Consolidated Returns as of 30 June 2024
Holding the Vanguard USD Treasury Bond Eur Hedged (VDTE.DE) ETF, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~75 years), the longest period with a negative return lasted 158 months (from September 2010 to October 2023).
This means that every rolling period of 159 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Vanguard USD Treasury Bond Eur Hedged (VDTE.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
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The annualized return of the last 10 years has been -0.64% (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.
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Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.14% |
+28.43%
Oct 1981 - Sep 1982 |
-15.74%
Nov 2021 - Oct 2022 |
21.29%
188 out of 883 |
Euro Inflation Adjusted | +1.79% |
+27.60%
Apr 1985 - Mar 1986 |
-23.83%
Nov 2021 - Oct 2022 |
35.11%
310 out of 883 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.73% |
+22.59%
Jul 1984 - Jun 1986 |
-10.03%
Nov 2020 - Oct 2022 |
11.48%
100 out of 871 |
Euro Inflation Adjusted | +2.59% |
+21.36%
Jul 1984 - Jun 1986 |
-16.14%
Nov 2020 - Oct 2022 |
29.28%
255 out of 871 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.56% |
+17.76%
Oct 1990 - Sep 1993 |
-7.78%
Nov 2020 - Oct 2023 |
8.85%
76 out of 859 |
Euro Inflation Adjusted | +2.37% |
+14.43%
Jul 1984 - Jun 1987 |
-12.84%
Nov 2020 - Oct 2023 |
22.00%
189 out of 859 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.88% |
+15.82%
Jul 1982 - Jun 1986 |
-5.47%
May 2020 - Apr 2024 |
6.49%
55 out of 847 |
Euro Inflation Adjusted | +2.10% |
+13.71%
Jul 1982 - Jun 1986 |
-9.60%
May 2020 - Apr 2024 |
19.48%
165 out of 847 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.88% |
+16.00%
Sep 1981 - Aug 1986 |
-2.47%
Jun 2019 - May 2024 |
4.55%
38 out of 835 |
Euro Inflation Adjusted | +2.40% |
+13.35%
Sep 1981 - Aug 1986 |
-5.96%
Jun 2019 - May 2024 |
22.28%
186 out of 835 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.75% |
+12.64%
Sep 1981 - Aug 1987 |
-2.37%
Nov 2017 - Oct 2023 |
3.89%
32 out of 823 |
Euro Inflation Adjusted | +2.47% |
+10.37%
Sep 1981 - Aug 1987 |
-5.53%
Nov 2017 - Oct 2023 |
21.26%
175 out of 823 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.75% |
+11.86%
Jan 1989 - Dec 1995 |
-2.36%
Oct 2016 - Sep 2023 |
3.45%
28 out of 811 |
Euro Inflation Adjusted | +2.52% |
+9.64%
Oct 1981 - Sep 1988 |
-5.28%
Oct 2016 - Sep 2023 |
19.48%
158 out of 811 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.76% |
+11.75%
Mar 1985 - Feb 1993 |
-1.76%
Nov 2015 - Oct 2023 |
3.13%
25 out of 799 |
Euro Inflation Adjusted | +2.58% |
+9.28%
Mar 1985 - Feb 1993 |
-4.49%
May 2016 - Apr 2024 |
15.64%
125 out of 799 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.74% |
+12.53%
Jul 1984 - Jun 1993 |
-1.37%
Nov 2014 - Oct 2023 |
2.92%
23 out of 787 |
Euro Inflation Adjusted | +2.44% |
+10.00%
Jul 1984 - Jun 1993 |
-3.76%
May 2015 - Apr 2024 |
12.58%
