When holding the iShares USD Treasury Bond 1-3yr (IUSU.DE) 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 194 months (from February 2002 to March 2018).
This indicates that, within the same timeframe, any rolling period of 195 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 USD Treasury Bond 1-3yr (IUSU.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 3.04%.
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 |
---|---|---|---|
-20.86%
Mar 1985 - Feb 1986 |
+4.24% |
+46.81%
Sep 1980 - Aug 1981 |
29.10%
245 out of 842 |
-23.36%
Aug 1972 - Jul 1973 |
+1.38% |
+41.48%
Mar 1984 - Feb 1985 |
42.52%
358 out of 842 |
-13.57%
Mar 1985 - Feb 1987 |
+4.00% |
+44.65%
Nov 1980 - Oct 1982 |
21.93%
182 out of 830 |
-14.67%
Feb 2002 - Jan 2004 |
+1.26% |
+36.28%
Nov 1980 - Oct 1982 |
39.52%
328 out of 830 |
-10.62%
Jan 1985 - Dec 1987 |
+4.06% |
+35.56%
Oct 1980 - Sep 1983 |
16.26%
133 out of 818 |
-12.18%
Mar 2002 - Feb 2005 |
+1.75% |
+29.20%
Feb 1981 - Jan 1984 |
35.21%
288 out of 818 |
-5.82%
Apr 2001 - Mar 2005 |
+4.25% |
+33.86%
Dec 1980 - Nov 1984 |
12.28%
99 out of 806 |
-8.35%
Apr 1971 - Mar 1975 |
+1.81% |
+28.55%
Dec 1980 - Nov 1984 |
30.89%
249 out of 806 |
-5.15%
Mar 2002 - Feb 2007 |
+4.53% |
+33.15%
Mar 1980 - Feb 1985 |
8.94%
71 out of 794 |
-7.06%
Mar 2002 - Feb 2007 |
+1.97% |
+27.90%
Mar 1980 - Feb 1985 |
26.32%
209 out of 794 |
-5.59%
Apr 2002 - Mar 2008 |
+4.42% |
+26.16%
Mar 1979 - Feb 1985 |
5.88%
46 out of 782 |
-7.74%
Apr 2002 - Mar 2008 |
+2.00% |
+20.84%
Mar 1979 - Feb 1985 |
26.34%
206 out of 782 |
-4.66%
Jul 2001 - Jun 2008 |
+4.41% |
+22.57%
Mar 1978 - Feb 1985 |
4.81%
37 out of 770 |
-6.86%
Jul 2001 - Jun 2008 |
+1.99% |
+17.66%
Mar 1978 - Feb 1985 |
25.19%
194 out of 770 |
-2.68%
Dec 2001 - Nov 2009 |
+4.39% |
+18.53%
Mar 1977 - Feb 1985 |
4.62%
35 out of 758 |
-4.64%
Dec 2001 - Nov 2009 |
+2.03% |
+13.96%
Mar 1977 - Feb 1985 |
24.67%
187 out of 758 |
-2.16%
May 2002 - Apr 2011 |
+4.37% |
+17.15%
Mar 1976 - Feb 1985 |
3.89%
29 out of 746 |
-4.16%
May 2002 - Apr 2011 |
+1.92% |
+12.65%
Mar 1976 - Feb 1985 |
21.45%
160 out of 746 |
-1.71%
Jul 2001 - Jun 2011 |
+4.35% |
+17.79%
May 1975 - Apr 1985 |
2.59%
19 out of 734 |
-3.69%
Jul 2001 - Jun 2011 |
+1.97% |
+13.22%
