Consolidated Returns as of 30 June 2024
Holding the iShares USD High Yield Corporate Bond (IS0R.DE) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~46 years), the longest period with a negative return lasted 134 months (from February 1998 to March 2009).
This means that every rolling period of 135 months or above has always granted a positive return.
To obtain comprehensive information, please consult the iShares USD High Yield Corporate Bond (IS0R.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 5.85% (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 | +7.66% |
+58.72%
Nov 1981 - Oct 1982 |
-26.23%
Nov 1989 - Oct 1990 |
29.16%
156 out of 535 |
Euro Inflation Adjusted | +5.01% |
+51.40%
Nov 1981 - Oct 1982 |
-29.43%
Nov 1989 - Oct 1990 |
36.64%
196 out of 535 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.48% |
+43.17%
Feb 1982 - Jan 1984 |
-13.08%
Apr 2007 - Mar 2009 |
17.59%
92 out of 523 |
Euro Inflation Adjusted | +5.17% |
+38.52%
Feb 1982 - Jan 1984 |
-15.72%
Feb 1989 - Jan 1991 |
26.58%
139 out of 523 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.52% |
+38.49%
Feb 1981 - Jan 1984 |
-9.94%
Dec 2005 - Nov 2008 |
14.29%
73 out of 511 |
Euro Inflation Adjusted | +4.94% |
+32.61%
Feb 1981 - Jan 1984 |
-12.01%
Dec 2005 - Nov 2008 |
24.66%
126 out of 511 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.11% |
+34.30%
Feb 1981 - Jan 1985 |
-5.40%
Nov 1986 - Oct 1990 |
12.63%
63 out of 499 |
Euro Inflation Adjusted | +5.15% |
+29.31%
Mar 1981 - Feb 1985 |
-7.68%
Nov 1986 - Oct 1990 |
23.05%
115 out of 499 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.71% |
+32.86%
Mar 1980 - Feb 1985 |
-3.93%
Nov 1985 - Oct 1990 |
11.09%
54 out of 487 |
Euro Inflation Adjusted | +5.42% |
+27.62%
Mar 1980 - Feb 1985 |
-5.65%
Dec 2003 - Nov 2008 |
17.45%
85 out of 487 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.78% |
+24.97%
Mar 1979 - Feb 1985 |
-4.07%
Apr 2002 - Mar 2008 |
8.84%
42 out of 475 |
Euro Inflation Adjusted | +5.07% |
+19.74%
Apr 1980 - Mar 1986 |
-6.25%
Apr 2002 - Mar 2008 |
14.95%
71 out of 475 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.86% |
+20.36%
Jan 1979 - Dec 1985 |
-4.66%
Apr 2002 - Mar 2009 |
5.83%
27 out of 463 |
Euro Inflation Adjusted | +5.03% |
+16.44%
Mar 1980 - Feb 1987 |
-6.59%
Apr 2002 - Mar 2009 |
11.88%
55 out of 463 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.73% |
+17.57%
Oct 1980 - Sep 1988 |
-4.00%
Apr 2001 - Mar 2009 |
5.76%
26 out of 451 |
Euro Inflation Adjusted | +4.80% |
+14.68%
Oct 1980 - Sep 1988 |
-6.00%
Apr 2001 - Mar 2009 |
8.20%
37 out of 451 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.96% |
+16.94%
Sep 1980 - Aug 1989 |
-2.12%
Apr 2000 - Mar 2009 |
3.64%
16 out of 439 |
Euro Inflation Adjusted | +5.05% |
+14.04%
Sep 1980 - Aug 1989 |
-4.17%
Apr 2000 - Mar 2009 |
9.57%
42 out of 439 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.03% |
+16.29%
