SPDR Refinitiv Global Convertible Bond (ZPRC.DE): Rolling Returns

Data Source: from January 1994 to April 2024 (~30 years)
Consolidated Returns as of 30 April 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 (~30 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

SPDR REFINITIV GLOBAL CONVERTIBLE BOND (ZPRC.DE) ETF
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 6.58% (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.

SPDR REFINITIV GLOBAL CONVERTIBLE BOND (ZPRC.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1994 - 30 April 2024 (~30 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.79% +60.90%
Mar 1999 - Feb 2000
-29.67%
Nov 2007 - Oct 2008
28.33%
100 out of 353
Euro Inflation Adjusted +4.86% +57.85%
Mar 1999 - Feb 2000
-31.83%
Nov 2007 - Oct 2008
33.99%
120 out of 353
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 +7.20% +41.70%
Oct 1998 - Sep 2000
-15.11%
Jan 2007 - Dec 2008
21.11%
72 out of 341
Euro Inflation Adjusted +5.04% +39.16%
Oct 1998 - Sep 2000
-17.04%
Jan 2007 - Dec 2008
26.10%
89 out of 341
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 +7.42% +31.01%
Apr 1997 - Mar 2000
-10.54%
Apr 2000 - Mar 2003
17.02%
56 out of 329
Euro Inflation Adjusted +5.32% +29.28%
Apr 1997 - Mar 2000
-12.60%
Apr 2000 - Mar 2003
23.40%
77 out of 329
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 +6.99% +27.47%
Apr 1996 - Mar 2000
-6.60%
Sep 2000 - Aug 2004
10.09%
32 out of 317
Euro Inflation Adjusted +5.33% +25.73%
Apr 1996 - Mar 2000
-8.62%
Sep 2000 - Aug 2004
19.87%
63 out of 317
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 +6.35% +25.40%
Mar 1995 - Feb 2000
-5.19%
Apr 2000 - Mar 2005
8.85%
27 out of 305
Euro Inflation Adjusted +4.50% +23.39%
Mar 1995 - Feb 2000
-7.23%
Apr 2000 - Mar 2005
15.41%
47 out of 305
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 +6.73% +19.43%
Nov 1994 - Oct 2000
-2.21%
Sep 2000 - Aug 2006
6.14%
18 out of 293
Euro Inflation Adjusted +4.71% +17.36%
Nov 1994 - Oct 2000
-4.34%
Sep 2000 - Aug 2006
15.70%
46 out of 293
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 +6.14% +15.30%
Apr 1995 - Mar 2002
-3.55%
Jan 2002 - Dec 2008
8.19%
23 out of 281
Euro Inflation Adjusted +4.12% +13.24%
Apr 1995 - Mar 2002
-5.62%
Jan 2002 - Dec 2008
12.46%
35 out of 281
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 +6.65% +13.25%
Jan 2009 - Dec 2016
-4.52%
Nov 2000 - Oct 2008
7.06%
19 out of 269
Euro Inflation Adjusted +4.69% +11.84%
Jan 2009 - Dec 2016
-6.70%
Nov 2000 - Oct 2008
10.78%
29 out of 269
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 +6.79% +11.52%
Nov 2008 - Oct 2017
-3.74%
Apr 2000 - Mar 2009
5.45%
14 out of 257
Euro Inflation Adjusted +4.98% +10.24%
Nov 2008 - Oct 2017
-5.75%
Apr 2000 - Mar 2009
10.12%
26 out of 257
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 +6.85% +10.76%
Sep 2011 - Aug 2021
-0.35%
Mar 2000 - Feb 2010
0.82%
2 out of 245
Euro Inflation Adjusted +5.09% +9.42%
Sep 2011 - Aug 2021
-2.30%
Mar 2000 - Feb 2010
13.88%
34 out of 245
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 +6.81% +10.75%
Jan 2009 - Dec 2019
-0.20%
Sep 2000 - Aug 2011
0.43%
1 out of 233
Euro Inflation Adjusted +4.94% +9.35%
Jan 2009 - Dec 2019
-2.22%
Sep 2000 - Aug 2011
7.73%
18 out of 233
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 +6.47% +11.85%
Jan 2009 - Dec 2020
+0.89%
Apr 2000 - Mar 2012
0.00%
0 out of 221
Euro Inflation Adjusted +4.64% +10.57%
Jan 2009 - Dec 2020
-1.26%
Apr 2000 - Mar 2012
5.43%
12 out of 221
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 +6.32% +11.37%
Nov 2008 - Oct 2021
+1.55%
Mar 2000 - Feb 2013
0.00%
0 out of 209
Euro Inflation Adjusted +4.57% +9.91%
Nov 2008 - Oct 2021
-0.51%
Mar 2000 - Feb 2013
3.35%
7 out of 209
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 +6.31% +9.37%
Nov 2008 - Oct 2022
+2.29%
Apr 2000 - Mar 2014
0.00%
0 out of 197
Euro Inflation Adjusted +4.58% +7.26%
Nov 2008 - Oct 2022
+0.26%
Apr 2000 - Mar 2014
0.00%
0 out of 197
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 +6.19% +9.25%
Jan 2009 - Dec 2023
+3.16%
Sep 2000 - Aug 2015
0.00%
0 out of 185
Euro Inflation Adjusted +4.36% +7.07%
Jan 2009 - Dec 2023
+1.32%
Sep 2000 - Aug 2015
0.00%
0 out of 185
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 +6.25% +8.28%
May 2005 - Apr 2021
+3.00%
Apr 2000 - Mar 2016
0.00%
0 out of 173
Euro Inflation Adjusted +4.34% +6.70%
May 2005 - Apr 2021
+1.22%
Apr 2000 - Mar 2016
0.00%
0 out of 173
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 +6.43% +7.91%
Nov 2004 - Oct 2021
+3.28%
Sep 2000 - Aug 2017
0.00%
0 out of 161
Euro Inflation Adjusted +4.45% +6.23%
Nov 2004 - Oct 2021
+1.55%
Sep 2000 - Aug 2017
0.00%
0 out of 161
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 +6.48% +7.82%
Apr 1997 - Mar 2015
+3.19%
Apr 2000 - Mar 2018
0.00%
0 out of 149
Euro Inflation Adjusted +4.47% +6.03%
Mar 2003 - Feb 2021
+1.44%
Apr 2000 - Mar 2018
0.00%
0 out of 149
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 +6.36% +8.31%
Apr 1996 - Mar 2015
+3.42%
Apr 2000 - Mar 2019
0.00%
0 out of 137
Euro Inflation Adjusted +4.48% +6.42%
Apr 1996 - Mar 2015
+1.69%
Apr 2000 - Mar 2019
0.00%
0 out of 137
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 +6.15% +8.74%
Apr 1995 - Mar 2015
+3.13%
Apr 2000 - Mar 2020
0.00%
0 out of 125
Euro Inflation Adjusted +4.18% +6.80%
Apr 1995 - Mar 2015
+1.45%
Apr 2000 - Mar 2020
0.00%
0 out of 125
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 Refinitiv Global Convertible Bond (ZPRC.DE) ETF: Historical Returns page.