99 out of 787 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.77% |
+11.46%
Sep 1983 - Aug 1993 |
-0.98%
Nov 2013 - Oct 2023 |
3.35%
26 out of 775 |
Euro Inflation Adjusted | +2.48% |
+8.93%
Sep 1983 - Aug 1993 |
-3.36%
Oct 1971 - Sep 1981 |
13.68%
106 out of 775 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.69% |
+12.04%
Oct 1981 - Sep 1992 |
-1.02%
Nov 2012 - Oct 2023 |
2.88%
22 out of 763 |
Euro Inflation Adjusted | +2.50% |
+9.36%
Jul 1982 - Jun 1993 |
-3.06%
Nov 2012 - Oct 2023 |
14.81%
113 out of 763 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.77% |
+12.41%
Oct 1981 - Sep 1993 |
-0.65%
Jun 2012 - May 2024 |
1.46%
11 out of 751 |
Euro Inflation Adjusted | +2.54% |
+9.56%
Oct 1981 - Sep 1993 |
-2.71%
Nov 2011 - Oct 2023 |
14.51%
109 out of 751 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +4.84% |
+11.31%
Sep 1981 - Aug 1994 |
-0.13%
Nov 2010 - Oct 2023 |
0.27%
2 out of 739 |
Euro Inflation Adjusted | +2.63% |
+8.51%
Jul 1982 - Jun 1995 |
-2.28%
Nov 2010 - Oct 2023 |
11.37%
84 out of 739 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.14% |
+11.40%
Oct 1981 - Sep 1995 |
+0.40%
Jul 2010 - Jun 2024 |
0.00%
0 out of 727 |
Euro Inflation Adjusted | +2.51% |
+8.57%
Oct 1981 - Sep 1995 |
-1.82%
Oct 1967 - Sep 1981 |
9.63%
70 out of 727 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.07% |
+10.83%
Oct 1981 - Sep 1996 |
+0.59%
May 2009 - Apr 2024 |
0.00%
0 out of 715 |
Euro Inflation Adjusted | +2.41% |
+8.05%
Oct 1981 - Sep 1996 |
-1.51%
Oct 1966 - Sep 1981 |
9.79%
70 out of 715 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.06% |
+10.64%
Oct 1981 - Sep 1997 |
+1.10%
May 2008 - Apr 2024 |
0.00%
0 out of 703 |
Euro Inflation Adjusted | +2.41% |
+7.93%
Oct 1981 - Sep 1997 |
-1.59%
Oct 1965 - Sep 1981 |
10.24%
72 out of 703 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.18% |
+10.78%
Oct 1981 - Sep 1998 |
+1.50%
Nov 2006 - Oct 2023 |
0.00%
0 out of 691 |
Euro Inflation Adjusted | +2.42% |
+8.16%
Oct 1981 - Sep 1998 |
-1.51%
Oct 1964 - Sep 1981 |
9.55%
66 out of 691 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.22% |
+9.87%
Oct 1981 - Sep 1999 |
+1.53%
Nov 2005 - Oct 2023 |
0.00%
0 out of 679 |
Euro Inflation Adjusted | +2.36% |
+7.35%
Oct 1981 - Sep 1999 |
-1.37%
Oct 1963 - Sep 1981 |
9.43%
64 out of 679 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.53% |
+9.57%
Oct 1981 - Sep 2000 |
+1.42%
Nov 2004 - Oct 2023 |
0.00%
0 out of 667 |
Euro Inflation Adjusted | +2.42% |
+7.20%
Jun 1984 - May 2003 |
-1.26%
Oct 1962 - Sep 1981 |
10.19%
68 out of 667 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +5.55% |
+9.74%
Oct 1981 - Sep 2001 |
+1.62%
Oct 2003 - Sep 2023 |
0.00%
0 out of 655 |
Euro Inflation Adjusted | +2.54% |
+7.23%
Oct 1981 - Sep 2001 |
-1.06%
Oct 1961 - Sep 1981 |
8.09%
53 out of 655 |
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To obtain comprehensive information, please consult the Vanguard USD Treasury Bond Eur Hedged (VDTE.DE) ETF: Historical Returns page.