Consolidated Returns as of 30 June 2024
Holding the iShares S&P 500 EUR Hedged (IBCF.DE) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~75 years), the longest period with a negative return lasted 147 months (from July 1999 to September 2011).
This means that every rolling period of 148 months or above has always granted a positive return.
To obtain comprehensive information, please consult the iShares S&P 500 EUR Hedged (IBCF.DE) 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
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The annualized return of the last 10 years has been 10.13% (updated at Jun 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.
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Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +13.08% |
+56.20%
Jan 1954 - Dec 1954 |
-42.42%
Mar 2008 - Feb 2009 |
21.86%
193 out of 883 |
Euro Inflation Adjusted | +9.99% |
+54.10%
Jan 1954 - Dec 1954 |
-45.63%
Oct 1973 - Sep 1974 |
26.16%
231 out of 883 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.09% |
+46.72%
Oct 1953 - Sep 1955 |
-25.72%
Mar 2007 - Feb 2009 |
13.78%
120 out of 871 |
Euro Inflation Adjusted | +8.46% |
+44.10%
Oct 1953 - Sep 1955 |
-28.57%
Oct 1972 - Sep 1974 |
21.24%
185 out of 871 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.17% |
+35.69%
Sep 1953 - Aug 1956 |
-16.26%
Apr 2000 - Mar 2003 |
11.06%
95 out of 859 |
Euro Inflation Adjusted | +8.59% |
+33.20%
Sep 1953 - Aug 1956 |
-18.19%
Apr 2000 - Mar 2003 |
18.39%
158 out of 859 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.63% |
+29.46%
Jan 1995 - Dec 1998 |
-10.51%
Mar 2005 - Feb 2009 |
10.86%
92 out of 847 |
Euro Inflation Adjusted | +8.27% |
+27.97%
Jul 1951 - Jun 1955 |
-12.40%
Mar 2005 - Feb 2009 |
18.54%
157 out of 847 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.83% |
+30.76%
Aug 1950 - Jul 1955 |
-7.25%
Mar 2004 - Feb 2009 |
9.34%
78 out of 835 |
Euro Inflation Adjusted | +7.88% |
+29.03%
Aug 1950 - Jul 1955 |
-10.09%
Oct 1969 - Sep 1974 |
20.72%
173 out of 835 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.34% |
+29.50%
Apr 1950 - Mar 1956 |
-5.58%
Oct 1968 - Sep 1974 |
4.37%
36 out of 823 |
Euro Inflation Adjusted | +7.87% |
+27.20%
Apr 1950 - Mar 1956 |
-10.23%
Oct 1968 - Sep 1974 |
16.65%
137 out of 823 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.09% |
+26.03%
Jan 1950 - Dec 1956 |
-4.06%
Mar 2002 - Feb 2009 |
1.97%
16 out of 811 |
Euro Inflation Adjusted | +7.41% |
+23.54%
Jan 1950 - Dec 1956 |
-8.08%
Oct 1967 - Sep 1974 |
14.30%
116 out of 811 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.06% |
+22.30%
Jan 1991 - Dec 1998 |
-4.64%
Mar 2001 - Feb 2009 |
2.00%
16 out of 799 |
Euro Inflation Adjusted | +7.39% |
+20.75%
Jan 1951 - Dec 1958 |
-6.64%
Mar 2001 - Feb 2009 |
16.27%
130 out of 799 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.84% |
+23.59%
Jan 1950 - Dec 1958 |
-5.43%
Apr 2000 - Mar 2009 |
2.67%
21 out of 787 |
Euro Inflation Adjusted | +7.45% |
+21.65%
Aug 1950 - Jul 1959 |
-7.41%
