When holding the iShares 20+ Year US Treasury Bond Index (XTLT.TO) ETF, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~72 years), the longest duration with a negative return was 121 months (from February 2015 to February 2025). This negative serie is not closed yet.
Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.
iShares 20+ Year US Treasury Bond Index (XTLT.TO) ETF: Historical Returns
Previous vs subsequent Returns
Is there a correlation between past and future returns over all 10-year rolling periods?
The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).
Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.
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As of Feb 28, 2025, the annualized return of the previous 10 years has been 0.57%.
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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Rolling Period Analysis
By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.
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Worst | Median | Best | Negative Periods |
---|---|---|---|
-32.39%
Jan 2009 - Dec 2009 |
+4.61% |
+70.79%
Apr 1985 - Mar 1986 |
32.90%
279 out of 848 |
-33.28%
Jan 2009 - Dec 2009 |
+1.00% |
+63.68%
Apr 1985 - Mar 1986 |
45.05%
382 out of 848 |
-19.64%
Nov 2020 - Oct 2022 |
+5.28% |
+52.41%
Jul 1984 - Jun 1986 |
25.36%
212 out of 836 |
-24.02%
Nov 2020 - Oct 2022 |
+1.98% |
+46.71%
Jul 1984 - Jun 1986 |
41.03%
343 out of 836 |
-15.85%
Oct 2020 - Sep 2023 |
+5.59% |
+35.11%
Sep 1983 - Aug 1986 |
21.60%
178 out of 824 |
-19.86%
Oct 2020 - Sep 2023 |
+2.34% |
+29.93%
Sep 1983 - Aug 1986 |
38.83%
320 out of 824 |
-12.83%
May 2020 - Apr 2024 |
+6.11% |
+33.59%
Apr 1982 - Mar 1986 |
16.01%
130 out of 812 |
-16.43%
May 2020 - Apr 2024 |
+2.52% |
+27.29%
Apr 1982 - Mar 1986 |
39.29%
319 out of 812 |
-6.14%
Mar 2020 - Feb 2025 |
+6.17% |
+31.32%
Sep 1981 - Aug 1986 |
11.75%
94 out of 800 |
-9.10%
Mar 2020 - Feb 2025 |
+2.02% |
+24.41%
Oct 1981 - Sep 1986 |
40.25%
322 out of 800 |
-3.20%
Nov 2001 - Oct 2007 |
+6.53% |
+25.15%
Apr 1980 - Mar 1986 |
10.66%
84 out of 788 |
-6.01%
Nov 2017 - Oct 2023 |
+2.25% |
+17.08%
Mar 1981 - Feb 1987 |
39.21%
309 out of 788 |
-3.48%
Nov 2016 - Oct 2023 |
+6.74% |
+21.99%
Mar 1980 - Feb 1987 |
5.03%
39 out of 776 |
-6.27%
Nov 2016 - Oct 2023 |
+2.54% |
+14.50%
Oct 1981 - Sep 1988 |
35.70%
277 out of 776 |
-1.94%
Jul 2016 - Jun 2024 |
+7.10% |
+19.13%
Oct 1981 - Sep 1989 |
3.93%
30 out of 764 |
-6.11%
Oct 1973 - Sep 1981 |
+2.36% |
+14.01%
Oct 1990 - Sep 1998 |
28.40%
217 out of 764 |
-1.25%
Feb 2016 - Jan 2025 |
