iShares Preferred and Income Securities ETF (PFF) to EUR: Historical Returns

Data Source: from January 1992 to June 2024 (~33 years)
Consolidated Returns as of 30 June 2024
This asset allocation page includes ETFs that are not available in our database in EUR or are not yet mapped to the specific ones. We kept the original tickers and calculated returns using historical exchange rates or, if applicable, interest rate differentials for currency hedging.

You need to choose EUR-based ETFs that follow the same benchmarks. Actual returns should be comparable, but they may vary due to differences in sampling methods, annual fees, and the exchange rates used for month-end calculations. Similar EUR ETFs (hedged or not) may not always be available.
Category: Stocks
iShares Preferred and Income Securities ETF (PFF) to EUR ETF
Currency: EUR

In the last 30 Years, the iShares Preferred and Income Securities ETF (PFF) to EUR ETF obtained a 6.23% compound annual return, with a 13.88% standard deviation. It suffered a maximum drawdown of -58.10% that required 54 months to be recovered.

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The ETF is related to the following investment themes:

  • Asset Class: Preferred Stock
  • Size: Multi Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.
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Investment Returns as of Jun 30, 2024

The iShares Preferred and Income Securities ETF (PFF) to EUR ETF guaranteed the following returns.

Returns are calculated in EUR, assuming:
  • no fees or capital gain taxes.
  • the adjustment for actual currency exchange rates (simulation derived from original US returns)
  • the actual Euro Inflation rates.
ISHARES PREFERRED AND INCOME SECURITIES ETF (PFF) TO EUR ETF
Consolidated returns as of 30 June 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jun 30, 2024
  1 Day Time ET(*) Jul 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~33Y)
iShares Preferred and Income Securities ETF (PFF) to EUR ETF n.a. n.a. 1.07 6.81 11.24 3.37 5.77 6.23 7.23
Euro Inflation Adjusted return 1.07 4.89 8.73 -0.30 3.37 4.09 4.97
Returns over 1 year are annualized | Available data source: since Jan 1992
(*) Eastern Time (ET - America/New York)
Euro Inflation is updated to May 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.31% , 5Y: 3.69% , 10Y: 2.33% , 30Y: 2.06%
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Capital Growth as of Jun 30, 2024

An investment of 1€, since July 1994, now would be worth 6.13€, with a total return of 513.08% (6.23% annualized).

The Inflation Adjusted Capital now would be 3.32€, with a net total return of 232.42% (4.09% annualized).

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An investment of 1€, since January 1992, now would be worth 9.68€, with a total return of 867.88% (7.23% annualized).

The Inflation Adjusted Capital now would be 4.84€, with a net total return of 384.05% (4.97% annualized).

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Investment Metrics as of Jun 30, 2024

Metrics of iShares Preferred and Income Securities ETF (PFF) to EUR ETF, updated as of 30 June 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the adjustment for actual currency exchange rates (simulation derived from original US returns)
  • the actual Euro Inflation rates.
ISHARES PREFERRED AND INCOME SECURITIES ETF (PFF) TO EUR ETF
Advanced Metrics
Data Source: 1 January 1992 - 30 June 2024 (~33 years)
Swipe left to see all data
Metrics as of Jun 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~33Y)
Investment Return (%) 1.07 -0.29 6.81 11.24 1.50 3.37 5.77 4.56 6.23 7.23
Infl. Adjusted Return (%)
1.07 -1.08 4.89 8.73 -3.75 -0.30 3.37 2.41 4.09 4.97
Euro Inflation (%) 0.00 0.80 1.83 2.31 5.46 3.69 2.33 2.10 2.06 2.15
Pending updates, the monthly inflation of Jun 2024 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -4.75 -14.93 -15.71 -15.71 -58.10 -58.10 -58.10
Start to Recovery (# months)
3 23* 14 14 54 54 54
Start (yyyy mm) 2023 10 2022 08 2020 02 2020 02 2006 03 2006 03 2006 03
Start to Bottom (# months) 1 15 2 2 36 36 36
Bottom (yyyy mm) 2023 10 2023 10 2020 03 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 2 8 12 12 18 18 18
End (yyyy mm) 2023 12 - 2021 03 2021 03 2010 08 2010 08 2010 08
Longest Drawdown Depth (%) -2.78
same
-14.93 -12.99
same

same

same
Start to Recovery (# months)
3* 23* 25
Start (yyyy mm) 2024 04 2022 08 2022 08 2017 03 2006 03 2006 03 2006 03
Start to Bottom (# months) 1 15 15 11 36 36 36
Bottom (yyyy mm) 2024 04 2023 10 2023 10 2018 01 2009 02 2009 02 2009 02
Bottom to End (# months) 2 8 8 14 18 18 18
End (yyyy mm) - - - 2019 03 2010 08 2010 08 2010 08
Longest negative period (# months)
4 31 51 52 78 147 147
Period Start (yyyy mm) 2023 07 2021 10 2019 08 2015 12 2005 06 1996 12 1996 12
Period End (yyyy mm) 2023 10 2024 04 2023 10 2020 03 2011 11 2009 02 2009 02
Annualized Return (%) -7.89 -0.08 -0.28 -0.34 -0.36 -0.27 -0.27
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -4.84 -24.39 -24.39 -24.39 -60.62 -61.45 -61.45
Start to Recovery (# months)
2 30* 30* 30* 77 150 150
Start (yyyy mm) 2023 10 2022 01 2022 01 2022 01 2006 03 2002 02 2002 02
Start to Bottom (# months) 1 22 22 22 36 85 85
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 02 2009 02 2009 02
Bottom to End (# months) 1 8 8 8 41 65 65
End (yyyy mm) 2023 11 - - - 2012 07 2014 07 2014 07
Longest Drawdown Depth (%) -3.34
same