Apr 2000 - Mar 2009 |
16.52%
130 out of 787 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.79% |
+22.43%
Jan 1950 - Dec 1959 |
-3.95%
Mar 1999 - Feb 2009 |
3.35%
26 out of 775 |
Euro Inflation Adjusted | +7.33% |
+20.19%
Jan 1950 - Dec 1959 |
-5.93%
Mar 1999 - Feb 2009 |
15.61%
121 out of 775 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.13% |
+21.22%
Apr 1950 - Mar 1961 |
-2.16%
Mar 1998 - Feb 2009 |
1.70%
13 out of 763 |
Euro Inflation Adjusted | +7.26% |
+19.25%
Apr 1950 - Mar 1961 |
-4.06%
Mar 1998 - Feb 2009 |
17.30%
132 out of 763 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.93% |
+21.16%
Jan 1950 - Dec 1961 |
+0.37%
Jan 2000 - Dec 2011 |
0.00%
0 out of 751 |
Euro Inflation Adjusted | +7.53% |
+18.97%
Jan 1950 - Dec 1961 |
-1.75%
May 1968 - Apr 1980 |
15.58%
117 out of 751 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.71% |
+18.87%
Feb 1950 - Jan 1963 |
+1.53%
Jan 2000 - Dec 2012 |
0.00%
0 out of 739 |
Euro Inflation Adjusted | +7.00% |
+16.77%
Sep 1950 - Aug 1963 |
-2.40%
Jun 1969 - May 1982 |
9.61%
71 out of 739 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.29% |
+18.99%
Feb 1950 - Jan 1964 |
+2.40%
Aug 1968 - Jul 1982 |
0.00%
0 out of 727 |
Euro Inflation Adjusted | +6.87% |
+16.92%
Aug 1950 - Jul 1964 |
-2.37%
Aug 1968 - Jul 1982 |
6.19%
45 out of 727 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.98% |
+18.88%
Feb 1950 - Jan 1965 |
+2.55%
Aug 1967 - Jul 1982 |
0.00%
0 out of 715 |
Euro Inflation Adjusted | +6.66% |
+16.54%
Feb 1950 - Jan 1965 |
-1.99%
Aug 1967 - Jul 1982 |
3.36%
24 out of 715 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.93% |
+18.55%
Aug 1982 - Jul 1998 |
+3.31%
Mar 1966 - Feb 1982 |
0.00%
0 out of 703 |
Euro Inflation Adjusted | +6.45% |
+15.93%
Jan 1950 - Dec 1965 |
-1.01%
Mar 1966 - Feb 1982 |
2.56%
18 out of 703 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.39% |
+18.59%
Jul 1982 - Jun 1999 |
+3.32%
Aug 1965 - Jul 1982 |
0.00%
0 out of 691 |
Euro Inflation Adjusted | +5.87% |
+16.03%
Jul 1982 - Jun 1999 |
-1.02%
Aug 1965 - Jul 1982 |
2.03%
14 out of 691 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.25% |
+17.88%
Apr 1982 - Mar 2000 |
+3.45%
Aug 1964 - Jul 1982 |
0.00%
0 out of 679 |
Euro Inflation Adjusted | +5.73% |
+15.26%
Aug 1982 - Jul 2000 |
-0.86%
Aug 1964 - Jul 1982 |
1.03%
7 out of 679 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.43% |
+16.50%
May 1980 - Apr 1999 |
+4.23%
Jan 2000 - Dec 2018 |
0.00%
0 out of 667 |
Euro Inflation Adjusted | +5.89% |
+14.05%
Jan 1950 - Dec 1968 |
+0.19%
Aug 1963 - Jul 1982 |
0.00%
0 out of 667 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.50% |
+16.43%
Apr 1980 - Mar 2000 |
+4.08%
Apr 2000 - Mar 2020 |
0.00%
0 out of 655 |
Euro Inflation Adjusted | +6.00% |
+13.48%
Apr 1980 - Mar 2000 |
+0.63%
Apr 1962 - Mar 1982 |
0.00%
0 out of 655 |
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To obtain comprehensive information, please consult the iShares S&P 500 EUR Hedged (IBCF.DE) ETF: Historical Returns page.