SPDR S&P 500 (SPY) to EUR: Rolling Returns

Data Source: from August 1953 to June 2024 (~71 years)
Consolidated Returns as of 30 June 2024
This asset allocation page includes ETFs that are not available in our database in EUR or are not yet mapped to the specific ones. We kept the original tickers and calculated returns using historical exchange rates or, if applicable, interest rate differentials for currency hedging.

You need to choose EUR-based ETFs that follow the same benchmarks. Actual returns should be comparable, but they may vary due to differences in sampling methods, annual fees, and the exchange rates used for month-end calculations. Similar EUR ETFs (hedged or not) may not always be available.

Holding the SPDR S&P 500 (SPY) to EUR 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 161 months (from September 2000 to January 2014).

This means that every rolling period of 162 months or above has always granted a positive return.

To obtain comprehensive information, please consult the SPDR S&P 500 (SPY) to EUR 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 S&P 500 (SPY) TO EUR ETF
Previous vs Next Returns - 10 Years annualized
Updated to June 2024

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The annualized return of the last 10 years has been 15.61% (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.

SPDR S&P 500 (SPY) TO EUR ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 July 1994 - 30 June 2024 (30 Years)
Data Source: 1 August 1953 - 30 June 2024 (~71 years)
Inflation Adjusted:

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Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.79% +80.05%
Aug 1996 - Jul 1997
-39.95%
Apr 2002 - Mar 2003
25.24%
212 out of 840
Euro Inflation Adjusted +8.73% +77.41%
Aug 1996 - Jul 1997
-41.34%
Apr 2002 - Mar 2003
30.36%
255 out of 840
1 Year Annualized Rolling Returns
Timeframes ending in every month

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1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.13% +48.45%
Aug 1995 - Jul 1997
-27.62%
Oct 2000 - Sep 2002
17.15%
142 out of 828
Euro Inflation Adjusted +8.57% +45.73%
Aug 1995 - Jul 1997
-31.89%
Jan 1973 - Dec 1974
22.46%
186 out of 828
2 Years Annualized Rolling Returns
Timeframes ending in every month

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2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.20% +42.07%
Apr 1995 - Mar 1998
-19.91%
Apr 2000 - Mar 2003
16.05%
131 out of 816
Euro Inflation Adjusted +8.51% +39.68%
Apr 1995 - Mar 1998
-21.76%
Apr 2000 - Mar 2003
21.69%
177 out of 816
3 Years Annualized Rolling Returns
Timeframes ending in every month

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3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.08% +37.02%
Sep 1996 - Aug 2000
-13.57%
Nov 2000 - Oct 2004
15.05%
121 out of 804
Euro Inflation Adjusted +8.04% +34.99%
Sep 1996 - Aug 2000
-15.46%
Nov 2000 - Oct 2004
23.51%
189 out of 804
4 Years Annualized Rolling Returns
Timeframes ending in every month

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4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.54% +35.22%
Apr 1995 - Mar 2000
-9.42%
May 2000 - Apr 2005
15.03%
119 out of 792
Euro Inflation Adjusted +8.14% +33.09%
Apr 1995 - Mar 2000
-13.53%
Oct 1969 - Sep 1974
22.98%
182 out of 792
5 Years Annualized Rolling Returns
Timeframes ending in every month

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5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.97% +30.77%
Mar 1979 - Feb 1985
-7.81%
Oct 1968 - Sep 1974
13.59%
106 out of 780
Euro Inflation Adjusted +8.15% +28.28%
Nov 1994 - Oct 2000
-12.34%
Oct 1968 - Sep 1974
22.82%
178 out of 780
6 Years Annualized Rolling Returns
Timeframes ending in every month

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6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.16% +27.01%
Mar 1978 - Feb 1985
-8.96%
Mar 2002 - Feb 2009
11.59%
89 out of 768
Euro Inflation Adjusted +8.18% +23.73%
May 1993 - Apr 2000
-10.83%
Mar 2002 - Feb 2009
20.18%
155 out of 768
7 Years Annualized Rolling Returns
Timeframes ending in every month

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7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.71% +27.37%
Sep 1992 - Aug 2000
-8.28%
Mar 2001 - Feb 2009
7.67%
58 out of 756
Euro Inflation Adjusted +8.18% +24.76%
Sep 1992 - Aug 2000
-10.21%
Mar 2001 - Feb 2009
19.58%
148 out of 756
8 Years Annualized Rolling Returns
Timeframes ending in every month

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8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.62% +24.76%
Jan 1991 - Dec 1999
-8.57%
Apr 2000 - Mar 2009
7.93%
59 out of 744
Euro Inflation Adjusted +8.06% +21.78%
Jan 1991 - Dec 1999
-10.49%
Apr 2000 - Mar 2009
19.62%
146 out of 744
9 Years Annualized Rolling Returns
Timeframes ending in every month

