SPDR FTSE International Govt Infl-Protd Bond ETF (WIP): Historical Returns

Data Source: from January 1985 to February 2024 (~39 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
Category: Fixed Income
SPDR FTSE International Govt Infl-Protd Bond ETF (WIP) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.29%
1 Day
Mar 01 2024
0.29%
Current Month
March 2024

In the last 30 Years, the SPDR FTSE International Govt Infl-Protd Bond ETF (WIP) ETF obtained a 3.68% compound annual return, with a 10.49% standard deviation.

Table of contents
The first official book of
How to build wealth
with Lazy Portfolios and Passive Investing Strategies
Choose a goal
Employ the best metrics to evaluate it
Join the passive investing strategy
Discover new asset allocations in USD and EUR,
in addition to the lazy portfolios on the website.

The ETF is related to the following investment themes:

  • Asset Class: Bond
  • Region: Developed Markets
  • Country: Broad Developed Markets
  • Bond - Duration: All-Term

The SPDR FTSE International Govt Infl-Protd Bond ETF (WIP) ETF is part of the following Lazy Portfolios:

Portfolio Name Author WIP Weight Currency
Dedalo Eleven Dedalo Invest 7.00% USD

Investment Returns as of Feb 29, 2024

The SPDR FTSE International Govt Infl-Protd Bond ETF (WIP) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
SPDR FTSE INTERNATIONAL GOVT INFL-PROTD BOND ETF (WIP) ETF
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
SPDR FTSE International Govt Infl-Protd Bond ETF (WIP) ETF 0.29 0.29 -0.25 0.39 3.09 -0.88 -0.37 3.68 5.23
US Inflation Adjusted return -0.25 -0.75 0.37 -4.79 -3.06 1.13 2.38
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the SPDR FTSE International Govt Infl-Protd Bond ETF (WIP) ETF granted a 6.86% dividend yield. If you are interested in getting periodic income, please refer to the SPDR FTSE International Govt Infl-Protd Bond ETF (WIP) ETF: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 2.95$, with a total return of 195.36% (3.68% annualized).

The Inflation Adjusted Capital now would be 1.40$, with a net total return of 39.91% (1.13% annualized).
An investment of 1$, since January 1985, now would be worth 7.38$, with a total return of 637.80% (5.23% annualized).

