SPDR Refinitiv Global Convertible Bond EUR Hedged (SPF1.DE): Rolling Returns

Data Source: from January 1994 to May 2024 (~30 years)
Consolidated Returns as of 31 May 2024

Holding the SPDR Refinitiv Global Convertible Bond EUR Hedged (SPF1.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 111 months (from January 2000 to March 2009).

This means that every rolling period of 112 months or above has always granted a positive return.

To obtain comprehensive information, please consult the SPDR Refinitiv Global Convertible Bond EUR Hedged (SPF1.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 EUR HEDGED (SPF1.DE) ETF
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 3.55% (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 REFINITIV GLOBAL CONVERTIBLE BOND EUR HEDGED (SPF1.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 January 1994 - 31 May 2024 (~30 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.22% +50.79%
Apr 2020 - Mar 2021
-37.45%
Nov 2007 - Oct 2008
28.53%
101 out of 354
Euro Inflation Adjusted +6.57% +48.81%
Apr 2020 - Mar 2021
-39.37%
Nov 2007 - Oct 2008
32.20%
114 out of 354
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 +6.58% +27.46%
Mar 2009 - Feb 2011
-15.88%
Dec 2006 - Nov 2008
18.42%
63 out of 342
Euro Inflation Adjusted +4.50% +25.40%
Mar 2009 - Feb 2011
-18.00%
Dec 2006 - Nov 2008
23.39%
80 out of 342
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 +6.34% +23.50%
Mar 1997 - Feb 2000
-7.72%
Mar 2006 - Feb 2009
13.03%
43 out of 330
Euro Inflation Adjusted +4.73% +21.96%
Mar 1997 - Feb 2000
-10.20%
Mar 2021 - Feb 2024
20.61%
68 out of 330
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 +6.13% +22.23%
Mar 1996 - Feb 2000
-4.06%
Dec 2004 - Nov 2008
4.72%
15 out of 318
Euro Inflation Adjusted +4.42% +20.54%
Mar 1996 - Feb 2000
-6.25%
Dec 2004 - Nov 2008
15.09%
48 out of 318
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 +5.64% +22.20%
Mar 1995 - Feb 2000
-2.24%
Mar 2004 - Feb 2009
2.61%
8 out of 306
Euro Inflation Adjusted +3.85% +20.25%
Mar 1995 - Feb 2000
-4.30%
Dec 2003 - Nov 2008
16.34%
50 out of 306
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 +5.89% +16.37%
Apr 1994 - Mar 2000
+0.42%
Dec 2002 - Nov 2008
0.00%
0 out of 294
Euro Inflation Adjusted +4.24% +14.34%
Apr 1994 - Mar 2000
-1.82%
Dec 2002 - Nov 2008
6.46%
19 out of 294
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 +5.79% +12.38%
Apr 1995 - Mar 2002
-0.11%
Dec 2001 - Nov 2008
0.35%
1 out of 282
Euro Inflation Adjusted +4.00% +10.74%
Dec 2008 - Nov 2015
-2.34%
Dec 2001 - Nov 2008
2.84%
8 out of 282
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 +6.17% +10.70%
Mar 2009 - Feb 2017
-1.18%
Nov 2000 - Oct 2008
1.48%
4 out of 270
Euro Inflation Adjusted +4.18% +9.34%
Dec 2008 - Nov 2016
-3.43%
Nov 2000 - Oct 2008
4.44%
12 out of 270
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 +5.95% +11.20%
Mar 1995 - Feb 2004
-1.77%
Mar 2000 - Feb 2009
1.94%
5 out of 258
Euro Inflation Adjusted +4.16% +9.24%
Dec 2008 - Nov 2017
-3.82%
Mar 2000 - Feb 2009
4.26%
11 out of 258
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 +6.04% +10.28%
Mar 1995 - Feb 2005
+1.86%
Feb 1999 - Jan 2009
0.00%
0 out of 246
Euro Inflation Adjusted +4.10% +8.27%
Mar 1995 - Feb 2005
-0.23%
Feb 1999 - Jan 2009
2.03%
5 out of 246
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 +5.61% +10.36%
Apr 1995 - Mar 2006
+2.46%
Oct 2000 - Sep 2011
0.00%
0 out of 234
Euro Inflation Adjusted +3.94% +8.28%
Mar 1995 - Feb 2006
+0.35%
Oct 2000 - Sep 2011
0.00%
0 out of 234
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 +5.67% +10.87%
Mar 2009 - Feb 2021
+2.42%
Jan 2000 - Dec 2011
0.00%
0 out of 222
Euro Inflation Adjusted +3.87% +9.53%
Mar 2009 - Feb 2021
+0.26%
Jan 2000 - Dec 2011
0.00%
0 out of 222
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 +5.81% +10.18%
Nov 2008 - Oct 2021
+2.96%
Mar 2000 - Feb 2013
0.00%
0 out of 210
Euro Inflation Adjusted +3.94% +8.74%
Nov 2008 - Oct 2021
+0.87%
Mar 2000 - Feb 2013
0.00%
0 out of 210
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 +5.76% +8.44%
Jun 1994 - May 2008
+4.00%
Apr 2006 - Mar 2020
0.00%
0 out of 198
Euro Inflation Adjusted +4.01% +6.18%
Jan 1994 - Dec 2007
+1.98%
Apr 2000 - Mar 2014
0.00%
0 out of 198
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 +5.87% +8.48%
Apr 1995 - Mar 2010
+3.49%
Nov 2007 - Oct 2022
0.00%
0 out of 186
Euro Inflation Adjusted +3.95% +6.44%
Apr 1995 - Mar 2010
+1.42%
Nov 2007 - Oct 2022
0.00%
0 out of 186
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 +6.00% +8.65%
Mar 1995 - Feb 2011
+3.39%
Mar 2000 - Feb 2016
0.00%
0 out of 174
Euro Inflation Adjusted +4.18% +6.61%
Mar 1995 - Feb 2011
+1.36%
Nov 2007 - Oct 2023
0.00%
0 out of 174
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 +5.97% +7.96%
Mar 1995 - Feb 2012
+3.91%
Mar 2000 - Feb 2017
0.00%
0 out of 162
Euro Inflation Adjusted +4.26% +5.89%
Mar 1995 - Feb 2012
+1.99%
Jun 2007 - May 2024
0.00%
0 out of 162
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 +5.73% +8.05%
Apr 1995 - Mar 2013
+4.01%
Apr 2000 - Mar 2018
0.00%
0 out of 150
Euro Inflation Adjusted +3.92% +5.94%
Apr 1995 - Mar 2013
+2.24%
Apr 2000 - Mar 2018
0.00%
0 out of 150
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 +6.08% +8.57%
Mar 1995 - Feb 2014
+3.75%
Mar 2000 - Feb 2019
0.00%
0 out of 138
Euro Inflation Adjusted +4.42% +6.56%
Mar 1995 - Feb 2014
+1.99%
Jan 2000 - Dec 2018
0.00%
0 out of 138
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 +6.11% +8.45%
Mar 1995 - Feb 2015
+3.26%
Apr 2000 - Mar 2020
0.00%
0 out of 126
Euro Inflation Adjusted +4.38% +6.56%
Mar 1995 - Feb 2015
+1.58%
Apr 2000 - Mar 2020
0.00%
0 out of 126
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 EUR Hedged (SPF1.DE) ETF: Historical Returns page.