JPM BetaBuilders US Treasury Bond 0-1 yr (BBLL.DE): Rolling Returns

Data Source: from January 1975 to May 2024 (~49 years)
Consolidated Returns as of 31 May 2024

Holding the JPM BetaBuilders US Treasury Bond 0-1 yr (BBLL.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 254 months (from November 2000 to December 2021).

This means that every rolling period of 255 months or above has always granted a positive return.

To obtain comprehensive information, please consult the JPM BetaBuilders US Treasury Bond 0-1 yr (BBLL.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

JPM BETABUILDERS US TREASURY BOND 0-1 YR (BBLL.DE) ETF
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 3.80% (updated at May 31, 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.

JPM BETABUILDERS US TREASURY BOND 0-1 YR (BBLL.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 January 1975 - 31 May 2024 (~49 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.49% +60.26%
Sep 1980 - Aug 1981
-26.17%
Mar 1985 - Feb 1986
37.46%
218 out of 582
Euro Inflation Adjusted +1.51% +50.43%
Sep 1980 - Aug 1981
-26.74%
Mar 1985 - Feb 1986
44.85%
261 out of 582
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 +3.72% +39.25%
Oct 1980 - Sep 1982
-17.91%
Mar 1985 - Feb 1987
30.53%
174 out of 570
Euro Inflation Adjusted +0.50% +31.43%
Oct 1980 - Sep 1982
-18.00%
Mar 1985 - Feb 1987
45.44%
259 out of 570
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 +2.97% +32.94%
Sep 1980 - Aug 1983
-13.18%
Jan 1985 - Dec 1987
23.48%
131 out of 558
Euro Inflation Adjusted +0.60% +26.66%
Sep 1980 - Aug 1983
-13.84%
Jan 2002 - Dec 2004
43.91%
245 out of 558
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 +3.50% +31.19%
Oct 1980 - Sep 1984
-8.20%
Dec 2000 - Nov 2004
23.81%
130 out of 546
Euro Inflation Adjusted +1.13% +25.94%
Oct 1980 - Sep 1984
-10.14%
Dec 2000 - Nov 2004
41.21%
225 out of 546
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 +3.51% +29.12%
Mar 1980 - Feb 1985
-6.05%
Jun 2001 - May 2006
18.54%
99 out of 534
Euro Inflation Adjusted +1.14% +24.02%
Mar 1980 - Feb 1985
-8.03%
Jun 2001 - May 2006
35.77%
191 out of 534
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 +3.41% +25.16%
Oct 1978 - Sep 1984
-6.90%
Apr 2002 - Mar 2008
15.52%
81 out of 522
Euro Inflation Adjusted +1.34% +19.83%
Oct 1978 - Sep 1984
-9.01%
Apr 2002 - Mar 2008
36.02%
188 out of 522
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 +3.12% +21.84%
Mar 1978 - Feb 1985
-5.99%
Jul 2001 - Jun 2008
12.94%
66 out of 510
Euro Inflation Adjusted +1.44% +16.95%
Mar 1978 - Feb 1985
-8.16%
Jul 2001 - Jun 2008
36.47%
186 out of 510
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 +3.30% +18.11%
Mar 1977 - Feb 1985
-4.11%
Dec 2001 - Nov 2009
13.25%
66 out of 498
Euro Inflation Adjusted +1.39% +13.55%
Mar 1977 - Feb 1985
-6.04%
Dec 2001 - Nov 2009
30.72%
153 out of 498
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 +3.33% +16.46%
Mar 1976 - Feb 1985
-3.54%
May 2002 - Apr 2011
10.08%
49 out of 486
Euro Inflation Adjusted +1.44% +11.98%
Mar 1976 - Feb 1985
-5.52%
May 2002 - Apr 2011
31.07%
151 out of 486
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 +3.27% +16.83%
Mar 1975 - Feb 1985
-3.36%
Jul 2001 - Jun 2011
12.87%
61 out of 474
Euro Inflation Adjusted +1.36% +12.20%
Mar 1975 - Feb 1985
-5.31%
Jul 2001 - Jun 2011
23.63%
112 out of 474
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 +3.21% +12.96%
Feb 1975 - Jan 1986
-2.54%
Feb 2002 - Jan 2013
9.74%
45 out of 462
Euro Inflation Adjusted +1.38% +8.96%
Oct 1978 - Sep 1989
-4.48%
Feb 2002 - Jan 2013
25.11%
116 out of 462
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 +3.17% +10.59%
Jan 1975 - Dec 1986
-2.38%
Mar 2002 - Feb 2014
9.11%
41 out of 450
Euro Inflation Adjusted +1.20% +7.02%
Jul 1979 - Jun 1991
-4.24%
Mar 2002 - Feb 2014
25.33%
114 out of 450
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 +3.01% +10.50%
Oct 1978 - Sep 1991
-2.18%
Jul 2001 - Jun 2014
6.39%
28 out of 438
Euro Inflation Adjusted +1.03% +7.10%
Oct 1978 - Sep 1991
-4.02%
Jul 2001 - Jun 2014
23.74%
104 out of 438
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 +3.28% +10.27%
Jun 1975 - May 1989
-1.17%
May 2000 - Apr 2014
6.57%
28 out of 426
Euro Inflation Adjusted +1.22% +6.93%
Jun 1975 - May 1989
-3.14%
May 2000 - Apr 2014
26.06%
111 out of 426
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 +3.29% +9.94%
Oct 1978 - Sep 1993
-0.55%
Jun 2001 - May 2016
4.59%
19 out of 414
Euro Inflation Adjusted +1.12% +6.52%
Oct 1978 - Sep 1993
-2.19%
Jun 2001 - May 2016
23.43%
97 out of 414
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 +3.27% +9.12%
Jun 1975 - May 1991
-1.16%
Feb 2002 - Jan 2018
3.98%
16 out of 402
Euro Inflation Adjusted +1.03% +5.76%
Jun 1975 - May 1991
-2.74%
Feb 2002 - Jan 2018
23.13%
93 out of 402
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 +3.40% +8.91%
Aug 1980 - Jul 1997
-0.76%
Apr 2001 - Mar 2018
5.64%
22 out of 390
Euro Inflation Adjusted +1.13% +5.98%
Aug 1980 - Jul 1997
-2.41%
Apr 2001 - Mar 2018
23.59%
92 out of 390
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 +2.96% +8.85%
Feb 1980 - Jan 1998
-0.36%
Jul 2001 - Jun 2019
3.44%
13 out of 378
Euro Inflation Adjusted +0.81% +5.88%
Feb 1980 - Jan 1998
-1.99%
Jul 2001 - Jun 2019
19.58%
74 out of 378
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 +2.98% +9.09%
Oct 1978 - Sep 1997
-0.56%
Feb 2002 - Jan 2021
3.28%
12 out of 366
Euro Inflation Adjusted +0.83% +5.91%
Oct 1978 - Sep 1997
-2.07%
Feb 2002 - Jan 2021
22.95%
84 out of 366
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 +3.09% +9.32%
Nov 1980 - Oct 2000
-0.55%
Jun 2001 - May 2021
3.67%
13 out of 354
Euro Inflation Adjusted +0.90% +6.57%
Nov 1980 - Oct 2000
-2.11%
Jun 2001 - May 2021
26.84%
95 out of 354
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 JPM BetaBuilders US Treasury Bond 0-1 yr (BBLL.DE) ETF: Historical Returns page.