The Inflation Adjusted Capital now would be 2.51$, with a net total return of 151.34% (2.38% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of SPDR FTSE International Govt Infl-Protd Bond ETF (WIP) ETF, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
SPDR FTSE INTERNATIONAL GOVT INFL-PROTD BOND ETF (WIP) ETF
Advanced Metrics
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) -0.25 0.34 0.39 3.09 -4.62 -0.88 -0.37 2.15 3.68 5.23
Infl. Adjusted Return (%) details -0.25 -0.20 -0.75 0.37 -9.61 -4.79 -3.06 -0.40 1.13 2.38
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 2.79
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -8.85 -23.11 -23.40 -23.40 -27.03 -27.03 -27.03
Start to Recovery (# months) details 5 30* 38* 38* 30 30 30
Start (yyyy mm) 2023 08 2021 09 2021 01 2021 01 2008 04 2008 04 2008 04
Start to Bottom (# months) 3 13 21 21 8 8 8
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2008 11 2008 11 2008 11
Bottom to End (# months) 2 17 17 17 22 22 22
End (yyyy mm) 2023 12 - - - 2010 09 2010 09 2010 09
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-17.49 -17.49 -25.32 -25.32
Start to Recovery (# months) details 41 41 46 46
Start (yyyy mm) 2023 08 2021 09 2021 01 2014 09 2014 09 1998 11 1998 11
Start to Bottom (# months) 3 13 21 17 17 24 24
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2016 01 2016 01 2000 10 2000 10
Bottom to End (# months) 2 17 17 24 24 22 22
End (yyyy mm) 2023 12 - - 2018 01 2018 01 2002 08 2002 08
Longest negative period (# months) details 11* 36* 60* 120* 175 175 175
Period Start (yyyy mm) 2023 04 2021 03 2019 03 2014 03 2008 04 2008 04 2008 04
Period End (yyyy mm) 2024 02 2024 02 2024 02 2024 02 2022 10 2022 10 2022 10
Annualized Return (%) -2.17 -4.62 -0.88 -0.37 -0.03 -0.03 -0.03
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -10.05 -30.79 -33.06 -34.62 -35.43 -35.43 -35.43
Start to Recovery (# months) details 9 33* 38* 114* 130* 130* 130*
Start (yyyy mm) 2023 04 2021 06 2021 01 2014 09 2013 05 2013 05 2013 05
Start to Bottom (# months) 7 29 34 110 126 126 126
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 2 4 4 4 4 4 4
End (yyyy mm) 2023 12 - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 04 2021 06 2021 01 2014 09 2013 05 2013 05 2013 05
Start to Bottom (# months) 7 29 34 110 126 126 126
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 2 4 4 4 4 4 4
End (yyyy mm) 2023 12 - - - - - -
Longest negative period (# months) details 11* 36* 60* 120* 240* 245 245
Period Start (yyyy mm) 2023 04 2021 03 2019 03 2014 03 2004 03 2003 06 2003 06
Period End (yyyy mm) 2024 02 2024 02 2024 02 2024 02 2024 02 2023 10 2023 10
Annualized Return (%) -4.90 -9.61 -4.79 -3.06 -0.40 -0.24 -0.24
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 12.96 12.68 12.05 10.36 10.89 10.49 11.25
Sharpe Ratio -0.16 -0.55 -0.22 -0.15 0.07 0.13 0.11
Sortino Ratio -0.25 -0.80 -0.31 -0.21 0.10 0.18 0.15
Ulcer Index 4.01 13.11 10.68 10.21 9.23 9.59 9.48
Ratio: Return / Standard Deviation 0.24 -0.36 -0.07 -0.04 0.20 0.35 0.47
Ratio: Return / Deepest Drawdown 0.35 -0.20 -0.04 -0.02 0.08 0.14 0.19
% Positive Months details 41% 44% 48% 50% 55% 56% 57%
Positive Months 5 16 29 60 134 205 272
Negative Months 7 20 31 60 106 155 198
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized -0.37 5.33 10.43 12.12
Worst 10 Years Return (%) - Annualized -1.30 -1.30 -1.30
Best 10 Years Return (%) - Annualized -3.06 2.93 7.86 8.26
Worst 10 Years Return (%) - Annualized -3.79 -3.79 -3.79
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 37.75 24.52 14.47 10.43 5.99 3.68
Worst Rolling Return (%) - Annualized -24.66 -6.12 -4.25 -1.30 2.15
% Positive Periods 63% 72% 76% 93% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 83.75 26.76 16.84 8.69 5.55 4.83
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.38
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 34.06 21.34 11.60 7.86 3.81 1.13
Worst Rolling Return (%) - Annualized -26.51 -10.36 -6.61 -3.79 -0.40
% Positive Periods 53% 60% 59% 82% 95% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 83.75 26.76 16.84 8.69 5.55 4.83
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.38
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1985 - Feb 2024)
Best Rolling Return (%) - Annualized 53.43 29.12 15.01 12.12 9.21 7.07
Worst Rolling Return (%) - Annualized -24.66 -6.12 -4.25 -1.30 2.15 3.01
% Positive Periods 65% 79% 82% 95% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 83.75 26.76 16.84 8.69 5.14 3.91
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 0.56
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 48.68 25.24 11.60 8.26 6.01 4.27
Worst Rolling Return (%) - Annualized -26.51 -10.36 -6.61 -3.79 -0.40 0.49
% Positive Periods 55% 65% 68% 81% 97% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 83.75 26.76 16.84 8.69 5.14 3.91
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 0.56
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Feb 29, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of SPDR FTSE International Govt Infl-Protd Bond ETF (WIP) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

