Consolidated Returns as of 30 June 2024
Holding the Vanguard FTSE All-World ex-US (VEU) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~55 years), the longest period with a negative return lasted 172 months (from December 1988 to March 2003).
This means that every rolling period of 173 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Vanguard FTSE All-World ex-US (VEU) 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
Loading data
Please wait
Loading data
Please wait
The annualized return of the last 10 years has been 4.15% (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.
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.78% |
+88.60%
Sep 1985 - Aug 1986 |
-51.47%
Mar 2008 - Feb 2009 |
31.26%
201 out of 643 |
US Inflation Adjusted | +5.69% |
+85.67%
Sep 1985 - Aug 1986 |
-51.48%
Mar 2008 - Feb 2009 |
38.88%
250 out of 643 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.54% |
+73.16%
May 1985 - Apr 1987 |
-28.53%
Mar 2007 - Feb 2009 |
25.67%
162 out of 631 |
US Inflation Adjusted | +3.49% |
+68.73%
May 1985 - Apr 1987 |
-29.97%
Mar 2007 - Feb 2009 |
36.93%
233 out of 631 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.54% |
+57.29%
Jun 1984 - May 1987 |
-19.17%
Apr 2000 - Mar 2003 |
17.77%
110 out of 619 |
US Inflation Adjusted | +3.48% |
+52.76%
Jun 1984 - May 1987 |
-21.11%
Apr 2000 - Mar 2003 |
34.25%
212 out of 619 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.45% |
+43.11%
Jun 1984 - May 1988 |
-9.50%
Apr 1999 - Mar 2003 |
14.99%
91 out of 607 |
US Inflation Adjusted | +2.84% |
+38.64%
Jun 1984 - May 1988 |
-11.95%
Apr 1999 - Mar 2003 |
30.15%
183 out of 607 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.67% |
+40.26%
Aug 1982 - Jul 1987 |
-6.99%
Apr 1998 - Mar 2003 |
11.93%
71 out of 595 |
US Inflation Adjusted | +2.82% |
+35.99%
Aug 1982 - Jul 1987 |
-9.32%
Apr 1998 - Mar 2003 |
30.08%
179 out of 595 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.94% |
+34.75%
Aug 1982 - Jul 1988 |
-3.84%
Apr 1997 - Mar 2003 |
4.46%
26 out of 583 |
US Inflation Adjusted | +2.73% |
+30.44%
Aug 1982 - Jul 1988 |
-6.06%
Apr 1997 - Mar 2003 |
22.98%
134 out of 583 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.62% |
+31.92%
Aug 1982 - Jul 1989 |
-3.15%
Apr 1996 - Mar 2003 |
3.33%
19 out of 571 |
US Inflation Adjusted | +3.28% |
+27.39%
Aug 1982 - Jul 1989 |
-5.44%
Apr 1996 - Mar 2003 |
16.29%
93 out of 571 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.08% |
+26.62%
Aug 1982 - Jul 1990 |
-1.98%
Oct 1994 - Sep 2002 |
3.76%
21 out of 559 |
US Inflation Adjusted | +3.55% |
+22.08%
Aug 1982 - Jul 1990 |
-4.30%
Oct 1994 - Sep 2002 |
16.82%
94 out of 559 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.04% |
+23.36%
May 1978 - Apr 1987 |
-3.00%
Mar 2000 - Feb 2009 |
4.02%
22 out of 547 |
US Inflation Adjusted | +3.51% |
+17.33%
Apr 1980 - Mar 1989 |
-5.39%
Mar 2000 - Feb 2009 |
15.17%
83 out of 547 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.90% |
+23.88%
May 1977 - Apr 1987 |
-0.21%
Mar 1999 - Feb 2009 |
0.19%
1 out of 535 |
US Inflation Adjusted | +3.46% |
+16.31%
May 1977 - Apr 1987 |
-3.10%
Aug 1972 - Jul 1982 |
10.47%
56 out of 535 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.93% |
+22.66%
Apr 1977 - Mar 1988 |
-0.01%
Mar 1998 - Feb 2009 |
0.19%
1 out of 523 |
US Inflation Adjusted | +3.24% |
+15.41%
Apr 1977 - Mar 1988 |
-2.45%
Mar 1998 - Feb 2009 |
7.07%
37 out of 523 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.97% |
+21.67%
Feb 1977 - Jan 1989 |
+0.22%
Mar 1991 - Feb 2003 |
0.00%
0 out of 511 |
US Inflation Adjusted | +3.27% |
+14.59%
Mar 1977 - Feb 1989 |
-2.44%
Oct 1989 - Sep 2001 |
9.39%
48 out of 511 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.23% |
+22.08%
Oct 1974 - Sep 1987 |
-0.72%
Oct 1989 - Sep 2002 |
1.20%
6 out of 499 |
US Inflation Adjusted | +3.97% |
+14.64%
Oct 1974 - Sep 1987 |
-3.51%
Oct 1989 - Sep 2002 |
8.02%
40 out of 499 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.14% |
+20.34%
Jan 1975 - Dec 1988 |
-0.32%
Mar 1989 - Feb 2003 |
0.62%
3 out of 487 |
US Inflation Adjusted | +4.02% |
+13.30%
Jan 1975 - Dec 1988 |
-3.21%
Mar 1989 - Feb 2003 |
6.78%
33 out of 487 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.94% |
+20.41%
Oct 1974 - Sep 1989 |
+0.23%
Apr 1988 - Mar 2003 |
0.00%
0 out of 475 |
US Inflation Adjusted | +4.10% |
+13.38%
Oct 1974 - Sep 1989 |
-2.78%
Apr 1988 - Mar 2003 |
8.21%
39 out of 475 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.07% |
+17.32%
Sep 1971 - Aug 1987 |
+1.34%
May 1987 - Apr 2003 |
0.00%
0 out of 463 |
US Inflation Adjusted | +4.51% |
+11.13%
Aug 1982 - Jul 1998 |
-1.70%
Apr 1987 - Mar 2003 |
3.24%
15 out of 463 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.59% |
+18.29%
Jul 1970 - Jun 1987 |
+2.56%
Mar 1992 - Feb 2009 |
0.00%
0 out of 451 |
US Inflation Adjusted | +4.24% |
+11.05%
Jul 1970 - Jun 1987 |
+0.01%
Mar 1992 - Feb 2009 |
0.00%
0 out of 451 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.62% |
+17.68%
Jul 1970 - Jun 1988 |
+1.89%
Mar 1991 - Feb 2009 |
0.00%
0 out of 439 |
US Inflation Adjusted | +4.17% |
+10.66%
Aug 1982 - Jul 2000 |
-0.66%
Mar 1991 - Feb 2009 |
0.23%
1 out of 439 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.88% |
+17.31%
Aug 1970 - Jul 1989 |
+1.47%
Mar 1990 - Feb 2009 |
0.00%
0 out of 427 |
US Inflation Adjusted | +4.42% |
+10.35%
Aug 1970 - Jul 1989 |
-1.20%
Mar 1990 - Feb 2009 |
1.41%
6 out of 427 |
Loading data
Please wait
Loading data
Please wait
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.24% |
+16.32%
Jul 1970 - Jun 1990 |
+1.34%
Mar 1989 - Feb 2009 |
0.00%
0 out of 415 |
US Inflation Adjusted | +4.31% |
+9.50%
Jul 1970 - Jun 1990 |
-1.45%
Mar 1989 - Feb 2009 |
1.69%
7 out of 415 |
Loading data
Please wait
Loading data
Please wait
To obtain comprehensive information, please consult the Vanguard FTSE All-World ex-US (VEU) ETF: Historical Returns page.