+0.73%
Jan 1999 - Dec 2012
+13.21% +22.70%
Jan 1985 - Dec 1998
0.00%
0 out of 419
-1.29%
Jan 1999 - Dec 2012
+9.76% +19.27%
Jan 1985 - Dec 1998
3.10%
13 out of 419
+2.80%
Jul 1999 - Jun 2014
+12.27% +22.94%
Aug 1984 - Jul 1999
0.00%
0 out of 407
+0.73%
Jul 1999 - Jun 2014
+9.54% +19.50%
Aug 1984 - Jul 1999
0.00%
0 out of 407
+3.89%
May 2000 - Apr 2016
+11.91% +22.65%
Aug 1982 - Jul 1998
0.00%
0 out of 395
+1.92%
May 2000 - Apr 2016
+9.22% +18.90%
Jun 1984 - May 2000
0.00%
0 out of 395
+4.33%
Sep 2000 - Aug 2017
+11.60% +23.00%
Aug 1982 - Jul 1999
0.00%
0 out of 383
+2.44%
Sep 2000 - Aug 2017
+8.98% +19.30%
Aug 1982 - Jul 1999
0.00%
0 out of 383
+4.98%
Aug 1999 - Jul 2017
+10.99% +22.45%
Apr 1982 - Mar 2000
0.00%
0 out of 371
+3.03%
Aug 1999 - Jul 2017
+8.66% +18.64%
Aug 1982 - Jul 2000
0.00%
0 out of 371
+5.02%
Jan 2000 - Dec 2018
+10.46% +21.57%
Apr 1980 - Mar 1999
0.00%
0 out of 359
+3.09%
Jan 2000 - Dec 2018
+8.16% +17.22%
Oct 1981 - Sep 2000
0.00%
0 out of 359
+5.13%
Apr 2000 - Mar 2020
+10.37% +21.41%
Apr 1980 - Mar 2000
0.00%
0 out of 347
+3.23%
Apr 2000 - Mar 2020
+8.14% +16.65%
Apr 1980 - Mar 2000
0.00%
0 out of 347
+7.42%
Jan 1999 - Dec 2023
+11.15% +18.11%
Jan 1976 - Dec 2000
0.00%
0 out of 287
+5.08%
Jan 1999 - Dec 2023
+9.02% +12.73%
Jan 1976 - Dec 2000
0.00%
0 out of 287
+10.55%
Sep 1987 - Aug 2017
+11.96% +14.10%
Jun 1977 - May 2007
0.00%
0 out of 227
+7.73%
Dec 1980 - Nov 2010
+9.21% +10.16%
Dec 1990 - Nov 2020
0.00%
0 out of 227
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