SPDR FTSE INTERNATIONAL GOVT INFL-PROTD BOND ETF (WIP) ETF
Monthly correlations as of 29 February 2024
Swipe left to see all data
Correlation vs WIP
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.81
0.76
0.62
0.38
0.36
SPY
US Large Cap
0.81
0.75
0.62
0.37
0.35
IJR
US Small Cap
0.70
0.69
0.51
0.35
0.32
VNQ
US REITs
0.84
0.77
0.61
0.46
0.44
QQQ
US Technology
0.76
0.71
0.57
0.22
0.21
PFF
Preferred Stocks
0.43
0.70
0.62
0.43
0.41
EFA
EAFE Stocks
0.86
0.82
0.73
0.57
0.55
VT
World All Countries
0.85
0.82
0.72
0.50
0.48
EEM
Emerging Markets
0.86
0.80
0.80
0.45
0.40
VGK
Europe
0.84
0.81
0.72
0.59
0.57
VPL
Pacific
0.89
0.80
0.70
0.46
0.44
FLLA
Latin America
0.80
0.73
0.75
0.41
0.37
BND
US Total Bond Market
0.85
0.72
0.63
0.40
0.39
TLT
Long Term Treasuries
0.87
0.48
0.39
0.19
0.18
BIL
US Cash
0.17
-0.01
0.00
-0.01
-0.01
TIP
TIPS
0.83
0.72
0.66
0.45
0.42
LQD
Invest. Grade Bonds
0.88
0.82
0.75
0.54
0.52
HYG
High Yield Bonds
0.91
0.80
0.71
0.53
0.50
CWB
US Convertible Bonds
0.79
0.72
0.63
0.43
0.41
BNDX
International Bonds
0.86
0.71
0.59
0.45
0.41
EMB
Emerg. Market Bonds
0.93
0.88
0.83
0.41
0.39
GLD
Gold
0.50
0.56
0.50
0.40
0.37
DBC
Commodities
0.03
0.41
0.39
0.40
0.39

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

SPDR FTSE INTERNATIONAL GOVT INFL-PROTD BOND ETF (WIP) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-27.03% Apr 2008 Nov 2008 8 Sep 2010 22 30 12.92
-25.32% Nov 1998 Oct 2000 24 Aug 2002 22 46 15.31
-23.40% Jan 2021 Sep 2022 21 in progress 17 38 13.07
-17.49% Sep 2014 Jan 2016 17 Jan 2018 24 41 10.38
-14.72% Jan 2005 Nov 2005 11 Apr 2007 17 28 8.24
-13.02% Feb 2018 Mar 2020 26 Nov 2020 8 34 6.41
-12.81% Jan 1997 Jul 1997 7 Sep 1998 14 21 8.30
-9.39% May 2013 Aug 2013 4 Jun 2014 10 14 5.67
-8.09% Aug 2011 Sep 2011 2 Aug 2012 11 13 4.08
-5.80% Aug 1995 Jan 1996 6 Jul 1996 6 12 3.10
-5.35% Nov 2010 Nov 2010 1 Feb 2011 3 4 2.47
-4.35% Jun 2003 Aug 2003 3 Sep 2003 1 4 2.43
-2.38% Mar 2004 Apr 2004 2 May 2004 1 3 1.24
-2.31% Jan 2013 Feb 2013 2 Apr 2013 2 4 1.38
-2.28% Nov 1994 Nov 1994 1 Jan 1995 2 3 1.26
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 63 5.7 Months 17.45%
 
