When holding the iShares MSCI EAFE (EFA) to EUR Hedged ETF, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~55 years), the longest duration with a negative return was 179 months (from November 2007 to September 2022).
This indicates that, within the same timeframe, any rolling period of 180 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 MSCI EAFE (EFA) to EUR Hedged 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 Sep 30, 2024, the annualized return of the previous 10 years has been 4.34%.
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 |
---|---|---|---|
-49.13%
Mar 2008 - Feb 2009 |
+8.51% |
+86.43%
Sep 1985 - Aug 1986 |
33.44%
216 out of 646 |
-49.72%
Mar 2008 - Feb 2009 |
+5.52% |
+87.05%
Sep 1985 - Aug 1986 |
39.94%
258 out of 646 |
-29.35%
Mar 2007 - Feb 2009 |
+6.55% |
+72.07%
May 1985 - Apr 1987 |
26.66%
169 out of 634 |
-30.88%
Mar 2007 - Feb 2009 |
+3.78% |
+72.07%
May 1985 - Apr 1987 |
35.80%
227 out of 634 |
-19.63%
Apr 2000 - Mar 2003 |
+5.71% |
+56.67%
Jun 1984 - May 1987 |
24.12%
150 out of 622 |
-21.49%
Apr 2000 - Mar 2003 |
+3.43% |
+55.45%
Jun 1984 - May 1987 |
36.50%
227 out of 622 |
-9.42%
Apr 1999 - Mar 2003 |
+5.43% |
+41.87%
Jun 1984 - May 1988 |
18.85%
115 out of 610 |
-11.42%
Apr 1999 - Mar 2003 |
+3.01% |
+40.61%
Jun 1984 - May 1988 |
33.28%
203 out of 610 |
-6.85%
Apr 1998 - Mar 2003 |
+5.68% |
+38.48%
Aug 1982 - Jul 1987 |
12.54%
75 out of 598 |
-8.73%
Jun 2007 - May 2012 |
+2.74% |
+36.46%
Aug 1982 - Jul 1987 |
32.27%
193 out of 598 |
-3.74%
Oct 1996 - Sep 2002 |
+5.67% |
+32.77%
Aug 1982 - Jul 1988 |
7.85%
46 out of 586 |
-5.40%
Oct 1996 - Sep 2002 |
+2.84% |
+30.89%
Aug 1982 - Jul 1988 |
20.31%
119 out of 586 |
-3.37%
Apr 1996 - Mar 2003 |
+5.93% |
+29.66%
Aug 1982 - Jul 1989 |
3.14%
18 out of 574 |
-5.08%
Apr 1996 - Mar 2003 |
+3.17% |
+27.59%
Aug 1982 - Jul 1989 |
13.59%
78 out of 574 |
-2.11%
Oct 1994 - Sep 2002 |
+5.92% |
+24.59%
Aug 1982 - Jul 1990 |
4.09%
23 out of 562 |
-4.10%
Mar 2001 - Feb 2009 |
+3.10% |
+22.40%
Aug 1982 - Jul 1990 |
12.10%
68 out of 562 |
-4.13%
Mar 2000 - Feb 2009 |
+6.18% |
+20.21%
Aug 1982 - Jul 1991 |
5.09%
28 out of 550 |
-6.13%
Mar 2000 - Feb 2009 |
+3.53% |
+17.67%
Aug 1982 - Jul 1991 |
13.27%
73 out of 550 |
-1.10%
Mar 1999 - Feb 2009 |
+5.83% |
+19.81%
May 1977 - Apr 1987 |
0.93%
