Consolidated Returns as of 30 June 2024
Holding the SPDR Refinitiv Global Convertible Bond (ZPRC.DE) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~31 years), the longest period with a negative return lasted 138 months (from April 2000 to September 2011).
This means that every rolling period of 139 months or above has always granted a positive return.
To obtain comprehensive information, please consult the SPDR Refinitiv Global Convertible Bond (ZPRC.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
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The annualized return of the last 10 years has been 6.40% (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 | +6.92% |
+60.90%
Mar 1999 - Feb 2000 |
-29.67%
Nov 2007 - Oct 2008 |
28.17%
100 out of 355 |
Euro Inflation Adjusted | +4.88% |
+57.85%
Mar 1999 - Feb 2000 |
-31.83%
Nov 2007 - Oct 2008 |
33.80%
120 out of 355 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.20% |
+41.70%
Oct 1998 - Sep 2000 |
-15.11%
Jan 2007 - Dec 2008 |
20.99%
72 out of 343 |
Euro Inflation Adjusted | +5.01% |
+39.16%
Oct 1998 - Sep 2000 |
-17.04%
Jan 2007 - Dec 2008 |
26.24%
90 out of 343 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.24% |
+31.01%
Apr 1997 - Mar 2000 |
-10.54%
Apr 2000 - Mar 2003 |
17.52%
58 out of 331 |
Euro Inflation Adjusted | +5.27% |
+29.28%
Apr 1997 - Mar 2000 |
-12.60%
Apr 2000 - Mar 2003 |
23.87%
79 out of 331 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.97% |
+27.47%
Apr 1996 - Mar 2000 |
-6.60%
Sep 2000 - Aug 2004 |
10.03%
32 out of 319 |
Euro Inflation Adjusted | +5.25% |
+25.73%
Apr 1996 - Mar 2000 |
-8.62%
Sep 2000 - Aug 2004 |
19.75%
63 out of 319 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.38% |
+25.40%
Mar 1995 - Feb 2000 |
-5.19%
Apr 2000 - Mar 2005 |
8.79%
27 out of 307 |
Euro Inflation Adjusted | +4.46% |
+23.39%
Mar 1995 - Feb 2000 |
-7.23%
Apr 2000 - Mar 2005 |
15.31%
47 out of 307 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.69% |
+19.43%
Nov 1994 - Oct 2000 |
-2.21%
Sep 2000 - Aug 2006 |
6.10%
18 out of 295 |
Euro Inflation Adjusted | +4.59% |
+17.36%
Nov 1994 - Oct 2000 |
-4.34%
Sep 2000 - Aug 2006 |
15.59%
46 out of 295 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.93% |
+15.30%
Apr 1995 - Mar 2002 |
-3.55%
Jan 2002 - Dec 2008 |
8.13%
23 out of 283 |
Euro Inflation Adjusted | +4.05% |
+13.24%
Apr 1995 - Mar 2002 |
-5.62%
Jan 2002 - Dec 2008 |
12.37%
35 out of 283 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.59% |
+13.25%
Jan 2009 - Dec 2016 |
-4.52%
Nov 2000 - Oct 2008 |
7.01%
19 out of 271 |
Euro Inflation Adjusted | +4.67% |
+11.84%
Jan 2009 - Dec 2016 |
-6.70%
Nov 2000 - Oct 2008 |
10.70%
29 out of 271 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.73% |
+11.52%
Nov 2008 - Oct 2017 |
-3.74%
Apr 2000 - Mar 2009 |
5.41%
14 out of 259 |
Euro Inflation Adjusted | +4.92% |
+10.24%
Nov 2008 - Oct 2017 |
-5.75%
Apr 2000 - Mar 2009 |
10.04%