DD = 0% 17.45%
 
0% < DD <= -5% 106 3.4 Months 29.36%
 
DD <= -5% 46.81%
 
-5% < DD <= -10% 90 4.0 Months 24.93%
 
DD <= -10% 71.75%
 
-10% < DD <= -15% 45 8.0 Months 12.47%
 
DD <= -15% 84.21%
 
-15% < DD <= -20% 40 9.0 Months 11.08%
 
DD <= -20% 95.29%
 
-20% < DD <= -25% 14 25.8 Months 3.88%
 
DD <= -25% 99.17%
 
-25% < DD <= -30% 3 120.3 Months 0.83%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-35.43% May 2013 Oct 2023 126 in progress 4 130 16.24
-30.18% Sep 1996 Oct 2000 50 Mar 2003 29 79 16.34
-26.93% Apr 2008 Nov 2008 8 Mar 2011 28 36 12.33
-17.47% Jan 2005 Nov 2005 11 Sep 2007 22 33 10.70
-8.79% May 2011 Sep 2011 5 Nov 2012 14 19 4.21
-7.08% Aug 1995 Jan 1996 6 Jul 1996 6 12 4.24
-5.18% Jun 2003 Aug 2003 3 Sep 2003 1 4 2.85
-3.03% Jan 2013 Feb 2013 2 Apr 2013 2 4 1.76
-2.74% Mar 2004 Apr 2004 2 Jun 2004 2 4 1.33
-2.54% Nov 1994 Nov 1994 1 Jan 1995 2 3 1.49
-1.76% Jul 1994 Aug 1994 2 Sep 1994 1 3 0.93
-1.75% Oct 2003 Oct 2003 1 Nov 2003 1 2 1.01
-1.66% Apr 1995 Apr 1995 1 Jun 1995 2 3 1.04
-0.69% Jan 2004 Jan 2004 1 Feb 2004 1 2 0.40
-0.66% Jul 2004 Jul 2004 1 Sep 2004 2 3 0.42
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 37 9.8 Months 10.25%
 
DD = 0% 10.25%
 
0% < DD <= -5% 75 4.8 Months 20.78%
 
DD <= -5% 31.02%
 
-5% < DD <= -10% 85 4.2 Months 23.55%
 
DD <= -10% 54.57%
 
-10% < DD <= -15% 81 4.5 Months 22.44%
 
DD <= -15% 77.01%
 
-15% < DD <= -20% 29 12.4 Months 8.03%
 
DD <= -20% 85.04%
 
-20% < DD <= -25% 21 17.2 Months 5.82%
 
DD <= -25% 90.86%
 
-25% < DD <= -30% 21 17.2 Months 5.82%
 
DD <= -30% 96.68%
 
-30% < DD <= -35% 11 32.8 Months 3.05%
 
DD <= -35% 99.72%
 
-35% < DD <= -40% 1 361.0 Months 0.28%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-27.03% Apr 2008 Nov 2008 8 Sep 2010 22 30 12.92
-25.32% Nov 1998 Oct 2000 24 Aug 2002 22 46 15.31
-24.73% Jan 1988 Aug 1989 20 Jul 1990 11 31 12.55
-23.40% Jan 2021 Sep 2022 21 in progress 17 38 13.07
-18.80% Feb 1991 Jun 1991 5 Dec 1991 6 11 10.78
-17.49% Sep 2014 Jan 2016 17 Jan 2018 24 41 10.38
-14.72% Jan 2005 Nov 2005 11 Apr 2007 17 28 8.24
-14.11% Sep 1992 Feb 1993 6 Jan 1995 23 29 8.85
-13.02% Feb 2018 Mar 2020 26 Nov 2020 8 34 6.41
-12.81% Jan 1997 Jul 1997 7 Sep 1998 14 21 8.30
-9.39% May 2013 Aug 2013 4 Jun 2014 10 14 5.67
-8.09% Aug 2011 Sep 2011 2 Aug 2012 11 13 4.08
-7.99% Jan 1992 Mar 1992 3 Jun 1992 3 6 5.36
-6.58% May 1986 May 1986 1 Jul 1986 2 3 3.29
-5.80% Aug 1995 Jan 1996 6 Jul 1996 6 12 3.10
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 90 5.2 Months 19.11%
 
