Consolidated Returns as of 30 June 2024
Holding the iShares USD Treasury Bond 1-3yr (IUSU.DE) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~71 years), the longest period with a negative return lasted 194 months (from February 2002 to March 2018).
This means that every rolling period of 195 months or above has always granted a positive return.
To obtain comprehensive information, please consult the iShares USD Treasury Bond 1-3yr (IUSU.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 3.56% (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 | +4.24% |
+46.81%
Sep 1980 - Aug 1981 |
-20.86%
Mar 1985 - Feb 1986 |
29.17%
245 out of 840 |
Euro Inflation Adjusted | +1.34% |
+41.48%
Mar 1984 - Feb 1985 |
-23.36%
Aug 1972 - Jul 1973 |
42.62%
358 out of 840 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.02% |
+44.65%
Nov 1980 - Oct 1982 |
-13.57%
Mar 1985 - Feb 1987 |
21.74%
180 out of 828 |
Euro Inflation Adjusted | +1.26% |
+36.28%
Nov 1980 - Oct 1982 |
-14.67%
Feb 2002 - Jan 2004 |
39.37%
326 out of 828 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.06% |
+35.56%
Oct 1980 - Sep 1983 |
-10.62%
Jan 1985 - Dec 1987 |
16.30%
133 out of 816 |
Euro Inflation Adjusted | +1.77% |
+29.20%
Feb 1981 - Jan 1984 |
-12.18%
Mar 2002 - Feb 2005 |
35.05%
286 out of 816 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.29% |
+33.86%
Dec 1980 - Nov 1984 |
-5.82%
Apr 2001 - Mar 2005 |
12.31%
99 out of 804 |
Euro Inflation Adjusted | +1.83% |
+28.55%
Dec 1980 - Nov 1984 |
-8.35%
Apr 1971 - Mar 1975 |
30.72%
247 out of 804 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.53% |
+33.15%
Mar 1980 - Feb 1985 |
-5.15%
Mar 2002 - Feb 2007 |
8.96%
71 out of 792 |
Euro Inflation Adjusted | +1.98% |
+27.90%
Mar 1980 - Feb 1985 |
-7.06%
Mar 2002 - Feb 2007 |
26.14%
207 out of 792 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.43% |
+26.16%
Mar 1979 - Feb 1985 |
-5.59%
Apr 2002 - Mar 2008 |
5.90%
46 out of 780 |
Euro Inflation Adjusted | +2.00% |
+20.84%
Mar 1979 - Feb 1985 |
-7.74%
Apr 2002 - Mar 2008 |
26.15%
204 out of 780 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.41% |
+22.57%
Mar 1978 - Feb 1985 |
-4.66%
Jul 2001 - Jun 2008 |
4.82%
37 out of 768 |
Euro Inflation Adjusted | +2.00% |
+17.66%
Mar 1978 - Feb 1985 |
-6.86%
Jul 2001 - Jun 2008 |
25.00%
192 out of 768 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.39% |
+18.53%
Mar 1977 - Feb 1985 |
-2.68%
Dec 2001 - Nov 2009 |
4.63%
35 out of 756 |
Euro Inflation Adjusted | +2.05% |
+13.96%
Mar 1977 - Feb 1985 |
-4.64%
Dec 2001 - Nov 2009 |
24.47%
185 out of 756 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.37% |
+17.15%
Mar 1976 - Feb 1985 |
-2.16%
May 2002 - Apr 2011 |
3.90%
29 out of 744 |
Euro Inflation Adjusted | +1.92% |
+12.65%
Mar 1976 - Feb 1985 |
-4.16%
May 2002 - Apr 2011 |
21.24%
158 out of 744 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.35% |
+17.79%
May 1975 - Apr 1985 |
-1.71%
Jul 2001 - Jun 2011 |
2.60%
19 out of 732 |
Euro Inflation Adjusted | +1.97% |
+13.22%
May 1975 - Apr 1985 |
-3.69%
Jul 2001 - Jun 2011 |
20.22%
148 out of 732 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.34% |
+16.06%
May 1974 - Apr 1985 |
-1.17%
Feb 2002 - Jan 2013 |
3.19%
23 out of 720 |
Euro Inflation Adjusted | +1.86% |
+11.36%
May 1974 - Apr 1985 |
-3.15%
Feb 2002 - Jan 2013 |
16.94%
122 out of 720 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.62% |
+15.50%
Jul 1973 - Jun 1985 |
-1.14%
Mar 2002 - Feb 2014 |
2.40%
17 out of 708 |
Euro Inflation Adjusted | +2.07% |
+10.69%
Aug 1973 - Jul 1985 |
-3.01%
Mar 2002 - Feb 2014 |
13.98%
99 out of 708 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.66% |
+13.52%
Mar 1972 - Feb 1985 |
-0.77%
Jul 2001 - Jun 2014 |
1.44%
10 out of 696 |
Euro Inflation Adjusted | +2.13% |
+9.79%
Mar 1980 - Feb 1993 |
-2.64%
Jul 2001 - Jun 2014 |
12.21%
85 out of 696 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.74% |
+12.63%
Mar 1980 - Feb 1994 |
+0.37%
Nov 2000 - Oct 2014 |
0.00%
0 out of 684 |
Euro Inflation Adjusted | +2.25% |
+9.38%
Mar 1980 - Feb 1994 |
-1.54%
May 2000 - Apr 2014 |
12.57%
86 out of 684 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.81% |
+12.23%
Oct 1978 - Sep 1993 |
+0.72%
Oct 2002 - Sep 2017 |
0.00%
0 out of 672 |
Euro Inflation Adjusted | +2.34% |
+8.74%
Oct 1978 - Sep 1993 |
-0.91%
Oct 2002 - Sep 2017 |
9.97%
67 out of 672 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.73% |
+11.67%
Mar 1969 - Feb 1985 |
-0.15%
Feb 2002 - Jan 2018 |
0.30%
2 out of 660 |
Euro Inflation Adjusted | +2.33% |
+7.90%
Mar 1980 - Feb 1996 |
-1.75%
Feb 2002 - Jan 2018 |
7.12%
47 out of 660 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.95% |
+11.26%
Mar 1980 - Feb 1997 |
+0.36%
Apr 2001 - Mar 2018 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +2.45% |
+8.18%
Mar 1980 - Feb 1997 |
-1.31%
Apr 2001 - Mar 2018 |
6.64%
43 out of 648 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.99% |
+11.34%
Mar 1980 - Feb 1998 |
+0.77%
Jul 2001 - Jun 2019 |
0.00%
0 out of 636 |
Euro Inflation Adjusted | +2.43% |
+8.35%
Mar 1980 - Feb 1998 |
-0.87%
Jul 2001 - Jun 2019 |
7.86%
50 out of 636 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.99% |
+10.97%
Oct 1978 - Sep 1997 |
+0.44%
Feb 2002 - Jan 2021 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +2.50% |
+8.10%
Mar 1980 - Feb 1999 |
-1.09%
Feb 2002 - Jan 2021 |
7.05%
44 out of 624 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.10% |
+11.53%
Nov 1980 - Oct 2000 |
+0.54%
Jun 2001 - May 2021 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +2.63% |
+8.73%
Nov 1980 - Oct 2000 |
-1.04%
Jun 2001 - May 2021 |
6.54%
40 out of 612 |
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To obtain comprehensive information, please consult the iShares USD Treasury Bond 1-3yr (IUSU.DE) ETF: Historical Returns page.