When holding the iShares Edge MSCI USA Value Factor (QDVI.DE) ETF, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~50 years), the longest duration with a negative return was 146 months (from November 2000 to December 2012).
This indicates that, within the same timeframe, any rolling period of 147 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.
iShares Edge MSCI USA Value Factor (QDVI.DE) 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 Aug 31, 2024, the annualized return of the previous 10 years has been 9.56%.
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 |
---|---|---|---|
-38.01%
Apr 2002 - Mar 2003 |
+12.23% |
+80.58%
Aug 1982 - Jul 1983 |
24.27%
142 out of 585 |
-39.45%
Apr 2002 - Mar 2003 |
+9.05% |
+77.05%
Aug 1996 - Jul 1997 |
28.38%
166 out of 585 |
-28.84%
Mar 2007 - Feb 2009 |
+12.77% |
+48.82%
Aug 1995 - Jul 1997 |
16.75%
96 out of 573 |
-30.38%
Mar 2007 - Feb 2009 |
+10.01% |
+46.09%
Aug 1995 - Jul 1997 |
21.12%
121 out of 573 |
-19.05%
Mar 2006 - Feb 2009 |
+11.95% |
+43.54%
Mar 1982 - Feb 1985 |
14.97%
84 out of 561 |
-20.70%
Mar 2006 - Feb 2009 |
+9.36% |
+39.26%
Mar 1982 - Feb 1985 |
20.86%
117 out of 561 |
-10.23%
Mar 2005 - Feb 2009 |
+11.45% |
+36.73%
Oct 1980 - Sep 1984 |
13.11%
72 out of 549 |
-12.13%
Mar 2005 - Feb 2009 |
+8.63% |
+31.26%
Oct 1980 - Sep 1984 |
17.12%
94 out of 549 |
-7.03%
Mar 2004 - Feb 2009 |
+11.00% |
+36.83%
Mar 1980 - Feb 1985 |
11.73%
63 out of 537 |
-8.98%
Mar 2004 - Feb 2009 |
+8.29% |
+31.43%
Mar 1980 - Feb 1985 |
17.50%
94 out of 537 |
-3.51%
Apr 2002 - Mar 2008 |
+11.49% |
+32.96%
Mar 1979 - Feb 1985 |
5.90%
31 out of 525 |
-5.71%
Apr 2002 - Mar 2008 |
+9.44% |
+27.35%
Mar 1979 - Feb 1985 |
14.10%
74 out of 525 |
-8.07%
Apr 2002 - Mar 2009 |
+11.65% |
+29.95%
Mar 1978 - Feb 1985 |
5.07%
26 out of 513 |
-9.93%
Apr 2002 - Mar 2009 |
+9.09% |
+24.74%
Mar 1978 - Feb 1985 |
8.77%
45 out of 513 |
-6.60%
Mar 2001 - Feb 2009 |
+12.02% |
+25.91%
Sep 1992 - Aug 2000 |
5.59%
28 out of 501 |
-8.56%
Mar 2001 - Feb 2009 |
+9.98% |
+23.33%
Sep 1992 - Aug 2000 |
7.19%
36 out of 501 |
-5.74%
Apr 2000 - Mar 2009 |
+11.87% |
+23.81%
Jan 1975 - Dec 1983 |
6.54%
32 out of 489 |
-7.71%
Apr 2000 - Mar 2009 |
+10.04% |
+19.73%
Oct 1978 - Sep 1987 |
9.00%
44 out of 489 |
-2.86%
Sep 2000 - Aug 2010 |
+11.97% |
+24.14%
Nov 1990 - Oct 2000 |
