When holding the iShares USD Treasury Bond 20+yr (IS04.DE) ETF, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~71 years), the longest duration with a negative return was 158 months (from January 1967 to February 1980).
This indicates that, within the same timeframe, any rolling period of 159 months or more has consistently resulted in a positive return.
Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.
iShares USD Treasury Bond 20+yr (IS04.DE) ETF: Historical Returns
Previous vs subsequent Returns
Is there a correlation between past and future returns over all 10-year rolling periods?
The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).
Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.
Loading data
Please wait
Loading data
Please wait
As of Sep 30, 2024, the annualized return of the previous 10 years has been 2.11%.
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.
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Rolling Period Analysis
By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.
Loading data
Please wait
Loading data
Please wait
Worst | Median | Best | Negative Periods |
---|---|---|---|
-26.01%
Jan 2022 - Dec 2022 |
+3.29% |
+74.02%
Nov 1981 - Oct 1982 |
38.43%
324 out of 843 |
-32.25%
Jan 2022 - Dec 2022 |
+0.61% |
+66.00%
Nov 1981 - Oct 1982 |
48.64%
410 out of 843 |
-18.82%
Nov 2021 - Oct 2023 |
+3.81% |
+46.86%
Nov 1980 - Oct 1982 |
30.45%
253 out of 831 |
-23.91%
Nov 2021 - Oct 2023 |
+1.07% |
+39.91%
May 1981 - Apr 1983 |
43.56%
362 out of 831 |
-14.36%
Nov 2020 - Oct 2023 |
+4.10% |
+38.80%
Feb 1982 - Jan 1985 |
19.54%
160 out of 819 |
-19.06%
Nov 2020 - Oct 2023 |
+1.78% |
+34.81%
Feb 1982 - Jan 1985 |
38.58%
316 out of 819 |
-12.37%
May 2020 - Apr 2024 |
+5.09% |
+34.33%
Feb 1981 - Jan 1985 |
14.62%
118 out of 807 |
-16.20%
May 2020 - Apr 2024 |
+2.56% |
+29.33%
Feb 1981 - Jan 1985 |
38.17%
308 out of 807 |
-5.74%
Sep 2019 - Aug 2024 |
+4.34% |
+32.15%
Mar 1980 - Feb 1985 |
10.06%
80 out of 795 |
-9.21%
Sep 2019 - Aug 2024 |
+1.86% |
+27.03%
Apr 1981 - Mar 1986 |
34.09%
271 out of 795 |
-2.52%
Nov 2017 - Oct 2023 |
+4.93% |
+29.44%
Apr 1980 - Mar 1986 |
8.30%
65 out of 783 |
-5.75%
Aug 1968 - Jul 1974 |
+2.35% |
+25.15%
Apr 1980 - Mar 1986 |
34.10%
267 out of 783 |
-3.38%
Nov 2016 - Oct 2023 |
+6.05% |
+23.66%
Mar 1980 - Feb 1987 |
6.61%
51 out of 771 |
-6.25%
Nov 2016 - Oct 2023 |
+3.46% |
+20.11%
Mar 1980 - Feb 1987 |
31.13%
240 out of 771 |
-2.21%
Jul 2016 - Jun 2024 |
+6.52% |
+19.30%
Mar 1980 - Feb 1988 |
4.74%
36 out of 759 |
-5.42%
Mar 1972 - Feb 1980 |
+4.36% |
+16.48%
Oct 1981 - Sep 1989 |
30.96%
