SPDR MSCI USA Small Cap Value Weighted (ZPRV.DE): Rolling Returns

Data Source: from August 1953 to May 2024 (~71 years)
Consolidated Returns as of 31 May 2024

Holding the SPDR MSCI USA Small Cap Value Weighted (ZPRV.DE) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~71 years), the longest period with a negative return lasted 131 months (from April 1998 to February 2009).

This means that every rolling period of 132 months or above has always granted a positive return.

To obtain comprehensive information, please consult the SPDR MSCI USA Small Cap Value Weighted (ZPRV.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

SPDR MSCI USA SMALL CAP VALUE WEIGHTED (ZPRV.DE) ETF
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 10.88% (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.

SPDR MSCI USA SMALL CAP VALUE WEIGHTED (ZPRV.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 August 1953 - 31 May 2024 (~71 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +15.43% +122.22%
Aug 1982 - Jul 1983
-42.97%
Apr 2002 - Mar 2003
25.03%
210 out of 839
Euro Inflation Adjusted +12.71% +116.05%
Aug 1982 - Jul 1983
-44.29%
Apr 2002 - Mar 2003
29.20%
245 out of 839
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 +14.13% +64.68%
Feb 1982 - Jan 1984
-28.22%
Mar 2007 - Feb 2009
16.32%
135 out of 827
Euro Inflation Adjusted +11.42% +59.33%
Feb 1982 - Jan 1984
-32.66%
Jan 1973 - Dec 1974
19.83%
164 out of 827
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 +14.72% +60.62%
Jul 1980 - Jun 1983
-19.97%
Apr 2006 - Mar 2009
13.87%
113 out of 815
Euro Inflation Adjusted +12.14% +53.26%
Jul 1980 - Jun 1983
-22.52%
Jan 1972 - Dec 1974
18.77%
153 out of 815
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 +14.38% +49.96%
Apr 1980 - Mar 1984
-11.61%
Jan 1971 - Dec 1974
10.71%
86 out of 803
Euro Inflation Adjusted +11.54% +43.50%
Apr 1980 - Mar 1984
-16.89%
Jan 1971 - Dec 1974
14.69%
118 out of 803
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 +13.25% +48.70%
Apr 1980 - Mar 1985
-8.93%
Jan 1970 - Dec 1974
8.22%
65 out of 791
Euro Inflation Adjusted +11.02% +42.85%
Apr 1980 - Mar 1985
-14.00%
Jan 1970 - Dec 1974
12.26%
97 out of 791
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 +13.16% +43.63%
Mar 1979 - Feb 1985
-10.92%
Jan 1969 - Dec 1974
4.75%
37 out of 779
Euro Inflation Adjusted +10.86% +37.57%
Mar 1979 - Feb 1985
-15.35%
Jan 1969 - Dec 1974
9.24%
72 out of 779
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 +12.97% +40.90%
Mar 1978 - Feb 1985
-7.14%
Apr 2002 - Mar 2009
3.78%
29 out of 767
Euro Inflation Adjusted +10.57% +35.25%
Mar 1978 - Feb 1985
-9.75%
Jan 1968 - Dec 1974
7.04%
54 out of 767
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 +13.23% +38.14%
Oct 1975 - Sep 1983
-3.81%
Mar 2001 - Feb 2009
1.99%
15 out of 755
Euro Inflation Adjusted +10.86% +32.38%
Oct 1975 - Sep 1983
-5.83%
Mar 2001 - Feb 2009
7.81%
59 out of 755
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 +13.42% +40.33%
Jan 1975 - Dec 1983
-0.67%
Nov 2000 - Oct 2009
0.54%
4 out of 743
Euro Inflation Adjusted +10.93% +34.38%
Jan 1975 - Dec 1983
-4.13%
Jan 1966 - Dec 1974
5.11%
38 out of 743
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 +13.60% +38.40%
Jan 1975 - Dec 1984
+1.38%
Sep 2001 - Aug 2011
0.00%
0 out of 731
Euro Inflation Adjusted +10.90% +32.85%
Jan 1975 - Dec 1984
-1.29%
Jan 1965 - Dec 1974
1.78%
13 out of 731
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 +13.30% +35.53%
Jan 1975 - Dec 1985
+0.00%
Apr 1998 - Mar 2009
0.00%
0 out of 719
Euro Inflation Adjusted +10.53% +30.39%
Jan 1975 - Dec 1985
-1.97%
Apr 1998 - Mar 2009
0.83%
6 out of 719
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 +13.46% +31.52%
Jan 1975 - Dec 1986
+3.34%
Dec 1997 - Nov 2009
0.00%
0 out of 707
Euro Inflation Adjusted +10.80% +27.05%
Jan 1975 - Dec 1986
+1.38%
Dec 1997 - Nov 2009
0.00%
0 out of 707
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 +13.20% +30.05%
Oct 1974 - Sep 1987
+4.10%
Apr 2007 - Mar 2020
0.00%
0 out of 695
Euro Inflation Adjusted +10.74% +25.74%
Oct 1974 - Sep 1987
+0.71%
Jan 1962 - Dec 1974
0.00%
0 out of 695
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 +13.40% +27.65%
Jan 1975 - Dec 1988
+3.55%
Apr 2006 - Mar 2020
0.00%
0 out of 683
Euro Inflation Adjusted +10.66% +23.67%
Jan 1975 - Dec 1988
+2.10%
Apr 2006 - Mar 2020
0.00%
0 out of 683
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 +13.62% +27.48%
Oct 1974 - Sep 1989
+5.28%
Aug 2005 - Jul 2020
0.00%
0 out of 671
Euro Inflation Adjusted +10.63% +23.46%
Oct 1974 - Sep 1989
+1.76%
Jan 1960 - Dec 1974
0.00%
0 out of 671
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 +13.55% +24.22%
Sep 1973 - Aug 1989
+5.37%
Apr 2004 - Mar 2020
0.00%
0 out of 659
Euro Inflation Adjusted +10.42% +20.03%
Sep 1973 - Aug 1989
+2.71%
Jan 1959 - Dec 1974
0.00%
0 out of 659
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 +13.54% +23.65%
Jan 1975 - Dec 1991
+5.96%
Jan 2002 - Dec 2018
0.00%
0 out of 647
Euro Inflation Adjusted +10.10% +19.67%
Jan 1975 - Dec 1991
+4.22%
Jan 2002 - Dec 2018
0.00%
0 out of 647
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 +12.80% +24.62%
Jan 1975 - Dec 1992
+3.61%
Apr 2002 - Mar 2020
0.00%
0 out of 635
Euro Inflation Adjusted +9.90% +20.61%
Jan 1975 - Dec 1992
+2.00%
Apr 2002 - Mar 2020
0.00%
0 out of 635
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 +12.76% +24.95%
Jan 1975 - Dec 1993
+4.71%
Apr 2001 - Mar 2020
0.00%
0 out of 623
Euro Inflation Adjusted +9.74% +20.94%
Jan 1975 - Dec 1993
+3.03%
Apr 2001 - Mar 2020
0.00%
0 out of 623
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 +13.03% +22.96%
Jan 1975 - Dec 1994
+5.70%
Apr 2000 - Mar 2020
0.00%
0 out of 611
Euro Inflation Adjusted +10.02% +19.05%
Jan 1975 - Dec 1994
+3.98%
Apr 2000 - Mar 2020
0.00%
0 out of 611
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 MSCI USA Small Cap Value Weighted (ZPRV.DE) ETF: Historical Returns page.