Consolidated Returns as of 30 June 2024
Holding the iShares USD Treasury Bond 20+yr (IS04.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 158 months (from January 1967 to February 1980).
This means that every rolling period of 159 months or above has always granted a positive return.
To obtain comprehensive information, please consult the iShares USD Treasury Bond 20+yr (IS04.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 2.96% (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 | +3.29% |
+74.02%
Nov 1981 - Oct 1982 |
-26.01%
Jan 2022 - Dec 2022 |
38.57%
324 out of 840 |
Euro Inflation Adjusted | +0.61% |
+66.00%
Nov 1981 - Oct 1982 |
-32.25%
Jan 2022 - Dec 2022 |
48.69%
409 out of 840 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.88% |
+46.86%
Nov 1980 - Oct 1982 |
-18.82%
Nov 2021 - Oct 2023 |
30.19%
250 out of 828 |
Euro Inflation Adjusted | +1.09% |
+39.91%
May 1981 - Apr 1983 |
-23.91%
Nov 2021 - Oct 2023 |
43.36%
359 out of 828 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.11% |
+38.80%
Feb 1982 - Jan 1985 |
-14.36%
Nov 2020 - Oct 2023 |
19.24%
157 out of 816 |
Euro Inflation Adjusted | +1.83% |
+34.81%
Feb 1982 - Jan 1985 |
-19.06%
Nov 2020 - Oct 2023 |
38.36%
313 out of 816 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.09% |
+34.33%
Feb 1981 - Jan 1985 |
-12.37%
May 2020 - Apr 2024 |
14.30%
115 out of 804 |
Euro Inflation Adjusted | +2.59% |
+29.33%
Feb 1981 - Jan 1985 |
-16.20%
May 2020 - Apr 2024 |
37.94%
305 out of 804 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.37% |
+32.15%
Mar 1980 - Feb 1985 |
-4.41%
Jun 2019 - May 2024 |
9.72%
77 out of 792 |
Euro Inflation Adjusted | +1.91% |
+27.03%
Apr 1981 - Mar 1986 |
-7.84%
Jun 2019 - May 2024 |
33.84%
268 out of 792 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.95% |
+29.44%
Apr 1980 - Mar 1986 |
-2.52%
Nov 2017 - Oct 2023 |
8.08%
63 out of 780 |
Euro Inflation Adjusted | +2.38% |
+25.15%
Apr 1980 - Mar 1986 |
-5.75%
Aug 1968 - Jul 1974 |
33.85%
264 out of 780 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.07% |
+23.66%
Mar 1980 - Feb 1987 |
-3.38%
Nov 2016 - Oct 2023 |
6.25%
48 out of 768 |
Euro Inflation Adjusted | +3.46% |
+20.11%
Mar 1980 - Feb 1987 |
-6.25%
Nov 2016 - Oct 2023 |
30.86%
237 out of 768 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.57% |
+19.30%
Mar 1980 - Feb 1988 |
-2.21%
Jul 2016 - Jun 2024 |
4.37%
33 out of 756 |
Euro Inflation Adjusted | +4.42% |
+16.48%
Oct 1981 - Sep 1989 |
-5.42%
Mar 1972 - Feb 1980 |
30.69%
232 out of 756 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.12% |
+19.23%
Nov 1980 - Oct 1989 |
-1.20%
Apr 2015 - Mar 2024 |
2.55%
19 out of 744 |
Euro Inflation Adjusted | +4.05% |
+16.24%
Nov 1980 - Oct 1989 |
-5.52%
Mar 1971 - Feb 1980 |
29.70%
221 out of 744 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.43% |
+17.17%
Mar 1980 - Feb 1990 |
-0.65%
Aug 1963 - Jul 1973 |
0.68%
5 out of 732 |
Euro Inflation Adjusted | +4.22% |
+14.11%
Mar 1980 - Feb 1990 |
-4.62%
Mar 1970 - Feb 1980 |
27.19%
199 out of 732 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.10% |
+16.21%
Nov 1980 - Oct 1991 |
-0.26%
Aug 1962 - Jul 1973 |
0.14%
1 out of 720 |
Euro Inflation Adjusted | +4.51% |
+12.97%
Nov 1980 - Oct 1991 |
-4.27%
Mar 1969 - Feb 1980 |
27.36%
197 out of 720 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.13% |
+16.47%
Oct 1981 - Sep 1993 |
-0.06%
Aug 1961 - Jul 1973 |
0.28%
2 out of 708 |
Euro Inflation Adjusted | +4.88% |
+13.52%
Oct 1981 - Sep 1993 |
-4.37%
Mar 1968 - Feb 1980 |
27.26%
193 out of 708 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.07% |
+16.97%
Nov 1980 - Oct 1993 |
-0.08%
Mar 1967 - Feb 1980 |
0.14%
1 out of 696 |
Euro Inflation Adjusted | +4.79% |
+13.63%
Nov 1980 - Oct 1993 |
-4.22%
Mar 1967 - Feb 1980 |
27.30%
190 out of 696 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.11% |
+16.25%
Mar 1980 - Feb 1994 |
+0.30%
Mar 1966 - Feb 1980 |
0.00%
0 out of 684 |
Euro Inflation Adjusted | +4.80% |
+12.90%
Mar 1980 - Feb 1994 |
-3.73%
Mar 1966 - Feb 1980 |
25.58%
175 out of 684 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.25% |
+14.46%
Feb 1981 - Jan 1996 |
+0.12%
Mar 1965 - Feb 1980 |
0.00%
0 out of 672 |
Euro Inflation Adjusted | +5.00% |
+11.38%
Feb 1981 - Jan 1996 |
-3.91%
Mar 1965 - Feb 1980 |
24.11%
162 out of 672 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.35% |
+14.48%
Mar 1980 - Feb 1996 |
+0.35%
Mar 1964 - Feb 1980 |
0.00%
0 out of 660 |
Euro Inflation Adjusted | +4.87% |
+11.37%
Feb 1982 - Jan 1998 |
-3.55%
Mar 1964 - Feb 1980 |
23.79%
157 out of 660 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.42% |
+14.47%
Feb 1981 - Jan 1998 |
+0.38%
Mar 1963 - Feb 1980 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +4.90% |
+11.54%
Feb 1981 - Jan 1998 |
-3.41%
Mar 1963 - Feb 1980 |
22.38%
145 out of 648 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.36% |
+14.81%
Mar 1980 - Feb 1998 |
+0.61%
Mar 1962 - Feb 1980 |
0.00%
0 out of 636 |
Euro Inflation Adjusted | +4.74% |
+11.73%
Mar 1980 - Feb 1998 |
-3.17%
Mar 1962 - Feb 1980 |
21.07%
134 out of 636 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.57% |
+14.40%
Nov 1981 - Oct 2000 |
+0.49%
Aug 1954 - Jul 1973 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +4.75% |
+11.80%
Nov 1981 - Oct 2000 |
-3.25%
Mar 1961 - Feb 1980 |
19.55%
122 out of 624 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.48% |
+14.86%
Nov 1980 - Oct 2000 |
+0.90%
Aug 1954 - Jul 1974 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +4.68% |
+11.98%
Nov 1980 - Oct 2000 |
-2.61%
Mar 1960 - Feb 1980 |
17.81%
109 out of 612 |
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To obtain comprehensive information, please consult the iShares USD Treasury Bond 20+yr (IS04.DE) ETF: Historical Returns page.