Nov 1990 - Oct 2000 |
-0.82%
Apr 1999 - Mar 2009 |
0.94%
4 out of 427 |
Euro Inflation Adjusted | +5.21% |
+13.58%
Nov 1990 - Oct 2000 |
-2.88%
Apr 1999 - Mar 2009 |
11.01%
47 out of 427 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.86% |
+14.62%
Feb 1991 - Jan 2002 |
-0.37%
Apr 1998 - Mar 2009 |
0.24%
1 out of 415 |
Euro Inflation Adjusted | +5.07% |
+11.98%
Feb 1991 - Jan 2002 |
-2.33%
Apr 1998 - Mar 2009 |
6.51%
27 out of 415 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.92% |
+13.53%
Mar 1980 - Feb 1992 |
+1.42%
Mar 1997 - Feb 2009 |
0.00%
0 out of 403 |
Euro Inflation Adjusted | +4.78% |
+10.68%
Nov 1981 - Oct 1993 |
-0.48%
Mar 1997 - Feb 2009 |
1.74%
7 out of 403 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.05% |
+14.65%
Aug 1980 - Jul 1993 |
+2.55%
Jun 2001 - May 2014 |
0.00%
0 out of 391 |
Euro Inflation Adjusted | +5.01% |
+11.39%
Aug 1980 - Jul 1993 |
+0.50%
Nov 2000 - Oct 2013 |
0.00%
0 out of 391 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.03% |
+14.47%
Mar 1980 - Feb 1994 |
+3.08%
May 2000 - Apr 2014 |
0.00%
0 out of 379 |
Euro Inflation Adjusted | +4.92% |
+11.17%
Mar 1980 - Feb 1994 |
+1.03%
May 2000 - Apr 2014 |
0.00%
0 out of 379 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.89% |
+13.48%
Jan 1979 - Dec 1993 |
+2.57%
Dec 1993 - Nov 2008 |
0.00%
0 out of 367 |
Euro Inflation Adjusted | +4.70% |
+9.96%
Jan 1979 - Dec 1993 |
+0.47%
Dec 1993 - Nov 2008 |
0.00%
0 out of 367 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.15% |
+12.95%
Mar 1980 - Feb 1996 |
+3.57%
Feb 2002 - Jan 2018 |
0.00%
0 out of 355 |
Euro Inflation Adjusted | +4.23% |
+9.78%
Oct 1981 - Sep 1997 |
+1.53%
Apr 1993 - Mar 2009 |
0.00%
0 out of 355 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.05% |
+13.61%
Aug 1980 - Jul 1997 |
+3.47%
Apr 2001 - Mar 2018 |
0.00%
0 out of 343 |
Euro Inflation Adjusted | +4.10% |
+10.56%
Aug 1980 - Jul 1997 |
+1.74%
Apr 2001 - Mar 2018 |
0.00%
0 out of 343 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.16% |
+13.66%
Mar 1980 - Feb 1998 |
+3.84%
Nov 2000 - Oct 2018 |
0.00%
0 out of 331 |
Euro Inflation Adjusted | +4.07% |
+10.62%
Mar 1980 - Feb 1998 |
+2.07%
Nov 2000 - Oct 2018 |
0.00%
0 out of 331 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.28% |
+13.06%
Mar 1980 - Feb 1999 |
+3.68%
Apr 2001 - Mar 2020 |
0.00%
0 out of 319 |
Euro Inflation Adjusted | +4.11% |
+10.15%
Mar 1980 - Feb 1999 |
+2.02%
Apr 2001 - Mar 2020 |
0.00%
0 out of 319 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.35% |
+13.41%
Oct 1980 - Sep 2000 |
+3.67%
Jun 2001 - May 2021 |
0.00%
0 out of 307 |
Euro Inflation Adjusted | +4.18% |
+10.56%
Sep 1980 - Aug 2000 |
+2.01%
Apr 1989 - Mar 2009 |
0.00%
0 out of 307 |
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To obtain comprehensive information, please consult the iShares USD High Yield Corporate Bond (IS0R.DE) ETF: Historical Returns page.