SPDR Bloomberg Barclays International Treasury Bond (BWX): Rolling Returns

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

Holding the SPDR Bloomberg Barclays International Treasury Bond (BWX) 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 197 months (from December 2007 to April 2024). This negative series is not closed yet.

To obtain comprehensive information, please consult the SPDR Bloomberg Barclays International Treasury Bond (BWX) 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 BLOOMBERG BARCLAYS INTERNATIONAL TREASURY BOND (BWX) ETF
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been -2.39% (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 BLOOMBERG BARCLAYS INTERNATIONAL TREASURY BOND (BWX) 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 +3.82% +26.89%
Apr 2002 - Mar 2003 		-26.70%
Oct 2021 - Sep 2022 		32.01%
113 out of 353
US Inflation Adjusted +1.97% +23.45%
Jun 2002 - May 2003 		-32.26%
Oct 2021 - Sep 2022 		42.21%
149 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 +3.27% +20.71%
Apr 2002 - Mar 2004 		-15.69%
Nov 2020 - Oct 2022 		24.05%
82 out of 341
US Inflation Adjusted +1.15% +17.91%
Apr 2002 - Mar 2004 		-21.20%
Nov 2020 - Oct 2022 		43.11%
147 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 +3.45% +16.43%
Jan 2002 - Dec 2004 		-10.23%
Nov 2020 - Oct 2023 		18.54%
61 out of 329
US Inflation Adjusted +0.98% +13.46%
Jan 2002 - Dec 2004 		-15.09%
Nov 2020 - Oct 2023 		34.95%
115 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 +3.53% +13.10%
May 2001 - Apr 2005 		-6.72%
Nov 2019 - Oct 2023 		20.19%
64 out of 317
US Inflation Adjusted +1.34% +10.48%
May 2001 - Apr 2005 		-10.80%
Nov 2019 - Oct 2023 		37.22%
118 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 +3.78% +10.77%
May 2000 - Apr 2005 		-4.77%
Oct 2017 - Sep 2022 		20.33%
62 out of 305
US Inflation Adjusted +1.62% +8.03%
May 2000 - Apr 2005 		-8.22%
Oct 2017 - Sep 2022 		35.41%
108 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 +4.22% +10.93%
Apr 2002 - Mar 2008 		-4.40%
Oct 2016 - Sep 2022 		18.43%
54 out of 293
US Inflation Adjusted +1.98% +7.67%
Apr 2002 - Mar 2008 		-7.62%
Oct 2016 - Sep 2022 		31.74%
93 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 +4.53% +9.84%
Apr 2001 - Mar 2008 		-3.31%
Oct 2016 - Sep 2023 		14.23%
40 out of 281
US Inflation Adjusted +2.24% +6.86%
Apr 2001 - Mar 2008 		-6.60%
Oct 2016 - Sep 2023 		34.16%
96 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 +4.51% +8.60%
Dec 2001 - Nov 2009 		-3.14%
Oct 2014 - Sep 2022 		10.78%
29 out of 269
US Inflation Adjusted +2.23% +5.90%
Jul 2001 - Jun 2009 		-5.79%
Nov 2014 - Oct 2022 		32.34%
87 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 +4.07% +8.62%
Jan 1995 - Dec 2003 		-2.93%
Nov 2013 - Oct 2022 		10.51%
27 out of 257
US Inflation Adjusted +1.77% +6.10%
Jan 1995 - Dec 2003 		-5.51%
Nov 2013 - Oct 2022 		30.35%
78 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 +4.29% +8.92%
Jan 1995 - Dec 2004 		-2.87%
Oct 2012 - Sep 2022 		11.02%
27 out of 245
US Inflation Adjusted +1.87% +6.28%
Jan 1995 - Dec 2004 		-5.26%
Oct 2012 - Sep 2022 		24.08%
59 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 +4.47% +8.15%
May 1994 - Apr 2005 		-2.40%
Nov 2012 - Oct 2023 		11.16%
26 out of 233
US Inflation Adjusted +2.04% +5.48%
May 1994 - Apr 2005 		-4.88%
Nov 2012 - Oct 2023 		21.46%
50 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 +3.76% +7.47%
Dec 1994 - Nov 2006 		-1.94%
Nov 2011 - Oct 2023 		10.41%
23 out of 221
US Inflation Adjusted +1.64% +4.83%
Dec 1994 - Nov 2006 		-4.40%
Nov 2010 - Oct 2022 		19.91%
44 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 +4.02% +7.50%
Mar 1995 - Feb 2008 		-1.64%
Nov 2010 - Oct 2023 		11.00%
23 out of 209
US Inflation Adjusted +1.85% +4.70%
Mar 1995 - Feb 2008 		-4.18%
Nov 2010 - Oct 2023 		14.83%
31 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 +4.62% +7.64%
Apr 1994 - Mar 2008 		-1.15%
Nov 2009 - Oct 2023 		7.61%
15 out of 197
US Inflation Adjusted +2.46% +4.82%
Apr 1994 - Mar 2008 		-3.60%
Nov 2009 - Oct 2023 		17.26%
34 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 +4.57% +7.48%
Dec 1994 - Nov 2009 		-0.33%
Mar 2008 - Feb 2023 		5.41%
10 out of 185
US Inflation Adjusted +2.36% +4.85%
Dec 1994 - Nov 2009 		-2.62%
Mar 2008 - Feb 2023 		16.22%
30 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 +4.39% +7.09%
Nov 1994 - Oct 2010 		-0.42%
May 2008 - Apr 2024 		2.31%
4 out of 173
US Inflation Adjusted +2.15% +4.56%
Nov 1994 - Oct 2010 		-2.74%
May 2008 - Apr 2024 		16.18%
28 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 +4.30% +7.05%
Sep 1994 - Aug 2011 		+0.30%
Nov 2006 - Oct 2023 		0.00%
0 out of 161
US Inflation Adjusted +2.11% +4.46%
Sep 1994 - Aug 2011 		-2.15%
Nov 2006 - Oct 2023 		18.63%
30 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 +4.24% +6.70%
Oct 1994 - Sep 2012 		+0.40%
Nov 2004 - Oct 2022 		0.00%
0 out of 149
US Inflation Adjusted +2.09% +4.14%
Oct 1994 - Sep 2012 		-2.06%
Nov 2004 - Oct 2022 		18.79%
28 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 +4.19% +6.34%
May 1994 - Apr 2013 		+0.41%
May 2005 - Apr 2024 		0.00%
0 out of 137
US Inflation Adjusted +2.03% +3.83%
May 1994 - Apr 2013 		-2.08%
May 2005 - Apr 2024 		18.25%
25 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 +4.13% +6.17%
Jul 1994 - Jun 2014 		+0.97%
Apr 2004 - Mar 2024 		0.00%
0 out of 125
US Inflation Adjusted +1.95% +3.69%
Jul 1994 - Jun 2014 		-1.59%
Apr 2004 - Mar 2024 		18.40%
23 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 Bloomberg Barclays International Treasury Bond (BWX) ETF: Historical Returns page.