May 1975 - Apr 1985 |
20.16%
148 out of 734 |
-1.17%
Feb 2002 - Jan 2013 |
+4.34% |
+16.06%
May 1974 - Apr 1985 |
3.19%
23 out of 722 |
-3.15%
Feb 2002 - Jan 2013 |
+1.84% |
+11.36%
May 1974 - Apr 1985 |
16.90%
122 out of 722 |
-1.14%
Mar 2002 - Feb 2014 |
+4.61% |
+15.50%
Jul 1973 - Jun 1985 |
2.39%
17 out of 710 |
-3.01%
Mar 2002 - Feb 2014 |
+2.07% |
+10.69%
Aug 1973 - Jul 1985 |
14.08%
100 out of 710 |
-0.77%
Jul 2001 - Jun 2014 |
+4.66% |
+13.52%
Mar 1972 - Feb 1985 |
1.43%
10 out of 698 |
-2.64%
Jul 2001 - Jun 2014 |
+2.12% |
+9.79%
Mar 1980 - Feb 1993 |
12.18%
85 out of 698 |
+0.37%
Nov 2000 - Oct 2014 |
+4.73% |
+12.63%
Mar 1980 - Feb 1994 |
0.00%
0 out of 686 |
-1.54%
May 2000 - Apr 2014 |
+2.25% |
+9.38%
Mar 1980 - Feb 1994 |
12.68%
87 out of 686 |
+0.72%
Oct 2002 - Sep 2017 |
+4.80% |
+12.23%
Oct 1978 - Sep 1993 |
0.00%
0 out of 674 |
-0.91%
Oct 2002 - Sep 2017 |
+2.34% |
+8.74%
Oct 1978 - Sep 1993 |
9.94%
67 out of 674 |
-0.15%
Feb 2002 - Jan 2018 |
+4.73% |
+11.67%
Mar 1969 - Feb 1985 |
0.30%
2 out of 662 |
-1.75%
Feb 2002 - Jan 2018 |
+2.33% |
+7.90%
Mar 1980 - Feb 1996 |
7.10%
47 out of 662 |
+0.36%
Apr 2001 - Mar 2018 |
+4.94% |
+11.26%
Mar 1980 - Feb 1997 |
0.00%
0 out of 650 |
-1.31%
Apr 2001 - Mar 2018 |
+2.43% |
+8.18%
Mar 1980 - Feb 1997 |
6.62%
43 out of 650 |
+0.77%
Jul 2001 - Jun 2019 |
+4.95% |
+11.34%
Mar 1980 - Feb 1998 |
0.00%
0 out of 638 |
-0.87%
Jul 2001 - Jun 2019 |
+2.43% |
+8.35%
Mar 1980 - Feb 1998 |
7.84%
50 out of 638 |
+0.44%
Feb 2002 - Jan 2021 |
+4.98% |
+10.97%
Oct 1978 - Sep 1997 |
0.00%
0 out of 626 |
-1.09%
Feb 2002 - Jan 2021 |
+2.49% |
+8.10%
Mar 1980 - Feb 1999 |
7.03%
44 out of 626 |
+0.54%
Jun 2001 - May 2021 |
+5.08% |
+11.53%
Nov 1980 - Oct 2000 |
0.00%
0 out of 614 |
-1.04%
Jun 2001 - May 2021 |
+2.62% |
+8.73%
Nov 1980 - Oct 2000 |
6.51%
40 out of 614 |
+2.31%
Jun 1999 - May 2024 |
+6.99% |
+10.29%
May 1975 - Apr 2000 |
0.00%
0 out of 554 |
+0.18%
Jun 1999 - May 2024 |
+3.45% |
+7.20%
May 1975 - Apr 2000 |
0.00%
0 out of 554 |
+2.97%
Aug 1993 - Jul 2023 |
+7.12% |
+9.18%
Feb 1972 - Jan 2002 |
0.00%
0 out of 494 |
+0.89%
Aug 1993 - Jul 2023 |
+3.69% |
+5.91%
Aug 1973 - Jul 2003 |
0.00%
0 out of 494 |
iShares USD Treasury Bond 1-3yr (IUSU.DE) ETF: Historical Returns