iShares 20+ Year Treasury Bond (TLT) to EUR: Rolling Returns

Time Period: from August 1953 to September 2024 (~71 years)
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This asset allocation includes ETFs not denominated in EUR. Returns are calculated using exchange rates or, if applicable, interest rate differentials for currency hedging.

When holding the iShares 20+ Year Treasury Bond (TLT) to EUR ETF, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~71 years), the longest duration with a negative return was 230 months (from January 1961 to February 1980).

This indicates that, within the same timeframe, any rolling period of 231 months or more has consistently resulted in a positive return.

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.

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.

ISHARES 20+ YEAR TREASURY BOND (TLT) TO EUR ETF
Previous vs Next Returns - 10 Years annualized
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 August 1953 - 30 September 2024 (~71 years)

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As of Sep 30, 2024, the annualized return of the previous 10 years has been 2.06%.

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.

ISHARES 20+ YEAR TREASURY BOND (TLT) TO EUR ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 August 1953 - 30 September 2024 (~71 years)
Euro Inflation Adjusted:

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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.

ISHARES 20+ YEAR TREASURY BOND (TLT) TO EUR ETF
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 August 1953 - 30 September 2024 (~71 years)
Euro Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-26.97%
Jan 2022 - Dec 2022
+3.19% +74.02%
Nov 1981 - Oct 1982
39.26%
331 out of 843
-33.12%
Jan 2022 - Dec 2022
+0.37% +66.00%
Nov 1981 - Oct 1982
48.99%
413 out of 843
-19.41%
Nov 2021 - Oct 2023
+3.73% +46.86%
Nov 1980 - Oct 1982
31.05%
258 out of 831
-24.47%
Nov 2021 - Oct 2023
+1.02% +39.91%
May 1981 - Apr 1983
43.92%
365 out of 831
-14.62%
Nov 2020 - Oct 2023
+4.10% +38.80%
Feb 1982 - Jan 1985
20.63%
169 out of 819
-19.30%
Nov 2020 - Oct 2023
+1.69% +34.80%
Feb 1982 - Jan 1985
38.95%
319 out of 819
-12.12%
May 2020 - Apr 2024
+4.64% +34.33%
Feb 1981 - Jan 1985
15.12%
122 out of 807
-15.95%
May 2020 - Apr 2024
+2.17% +29.33%
Feb 1981 - Jan 1985
39.53%
319 out of 807
-5.98%
Sep 2019 - Aug 2024
+4.16% +32.15%
Mar 1980 - Feb 1985
11.57%
92 out of 795
-9.44%
Sep 2019 - Aug 2024
+1.72% +27.03%
Apr 1981 - Mar 1986
36.23%
288 out of 795
-2.80%
Nov 2017 - Oct 2023
+4.66% +29.44%
Apr 1980 - Mar 1986
8.81%
69 out of 783
-6.84%
Mar 1974 - Feb 1980
+2.34% +25.15%
Apr 1980 - Mar 1986
35.89%
281 out of 783
-3.61%
Nov 2016 - Oct 2023
+5.73% +23.66%
Mar 1980 - Feb 1987
7.78%
60 out of 771
-6.61%
Mar 1973 - Feb 1980
+3.46% +20.11%
Mar 1980 - Feb 1987
32.56%
251 out of 771
-2.28%
Jul 2016 - Jun 2024
+6.33% +19.30%
Mar 1980 - Feb 1988
6.59%
50 out of 759
-6.73%
Mar 1972 - Feb 1980
+4.15% +16.48%
Oct 1981 - Sep 1989
32.02%
243 out of 759
-1.96%
Mar 1971 - Feb 1980
+6.06% +19.23%
Nov 1980 - Oct 1989
3.88%
29 out of 747
-6.69%
Mar 1971 - Feb 1980
+3.93% +16.24%
Nov 1980 - Oct 1989
30.52%
228 out of 747
-0.93%
Mar 1970 - Feb 1980
+6.42% +17.17%
Mar 1980 - Feb 1990
1.22%
9 out of 735
-5.68%
Mar 1970 - Feb 1980
+4.09% +14.11%
Mar 1980 - Feb 1990
27.48%
202 out of 735
-0.67%
Mar 1969 - Feb 1980
+6.93% +16.21%
Nov 1980 - Oct 1991
0.41%
3 out of 723
-5.24%
Mar 1969 - Feb 1980
+4.40% +12.97%
Nov 1980 - Oct 1991
27.52%
199 out of 723
-0.95%
Mar 1968 - Feb 1980
+6.96% +16.47%
Oct 1981 - Sep 1993
0.84%
6 out of 711
-5.26%
Mar 1968 - Feb 1980
+4.78% +13.52%
Oct 1981 - Sep 1993
28.13%
200 out of 711
-0.94%
Mar 1967 - Feb 1980
+6.93% +16.97%
Nov 1980 - Oct 1993
0.43%
3 out of 699
-5.05%
Mar 1967 - Feb 1980
+4.70% +13.63%
Nov 1980 - Oct 1993
27.47%
192 out of 699
-0.50%
Mar 1966 - Feb 1980
+6.92% +16.25%
Mar 1980 - Feb 1994
0.44%
3 out of 687
-4.49%
Mar 1966 - Feb 1980
+4.67% +12.90%
Mar 1980 - Feb 1994
25.76%
177 out of 687
-0.63%
Mar 1965 - Feb 1980
+7.20% +14.46%
Feb 1981 - Jan 1996
0.44%
3 out of 675
-4.63%
Mar 1965 - Feb 1980
+4.73% +11.38%
Feb 1981 - Jan 1996
24.15%
163 out of 675
-0.35%
Mar 1964 - Feb 1980
+7.27% +14.48%
Mar 1980 - Feb 1996
0.15%
1 out of 663
-4.22%
Mar 1964 - Feb 1980
+4.63% +11.37%
Feb 1982 - Jan 1998
23.98%
159 out of 663
-0.28%
Mar 1963 - Feb 1980
+7.32% +14.47%
Feb 1981 - Jan 1998
0.15%
1 out of 651
-4.05%
Mar 1963 - Feb 1980
+4.66% +11.54%
Feb 1981 - Jan 1998
22.58%
147 out of 651
-0.01%
Mar 1962 - Feb 1980
+7.28% +14.81%
Mar 1980 - Feb 1998
0.16%
1 out of 639
-3.77%
Mar 1962 - Feb 1980
+4.53% +11.73%
Mar 1980 - Feb 1998
21.13%
135 out of 639
-0.10%
Mar 1961 - Feb 1980
+7.34% +14.40%
Nov 1981 - Oct 2000
0.16%
1 out of 627
-3.82%
Mar 1961 - Feb 1980
+4.59% +11.80%
Nov 1981 - Oct 2000
19.62%
123 out of 627
+0.50%
Mar 1960 - Feb 1980
+7.32% +14.86%
Nov 1980 - Oct 2000
0.00%
0 out of 615
-3.16%
Mar 1960 - Feb 1980
+4.37% +11.98%
Nov 1980 - Oct 2000
18.05%
111 out of 615
+0.48%
Mar 1955 - Feb 1980
+7.60% +12.00%
Oct 1980 - Sep 2005
0.00%
0 out of 555
-2.78%
Mar 1955 - Feb 1980
+4.78% +9.26%
Oct 1980 - Sep 2005
9.01%
50 out of 555
+3.65%
Jun 1954 - May 1984
+7.86% +10.99%
Sep 1980 - Aug 2010
0.00%
0 out of 495
+0.19%
Jun 1954 - May 1984
+5.49% +8.41%
Sep 1980 - Aug 2010
0.00%
0 out of 495
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