+6.65% |
+16.85%
Jul 1984 - Jun 1993 |
0.93%
7 out of 752 |
-5.49%
Oct 1972 - Sep 1981 |
+2.60% |
+12.78%
May 2011 - Apr 2020 |
26.86%
202 out of 752 |
-0.77%
Feb 2015 - Jan 2025 |
+6.36% |
+16.93%
Oct 1981 - Sep 1991 |
0.14%
1 out of 740 |
-5.36%
Oct 1971 - Sep 1981 |
+2.75% |
+12.12%
Sep 1983 - Aug 1993 |
26.22%
194 out of 740 |
+0.58%
Sep 1963 - Aug 1974 |
+6.82% |
+17.55%
Oct 1981 - Sep 1992 |
0.00%
0 out of 728 |
-3.89%
Apr 1971 - Mar 1982 |
+3.26% |
+12.25%
Oct 1981 - Sep 1992 |
26.92%
196 out of 728 |
+0.76%
Feb 1958 - Jan 1970 |
+6.72% |
+18.43%
Oct 1981 - Sep 1993 |
0.00%
0 out of 716 |
-3.92%
Mar 1968 - Feb 1980 |
+3.66% |
+13.36%
Oct 1981 - Sep 1993 |
27.37%
196 out of 716 |
+1.25%
Mar 1956 - Feb 1969 |
+6.25% |
+16.27%
Nov 1980 - Oct 1993 |
0.00%
0 out of 704 |
-4.55%
Oct 1968 - Sep 1981 |
+3.67% |
+11.51%
Jul 1982 - Jun 1995 |
27.13%
191 out of 704 |
+0.76%
Jan 1956 - Dec 1969 |
+6.47% |
+16.45%
Oct 1981 - Sep 1995 |
0.00%
0 out of 692 |
-4.33%
Oct 1967 - Sep 1981 |
+3.77% |
+12.00%
Feb 1982 - Jan 1996 |
26.88%
186 out of 692 |
+0.77%
Jun 1955 - May 1970 |
+6.60% |
+15.54%
Oct 1981 - Sep 1996 |
0.00%
0 out of 680 |
-4.37%
Oct 1966 - Sep 1981 |
+3.79% |
+11.61%
Sep 1983 - Aug 1998 |
27.79%
189 out of 680 |
+0.72%
Sep 1954 - Aug 1970 |
+6.74% |
+15.48%
Feb 1982 - Jan 1998 |
0.00%
0 out of 668 |
-4.44%
Oct 1965 - Sep 1981 |
+3.80% |
+11.54%
Feb 1982 - Jan 1998 |
27.84%
186 out of 668 |
+1.09%
Nov 1953 - Oct 1970 |
+6.85% |
+16.47%
Oct 1981 - Sep 1998 |
0.00%
0 out of 656 |
-4.21%
Oct 1964 - Sep 1981 |
+3.83% |
+12.52%
Oct 1981 - Sep 1998 |
26.68%
175 out of 656 |
+1.61%
Aug 1953 - Jul 1971 |
+6.95% |
+15.01%
Nov 1980 - Oct 1998 |
0.00%
0 out of 644 |
-3.94%
Oct 1963 - Sep 1981 |
+3.87% |
+10.87%
Oct 1981 - Sep 1999 |
24.38%
157 out of 644 |
+1.40%
Sep 1955 - Aug 1974 |
+7.35% |
+14.57%
Oct 1981 - Sep 2000 |
0.00%
0 out of 632 |
-3.71%
Oct 1962 - Sep 1981 |
+4.10% |
+10.78%
Oct 1981 - Sep 2000 |
23.26%
147 out of 632 |
+1.28%
Sep 1954 - Aug 1974 |
+7.44% |
+14.83%
Oct 1981 - Sep 2001 |
0.00%
0 out of 620 |
-3.19%
Oct 1961 - Sep 1981 |
+4.12% |
+11.08%
Nov 1981 - Oct 2001 |
23.39%
145 out of 620 |
+2.31%
Mar 1955 - Feb 1980 |
+7.90% |
+12.24%
Nov 1976 - Oct 2001 |
0.00%
0 out of 560 |
-2.37%
Oct 1956 - Sep 1981 |
+4.69% |
+8.43%
Jan 1984 - Dec 2008 |
13.21%
74 out of 560 |
+3.70%
Jun 1954 - May 1984 |
+8.68% |
+11.32%
Oct 1972 - Sep 2002 |
0.00%
0 out of 500 |
-1.22%
Jun 1954 - May 1984 |
+5.03% |
+8.05%
Oct 1981 - Sep 2011 |
4.40%
22 out of 500 |
iShares 20+ Year US Treasury Bond Index (XTLT.TO) ETF: Historical Returns