235 out of 759 |
-1.20%
Apr 2015 - Mar 2024 |
+6.07% |
+19.23%
Nov 1980 - Oct 1989 |
2.81%
21 out of 747 |
-5.52%
Mar 1971 - Feb 1980 |
+4.05% |
+16.24%
Nov 1980 - Oct 1989 |
29.99%
224 out of 747 |
-0.65%
Aug 1963 - Jul 1973 |
+6.43% |
+17.17%
Mar 1980 - Feb 1990 |
0.68%
5 out of 735 |
-4.62%
Mar 1970 - Feb 1980 |
+4.21% |
+14.11%
Mar 1980 - Feb 1990 |
27.35%
201 out of 735 |
-0.26%
Aug 1962 - Jul 1973 |
+7.09% |
+16.21%
Nov 1980 - Oct 1991 |
0.14%
1 out of 723 |
-4.27%
Mar 1969 - Feb 1980 |
+4.49% |
+12.97%
Nov 1980 - Oct 1991 |
27.25%
197 out of 723 |
-0.06%
Aug 1961 - Jul 1973 |
+7.13% |
+16.47%
Oct 1981 - Sep 1993 |
0.28%
2 out of 711 |
-4.37%
Mar 1968 - Feb 1980 |
+4.85% |
+13.52%
Oct 1981 - Sep 1993 |
27.57%
196 out of 711 |
-0.08%
Mar 1967 - Feb 1980 |
+7.04% |
+16.97%
Nov 1980 - Oct 1993 |
0.14%
1 out of 699 |
-4.22%
Mar 1967 - Feb 1980 |
+4.77% |
+13.63%
Nov 1980 - Oct 1993 |
27.18%
190 out of 699 |
+0.30%
Mar 1966 - Feb 1980 |
+7.08% |
+16.25%
Mar 1980 - Feb 1994 |
0.00%
0 out of 687 |
-3.73%
Mar 1966 - Feb 1980 |
+4.79% |
+12.90%
Mar 1980 - Feb 1994 |
25.47%
175 out of 687 |
+0.12%
Mar 1965 - Feb 1980 |
+7.24% |
+14.46%
Feb 1981 - Jan 1996 |
0.00%
0 out of 675 |
-3.91%
Mar 1965 - Feb 1980 |
+5.00% |
+11.38%
Feb 1981 - Jan 1996 |
24.00%
162 out of 675 |
+0.35%
Mar 1964 - Feb 1980 |
+7.35% |
+14.48%
Mar 1980 - Feb 1996 |
0.00%
0 out of 663 |
-3.55%
Mar 1964 - Feb 1980 |
+4.87% |
+11.37%
Feb 1982 - Jan 1998 |
23.68%
157 out of 663 |
+0.38%
Mar 1963 - Feb 1980 |
+7.39% |
+14.47%
Feb 1981 - Jan 1998 |
0.00%
0 out of 651 |
-3.41%
Mar 1963 - Feb 1980 |
+4.90% |
+11.54%
Feb 1981 - Jan 1998 |
22.27%
145 out of 651 |
+0.61%
Mar 1962 - Feb 1980 |
+7.35% |
+14.81%
Mar 1980 - Feb 1998 |
0.00%
0 out of 639 |
-3.17%
Mar 1962 - Feb 1980 |
+4.73% |
+11.73%
Mar 1980 - Feb 1998 |
20.97%
134 out of 639 |
+0.49%
Aug 1954 - Jul 1973 |
+7.56% |
+14.40%
Nov 1981 - Oct 2000 |
0.00%
0 out of 627 |
-3.25%
Mar 1961 - Feb 1980 |
+4.75% |
+11.80%
Nov 1981 - Oct 2000 |
19.46%
122 out of 627 |
+0.90%
Aug 1954 - Jul 1974 |
+7.48% |
+14.86%
Nov 1980 - Oct 2000 |
0.00%
0 out of 615 |
-2.61%
Mar 1960 - Feb 1980 |
+4.65% |
+11.98%
Nov 1980 - Oct 2000 |
17.72%
109 out of 615 |
+0.93%
Mar 1955 - Feb 1980 |
+7.61% |
+12.00%
Oct 1980 - Sep 2005 |
0.00%
0 out of 555 |
-2.34%
Mar 1955 - Feb 1980 |
+4.98% |
+9.26%
Oct 1980 - Sep 2005 |
8.65%
48 out of 555 |
+4.04%
Jun 1954 - May 1984 |
+7.88% |
+10.99%
Sep 1980 - Aug 2010 |
0.00%
0 out of 495 |
+0.56%
Jun 1954 - May 1984 |
+5.53% |
+8.41%
Sep 1980 - Aug 2010 |
0.00%
0 out of 495 |
iShares USD Treasury Bond 20+yr (IS04.DE) ETF: Historical Returns