DD = 0% 19.11%
 
0% < DD <= -5% 127 3.7 Months 26.96%
 
DD <= -5% 46.07%
 
-5% < DD <= -10% 120 3.9 Months 25.48%
 
DD <= -10% 71.55%
 
-10% < DD <= -15% 66 7.1 Months 14.01%
 
DD <= -15% 85.56%
 
-15% < DD <= -20% 48 9.8 Months 10.19%
 
DD <= -20% 95.75%
 
-20% < DD <= -25% 17 27.7 Months 3.61%
 
DD <= -25% 99.36%
 
-25% < DD <= -30% 3 157.0 Months 0.64%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-35.43% May 2013 Oct 2023 126 in progress 4 130 16.24
-30.18% Sep 1996 Oct 2000 50 Mar 2003 29 79 16.34
-30.11% Jan 1988 Aug 1989 20 Jul 1992 35 55 14.68
-26.93% Apr 2008 Nov 2008 8 Mar 2011 28 36 12.33
-17.47% Jan 2005 Nov 2005 11 Sep 2007 22 33 10.70
-16.73% Sep 1992 Dec 1993 16 Mar 1995 15 31 11.17
-8.79% May 2011 Sep 2011 5 Nov 2012 14 19 4.21
-7.08% Aug 1995 Jan 1996 6 Jul 1996 6 12 4.24
-6.83% May 1986 May 1986 1 Jul 1986 2 3 3.45
-5.93% Jan 1985 Feb 1985 2 Mar 1985 1 3 2.97
-5.18% Jun 2003 Aug 2003 3 Sep 2003 1 4 2.85
-3.42% May 1987 Jul 1987 3 Oct 1987 3 6 1.91
-3.26% Mar 1986 Mar 1986 1 Apr 1986 1 2 1.88
-3.03% Jan 2013 Feb 2013 2 Apr 2013 2 4 1.76
-2.74% Mar 2004 Apr 2004 2 Jun 2004 2 4 1.33
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 53 8.9 Months 11.25%
 
DD = 0% 11.25%
 
0% < DD <= -5% 93 5.1 Months 19.75%
 
DD <= -5% 31.00%
 
-5% < DD <= -10% 113 4.2 Months 23.99%
 
DD <= -10% 54.99%
 
-10% < DD <= -15% 102 4.6 Months 21.66%
 
DD <= -15% 76.65%
 
-15% < DD <= -20% 46 10.2 Months 9.77%
 
DD <= -20% 86.41%
 
-20% < DD <= -25% 26 18.1 Months 5.52%
 
DD <= -25% 91.93%
 
-25% < DD <= -30% 25 18.8 Months 5.31%
 
DD <= -30% 97.24%
 
-30% < DD <= -35% 12 39.3 Months 2.55%
 
DD <= -35% 99.79%
 
-35% < DD <= -40% 1 471.0 Months 0.21%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

