Consolidated Returns as of 30 April 2024
Holding the SPDR FTSE International Govt Infl-Protd Bond ETF (WIP) 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 175 months (from April 2008 to October 2022).
This means that every rolling period of 176 months or above has always granted a positive return.
To obtain comprehensive information, please consult the SPDR FTSE International Govt Infl-Protd Bond ETF (WIP) 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
The annualized return of the last 10 years has been -0.91% (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.
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.47% |
+53.43%
Mar 1985 - Feb 1986 |
-24.66%
Mar 2008 - Feb 2009 |
34.49%
159 out of 461 |
US Inflation Adjusted | +1.84% |
+48.68%
Mar 1985 - Feb 1986 |
-26.51%
Nov 2021 - Oct 2022 |
44.69%
206 out of 461 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.35% |
+36.91%
Mar 1985 - Feb 1987 |
-13.58%
Nov 1998 - Oct 2000 |
32.07%
144 out of 449 |
US Inflation Adjusted | +0.87% |
+33.50%
Mar 1985 - Feb 1987 |
-16.10%
Nov 1998 - Oct 2000 |
44.77%
201 out of 449 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.95% |
+29.12%
Jan 1985 - Dec 1987 |
-6.12%
Nov 1997 - Oct 2000 |
20.59%
90 out of 437 |
US Inflation Adjusted | +1.31% |
+25.24%
Jan 1985 - Dec 1987 |
-10.36%
Nov 2019 - Oct 2022 |
35.24%
154 out of 437 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.57% |
+20.34%
Mar 1985 - Feb 1989 |
-6.31%
Nov 1996 - Oct 2000 |
22.35%
95 out of 425 |
US Inflation Adjusted | +1.87% |
+16.36%
Mar 1985 - Feb 1989 |
-8.50%
Nov 1996 - Oct 2000 |
35.29%
150 out of 425 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.58% |
+15.01%
Mar 1985 - Feb 1990 |
-4.25%
Nov 1995 - Oct 2000 |
17.92%
74 out of 413 |
US Inflation Adjusted | +1.79% |
+11.60%
Jun 2001 - May 2006 |
-6.61%
Nov 1995 - Oct 2000 |
32.20%
133 out of 413 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.51% |
+16.82%
Mar 1985 - Feb 1991 |
-2.73%
Jul 1995 - Jun 2001 |
12.22%
49 out of 401 |
US Inflation Adjusted | +1.78% |
+12.29%
Mar 1985 - Feb 1991 |
-5.38%
Apr 2018 - Mar 2024 |
29.18%
117 out of 401 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.77% |
+14.30%
Jan 1985 - Dec 1991 |
-1.27%
May 2013 - Apr 2020 |
3.60%
14 out of 389 |
US Inflation Adjusted | +2.00% |
+10.57%
Apr 2001 - Mar 2008 |
-4.50%
Oct 2016 - Sep 2023 |
30.33%
118 out of 389 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.04% |
+12.54%
Jan 1985 - Dec 1992 |
-1.69%
Nov 2014 - Oct 2022 |
5.04%
19 out of 377 |
US Inflation Adjusted | +2.43% |
+8.41%
Jan 1985 - Dec 1992 |
-4.43%
Nov 2014 - Oct 2022 |
26.79%
101 out of 377 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.04% |
+11.37%
Mar 1985 - Feb 1994 |
-1.48%
Nov 2013 - Oct 2022 |
5.48%
20 out of 365 |
US Inflation Adjusted | +2.39% |
+7.96%
Nov 2000 - Oct 2009 |
-4.11%
Nov 2013 - Oct 2022 |
23.01%
84 out of 365 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.62% |
+12.12%
Mar 1985 - Feb 1995 |
-1.30%
Nov 2012 - Oct 2022 |
4.82%
17 out of 353 |
US Inflation Adjusted | +2.02% |
+8.26%
Mar 1985 - Feb 1995 |
-3.79%
Nov 2013 - Oct 2023 |
18.98%
67 out of 353 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.71% |
+11.46%
Mar 1985 - Feb 1996 |
-0.99%
May 2013 - Apr 2024 |
4.11%
14 out of 341 |
US Inflation Adjusted | +2.03% |
+7.70%
Mar 1985 - Feb 1996 |
-3.64%
May 2013 - Apr 2024 |
14.37%
49 out of 341 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.80% |
+10.74%
Jan 1985 - Dec 1996 |
-0.27%
May 2012 - Apr 2024 |
2.74%
9 out of 329 |
US Inflation Adjusted | +2.37% |
+7.01%
Jan 1985 - Dec 1996 |
-2.81%
May 2012 - Apr 2024 |
12.46%
41 out of 329 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.17% |
+9.52%
Mar 1985 - Feb 1998 |
-0.25%
May 2011 - Apr 2024 |
0.63%
2 out of 317 |
US Inflation Adjusted | +2.48% |
+6.36%
Jul 2001 - Jun 2014 |
-2.77%
May 2011 - Apr 2024 |
13.56%
43 out of 317 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.16% |
+9.25%
Jan 1985 - Dec 1998 |
+0.48%
Nov 2009 - Oct 2023 |
0.00%
0 out of 305 |
US Inflation Adjusted | +2.58% |
+5.85%
Jan 1985 - Dec 1998 |
-2.01%
Nov 2009 - Oct 2023 |
11.48%
35 out of 305 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.38% |
+7.81%
Mar 1985 - Feb 2000 |
+0.53%
Mar 2008 - Feb 2023 |
0.00%
0 out of 293 |
US Inflation Adjusted | +2.81% |
+4.74%
Jan 1990 - Dec 2004 |
-1.78%
Mar 2008 - Feb 2023 |
7.85%
23 out of 293 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.36% |
+7.48%
Sep 1989 - Aug 2005 |
+0.53%
May 2008 - Apr 2024 |
0.00%
0 out of 281 |
US Inflation Adjusted | +2.81% |
+4.72%
Feb 2002 - Jan 2018 |
-1.82%
May 2008 - Apr 2024 |
8.19%
23 out of 281 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.56% |
+7.33%
Jul 1991 - Jun 2008 |
+1.43%
May 2007 - Apr 2024 |
0.00%
0 out of 269 |
US Inflation Adjusted | +2.92% |
+4.48%
Apr 2001 - Mar 2018 |
-1.02%
May 2007 - Apr 2024 |
8.55%
23 out of 269 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.39% |
+8.19%
Mar 1985 - Feb 2003 |
+1.32%
Jan 2005 - Dec 2022 |
0.00%
0 out of 257 |
US Inflation Adjusted | +2.83% |
+5.02%
Jun 1985 - May 2003 |
-1.15%
Jan 2005 - Dec 2022 |
8.56%
22 out of 257 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.41% |
+8.94%
Mar 1985 - Feb 2004 |
+1.52%
Nov 2004 - Oct 2023 |
0.00%
0 out of 245 |
US Inflation Adjusted | +2.76% |
+5.75%
Mar 1985 - Feb 2004 |
-1.00%
Nov 2004 - Oct 2023 |
8.16%
20 out of 245 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.48% |
+9.21%
Mar 1985 - Feb 2005 |
+2.15%
Mar 2004 - Feb 2024 |
0.00%
0 out of 233 |
US Inflation Adjusted | +2.87% |
+6.01%
Mar 1985 - Feb 2005 |
-0.42%
Mar 2004 - Feb 2024 |
3.43%
8 out of 233 |
To obtain comprehensive information, please consult the SPDR FTSE International Govt Infl-Protd Bond ETF (WIP) ETF: Historical Returns page.