Consolidated Returns as of 30 June 2024
Holding the iShares USD Treasury Bond 7-10yr (IUSM.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 110 months (from January 1971 to February 1980).
This means that every rolling period of 111 months or above has always granted a positive return.
To obtain comprehensive information, please consult the iShares USD Treasury Bond 7-10yr (IUSM.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 3.50% (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 | +3.83% |
+67.52%
Nov 1981 - Oct 1982 |
-20.31%
Jan 1987 - Dec 1987 |
33.45%
281 out of 840 |
Euro Inflation Adjusted | +1.21% |
+59.79%
Nov 1981 - Oct 1982 |
-24.43%
Aug 1972 - Jul 1973 |
44.40%
373 out of 840 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.22% |
+47.24%
Nov 1980 - Oct 1982 |
-10.44%
Jan 1986 - Dec 1987 |
26.21%
217 out of 828 |
Euro Inflation Adjusted | +1.56% |
+38.73%
Nov 1980 - Oct 1982 |
-14.12%
Aug 1971 - Jul 1973 |
39.86%
330 out of 828 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.36% |
+36.76%
Feb 1982 - Jan 1985 |
-7.91%
Mar 1977 - Feb 1980 |
18.14%
148 out of 816 |
Euro Inflation Adjusted | +2.10% |
+32.82%
Feb 1982 - Jan 1985 |
-11.33%
Mar 1977 - Feb 1980 |
32.35%
264 out of 816 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.74% |
+34.35%
Feb 1981 - Jan 1985 |
-4.59%
May 2020 - Apr 2024 |
10.45%
84 out of 804 |
Euro Inflation Adjusted | +2.35% |
+29.34%
Feb 1981 - Jan 1985 |
-9.25%
Apr 1971 - Mar 1975 |
27.74%
223 out of 804 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.63% |
+32.67%
Mar 1980 - Feb 1985 |
-3.64%
Oct 2002 - Sep 2007 |
4.67%
37 out of 792 |
Euro Inflation Adjusted | +2.24% |
+27.43%
Mar 1980 - Feb 1985 |
-6.51%
Aug 1968 - Jul 1973 |
27.02%
214 out of 792 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.77% |
+26.39%
Apr 1980 - Mar 1986 |
-3.02%
Nov 2001 - Oct 2007 |
3.08%
24 out of 780 |
Euro Inflation Adjusted | +2.16% |
+22.21%
Apr 1980 - Mar 1986 |
-5.12%
May 1969 - Apr 1975 |
23.85%
186 out of 780 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.10% |
+21.45%
Mar 1980 - Feb 1987 |
-2.18%
Jul 2001 - Jun 2008 |
2.47%
19 out of 768 |
Euro Inflation Adjusted | +2.98% |
+17.96%
Mar 1980 - Feb 1987 |
-4.50%
Oct 1971 - Sep 1978 |
22.27%
171 out of 768 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.21% |
+18.28%
Oct 1978 - Sep 1986 |
-0.69%
Nov 2001 - Oct 2009 |
0.66%
5 out of 756 |
Euro Inflation Adjusted | +3.04% |
+14.52%
Mar 1980 - Feb 1988 |
-4.92%
Mar 1972 - Feb 1980 |
20.24%
153 out of 756 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.06% |
+17.30%
Sep 1980 - Aug 1989 |
-0.42%
Mar 1971 - Feb 1980 |
0.27%
2 out of 744 |
Euro Inflation Adjusted | +2.95% |
+14.40%
Sep 1980 - Aug 1989 |
-5.23%
Mar 1971 - Feb 1980 |
19.35%
144 out of 744 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.28% |
+16.26%
Jun 1975 - May 1985 |
+0.80%
Mar 1970 - Feb 1980 |
0.00%
0 out of 732 |
Euro Inflation Adjusted | +3.08% |
+12.74%
Mar 1980 - Feb 1990 |
-4.03%
Mar 1970 - Feb 1980 |
15.44%
113 out of 732 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.75% |
+14.92%
Nov 1980 - Oct 1991 |
+1.00%
Mar 1969 - Feb 1980 |
0.00%
0 out of 720 |
Euro Inflation Adjusted | +3.74% |
+11.72%
Nov 1980 - Oct 1991 |
-3.64%
Mar 1969 - Feb 1980 |
14.86%
107 out of 720 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.87% |
+14.92%
Mar 1980 - Feb 1992 |
+1.00%
Mar 1968 - Feb 1980 |
0.00%
0 out of 708 |
Euro Inflation Adjusted | +3.72% |
+11.77%
Oct 1981 - Sep 1993 |
-3.40%
Mar 1968 - Feb 1980 |
15.68%
111 out of 708 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.97% |
+15.61%
Nov 1980 - Oct 1993 |
+1.24%
Mar 1967 - Feb 1980 |
0.00%
0 out of 696 |
Euro Inflation Adjusted | +3.76% |
+12.31%
Nov 1980 - Oct 1993 |
-2.96%
Mar 1967 - Feb 1980 |
15.66%
109 out of 696 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.98% |
+15.13%
Mar 1980 - Feb 1994 |
+1.68%
Mar 1966 - Feb 1980 |
0.00%
0 out of 684 |
Euro Inflation Adjusted | +3.87% |
+11.80%
Mar 1980 - Feb 1994 |
-2.41%
Mar 1966 - Feb 1980 |
15.50%
106 out of 684 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.35% |
+13.62%
Oct 1978 - Sep 1993 |
+1.47%
Mar 1965 - Feb 1980 |
0.00%
0 out of 672 |
Euro Inflation Adjusted | +3.98% |
+10.08%
Oct 1978 - Sep 1993 |
-2.61%
Mar 1965 - Feb 1980 |
14.88%
100 out of 672 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.62% |
+13.35%
Mar 1980 - Feb 1996 |
+1.62%
Mar 1964 - Feb 1980 |
0.00%
0 out of 660 |
Euro Inflation Adjusted | +4.09% |
+10.14%
Mar 1980 - Feb 1996 |
-2.32%
Mar 1964 - Feb 1980 |
14.24%
94 out of 660 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.87% |
+13.34%
Mar 1980 - Feb 1997 |
+1.65%
Mar 1963 - Feb 1980 |
0.00%
0 out of 648 |
Euro Inflation Adjusted | +4.14% |
+10.33%
Feb 1981 - Jan 1998 |
-2.19%
Mar 1963 - Feb 1980 |
12.65%
82 out of 648 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.85% |
+13.70%
Mar 1980 - Feb 1998 |
+1.80%
Mar 1962 - Feb 1980 |
0.00%
0 out of 636 |
Euro Inflation Adjusted | +4.23% |
+10.65%
Mar 1980 - Feb 1998 |
-2.02%
Mar 1962 - Feb 1980 |
12.11%
77 out of 636 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.93% |
+13.31%
Mar 1980 - Feb 1999 |
+1.74%
Mar 1961 - Feb 1980 |
0.00%
0 out of 624 |
Euro Inflation Adjusted | +4.31% |
+10.40%
Nov 1981 - Oct 2000 |
-2.05%
Mar 1961 - Feb 1980 |
12.50%
78 out of 624 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.05% |
+13.74%
Nov 1980 - Oct 2000 |
+2.14%
Aug 1953 - Jul 1973 |
0.00%
0 out of 612 |
Euro Inflation Adjusted | +4.13% |
+10.88%
Nov 1980 - Oct 2000 |
-1.56%
Mar 1960 - Feb 1980 |
12.42%
76 out of 612 |
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To obtain comprehensive information, please consult the iShares USD Treasury Bond 7-10yr (IUSM.DE) ETF: Historical Returns page.