same

same

same

same

same
Start to Recovery (# months)
3*
Start (yyyy mm) 2024 04 2022 01 2022 01 2022 01 2006 03 2002 02 2002 02
Start to Bottom (# months) 1 22 22 22 36 85 85
Bottom (yyyy mm) 2024 04 2023 10 2023 10 2023 10 2009 02 2009 02 2009 02
Bottom to End (# months) 2 8 8 8 41 65 65
End (yyyy mm) - - - - 2012 07 2014 07 2014 07
Longest negative period (# months)
5* 36* 60* 105 105 176 192
Period Start (yyyy mm) 2024 02 2021 07 2019 07 2015 02 2005 07 1994 07 1993 03
Period End (yyyy mm) 2024 06 2024 06 2024 06 2023 10 2014 03 2009 02 2009 02
Annualized Return (%) -0.93 -3.75 -0.30 -0.47 -0.06 -0.50 -0.34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 8.91 11.45 12.38 10.77 15.36 13.88 13.85
Sharpe Ratio 0.67 -0.13 0.11 0.41 0.21 0.28 0.23
Sortino Ratio 0.87 -0.19 0.16 0.59 0.28 0.39 0.33
Ulcer Index 1.57 7.69 6.93 5.98 12.91 11.07 10.87
Ratio: Return / Standard Deviation 1.26 0.13 0.27 0.54 0.30 0.45 0.52
Ratio: Return / Deepest Drawdown 2.36 0.10 0.21 0.37 0.08 0.11 0.12
Positive Months (%)
83.33 58.33 61.66 60.83 58.33 60.00 60.00
Positive Months 10 21 37 73 140 216 234
Negative Months 2 15 23 47 100 144 156
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 5.77 14.99 14.99 15.46
Worst 10 Years Return (%) - Annualized 3.35 -3.53 -3.53
Best 10 Years Return (%) - Annualized 3.37 13.57 13.57 13.57
Worst 10 Years Return (%) - Annualized 1.46 -5.52 -5.52
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· Over the latest 30Y
Best Rolling Return (%) - Annualized 104.86 35.04 21.57 14.99 8.51 6.23
Worst Rolling Return (%) - Annualized -45.21 -25.17 -13.54 -3.53 3.64
Positive Periods (%) 69.3 85.5 85.3 97.9 100.0 100.0
Best Rolling Return (%) - Annualized 103.13 32.39 19.53 13.57 6.58 4.09
Worst Rolling Return (%) - Annualized -45.85 -26.70 -15.35 -5.52 1.49
Positive Periods (%) 62.7 74.7 72.4 83.4 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
6.00 9.65 12.62 20.24 29.40 20.35 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 7.67 12.54 16.70 26.54 50.03 42.93 5.81 0.00
99% VaR - Value at Risk (%) - Cumulative
8.73 14.38 19.31 30.27 62.46 57.35 26.96 0.00
99% CVaR - Conditional Value at Risk (%) 10.47 17.39 23.57 40.10 86.29 79.78 41.50 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 77.72 23.15 14.80 7.92 4.81 6.78
Perpetual Withdrawal Rate (%) --- --- --- --- 1.39 4.74
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1992 - Jun 2024)
Best Rolling Return (%) - Annualized 104.86 35.04 21.57 15.46 8.51 7.95
Worst Rolling Return (%) - Annualized -45.21 -25.17 -13.54 -3.53 3.64 5.48
Positive Periods (%) 68.6 86.7 86.7 98.1 100.0 100.0
Best Rolling Return (%) - Annualized 103.13 32.39 19.53 13.57 6.58 5.96
Worst Rolling Return (%) - Annualized -45.85 -26.70 -15.35 -5.52 1.49 3.33
Positive Periods (%) 62.5 76.6 74.9 85.2 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
5.91 9.40 12.12 15.72 24.89 18.23 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 7.57 12.27 16.19 25.80 47.47 39.84 4.24 0.00
99% VaR - Value at Risk (%) - Cumulative
8.64 14.12 18.79 28.80 59.31 57.35 9.70 0.00
99% CVaR - Conditional Value at Risk (%) 10.37 17.12 23.04 36.82 78.10 79.78 34.06 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 77.72 23.15 14.80 7.92 4.81 5.86
Perpetual Withdrawal Rate (%) --- --- --- --- 1.39 3.74
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ISHARES PREFERRED AND INCOME SECURITIES ETF (PFF) TO EUR ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1992 - 30 June 2024 (~33 years)
Inflation Adjusted:

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Rolling Returns

( more details)

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 PREFERRED AND INCOME SECURITIES ETF (PFF) TO EUR ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1992 - 30 June 2024 (~33 years)
Inflation Adjusted:

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If you need a deeper detail about rolling returns, please refer to the iShares Preferred and Income Securities ETF (PFF) to EUR ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in iShares Preferred and Income Securities ETF (PFF) to EUR ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares Preferred and Income Securities ETF (PFF) to EUR ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES PREFERRED AND INCOME SECURITIES ETF (PFF) TO EUR ETF
Monthly Returns Distribution
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 January 1992 - 30 June 2024 (~33 years)
216 Positive Months (60%) - 144 Negative Months (40%)
234 Positive Months (60%) - 156 Negative Months (40%)

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Investment Returns, up to December 2007, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

Returns are calculated based on the performance of the original US asset, adjusted for actual currency exchange rates.

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Build wealth
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