iShares USD Treasury Bond 20+yr (IS04.DE): Rolling Returns

Data Source: from January 1975 to April 2024 (~49 years)
Consolidated Returns as of 30 April 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 (~49 years), the longest period with a negative return lasted 112 months (from January 2015 to April 2024). This negative series is not closed yet.

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

ISHARES USD TREASURY BOND 20+YR (IS04.DE) ETF
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 2.84% (updated at Apr 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.

ISHARES USD TREASURY BOND 20+YR (IS04.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1975 - 30 April 2024 (~49 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.22% +74.02%
Nov 1981 - Oct 1982
-26.01%
Jan 2022 - Dec 2022
35.97%
209 out of 581
Euro Inflation Adjusted +5.26% +66.00%
Nov 1981 - Oct 1982
-32.25%
Jan 2022 - Dec 2022
40.96%
238 out of 581
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.76% +46.86%
Nov 1980 - Oct 1982
-18.82%
Nov 2021 - Oct 2023
29.70%
169 out of 569
Euro Inflation Adjusted +4.75% +39.91%
May 1981 - Apr 1983
-23.91%
Nov 2021 - Oct 2023
35.50%
202 out of 569
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.62% +38.80%
Feb 1982 - Jan 1985
-14.36%
Nov 2020 - Oct 2023
16.88%
94 out of 557
Euro Inflation Adjusted +5.10% +34.81%
Feb 1982 - Jan 1985
-19.06%
Nov 2020 - Oct 2023
27.11%
151 out of 557
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.15% +34.33%
Feb 1981 - Jan 1985
-12.37%
May 2020 - Apr 2024
14.13%
77 out of 545
Euro Inflation Adjusted +6.03% +29.33%
Feb 1981 - Jan 1985
-16.20%
May 2020 - Apr 2024
23.12%
126 out of 545
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.22% +32.15%
Mar 1980 - Feb 1985
-3.34%
May 2019 - Apr 2024
8.63%
46 out of 533
Euro Inflation Adjusted +6.06% +27.03%
Apr 1981 - Mar 1986
-6.79%
May 2019 - Apr 2024
17.07%
91 out of 533
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.85% +29.44%
Apr 1980 - Mar 1986
-2.52%
Nov 2017 - Oct 2023
6.91%
36 out of 521
Euro Inflation Adjusted +6.04% +25.15%
Apr 1980 - Mar 1986
-5.68%
Nov 2017 - Oct 2023
14.59%
76 out of 521
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.85% +23.66%
Mar 1980 - Feb 1987
-3.38%
Nov 2016 - Oct 2023
5.30%
27 out of 509
Euro Inflation Adjusted +6.13% +20.11%
Mar 1980 - Feb 1987
-6.25%
Nov 2016 - Oct 2023
10.22%
52 out of 509
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.09% +19.30%
Mar 1980 - Feb 1988
-1.80%
Nov 2015 - Oct 2023
2.82%
14 out of 497
Euro Inflation Adjusted +6.69% +16.48%
Oct 1981 - Sep 1989
-4.47%
Mar 2016 - Feb 2024
8.45%
42 out of 497
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.29% +19.23%
Nov 1980 - Oct 1989
-1.20%
Apr 2015 - Mar 2024
0.82%
4 out of 485
Euro Inflation Adjusted +6.99% +16.24%
Nov 1980 - Oct 1989
-3.63%
Apr 2015 - Mar 2024
5.57%
27 out of 485
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.98% +17.17%
Mar 1980 - Feb 1990
+1.03%
Jul 2001 - Jun 2011
0.00%
0 out of 473
Euro Inflation Adjusted +7.11% +14.11%
Mar 1980 - Feb 1990
-1.01%
Apr 2001 - Mar 2011
1.27%
6 out of 473
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.53% +16.21%
Nov 1980 - Oct 1991
+0.88%
Nov 2012 - Oct 2023
0.00%
0 out of 461
Euro Inflation Adjusted +6.65% +12.97%
Nov 1980 - Oct 1991
-1.19%
Nov 2012 - Oct 2023
1.74%
8 out of 461
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.59% +16.47%
Oct 1981 - Sep 1993
+1.91%
Oct 2011 - Sep 2023
0.00%
0 out of 449
Euro Inflation Adjusted +6.42% +13.52%
Oct 1981 - Sep 1993
-0.23%
Oct 2011 - Sep 2023
0.45%
2 out of 449
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.44% +16.97%
Nov 1980 - Oct 1993
+3.00%
Sep 2010 - Aug 2023
0.00%
0 out of 437
Euro Inflation Adjusted +6.34% +13.63%
Nov 1980 - Oct 1993
+0.76%
Sep 2010 - Aug 2023
0.00%
0 out of 437
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.43% +16.25%
Mar 1980 - Feb 1994
+3.49%
Jan 2009 - Dec 2022
0.00%
0 out of 425
Euro Inflation Adjusted +6.23% +12.90%
Mar 1980 - Feb 1994
+1.48%
Jan 2009 - Dec 2022
0.00%
0 out of 425
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.91% +14.46%
Feb 1981 - Jan 1996
+2.92%
Dec 2008 - Nov 2023
0.00%
0 out of 413
Euro Inflation Adjusted +6.00% +11.38%
Feb 1981 - Jan 1996
+0.88%
Dec 2008 - Nov 2023
0.00%
0 out of 413
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.27% +14.48%
Mar 1980 - Feb 1996
+4.10%
Mar 2002 - Feb 2018
0.00%
0 out of 401
Euro Inflation Adjusted +5.92% +11.37%
Feb 1982 - Jan 1998
+2.43%
Nov 2007 - Oct 2023
0.00%
0 out of 401
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.95% +14.47%
Feb 1981 - Jan 1998
+3.82%
Nov 2006 - Oct 2023
0.00%
0 out of 389
Euro Inflation Adjusted +5.79% +11.54%
Feb 1981 - Jan 1998
+1.66%
Nov 2006 - Oct 2023
0.00%
0 out of 389
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.83% +14.81%
Mar 1980 - Feb 1998
+3.52%
Nov 2005 - Oct 2023
0.00%
0 out of 377
Euro Inflation Adjusted +5.64% +11.73%
Mar 1980 - Feb 1998
+1.40%
Nov 2005 - Oct 2023
0.00%
0 out of 377
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.82% +14.40%
Nov 1981 - Oct 2000
+3.95%
Nov 2004 - Oct 2023
0.00%
0 out of 365
Euro Inflation Adjusted +5.56% +11.80%
Nov 1981 - Oct 2000
+1.80%
Nov 2004 - Oct 2023
0.00%
0 out of 365
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.03% +14.86%
Nov 1980 - Oct 2000
+3.74%
Nov 2003 - Oct 2023
0.00%
0 out of 353
Euro Inflation Adjusted +5.77% +11.98%
Nov 1980 - Oct 2000
+1.58%
Nov 2003 - Oct 2023
0.00%
0 out of 353
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the iShares USD Treasury Bond 20+yr (IS04.DE) ETF: Historical Returns page.