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 FTSE INTERNATIONAL GOVT INFL-PROTD BOND ETF (WIP) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -24.66 03/2008
02/2009
0.75$ -7.72 0.92$ 3.31 1.03$ 16.64 1.16$ 37.75 02/2002
01/2003
1.37$ 3.09 36.10%
2Y -13.58 11/1998
10/2000
0.74$ -4.12 0.91$ 2.22 1.04$ 11.74 1.24$ 29.62 02/2002
01/2004
1.68$ -6.43 36.80%
3Y -6.12 11/1997
10/2000
0.82$ -2.57 0.92$ 2.97 1.09$ 8.33 1.27$ 24.52 01/2002
12/2004
1.93$ -4.62 27.08%
5Y -4.25 11/1995
10/2000
0.80$ -0.50 0.97$ 3.15 1.16$ 9.54 1.57$ 14.47 06/2001
05/2006
1.96$ -0.88 23.92%
7Y -1.27 05/2013
04/2020
0.91$ 0.72 1.05$ 3.71 1.29$ 8.07 1.72$ 13.75 07/2001
06/2008
2.46$ 0.03 4.69%
10Y -1.30 11/2012
10/2022
0.87$ 1.56 1.16$ 4.49 1.55$ 7.79 2.11$ 10.43 07/2001
06/2011
2.69$ -0.37 6.22%
15Y 0.53 03/2008
02/2023
1.08$ 2.66 1.48$ 5.17 2.12$ 6.39 2.53$ 6.86 05/2000
04/2015
2.70$ 2.66 0.00%
20Y 2.15 03/2004
02/2024
1.53$ 3.55 2.00$ 4.61 2.46$ 5.58 2.96$ 5.99 06/2001
05/2021
3.19$ 2.15 0.00%
30Y 3.68 03/1994
02/2024
2.95$ 3.68 2.95$ 3.68 2.95$ 3.68 2.95$ 3.68 03/1994
02/2024
2.95$ 3.68 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -26.51 11/2021
10/2022
0.73$ -10.33 0.89$ 1.00 1.01$ 12.93 1.12$ 34.06 02/2002
01/2003
1.34$ 0.37 46.42%
2Y -16.10 11/1998
10/2000
0.70$ -5.69 0.88$ -0.21 0.99$ 8.69 1.18$ 26.60 02/2002
01/2004
1.60$ -10.31 51.34%
3Y -10.36 11/2019
10/2022
0.72$ -4.63 0.86$ 0.86 1.02$ 5.47 1.17$ 21.34 01/2002
12/2004
1.78$ -9.61 40.00%
5Y -6.61 11/1995
10/2000
0.71$ -3.55 0.83$ 0.90 1.04$ 6.83 1.39$ 11.60 06/2001
05/2006
1.73$ -4.79 40.86%
7Y -4.50 10/2016
09/2023
0.72$ -1.42 0.90$ 1.58 1.11$ 5.29 1.43$ 10.57 04/2001
03/2008
2.02$ -3.32 35.38%
10Y -3.79 11/2013
10/2023
0.67$ -0.17 0.98$ 2.02 1.22$ 5.12 1.64$ 7.86 07/2001
06/2011
2.13$ -3.06 17.84%
15Y -1.78 03/2008
02/2023
0.76$ 0.51 1.07$ 2.85 1.52$ 4.02 1.80$ 4.71 07/2001
06/2016
1.99$ 0.12 11.60%
20Y -0.40 03/2004
02/2024
0.92$ 1.00 1.21$ 2.36 1.59$ 3.24 1.89$ 3.81 06/2001
05/2021
2.11$ -0.40 4.96%
30Y 1.13 03/1994
02/2024
1.39$ 1.13 1.39$ 1.13 1.39$ 1.13 1.39$ 1.13 03/1994
02/2024
1.39$ 1.13 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -24.66 03/2008
02/2009
0.75$ -7.00 0.92$ 4.51 1.04$ 19.39 1.19$ 53.43 03/1985
02/1986
1.53$ 3.09 34.20%
2Y -13.58 11/1998
10/2000
0.74$ -3.32 0.93$ 3.42 1.06$ 13.81 1.29$ 36.91 03/1985
02/1987
1.87$ -6.43 31.77%
3Y -6.12 11/1997
10/2000
0.82$ -1.64 0.95$ 3.96 1.12$ 10.22 1.33$ 29.12 01/1985
12/1987
2.15$ -4.62 20.23%
5Y -4.25 11/1995
10/2000
0.80$ -0.23 0.98$ 4.61 1.25$ 9.81 1.59$ 15.01 03/1985
02/1990
2.01$ -0.88 17.52%
7Y -1.27 05/2013
04/2020
0.91$ 0.89 1.06$ 4.77 1.38$ 8.51 1.77$ 14.30 01/1985
12/1991
2.54$ 0.03 3.36%
10Y -1.30 11/2012
10/2022
0.87$ 1.92 1.20$ 4.68 1.57$ 7.85 2.12$ 12.12 03/1985
02/1995
3.13$ -0.37 4.27%
15Y 0.53 03/2008
02/2023
1.08$ 3.24 1.61$ 5.39 2.19$ 6.48 2.56$ 7.81 03/1985
02/2000
3.08$ 2.66 0.00%
20Y 2.15 03/2004
02/2024
1.53$ 4.02 2.19$ 5.48 2.90$ 6.28 3.38$ 9.21 03/1985
02/2005
5.82$ 2.15 0.00%
30Y 3.01 10/1992
09/2022
2.43$ 3.70 2.97$ 4.71 3.97$ 5.45 4.91$ 7.07 03/1985
02/2015