5 out of 538 |
-3.34%
Aug 1972 - Jul 1982 |
+3.47% |
+16.11%
May 1977 - Apr 1987 |
10.59%
57 out of 538 |
-0.76%
Mar 1998 - Feb 2009 |
+5.71% |
+18.88%
Aug 1982 - Jul 1993 |
0.38%
2 out of 526 |
-2.68%
Mar 1998 - Feb 2009 |
+3.40% |
+16.10%
Aug 1982 - Jul 1993 |
8.94%
47 out of 526 |
+0.13%
Mar 1997 - Feb 2009 |
+6.00% |
+18.57%
Aug 1982 - Jul 1994 |
0.00%
0 out of 514 |
-1.80%
Jan 2000 - Dec 2011 |
+3.39% |
+15.77%
Aug 1982 - Jul 1994 |
10.51%
54 out of 514 |
-0.14%
Apr 2007 - Mar 2020 |
+6.40% |
+19.08%
Oct 1974 - Sep 1987 |
0.20%
1 out of 502 |
-2.22%
Oct 1989 - Sep 2002 |
+3.79% |
+15.13%
Oct 1974 - Sep 1987 |
8.17%
41 out of 502 |
+0.45%
Mar 1989 - Feb 2003 |
+6.41% |
+17.37%
Jan 1975 - Dec 1988 |
0.00%
0 out of 490 |
-2.01%
Apr 1989 - Mar 2003 |
+3.78% |
+13.71%
Jan 1975 - Dec 1988 |
4.90%
24 out of 490 |
+0.11%
Oct 2007 - Sep 2022 |
+6.71% |
+17.39%
Oct 1974 - Sep 1989 |
0.00%
0 out of 478 |
-1.83%
Oct 2007 - Sep 2022 |
+4.33% |
+13.69%
Oct 1974 - Sep 1989 |
5.44%
26 out of 478 |
+0.99%
Nov 2007 - Oct 2023 |
+6.38% |
+14.72%
Aug 1982 - Jul 1998 |
0.00%
0 out of 466 |
-1.09%
Nov 2007 - Oct 2023 |
+4.39% |
+12.16%
Aug 1982 - Jul 1998 |
3.43%
16 out of 466 |
+1.97%
Jan 2000 - Dec 2016 |
+5.69% |
+15.40%
Jul 1970 - Jun 1987 |
0.00%
0 out of 454 |
+0.05%
Nov 2006 - Oct 2023 |
+3.90% |
+12.12%
Aug 1982 - Jul 1999 |
0.00%
0 out of 454 |
+2.07%
Mar 1991 - Feb 2009 |
+6.15% |
+14.81%
Jul 1970 - Jun 1988 |
0.00%
0 out of 442 |
-0.17%
Mar 1991 - Feb 2009 |
+3.93% |
+11.81%
Aug 1982 - Jul 2000 |
0.23%
1 out of 442 |
+1.65%
Mar 1990 - Feb 2009 |
+6.45% |
+14.37%
Aug 1970 - Jul 1989 |
0.00%
0 out of 430 |
-0.68%
Mar 1990 - Feb 2009 |
+4.21% |
+10.36%
Oct 1974 - Sep 1993 |
0.70%
3 out of 430 |
+1.41%
Mar 1989 - Feb 2009 |
+6.66% |
+13.94%
Oct 1974 - Sep 1994 |
0.00%
0 out of 418 |
-0.93%
Mar 1989 - Feb 2009 |
+4.34% |
+10.26%
Oct 1974 - Sep 1994 |
1.20%
5 out of 418 |
+2.95%
Oct 1997 - Sep 2022 |
+7.68% |
+12.61%
Jan 1975 - Dec 1999 |
0.00%
0 out of 358 |
+0.96%
Oct 1997 - Sep 2022 |
+5.15% |
+9.58%
Aug 1982 - Jul 2007 |
0.00%
0 out of 358 |
+3.73%
Jan 1989 - Dec 2018 |
+7.83% |
+11.43%
Jul 1970 - Jun 2000 |
0.00%
0 out of 298 |
+1.63%
Jan 1989 - Dec 2018 |
+5.17% |
+7.76%
Jul 1970 - Jun 2000 |
0.00%
0 out of 298 |
iShares MSCI EAFE (EFA) to EUR Hedged ETF: Historical Returns