26 out of 259 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.83% |
+10.76%
Sep 2011 - Aug 2021 |
-0.35%
Mar 2000 - Feb 2010 |
0.81%
2 out of 247 |
Euro Inflation Adjusted | +5.08% |
+9.42%
Sep 2011 - Aug 2021 |
-2.30%
Mar 2000 - Feb 2010 |
13.77%
34 out of 247 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.81% |
+10.75%
Jan 2009 - Dec 2019 |
-0.20%
Sep 2000 - Aug 2011 |
0.43%
1 out of 235 |
Euro Inflation Adjusted | +4.93% |
+9.35%
Jan 2009 - Dec 2019 |
-2.22%
Sep 2000 - Aug 2011 |
7.66%
18 out of 235 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.48% |
+11.85%
Jan 2009 - Dec 2020 |
+0.89%
Apr 2000 - Mar 2012 |
0.00%
0 out of 223 |
Euro Inflation Adjusted | +4.64% |
+10.57%
Jan 2009 - Dec 2020 |
-1.26%
Apr 2000 - Mar 2012 |
5.38%
12 out of 223 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.32% |
+11.37%
Nov 2008 - Oct 2021 |
+1.55%
Mar 2000 - Feb 2013 |
0.00%
0 out of 211 |
Euro Inflation Adjusted | +4.57% |
+9.91%
Nov 2008 - Oct 2021 |
-0.51%
Mar 2000 - Feb 2013 |
3.32%
7 out of 211 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.33% |
+9.37%
Nov 2008 - Oct 2022 |
+2.29%
Apr 2000 - Mar 2014 |
0.00%
0 out of 199 |
Euro Inflation Adjusted | +4.58% |
+7.26%
Nov 2008 - Oct 2022 |
+0.26%
Apr 2000 - Mar 2014 |
0.00%
0 out of 199 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.20% |
+9.25%
Jan 2009 - Dec 2023 |
+3.16%
Sep 2000 - Aug 2015 |
0.00%
0 out of 187 |
Euro Inflation Adjusted | +4.38% |
+7.07%
Jan 2009 - Dec 2023 |
+1.32%
Sep 2000 - Aug 2015 |
0.00%
0 out of 187 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.25% |
+8.28%
May 2005 - Apr 2021 |
+3.00%
Apr 2000 - Mar 2016 |
0.00%
0 out of 175 |
Euro Inflation Adjusted | +4.35% |
+6.70%
May 2005 - Apr 2021 |
+1.22%
Apr 2000 - Mar 2016 |
0.00%
0 out of 175 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.43% |
+7.91%
Nov 2004 - Oct 2021 |
+3.28%
Sep 2000 - Aug 2017 |
0.00%
0 out of 163 |
Euro Inflation Adjusted | +4.41% |
+6.23%
Nov 2004 - Oct 2021 |
+1.55%
Sep 2000 - Aug 2017 |
0.00%
0 out of 163 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.44% |
+7.82%
Apr 1997 - Mar 2015 |
+3.19%
Apr 2000 - Mar 2018 |
0.00%
0 out of 151 |
Euro Inflation Adjusted | +4.43% |
+6.03%
Mar 2003 - Feb 2021 |
+1.44%
Apr 2000 - Mar 2018 |
0.00%
0 out of 151 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.36% |
+8.31%
Apr 1996 - Mar 2015 |
+3.42%
Apr 2000 - Mar 2019 |
0.00%
0 out of 139 |
Euro Inflation Adjusted | +4.48% |
+6.42%
Apr 1996 - Mar 2015 |
+1.69%
Apr 2000 - Mar 2019 |
0.00%
0 out of 139 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.15% |
+8.74%
Apr 1995 - Mar 2015 |
+3.13%
Apr 2000 - Mar 2020 |
0.00%
0 out of 127 |
Euro Inflation Adjusted | +4.17% |
+6.80%
Apr 1995 - Mar 2015 |
+1.45%
Apr 2000 - Mar 2020 |
0.00%
0 out of 127 |
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To obtain comprehensive information, please consult the SPDR Refinitiv Global Convertible Bond (ZPRC.DE) ETF: Historical Returns page.