When holding the iShares USD Treasury Bond 20+yr (IS04.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 158 months (from January 1967 to February 1980).
This indicates that, within the same timeframe, any rolling period of 159 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 20+yr (IS04.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 2.25%.
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 |
---|---|---|---|
-26.01%
Jan 2022 - Dec 2022 |
+3.27% |
+74.02%
Nov 1981 - Oct 1982 |
38.48%
324 out of 842 |
-32.25%
Jan 2022 - Dec 2022 |
+0.61% |
+66.00%
Nov 1981 - Oct 1982 |
48.69%
410 out of 842 |
-18.82%
Nov 2021 - Oct 2023 |
+3.81% |
+46.86%
Nov 1980 - Oct 1982 |
30.36%
252 out of 830 |
-23.91%
Nov 2021 - Oct 2023 |
+1.07% |
+39.91%
May 1981 - Apr 1983 |
43.49%
361 out of 830 |
-14.36%
Nov 2020 - Oct 2023 |
+4.10% |
+38.80%
Feb 1982 - Jan 1985 |
19.44%
159 out of 818 |
-19.06%
Nov 2020 - Oct 2023 |
+1.78% |
+34.81%
Feb 1982 - Jan 1985 |
38.51%
315 out of 818 |
-12.37%
May 2020 - Apr 2024 |
+5.09% |
+34.33%
Feb 1981 - Jan 1985 |
14.52%
117 out of 806 |
-16.20%
May 2020 - Apr 2024 |
+2.56% |
+29.33%
Feb 1981 - Jan 1985 |
38.09%
307 out of 806 |
-5.74%
Sep 2019 - Aug 2024 |
+4.34% |
+32.15%
Mar 1980 - Feb 1985 |
9.95%
79 out of 794 |
-9.18%
Sep 2019 - Aug 2024 |
+1.86% |
+27.03%
Apr 1981 - Mar 1986 |
34.01%
270 out of 794 |
-2.52%
Nov 2017 - Oct 2023 |
+4.93% |
+29.44%
Apr 1980 - Mar 1986 |
8.31%
65 out of 782 |
-5.75%
Aug 1968 - Jul 1974 |
+2.35% |
+25.15%
Apr 1980 - Mar 1986 |
34.02%
266 out of 782 |
-3.38%
Nov 2016 - Oct 2023 |
+6.05% |
+23.66%
Mar 1980 - Feb 1987 |
6.49%
50 out of 770 |
-6.25%
Nov 2016 - Oct 2023 |
+3.46% |
+20.11%
Mar 1980 - Feb 1987 |
31.04%
239 out of 770 |
-2.21%
Jul 2016 - Jun 2024 |
+6.52% |
+19.30%
Mar 1980 - Feb 1988 |
4.62%
35 out of 758 |
-5.42%
Mar 1972 - Feb 1980 |
+4.36% |
+16.48%
Oct 1981 - Sep 1989 |
30.87%
234 out of 758 |
-1.20%
Apr 2015 - Mar 2024 |
+6.07% |
+19.23%
Nov 1980 - Oct 1989 |
2.68%
20 out of 746 |
-5.52%
Mar 1971 - Feb 1980 |
+4.05% |
+16.24%
Nov 1980 - Oct 1989 |
29.89%
223 out of 746 |
-0.65%
Aug 1963 - Jul 1973 |
+6.43% |
+17.17%
Mar 1980 - Feb 1990 |
0.68%
5 out of 734 |
-4.62%
Mar 1970 - Feb 1980 |
+4.21% |
+14.11%
Mar 1980 - Feb 1990 |
27.25%