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9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.59% +25.01%
Nov 1990 - Oct 2000
-5.32%
Sep 2000 - Aug 2010
7.79%
57 out of 732
Euro Inflation Adjusted +8.11% +22.09%
Nov 1990 - Oct 2000
-7.20%
Sep 2000 - Aug 2010
19.13%
140 out of 732
10 Years Annualized Rolling Returns
Timeframes ending in every month

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10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.22% +20.78%
Jan 1989 - Dec 1999
-4.47%
Sep 2000 - Aug 2011
6.25%
45 out of 720
Euro Inflation Adjusted +7.78% +17.68%
Jan 1989 - Dec 1999
-6.41%
Sep 2000 - Aug 2011
20.28%
146 out of 720
11 Years Annualized Rolling Returns
Timeframes ending in every month

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11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.45% +21.52%
Jan 1988 - Dec 1999
-1.75%
Nov 2000 - Oct 2012
3.53%
25 out of 708
Euro Inflation Adjusted +8.11% +18.47%
Jan 1988 - Dec 1999
-3.83%
Nov 2000 - Oct 2012
18.64%
132 out of 708
12 Years Annualized Rolling Returns
Timeframes ending in every month

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12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.26% +20.43%
Dec 1987 - Nov 2000
-0.64%
Sep 2000 - Aug 2013
1.01%
7 out of 696
Euro Inflation Adjusted +7.80% +17.44%
Dec 1987 - Nov 2000
-3.39%
Nov 1965 - Oct 1978
16.09%
112 out of 696
13 Years Annualized Rolling Returns
Timeframes ending in every month

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13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.01% +17.93%
Oct 1986 - Sep 2000
+0.72%
May 2000 - Apr 2014
0.00%
0 out of 684
Euro Inflation Adjusted +7.38% +15.18%
Oct 1986 - Sep 2000
-2.63%
Nov 1964 - Oct 1978
11.99%
82 out of 684
14 Years Annualized Rolling Returns
Timeframes ending in every month

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14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.70% +18.42%
Aug 1982 - Jul 1997
+2.08%
Sep 2000 - Aug 2015
0.00%
0 out of 672
Euro Inflation Adjusted +7.07% +15.70%
Aug 1982 - Jul 1997
-1.61%
Apr 1965 - Mar 1980
5.36%
36 out of 672
15 Years Annualized Rolling Returns
Timeframes ending in every month

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15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.65% +18.39%
Apr 1982 - Mar 1998
+2.69%
May 2000 - Apr 2016
0.00%
0 out of 660
Euro Inflation Adjusted +6.55% +15.62%
Jul 1982 - Jun 1998
-0.93%
Apr 1964 - Mar 1980
3.48%
23 out of 660
16 Years Annualized Rolling Returns
Timeframes ending in every month

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16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.44% +18.89%
Jul 1982 - Jun 1999
+2.92%
Nov 1961 - Oct 1978
0.00%
0 out of 648
Euro Inflation Adjusted +6.10% +16.33%
Jul 1982 - Jun 1999
-0.84%
Nov 1961 - Oct 1978
1.23%
8 out of 648
17 Years Annualized Rolling Returns
Timeframes ending in every month

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17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.11% +19.39%
Apr 1980 - Mar 1998
+3.65%
Apr 2000 - Mar 2018
0.00%
0 out of 636
Euro Inflation Adjusted +5.86% +16.52%
May 1982 - Apr 2000
-0.19%
Jan 1962 - Dec 1979
0.63%
4 out of 636
18 Years Annualized Rolling Returns
Timeframes ending in every month

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18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.92% +19.51%
Jul 1980 - Jun 1999
+3.84%
Nov 1959 - Oct 1978
0.00%
0 out of 624
Euro Inflation Adjusted +5.71% +16.50%
Jul 1980 - Jun 1999
+0.27%
Apr 1961 - Mar 1980
0.00%
0 out of 624
19 Years Annualized Rolling Returns
Timeframes ending in every month

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19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.98% +19.99%
Apr 1980 - Mar 2000
+3.95%
Apr 2000 - Mar 2020
0.00%
0 out of 612
Euro Inflation Adjusted +5.87% +16.94%
Apr 1980 - Mar 2000
+0.78%
Aug 1959 - Jul 1979
0.00%
0 out of 612
20 Years Annualized Rolling Returns
Timeframes ending in every month

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20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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To obtain comprehensive information, please consult the SPDR S&P 500 (SPY) to EUR ETF: Historical Returns page.