7.13%
34 out of 477 |
-4.84%
Apr 1999 - Mar 2009 |
+9.95% |
+21.24%
Nov 1990 - Oct 2000 |
9.64%
46 out of 477 |
-2.53%
Sep 2000 - Aug 2011 |
+12.00% |
+22.21%
Jan 1975 - Dec 1985 |
3.66%
17 out of 465 |
-4.51%
Sep 2000 - Aug 2011 |
+9.81% |
+17.58%
Jan 1975 - Dec 1985 |
10.32%
48 out of 465 |
-0.06%
Nov 2000 - Oct 2012 |
+12.07% |
+19.90%
Jan 1975 - Dec 1986 |
0.22%
1 out of 453 |
-2.18%
Nov 2000 - Oct 2012 |
+9.70% |
+16.56%
May 1988 - Apr 2000 |
9.05%
41 out of 453 |
+1.26%
Sep 2000 - Aug 2013 |
+12.03% |
+19.79%
Dec 1987 - Nov 2000 |
0.00%
0 out of 441 |
-0.78%
Sep 2000 - Aug 2013 |
+9.73% |
+16.81%
Dec 1987 - Nov 2000 |
1.59%
7 out of 441 |
+2.42%
Oct 1997 - Sep 2011 |
+12.06% |
+18.14%
Feb 1975 - Jan 1989 |
0.00%
0 out of 429 |
+0.43%
Oct 1997 - Sep 2011 |
+9.48% |
+14.55%
Jan 1988 - Dec 2001 |
0.00%
0 out of 429 |
+3.42%
Sep 2000 - Aug 2015 |
+11.53% |
+18.71%
Aug 1982 - Jul 1997 |
0.00%
0 out of 417 |
+1.58%
Sep 2000 - Aug 2015 |
+8.98% |
+15.98%
Aug 1982 - Jul 1997 |
0.00%
0 out of 417 |
+3.94%
Nov 2000 - Oct 2016 |
+10.44% |
+18.47%
Apr 1982 - Mar 1998 |
0.00%
0 out of 405 |
+2.17%
Nov 2000 - Oct 2016 |
+7.91% |
+15.69%
Apr 1982 - Mar 1998 |
0.00%
0 out of 405 |
+4.16%
Sep 2000 - Aug 2017 |
+9.48% |
+19.47%
Aug 1980 - Jul 1997 |
0.00%
0 out of 393 |
+2.41%
Sep 2000 - Aug 2017 |
+7.41% |
+16.25%
Aug 1980 - Jul 1997 |
0.00%
0 out of 393 |
+4.45%
Apr 2002 - Mar 2020 |
+9.41% |
+19.90%
Apr 1980 - Mar 1998 |
0.00%
0 out of 381 |
+2.83%
Apr 2002 - Mar 2020 |
+7.31% |
+16.71%
Apr 1980 - Mar 1998 |
0.00%
0 out of 381 |
+4.47%
Jun 2001 - May 2020 |
+9.49% |
+19.31%
Jul 1980 - Jun 1999 |
0.00%
0 out of 369 |
+2.84%
Jun 2001 - May 2020 |
+7.47% |
+16.30%
Jul 1980 - Jun 1999 |
0.00%
0 out of 369 |
+3.87%
Nov 2000 - Oct 2020 |
+9.75% |
+19.65%
Apr 1980 - Mar 2000 |
0.00%
0 out of 357 |
+2.24%
Nov 2000 - Oct 2020 |
+7.56% |
+16.61%
Apr 1980 - Mar 2000 |
0.00%
0 out of 357 |
+6.56%
May 1998 - Apr 2023 |
+10.01% |
+18.08%
Jan 1975 - Dec 1999 |
0.00%
0 out of 297 |
+4.36%
Jul 1999 - Jun 2024 |
+7.87% |
+14.68%
Jan 1975 - Dec 1999 |
0.00%
0 out of 297 |
+8.91%
Nov 1993 - Oct 2023 |
+10.27% |
+14.64%
Jan 1975 - Dec 2004 |
0.00%
0 out of 237 |
+6.69%
Nov 1993 - Oct 2023 |
+8.15% |
+11.47%
Jan 1975 - Dec 2004 |
0.00%
0 out of 237 |
iShares Edge MSCI USA Value Factor (QDVI.DE) ETF: Historical Returns