200 out of 734 |
-0.26%
Aug 1962 - Jul 1973 |
+7.09% |
+16.21%
Nov 1980 - Oct 1991 |
0.14%
1 out of 722 |
-4.27%
Mar 1969 - Feb 1980 |
+4.49% |
+12.97%
Nov 1980 - Oct 1991 |
27.29%
197 out of 722 |
-0.06%
Aug 1961 - Jul 1973 |
+7.13% |
+16.47%
Oct 1981 - Sep 1993 |
0.28%
2 out of 710 |
-4.37%
Mar 1968 - Feb 1980 |
+4.85% |
+13.52%
Oct 1981 - Sep 1993 |
27.46%
195 out of 710 |
-0.08%
Mar 1967 - Feb 1980 |
+7.04% |
+16.97%
Nov 1980 - Oct 1993 |
0.14%
1 out of 698 |
-4.22%
Mar 1967 - Feb 1980 |
+4.77% |
+13.63%
Nov 1980 - Oct 1993 |
27.22%
190 out of 698 |
+0.30%
Mar 1966 - Feb 1980 |
+7.08% |
+16.25%
Mar 1980 - Feb 1994 |
0.00%
0 out of 686 |
-3.73%
Mar 1966 - Feb 1980 |
+4.79% |
+12.90%
Mar 1980 - Feb 1994 |
25.51%
175 out of 686 |
+0.12%
Mar 1965 - Feb 1980 |
+7.24% |
+14.46%
Feb 1981 - Jan 1996 |
0.00%
0 out of 674 |
-3.91%
Mar 1965 - Feb 1980 |
+5.00% |
+11.38%
Feb 1981 - Jan 1996 |
24.04%
162 out of 674 |
+0.35%
Mar 1964 - Feb 1980 |
+7.35% |
+14.48%
Mar 1980 - Feb 1996 |
0.00%
0 out of 662 |
-3.55%
Mar 1964 - Feb 1980 |
+4.87% |
+11.37%
Feb 1982 - Jan 1998 |
23.72%
157 out of 662 |
+0.38%
Mar 1963 - Feb 1980 |
+7.39% |
+14.47%
Feb 1981 - Jan 1998 |
0.00%
0 out of 650 |
-3.41%
Mar 1963 - Feb 1980 |
+4.90% |
+11.54%
Feb 1981 - Jan 1998 |
22.31%
145 out of 650 |
+0.61%
Mar 1962 - Feb 1980 |
+7.35% |
+14.81%
Mar 1980 - Feb 1998 |
0.00%
0 out of 638 |
-3.17%
Mar 1962 - Feb 1980 |
+4.73% |
+11.73%
Mar 1980 - Feb 1998 |
21.00%
134 out of 638 |
+0.49%
Aug 1954 - Jul 1973 |
+7.56% |
+14.40%
Nov 1981 - Oct 2000 |
0.00%
0 out of 626 |
-3.25%
Mar 1961 - Feb 1980 |
+4.75% |
+11.80%
Nov 1981 - Oct 2000 |
19.49%
122 out of 626 |
+0.90%
Aug 1954 - Jul 1974 |
+7.48% |
+14.86%
Nov 1980 - Oct 2000 |
0.00%
0 out of 614 |
-2.61%
Mar 1960 - Feb 1980 |
+4.65% |
+11.98%
Nov 1980 - Oct 2000 |
17.75%
109 out of 614 |
+0.93%
Mar 1955 - Feb 1980 |
+7.61% |
+12.00%
Oct 1980 - Sep 2005 |
0.00%
0 out of 554 |
-2.34%
Mar 1955 - Feb 1980 |
+4.98% |
+9.26%
Oct 1980 - Sep 2005 |
8.66%
48 out of 554 |
+4.04%
Jun 1954 - May 1984 |
+7.88% |
+10.99%
Sep 1980 - Aug 2010 |
0.00%
0 out of 494 |
+0.56%
Jun 1954 - May 1984 |
+5.53% |
+8.41%
Sep 1980 - Aug 2010 |
0.00%
0 out of 494 |
iShares USD Treasury Bond 20+yr (IS04.DE) ETF: Historical Returns