Consolidated Returns as of 30 June 2024
Holding the iShares USD TIPS (IUST.DE) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~40 years), the longest period with a negative return lasted 102 months (from June 2001 to November 2009).
This means that every rolling period of 103 months or above has always granted a positive return.
To obtain comprehensive information, please consult the iShares USD TIPS (IUST.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 4.34% (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 | +5.28% |
+51.73%
Sep 1992 - Aug 1993 |
-19.01%
Nov 1993 - Oct 1994 |
32.83%
152 out of 463 |
Euro Inflation Adjusted | +3.36% |
+46.67%
Sep 1992 - Aug 1993 |
-21.20%
Nov 1993 - Oct 1994 |
39.74%
184 out of 463 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.35% |
+24.35%
Aug 1999 - Jul 2001 |
-10.46%
Jan 1986 - Dec 1987 |
26.61%
120 out of 451 |
Euro Inflation Adjusted | +3.20% |
+21.55%
Aug 1999 - Jul 2001 |
-10.46%
Jan 1986 - Dec 1987 |
35.03%
158 out of 451 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.27% |
+24.28%
Nov 1990 - Oct 1993 |
-6.88%
Jan 1985 - Dec 1987 |
12.98%
57 out of 439 |
Euro Inflation Adjusted | +3.48% |
+20.06%
Nov 1990 - Oct 1993 |
-7.36%
Jan 1985 - Dec 1987 |
29.38%
129 out of 439 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.87% |
+18.91%
Sep 1996 - Aug 2000 |
-1.75%
May 2002 - Apr 2006 |
9.60%
41 out of 427 |
Euro Inflation Adjusted | +4.07% |
+17.16%
Sep 1996 - Aug 2000 |
-3.84%
May 2020 - Apr 2024 |
22.25%
95 out of 427 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.90% |
+18.48%
Jun 1996 - May 2001 |
-2.35%
Oct 2002 - Sep 2007 |
6.99%
29 out of 415 |
Euro Inflation Adjusted | +3.99% |
+16.52%
Jun 1996 - May 2001 |
-4.40%
Oct 2002 - Sep 2007 |
14.70%
61 out of 415 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.26% |
+17.19%
Apr 1995 - Mar 2001 |
-1.82%
Apr 2002 - Mar 2008 |
4.96%
20 out of 403 |
Euro Inflation Adjusted | +4.35% |
+15.23%
Apr 1995 - Mar 2001 |
-4.05%
Apr 2002 - Mar 2008 |
12.90%
52 out of 403 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.02% |
+15.67%
Nov 1994 - Oct 2001 |
-1.60%
Jun 2001 - May 2008 |
2.56%
10 out of 391 |
Euro Inflation Adjusted | +4.13% |
+13.59%
Nov 1994 - Oct 2001 |
-3.84%
Jun 2001 - May 2008 |
12.79%
50 out of 391 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.13% |
+14.41%
Sep 1992 - Aug 2000 |
-0.20%
Jun 2001 - May 2009 |
0.53%
2 out of 379 |
Euro Inflation Adjusted | +4.26% |
+12.07%
Sep 1992 - Aug 2000 |
-2.20%
Jun 2001 - May 2009 |
11.61%
44 out of 379 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.63% |
+14.55%
Jul 1992 - Jun 2001 |
+1.10%
May 2002 - Apr 2011 |
0.00%
0 out of 367 |
Euro Inflation Adjusted | +3.94% |
+12.10%
Jul 1992 - Jun 2001 |
-0.97%
May 2002 - Apr 2011 |
4.90%
18 out of 367 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.58% |
+14.59%
Nov 1990 - Oct 2000 |
+1.22%
Jun 2001 - May 2011 |
0.00%
0 out of 355 |
Euro Inflation Adjusted | +3.95% |
+11.91%
Nov 1990 - Oct 2000 |
-0.84%
Jun 2001 - May 2011 |
1.41%
5 out of 355 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.66% |
+14.20%
Nov 1990 - Oct 2001 |
+2.18%
Aug 2012 - Jul 2023 |
0.00%
0 out of 343 |
Euro Inflation Adjusted | +3.94% |
+11.55%
Nov 1990 - Oct 2001 |
+0.05%
Aug 2012 - Jul 2023 |
0.00%
0 out of 343 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.97% |
+12.95%
Oct 1990 - Sep 2002 |
+1.97%
Mar 2002 - Feb 2014 |
0.00%
0 out of 331 |
Euro Inflation Adjusted | +4.15% |
+10.30%
Oct 1990 - Sep 2002 |
+0.03%
Mar 2002 - Feb 2014 |
0.00%
0 out of 331 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.05% |
+12.87%
Jun 1988 - May 2001 |
+2.18%
Jun 2001 - May 2014 |
0.00%
0 out of 319 |
Euro Inflation Adjusted | +4.25% |
+10.01%
Jun 1988 - May 2001 |
+0.25%
Jun 2001 - May 2014 |
0.00%
0 out of 319 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.06% |
+12.35%
Jan 1988 - Dec 2001 |
+3.37%
Nov 2000 - Oct 2014 |
0.00%
0 out of 307 |
Euro Inflation Adjusted | +4.11% |
+9.57%
Jan 1988 - Dec 2001 |
+1.29%
Jun 2010 - May 2024 |
0.00%
0 out of 307 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.04% |
+11.40%
Jan 1988 - Dec 2002 |
+3.04%
Mar 2003 - Feb 2018 |
0.00%
0 out of 295 |
Euro Inflation Adjusted | +3.97% |
+8.68%
Dec 1987 - Nov 2002 |
+1.37%
Oct 2002 - Sep 2017 |
0.00%
0 out of 295 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.17% |
+10.05%
Dec 1987 - Nov 2003 |
+2.55%
Feb 2002 - Jan 2018 |
0.00%
0 out of 283 |
Euro Inflation Adjusted | +4.20% |
+7.39%
Dec 1987 - Nov 2003 |
+0.91%
Feb 2002 - Jan 2018 |
0.00%
0 out of 283 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.19% |
+9.50%
Jun 1988 - May 2005 |
+2.81%
Apr 2001 - Mar 2018 |
0.00%
0 out of 271 |
Euro Inflation Adjusted | +4.21% |
+6.85%
Jun 1988 - May 2005 |
+1.10%
Apr 2001 - Mar 2018 |
0.00%
0 out of 271 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.45% |
+9.78%
Jan 1988 - Dec 2005 |
+3.12%
Jul 2001 - Jun 2019 |
0.00%
0 out of 259 |
Euro Inflation Adjusted | +4.43% |
+7.14%
Jan 1988 - Dec 2005 |
+1.44%
Jul 2001 - Jun 2019 |
0.00%
0 out of 259 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.67% |
+8.64%
Jan 1988 - Dec 2006 |
+3.11%
Mar 2002 - Feb 2021 |
0.00%
0 out of 247 |
Euro Inflation Adjusted | +4.62% |
+6.06%
Dec 1987 - Nov 2006 |
+1.54%
Mar 2002 - Feb 2021 |
0.00%
0 out of 247 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.78% |
+8.69%
Sep 1990 - Aug 2010 |
+3.11%
Jun 2001 - May 2021 |
0.00%
0 out of 235 |
Euro Inflation Adjusted | +4.63% |
+6.30%
Sep 1992 - Aug 2012 |
+1.49%
Jun 2001 - May 2021 |
0.00%
0 out of 235 |
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To obtain comprehensive information, please consult the iShares USD TIPS (IUST.DE) ETF: Historical Returns page.