7.76$ 3.68 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -26.51 11/2021
10/2022
0.73$ -9.73 0.90$ 1.86 1.01$ 15.30 1.15$ 48.68 03/1985
02/1986
1.48$ 0.37 44.23%
2Y -16.10 11/1998
10/2000
0.70$ -5.39 0.89$ 0.95 1.01$ 10.46 1.22$ 33.50 03/1985
02/1987
1.78$ -10.31 44.52%
3Y -10.36 11/2019
10/2022
0.72$ -3.65 0.89$ 1.32 1.04$ 7.32 1.23$ 25.24 01/1985
12/1987
1.96$ -9.61 34.94%
5Y -6.61 11/1995
10/2000
0.71$ -1.85 0.91$ 1.80 1.09$ 6.74 1.38$ 11.60 06/2001
05/2006
1.73$ -4.79 31.87%
7Y -4.50 10/2016
09/2023
0.72$ -1.07 0.92$ 2.00 1.14$ 5.48 1.45$ 10.57 04/2001
03/2008
2.02$ -3.32 29.97%
10Y -3.79 11/2013
10/2023
0.67$ -0.17 0.98$ 2.06 1.22$ 4.95 1.62$ 8.26 03/1985
02/1995
2.21$ -3.06 18.52%
15Y -1.78 03/2008
02/2023
0.76$ 0.84 1.13$ 2.82 1.51$ 4.01 1.80$ 4.74 01/1990
12/2004
2.00$ 0.12 7.22%
20Y -0.40 03/2004
02/2024
0.92$ 1.76 1.41$ 2.87 1.76$ 3.51 1.99$ 6.01 03/1985
02/2005
3.21$ -0.40 2.60%
30Y 0.49 10/1992
09/2022
1.15$ 1.14 1.40$ 2.13 1.88$ 2.81 2.29$ 4.27 03/1985
02/2015
3.50$ 1.13 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the SPDR FTSE International Govt Infl-Protd Bond ETF (WIP) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in SPDR FTSE International Govt Infl-Protd Bond ETF (WIP) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
-0.36
40%
-1.23
20%
-0.88
60%
-1.10
40%
0.69
60%
0.06
60%
2.28
80%
-1.41
20%
-3.59
20%
0.31
60%
3.29
60%
1.78
60%
Best 4.2
2023
0.8
2022
5.2
2023
2.3
2020
3.5
2020
3.6
2019
6.0
2020
0.4
2021
0.2
2019
1.9
2021
8.1
2022
5.2
2023
Worst -4.4
2024
-3.3
2023
-10.3
2020
-7.1
2022
-2.8
2023
-6.5
2022
-0.6
2019
-4.2
2022
-7.1
2022
-1.7
2023
-2.0
2019
-2.5
2022
Monthly Seasonality over the period Feb 1985 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.77
50%
-0.73
30%
0.50
70%
-0.11
60%
-0.44
50%
0.29
50%
1.43
70%
-0.95
40%
-2.33
30%
-0.24
50%
1.02
40%
0.95
60%
Best 4.4
2019
2.1
2017
7.5
2016
4.3
2015
3.5
2020
3.6
2019
6.0
2020
2.0
2016
0.8
2016
1.9
2021
8.1
2022
5.2
2023
Worst -4.4
2024
-3.3
2023
-10.3
2020
-7.1
2022
-3.2
2015
-6.5
2022
-1.4
2015
-4.2
2022
-7.1
2022
-3.0
2016
-5.5
2016
-2.5
2022
Monthly Seasonality over the period Feb 1985 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
-0.28
43%
0.05
55%
0.49
64%
0.54
56%
-0.26
54%
0.52
54%
1.70
69%
-0.04
62%
0.18
54%
0.29
64%
0.87
51%
1.71
69%
Best 5.3
1987
7.5
1986
8.2
1985
6.9
1986
7.7
2009
8.5
2002
8.2
1991
4.8
1992
7.7
2003
6.3
1987
8.1
2022
10.7
2008
Worst -6.0
1988
-5.1
1985
-10.3
2020
-7.1
2022
-6.6
1986
-6.5
2022
-3.9
1997
-9.4
1989
-9.6
2008
-12.5
2008
-5.5
2016
-3.1
2009
Monthly Seasonality over the period Feb 1985 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the SPDR FTSE International Govt Infl-Protd Bond ETF (WIP) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

SPDR FTSE INTERNATIONAL GOVT INFL-PROTD BOND ETF (WIP) ETF
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1985 - 29 February 2024 (~39 years)
205 Positive Months (57%) - 155 Negative Months (43%)
272 Positive Months (58%) - 198 Negative Months (42%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to March 2008, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.