Consolidated Returns as of 30 June 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 (~40 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
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The annualized return of the last 10 years has been -1.05% (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 | +4.43% |
+53.43%
Mar 1985 - Feb 1986 |
-24.66%
Mar 2008 - Feb 2009 |
34.56%
160 out of 463 |
US Inflation Adjusted | +1.70% |
+48.68%
Mar 1985 - Feb 1986 |
-26.51%
Nov 2021 - Oct 2022 |
44.92%
208 out of 463 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.27% |
+36.91%
Mar 1985 - Feb 1987 |
-13.58%
Nov 1998 - Oct 2000 |
32.37%
146 out of 451 |
US Inflation Adjusted | +0.83% |
+33.50%
Mar 1985 - Feb 1987 |
-16.10%
Nov 1998 - Oct 2000 |
45.01%
203 out of 451 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +3.92% |
+29.12%
Jan 1985 - Dec 1987 |
-6.12%
Nov 1997 - Oct 2000 |
20.96%
92 out of 439 |
US Inflation Adjusted | +1.25% |
+25.24%
Jan 1985 - Dec 1987 |
-10.36%
Nov 2019 - Oct 2022 |
35.54%
156 out of 439 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.55% |
+20.34%
Mar 1985 - Feb 1989 |
-6.31%
Nov 1996 - Oct 2000 |
22.72%
97 out of 427 |
US Inflation Adjusted | +1.86% |
+16.36%
Mar 1985 - Feb 1989 |
-8.50%
Nov 1996 - Oct 2000 |
35.60%
152 out of 427 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.55% |
+15.01%
Mar 1985 - Feb 1990 |
-4.25%
Nov 1995 - Oct 2000 |
18.31%
76 out of 415 |
US Inflation Adjusted | +1.78% |
+11.60%
Jun 2001 - May 2006 |
-6.61%
Nov 1995 - Oct 2000 |
32.53%
135 out of 415 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.50% |
+16.82%
Mar 1985 - Feb 1991 |
-2.73%
Jul 1995 - Jun 2001 |
12.66%
51 out of 403 |
US Inflation Adjusted | +1.76% |
+12.29%
Mar 1985 - Feb 1991 |
-5.37%
Apr 2018 - Mar 2024 |
29.53%
119 out of 403 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.76% |
+14.30%
Jan 1985 - Dec 1991 |
-1.27%
May 2013 - Apr 2020 |
4.09%
16 out of 391 |
US Inflation Adjusted | +1.99% |
+10.57%
Apr 2001 - Mar 2008 |
-4.50%
Oct 2016 - Sep 2023 |
30.69%
120 out of 391 |
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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 |
5.28%
20 out of 379 |
US Inflation Adjusted | +2.43% |
+8.41%
Jan 1985 - Dec 1992 |
-4.43%
Nov 2014 - Oct 2022 |
27.18%
103 out of 379 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.03% |
+11.37%
Mar 1985 - Feb 1994 |
-1.48%
Nov 2013 - Oct 2022 |
5.45%
20 out of 367 |
US Inflation Adjusted | +2.36% |
+7.96%
Nov 2000 - Oct 2009 |
-4.11%
Nov 2013 - Oct 2022 |
23.43%
86 out of 367 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.61% |
+12.12%
Mar 1985 - Feb 1995 |
-1.30%
Nov 2012 - Oct 2022 |
5.35%
19 out of 355 |
US Inflation Adjusted | +2.01% |
+8.26%
Mar 1985 - Feb 1995 |
-3.79%
Nov 2013 - Oct 2023 |
19.44%
69 out of 355 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.68% |
+11.46%
Mar 1985 - Feb 1996 |
-0.99%
May 2013 - Apr 2024 |
4.66%
16 out of 343 |
US Inflation Adjusted | +1.99% |
+7.70%
Mar 1985 - Feb 1996 |
-3.66%
May 2013 - Apr 2024 |
14.87%
51 out of 343 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.79% |
+10.74%
Jan 1985 - Dec 1996 |
-0.27%
May 2012 - Apr 2024 |
2.72%
9 out of 331 |
US Inflation Adjusted | +2.35% |
+7.01%
Jan 1985 - Dec 1996 |
-2.83%
May 2012 - Apr 2024 |
12.99%
43 out of 331 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.16% |
+9.52%
Mar 1985 - Feb 1998 |
-0.25%
May 2011 - Apr 2024 |
0.94%
3 out of 319 |
US Inflation Adjusted | +2.44% |
+6.36%
Jul 2001 - Jun 2014 |
-2.79%
May 2011 - Apr 2024 |
14.11%
45 out of 319 |
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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 307 |
US Inflation Adjusted | +2.57% |
+5.85%
Jan 1985 - Dec 1998 |
-2.01%
Nov 2009 - Oct 2023 |
12.05%
37 out of 307 |
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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 295 |
US Inflation Adjusted | +2.77% |
+4.74%
Jan 1990 - Dec 2004 |
-1.78%
Mar 2008 - Feb 2023 |
8.47%
25 out of 295 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.35% |
+7.48%
Sep 1989 - Aug 2005 |
+0.52%
Jul 2008 - Jun 2024 |
0.00%
0 out of 283 |
US Inflation Adjusted | +2.80% |
+4.72%
Feb 2002 - Jan 2018 |
-1.84%
May 2008 - Apr 2024 |
8.83%
25 out of 283 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.55% |
+7.33%
Jul 1991 - Jun 2008 |
+1.43%
May 2007 - Apr 2024 |
0.00%
0 out of 271 |
US Inflation Adjusted | +2.91% |
+4.48%
Apr 2001 - Mar 2018 |
-1.04%
May 2007 - Apr 2024 |
9.23%
25 out of 271 |
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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 259 |
US Inflation Adjusted | +2.83% |
+5.02%
Jun 1985 - May 2003 |
-1.15%
Jan 2005 - Dec 2022 |
9.27%
24 out of 259 |
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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 247 |
US Inflation Adjusted | +2.74% |
+5.75%
Mar 1985 - Feb 2004 |
-1.00%
Nov 2004 - Oct 2023 |
8.91%
22 out of 247 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.46% |
+9.21%
Mar 1985 - Feb 2005 |
+2.02%
Jul 2004 - Jun 2024 |
0.00%
0 out of 235 |
US Inflation Adjusted | +2.87% |
+6.01%
Mar 1985 - Feb 2005 |
-0.52%
Jul 2004 - Jun 2024 |
4.26%
10 out of 235 |
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To obtain comprehensive information, please consult the SPDR FTSE International Govt Infl-Protd Bond ETF (WIP) ETF: Historical Returns page.