Consolidated Returns as of 30 June 2024
Holding the iShares USD Treasury Bond 3-7yr (SXRL.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 143 months (from June 2012 to April 2024).
This means that every rolling period of 144 months or above has always granted a positive return.
To obtain comprehensive information, please consult the iShares USD Treasury Bond 3-7yr (SXRL.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
Loading data
Please wait
Loading data
Please wait
The annualized return of the last 10 years has been 1.09% (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.
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
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.23% |
+56.91%
Nov 1981 - Oct 1982 |
-17.74%
Aug 1972 - Jul 1973 |
33.57%
282 out of 840 |
Euro Inflation Adjusted | +1.07% |
+49.68%
Nov 1981 - Oct 1982 |
-23.35%
Aug 1972 - Jul 1973 |
45.48%
382 out of 840 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.58% |
+46.01%
Nov 1980 - Oct 1982 |
-10.94%
Jun 1985 - May 1987 |
25.00%
207 out of 828 |
Euro Inflation Adjusted | +1.41% |
+37.57%
Nov 1980 - Oct 1982 |
-13.97%
Aug 1971 - Jul 1973 |
38.16%
316 out of 828 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.97% |
+35.86%
Mar 1980 - Feb 1983 |
-8.14%
Jan 1985 - Dec 1987 |
17.16%
140 out of 816 |
Euro Inflation Adjusted | +1.61% |
+30.94%
Feb 1982 - Jan 1985 |
-10.04%
Apr 1971 - Mar 1974 |
34.80%
284 out of 816 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.78% |
+34.29%
Dec 1980 - Nov 1984 |
-4.11%
Apr 2001 - Mar 2005 |
11.19%
90 out of 804 |
Euro Inflation Adjusted | +1.46% |
+28.96%
Dec 1980 - Nov 1984 |
-8.00%
Apr 1971 - Mar 1975 |
29.23%
235 out of 804 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.23% |
+33.31%
Mar 1980 - Feb 1985 |
-3.98%
Oct 2002 - Sep 2007 |
7.45%
59 out of 792 |
Euro Inflation Adjusted | +1.72% |
+28.05%
Mar 1980 - Feb 1985 |
-6.50%
Aug 1968 - Jul 1973 |
27.02%
214 out of 792 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.14% |
+24.61%
Mar 1979 - Feb 1985 |
-3.43%
Nov 2001 - Oct 2007 |
5.00%
39 out of 780 |
Euro Inflation Adjusted | +1.76% |
+20.26%
Apr 1980 - Mar 1986 |
-5.52%
Nov 2001 - Oct 2007 |
25.00%
195 out of 780 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.19% |
+21.53%
Oct 1978 - Sep 1985 |
-2.91%
Jul 2001 - Jun 2008 |
3.13%
24 out of 768 |
Euro Inflation Adjusted | +1.90% |
+16.74%
Oct 1978 - Sep 1985 |
-5.15%
Jul 2001 - Jun 2008 |
23.70%
182 out of 768 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.16% |
+18.04%
Oct 1978 - Sep 1986 |
-0.97%
Nov 2001 - Oct 2009 |
1.46%
11 out of 756 |
Euro Inflation Adjusted | +1.86% |
+14.00%
Oct 1978 - Sep 1986 |
-3.54%
Mar 1972 - Feb 1980 |
23.02%
174 out of 756 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.15% |
+16.17%
Sep 1980 - Aug 1989 |
+0.01%
May 2002 - Apr 2011 |
0.00%
0 out of 744 |
Euro Inflation Adjusted | +1.81% |
+13.30%
Sep 1980 - Aug 1989 |
-4.12%
Mar 1971 - Feb 1980 |
22.31%
166 out of 744 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.02% |
+16.87%
Jun 1975 - May 1985 |
-0.03%
Oct 2012 - Sep 2022 |
0.27%
2 out of 732 |
Euro Inflation Adjusted | +1.76% |
+12.39%
Jun 1975 - May 1985 |
-3.16%
Mar 1970 - Feb 1980 |
18.44%
135 out of 732 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.27% |
+15.65%
Jun 1974 - May 1985 |
-0.21%
Aug 2012 - Jul 2023 |
0.42%
3 out of 720 |
Euro Inflation Adjusted | +1.98% |
+11.02%
Jun 1974 - May 1985 |
-2.61%
Mar 1969 - Feb 1980 |
17.64%
127 out of 720 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.47% |
+14.95%
Jul 1973 - Jun 1985 |
+0.02%
Jun 2012 - May 2024 |
0.00%
0 out of 708 |
Euro Inflation Adjusted | +2.13% |
+10.81%
Mar 1980 - Feb 1992 |
-2.61%
Mar 1968 - Feb 1980 |
18.79%
133 out of 708 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.92% |
+14.68%
Mar 1980 - Feb 1993 |
+0.56%
Jul 2010 - Jun 2023 |
0.00%
0 out of 696 |
Euro Inflation Adjusted | +2.75% |
+11.37%
Mar 1980 - Feb 1993 |
-2.11%
Mar 1967 - Feb 1980 |
18.68%
130 out of 696 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.07% |
+14.25%
Mar 1980 - Feb 1994 |
+0.75%
Jul 2010 - Jun 2024 |
0.00%
0 out of 684 |
Euro Inflation Adjusted | +2.64% |
+10.95%
Mar 1980 - Feb 1994 |
-1.61%
May 1961 - Apr 1975 |
17.11%
117 out of 684 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.69% |
+13.17%
Oct 1978 - Sep 1993 |
+1.17%
Dec 2008 - Nov 2023 |
0.00%
0 out of 672 |
Euro Inflation Adjusted | +3.32% |
+9.65%
Oct 1978 - Sep 1993 |
-1.88%
Mar 1965 - Feb 1980 |
15.63%
105 out of 672 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.96% |
+12.59%
Mar 1980 - Feb 1996 |
+1.05%
Mar 2002 - Feb 2018 |
0.00%
0 out of 660 |
Euro Inflation Adjusted | +3.63% |
+9.40%
Mar 1980 - Feb 1996 |
-1.63%
Mar 1964 - Feb 1980 |
13.48%
89 out of 660 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.32% |
+12.65%
Mar 1980 - Feb 1997 |
+1.12%
Nov 2001 - Oct 2018 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +3.64% |
+9.53%
Mar 1980 - Feb 1997 |
-1.53%
Mar 1963 - Feb 1980 |
13.12%
85 out of 648 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.27% |
+12.85%
Mar 1980 - Feb 1998 |
+1.50%
Jun 2001 - May 2019 |
0.00%
0 out of 636 |
Euro Inflation Adjusted | +3.71% |
+9.82%
Mar 1980 - Feb 1998 |
-1.40%
Mar 1962 - Feb 1980 |
11.32%
72 out of 636 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.26% |
+12.43%
Mar 1980 - Feb 1999 |
+1.60%
Mar 2002 - Feb 2021 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +3.66% |
+9.53%
Mar 1980 - Feb 1999 |
-1.50%
Mar 1961 - Feb 1980 |
10.42%
65 out of 624 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.36% |
+12.91%
Nov 1980 - Oct 2000 |
+1.04%
Oct 2002 - Sep 2022 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +3.61% |
+10.07%
Nov 1980 - Oct 2000 |
-1.01%
Nov 2002 - Oct 2022 |
13.89%
85 out of 612 |
Loading data
Please wait
Loading data
Please wait
To obtain comprehensive information, please consult the iShares USD Treasury Bond 3-7yr (SXRL.DE) ETF: Historical Returns page.