Consolidated Returns as of 31 March 2024
Holding the SPDR S&P International Dividend ETF (DWX) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~54 years), the longest period with a negative return lasted 198 months (from May 2007 to October 2023).
This means that every rolling period of 199 months or above has always granted a positive return.
To obtain comprehensive information, please consult the SPDR S&P International Dividend ETF (DWX) 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
The annualized return of the last 10 years has been 1.28% (updated at Mar 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.
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.43% |
+247.65%
Mar 1999 - Feb 2000 |
-61.06%
Mar 2008 - Feb 2009 |
30.78%
197 out of 640 |
US Inflation Adjusted | +5.26% |
+236.81%
Mar 1999 - Feb 2000 |
-61.07%
Mar 2008 - Feb 2009 |
39.38%
252 out of 640 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.54% |
+86.99%
Mar 1998 - Feb 2000 |
-34.45%
Mar 2007 - Feb 2009 |
26.27%
165 out of 628 |
US Inflation Adjusted | +2.93% |
+82.54%
Mar 1998 - Feb 2000 |
-35.77%
Mar 2007 - Feb 2009 |
37.26%
234 out of 628 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.61% |
+59.25%
Mar 1997 - Feb 2000 |
-20.15%
Mar 2000 - Feb 2003 |
19.48%
120 out of 616 |
US Inflation Adjusted | +3.13% |
+55.96%
Mar 1997 - Feb 2000 |
-22.17%
Mar 2000 - Feb 2003 |
36.20%
223 out of 616 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.23% |
+43.11%
Jun 1984 - May 1988 |
-8.92%
Oct 2007 - Sep 2011 |
15.23%
92 out of 604 |
US Inflation Adjusted | +2.77% |
+39.62%
Mar 1996 - Feb 2000 |
-10.79%
Oct 2007 - Sep 2011 |
33.61%
203 out of 604 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.58% |
+40.26%
Aug 1982 - Jul 1987 |
-6.91%
Jun 2007 - May 2012 |
11.32%
67 out of 592 |
US Inflation Adjusted | +3.37% |
+35.99%
Aug 1982 - Jul 1987 |
-8.77%
Jun 2007 - May 2012 |
27.36%
162 out of 592 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.46% |
+34.75%
Aug 1982 - Jul 1988 |
-3.70%
Nov 2007 - Oct 2013 |
8.10%
47 out of 580 |
US Inflation Adjusted | +3.82% |
+30.44%
Aug 1982 - Jul 1988 |
-5.46%
Nov 2007 - Oct 2013 |
25.00%
145 out of 580 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.45% |
+31.92%
Aug 1982 - Jul 1989 |
-3.13%
Nov 2007 - Oct 2014 |
4.58%
26 out of 568 |
US Inflation Adjusted | +4.35% |
+27.39%
Aug 1982 - Jul 1989 |
-4.86%
Nov 2007 - Oct 2014 |
22.01%
125 out of 568 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.70% |
+26.62%
Aug 1982 - Jul 1990 |
-5.11%
Nov 2007 - Oct 2015 |
5.76%
32 out of 556 |
US Inflation Adjusted | +5.28% |
+22.66%
Jun 1999 - May 2007 |
-6.61%
Nov 2007 - Oct 2015 |
18.88%
105 out of 556 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +10.95% |
+26.10%
Nov 1998 - Oct 2007 |
-3.90%
Nov 2007 - Oct 2016 |
5.70%
31 out of 544 |
US Inflation Adjusted | +5.93% |
+22.73%
Nov 1998 - Oct 2007 |
-5.84%
Mar 2000 - Feb 2009 |
18.57%
101 out of 544 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.60% |
+23.88%
May 1977 - Apr 1987 |
-2.02%
Nov 2007 - Oct 2017 |
4.70%
25 out of 532 |
US Inflation Adjusted | +7.23% |
+20.03%
Nov 1997 - Oct 2007 |
-3.62%
Nov 2007 - Oct 2017 |
15.98%
85 out of 532 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.32% |
+22.66%
Apr 1977 - Mar 1988 |
-2.57%
Nov 2007 - Oct 2018 |
2.69%
14 out of 520 |
US Inflation Adjusted | +7.68% |
+18.76%
Nov 1996 - Oct 2007 |
-4.23%
Nov 2007 - Oct 2018 |
13.65%
71 out of 520 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +11.00% |
+21.67%
Feb 1977 - Jan 1989 |
-1.88%
Apr 2008 - Mar 2020 |
3.54%
18 out of 508 |
US Inflation Adjusted | +7.93% |
+17.71%
Nov 1995 - Oct 2007 |
-3.42%
Apr 2008 - Mar 2020 |
10.63%
54 out of 508 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.16% |
+22.08%
Oct 1974 - Sep 1987 |
-2.21%
Nov 2007 - Oct 2020 |
2.42%
12 out of 496 |
US Inflation Adjusted | +7.92% |
+15.39%
Nov 1994 - Oct 2007 |
-3.84%
Nov 2007 - Oct 2020 |
8.87%
44 out of 496 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.72% |
+20.34%
Jan 1975 - Dec 1988 |
-0.53%
Nov 2007 - Oct 2021 |
0.62%
3 out of 484 |
US Inflation Adjusted | +8.52% |
+15.53%
Mar 1986 - Feb 2000 |
-2.49%
Nov 2007 - Oct 2021 |
8.06%
39 out of 484 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.83% |
+21.13%
Mar 1985 - Feb 2000 |
-1.97%
Nov 2007 - Oct 2022 |
1.69%
8 out of 472 |
US Inflation Adjusted | +8.47% |
+17.40%
Mar 1985 - Feb 2000 |
-4.25%
Nov 2007 - Oct 2022 |
5.08%
24 out of 472 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.53% |
+21.11%
Mar 1984 - Feb 2000 |
-1.03%
Nov 2007 - Oct 2023 |
0.87%
4 out of 460 |
US Inflation Adjusted | +8.56% |
+17.34%
Mar 1984 - Feb 2000 |
-3.38%
Nov 2007 - Oct 2023 |
5.65%
26 out of 460 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.34% |
+20.50%
Mar 1983 - Feb 2000 |
+0.78%
Apr 2007 - Mar 2024 |
0.00%
0 out of 448 |
US Inflation Adjusted | +8.20% |
+16.66%
Mar 1983 - Feb 2000 |
-1.68%
Apr 2007 - Mar 2024 |
4.02%
18 out of 448 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.27% |
+20.29%
Mar 1982 - Feb 2000 |
+1.96%
Apr 2006 - Mar 2024 |
0.00%
0 out of 436 |
US Inflation Adjusted | +8.20% |
+16.45%
Mar 1982 - Feb 2000 |
-0.54%
Apr 2006 - Mar 2024 |
0.69%
3 out of 436 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.24% |
+18.34%
Mar 1981 - Feb 2000 |
+2.96%
Mar 2000 - Feb 2019 |
0.00%
0 out of 424 |
US Inflation Adjusted | +8.11% |
+14.31%
Mar 1981 - Feb 2000 |
+0.82%
Mar 2000 - Feb 2019 |
0.00%
0 out of 424 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +12.02% |
+18.17%
Mar 1980 - Feb 2000 |
+2.58%
Apr 2000 - Mar 2020 |
0.00%
0 out of 412 |
US Inflation Adjusted | +7.78% |
+13.76%
Apr 1980 - Mar 2000 |
+0.48%
Apr 2000 - Mar 2020 |
0.00%
0 out of 412 |
To obtain comprehensive information, please consult the SPDR S&P International Dividend ETF (DWX) ETF: Historical Returns page.