SPDR Bloomberg Convertible Securities ETF (CWB): Rolling Returns

Data Source: from July 1985 to April 2024 (~39 years)
Consolidated Returns as of 30 April 2024

Holding the SPDR Bloomberg Convertible Securities ETF (CWB) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~39 years), the longest period with a negative return lasted 102 months (from September 2000 to February 2009).

This means that every rolling period of 103 months or above has always granted a positive return.

To obtain comprehensive information, please consult the SPDR Bloomberg Convertible Securities ETF (CWB) 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

SPDR BLOOMBERG CONVERTIBLE SECURITIES ETF (CWB) ETF
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 8.12% (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.

SPDR BLOOMBERG CONVERTIBLE SECURITIES ETF (CWB) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 July 1985 - 30 April 2024 (~39 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.39% +78.88%
Apr 2020 - Mar 2021 		-40.51%
Dec 2007 - Nov 2008 		23.08%
105 out of 455
US Inflation Adjusted +8.12% +74.31%
Apr 2020 - Mar 2021 		-41.54%
Nov 2007 - Oct 2008 		28.13%
128 out of 455
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 +9.59% +37.01%
Jan 2019 - Dec 2020 		-21.88%
Mar 2007 - Feb 2009 		12.87%
57 out of 443
US Inflation Adjusted +6.89% +34.58%
Jan 2019 - Dec 2020 		-23.94%
Dec 2006 - Nov 2008 		18.74%
83 out of 443
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 +9.89% +26.73%
Nov 1990 - Oct 1993 		-12.29%
Mar 2006 - Feb 2009 		8.82%
38 out of 431
US Inflation Adjusted +7.10% +23.08%
Nov 1990 - Oct 1993 		-14.16%
Mar 2006 - Feb 2009 		12.99%
56 out of 431
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 +9.97% +20.83%
Mar 2017 - Feb 2021 		-6.69%
Dec 2004 - Nov 2008 		3.82%
16 out of 419
US Inflation Adjusted +7.36% +18.52%
Mar 2017 - Feb 2021 		-9.13%
Dec 2004 - Nov 2008 		10.74%
45 out of 419
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 +9.64% +21.03%
Mar 2016 - Feb 2021 		-3.57%
Mar 2004 - Feb 2009 		2.21%
9 out of 407
US Inflation Adjusted +7.16% +18.52%
Mar 2016 - Feb 2021 		-6.05%
Mar 2004 - Feb 2009 		8.35%
34 out of 407
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 +9.62% +18.70%
Nov 1990 - Oct 1996 		+1.39%
Oct 2005 - Sep 2011 		0.00%
0 out of 395
US Inflation Adjusted +6.77% +15.37%
Nov 1990 - Oct 1996 		-0.80%
Oct 2005 - Sep 2011 		1.52%
6 out of 395
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 +9.90% +19.23%
Nov 1990 - Oct 1997 		+0.04%
Dec 2001 - Nov 2008 		0.00%
0 out of 383
US Inflation Adjusted +6.98% +16.02%
Nov 1990 - Oct 1997 		-2.54%
Dec 2001 - Nov 2008 		1.83%
7 out of 383
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 +9.52% +15.57%
May 1990 - Apr 1998 		-0.27%
Feb 2001 - Jan 2009 		0.54%
2 out of 371
US Inflation Adjusted +6.73% +13.34%
Mar 2013 - Feb 2021 		-2.59%
Feb 2001 - Jan 2009 		2.43%
9 out of 371
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 +9.30% +15.33%
Jan 1991 - Dec 1999 		+0.68%
Mar 2000 - Feb 2009 		0.00%
0 out of 359
US Inflation Adjusted +6.73% +13.19%
Jan 2012 - Dec 2020 		-1.80%
Mar 2000 - Feb 2009 		1.67%
6 out of 359
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 +9.48% +16.49%
Nov 1990 - Oct 2000 		+3.38%
Dec 1998 - Nov 2008 		0.00%
0 out of 347
US Inflation Adjusted +6.85% +13.44%
Nov 1990 - Oct 2000 		+0.71%
Dec 1998 - Nov 2008 		0.00%
0 out of 347
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 +9.82% +14.25%
Feb 1990 - Jan 2001 		+2.34%
Dec 1997 - Nov 2008 		0.00%
0 out of 335
US Inflation Adjusted +7.04% +11.25%
Feb 2010 - Jan 2021 		-0.20%
Dec 1997 - Nov 2008 		0.60%
2 out of 335
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 +9.42% +16.03%
Mar 2009 - Feb 2021 		+3.52%
Mar 1997 - Feb 2009 		0.00%
0 out of 323
US Inflation Adjusted +6.79% +13.97%
Mar 2009 - Feb 2021 		+1.08%
Mar 1997 - Feb 2009 		0.00%
0 out of 323
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 +8.84% +14.68%
Dec 2008 - Nov 2021 		+4.45%
Mar 1996 - Feb 2009 		0.00%
0 out of 311
US Inflation Adjusted +6.14% +12.39%
Nov 2008 - Oct 2021 		+1.94%
Mar 1996 - Feb 2009 		0.00%
0 out of 311
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 +8.78% +13.12%
Dec 1990 - Nov 2004 		+5.03%
Oct 1997 - Sep 2011 		0.00%
0 out of 299
US Inflation Adjusted +6.26% +10.24%
Dec 1990 - Nov 2004 		+2.51%
Oct 1997 - Sep 2011 		0.00%
0 out of 299
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 +8.32% +13.27%
Sep 1985 - Aug 2000 		+5.15%
Feb 2001 - Jan 2016 		0.00%
0 out of 287
US Inflation Adjusted +5.87% +10.09%
Nov 1990 - Oct 2005 		+2.74%
Mar 1994 - Feb 2009 		0.00%
0 out of 287
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 +8.23% +13.03%
Nov 1990 - Oct 2006 		+5.72%
Mar 2000 - Feb 2016 		0.00%
0 out of 275
US Inflation Adjusted +5.71% +10.14%
Nov 1990 - Oct 2006 		+3.54%
Mar 2000 - Feb 2016 		0.00%
0 out of 275
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 +8.14% +12.89%
Nov 1990 - Oct 2007 		+6.45%
Apr 2000 - Mar 2017 		0.00%
0 out of 263
US Inflation Adjusted +5.65% +9.94%
Nov 1990 - Oct 2007 		+4.01%
Mar 1992 - Feb 2009 		0.00%
0 out of 263
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 +8.27% +11.52%
Dec 1987 - Nov 2005 		+6.20%
Mar 1998 - Feb 2016 		0.00%
0 out of 251
US Inflation Adjusted +5.72% +9.17%
Mar 2003 - Feb 2021 		+3.98%
Mar 1998 - Feb 2016 		0.00%
0 out of 251
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 +8.42% +11.65%
Dec 1987 - Nov 2006 		+6.45%
Apr 2001 - Mar 2020 		0.00%
0 out of 239
US Inflation Adjusted +5.90% +8.75%
Nov 2002 - Oct 2021 		+4.30%
Sep 2000 - Aug 2019 		0.00%
0 out of 239
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 +8.60% +11.55%
Oct 1985 - Sep 2005 		+6.12%
Apr 2000 - Mar 2020 		0.00%
0 out of 227
US Inflation Adjusted +5.94% +8.21%
Aug 1985 - Jul 2005 		+3.96%
Apr 2000 - Mar 2020 		0.00%
0 out of 227
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 SPDR Bloomberg Convertible Securities ETF (CWB) ETF: Historical Returns page.