iShares S&P 500 EUR Hedged (IBCF.DE): Rolling Returns

Data Source: from January 1950 to May 2024 (~74 years)
Consolidated Returns as of 31 May 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 (~74 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

ISHARES S&P 500 EUR HEDGED (IBCF.DE) ETF
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 9.77% (updated at May 31, 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 S&P 500 EUR HEDGED (IBCF.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 January 1950 - 31 May 2024 (~74 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +13.04% +56.20%
Jan 1954 - Dec 1954
-42.42%
Mar 2008 - Feb 2009
21.88%
193 out of 882
Euro Inflation Adjusted +9.94% +54.10%
Jan 1954 - Dec 1954
-45.63%
Oct 1973 - Sep 1974
26.19%
231 out of 882
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 +11.08% +46.72%
Oct 1953 - Sep 1955
-25.72%
Mar 2007 - Feb 2009
13.79%
120 out of 870
Euro Inflation Adjusted +8.45% +44.10%
Oct 1953 - Sep 1955
-28.57%
Oct 1972 - Sep 1974
21.26%
185 out of 870
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 +11.17% +35.69%
Sep 1953 - Aug 1956
-16.26%
Apr 2000 - Mar 2003
11.07%
95 out of 858
Euro Inflation Adjusted +8.59% +33.20%
Sep 1953 - Aug 1956
-18.19%
Apr 2000 - Mar 2003
18.41%
158 out of 858
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 +10.62% +29.46%
Jan 1995 - Dec 1998
-10.51%
Mar 2005 - Feb 2009
10.87%
92 out of 846
Euro Inflation Adjusted +8.26% +27.97%
Jul 1951 - Jun 1955
-12.40%
Mar 2005 - Feb 2009
18.56%
157 out of 846
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 +10.83% +30.76%
Aug 1950 - Jul 1955
-7.25%
Mar 2004 - Feb 2009
9.35%
78 out of 834
Euro Inflation Adjusted +7.88% +29.03%
Aug 1950 - Jul 1955
-10.09%
Oct 1969 - Sep 1974
20.74%
173 out of 834
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 +10.33% +29.50%
Apr 1950 - Mar 1956
-5.58%
Oct 1968 - Sep 1974
4.38%
36 out of 822
Euro Inflation Adjusted +7.87% +27.20%
Apr 1950 - Mar 1956
-10.23%
Oct 1968 - Sep 1974
16.67%
137 out of 822
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 +10.07% +26.03%
Jan 1950 - Dec 1956
-4.06%
Mar 2002 - Feb 2009
1.98%
16 out of 810
Euro Inflation Adjusted +7.39% +23.54%
Jan 1950 - Dec 1956
-8.08%
Oct 1967 - Sep 1974
14.32%
116 out of 810
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 +10.06% +22.30%
Jan 1991 - Dec 1998
-4.64%
Mar 2001 - Feb 2009
2.01%
16 out of 798
Euro Inflation Adjusted +7.38% +20.75%
Jan 1951 - Dec 1958
-6.64%
Mar 2001 - Feb 2009
16.29%
130 out of 798
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 +9.83% +23.59%
Jan 1950 - Dec 1958
-5.43%
Apr 2000 - Mar 2009
2.67%
21 out of 786
Euro Inflation Adjusted +7.41% +21.65%
Aug 1950 - Jul 1959
-7.41%
Apr 2000 - Mar 2009
16.54%
130 out of 786
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 +9.77% +22.43%
Jan 1950 - Dec 1959
-3.95%
Mar 1999 - Feb 2009
3.36%
26 out of 774
Euro Inflation Adjusted +7.32% +20.19%
Jan 1950 - Dec 1959
-5.93%
Mar 1999 - Feb 2009
15.63%
121 out of 774
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 +10.12% +21.22%
Apr 1950 - Mar 1961
-2.16%
Mar 1998 - Feb 2009
1.71%
13 out of 762
Euro Inflation Adjusted +7.26% +19.25%
Apr 1950 - Mar 1961
-4.06%
Mar 1998 - Feb 2009
17.32%
132 out of 762
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 +9.92% +21.16%
Jan 1950 - Dec 1961
+0.37%
Jan 2000 - Dec 2011
0.00%
0 out of 750
Euro Inflation Adjusted +7.52% +18.97%
Jan 1950 - Dec 1961
-1.75%
May 1968 - Apr 1980
15.60%
117 out of 750
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 +9.70% +18.87%
Feb 1950 - Jan 1963
+1.53%
Jan 2000 - Dec 2012
0.00%
0 out of 738
Euro Inflation Adjusted +6.99% +16.77%
Sep 1950 - Aug 1963
-2.40%
Jun 1969 - May 1982
9.62%
71 out of 738
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 +9.28% +18.99%
Feb 1950 - Jan 1964
+2.40%
Aug 1968 - Jul 1982
0.00%
0 out of 726
Euro Inflation Adjusted +6.87% +16.92%
Aug 1950 - Jul 1964
-2.37%
Aug 1968 - Jul 1982
6.20%
45 out of 726
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 +8.96% +18.88%
Feb 1950 - Jan 1965
+2.55%
Aug 1967 - Jul 1982
0.00%
0 out of 714
Euro Inflation Adjusted +6.62% +16.54%
Feb 1950 - Jan 1965
-1.99%
Aug 1967 - Jul 1982
3.36%
24 out of 714
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 +8.91% +18.55%
Aug 1982 - Jul 1998
+3.31%
Mar 1966 - Feb 1982
0.00%
0 out of 702
Euro Inflation Adjusted +6.45% +15.93%
Jan 1950 - Dec 1965
-1.01%
Mar 1966 - Feb 1982
2.56%
18 out of 702
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 +8.39% +18.59%
Jul 1982 - Jun 1999
+3.32%
Aug 1965 - Jul 1982
0.00%
0 out of 690
Euro Inflation Adjusted +5.85% +16.03%
Jul 1982 - Jun 1999
-1.02%
Aug 1965 - Jul 1982
2.03%
14 out of 690
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 +8.25% +17.88%
Apr 1982 - Mar 2000
+3.45%
Aug 1964 - Jul 1982
0.00%
0 out of 678
Euro Inflation Adjusted +5.72% +15.26%
Aug 1982 - Jul 2000
-0.86%
Aug 1964 - Jul 1982
1.03%
7 out of 678
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 +8.42% +16.50%
May 1980 - Apr 1999
+4.23%
Jan 2000 - Dec 2018
0.00%
0 out of 666
Euro Inflation Adjusted +5.89% +14.05%
Jan 1950 - Dec 1968
+0.19%
Aug 1963 - Jul 1982
0.00%
0 out of 666
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 +8.50% +16.43%
Apr 1980 - Mar 2000
+4.08%
Apr 2000 - Mar 2020
0.00%
0 out of 654
Euro Inflation Adjusted +5.99% +13.48%
Apr 1980 - Mar 2000
+0.63%
Apr 1962 - Mar 1982
0.00%
0 out of 654
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 S&P 500 EUR Hedged (IBCF.DE) ETF: Historical Returns page.