Vanguard FTSE Europe (VGK) to EUR Hedged: Rolling Returns

Time Period: from January 1970 to September 2024 (~55 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 Vanguard FTSE Europe (VGK) 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.

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.

VANGUARD FTSE EUROPE (VGK) TO EUR HEDGED ETF
Previous vs Next Returns - 10 Years annualized
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 January 1970 - 30 September 2024 (~55 years)

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As of Sep 30, 2024, the annualized return of the previous 10 years has been 4.58%.

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.

VANGUARD FTSE EUROPE (VGK) TO EUR HEDGED ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 January 1970 - 30 September 2024 (~55 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.

VANGUARD FTSE EUROPE (VGK) TO EUR HEDGED ETF
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1970 - 30 September 2024 (~55 years)
Euro Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-52.11%
Mar 2008 - Feb 2009
+10.51% +87.88%
May 1985 - Apr 1986
32.20%
208 out of 646
-52.67%
Mar 2008 - Feb 2009
+7.72% +87.88%
May 1985 - Apr 1986
36.53%
236 out of 646
-30.27%
Mar 2007 - Feb 2009
+9.06% +55.84%
Jan 1985 - Dec 1986
24.13%
153 out of 634
-31.78%
Mar 2007 - Feb 2009
+6.18% +55.41%
Jan 1985 - Dec 1986
32.97%
209 out of 634
-18.35%
Apr 2000 - Mar 2003
+8.49% +49.99%
Aug 1984 - Jul 1987
23.63%
147 out of 622
-20.23%
Apr 2000 - Mar 2003
+5.52% +48.87%
Aug 1984 - Jul 1987
31.35%
195 out of 622
-10.82%
Apr 1999 - Mar 2003
+6.86% +32.89%
Aug 1982 - Jul 1986
19.67%
120 out of 610
-12.79%
Apr 1999 - Mar 2003
+4.54% +30.62%
Aug 1982 - Jul 1986
31.64%
193 out of 610
-8.12%
Apr 1998 - Mar 2003
+6.77% +34.60%
Aug 1982 - Jul 1987
13.04%
78 out of 598
-9.92%
Apr 1998 - Mar 2003
+3.84% +32.64%
Aug 1982 - Jul 1987
30.27%
181 out of 598
-3.13%
Apr 2014 - Mar 2020
+6.07% +27.66%
Aug 1984 - Jul 1990
6.14%
36 out of 586
-5.38%
Aug 1976 - Jul 1982
+3.53% +25.74%
Aug 1984 - Jul 1990
22.18%
130 out of 586
-0.98%
Jul 1975 - Jun 1982
+6.15% +24.46%
Aug 1982 - Jul 1989
0.70%
4 out of 574
-5.26%
Jul 1975 - Jun 1982
+3.79% +22.48%
Aug 1982 - Jul 1989
14.46%
83 out of 574
-2.15%
Mar 2001 - Feb 2009
+6.69% +24.22%
Aug 1982 - Jul 1990
2.14%
12 out of 562
-4.20%
Mar 2001 - Feb 2009
+4.43% +22.03%
Aug 1982 - Jul 1990
14.41%
81 out of 562
-3.81%
Mar 2000 - Feb 2009
+7.53% +20.61%
Jan 1985 - Dec 1993
3.45%
19 out of 550
-5.81%
Mar 2000 - Feb 2009
+5.14% +17.82%
Jan 1985 - Dec 1993
14.00%
77 out of 550
-2.07%
Mar 1999 - Feb 2009
+7.99% +19.85%
Aug 1984 - Jul 1994
1.12%
6 out of 538
-5.32%
Aug 1972 - Jul 1982
+5.81% +17.06%
Aug 1984 - Jul 1994
13.01%
70 out of 538
-1.07%
Mar 1998 - Feb 2009
+8.91% +19.81%
Aug 1984 - Jul 1995
0.95%
5 out of 526
-3.94%
Aug 1971 - Jul 1982
+6.66% +17.00%
Aug 1984 - Jul 1995
11.22%
59 out of 526
-0.20%
Apr 2008 - Mar 2020
+8.95% +19.17%
Dec 1984 - Nov 1996
0.39%
2 out of 514
-2.91%
Jun 1972 - May 1984
+6.61% +16.42%
Dec 1984 - Nov 1996
13.42%
69 out of 514
-0.23%
Apr 2007 - Mar 2020
+8.70% +19.98%
Aug 1984 - Jul 1997
0.60%
3 out of 502
-1.96%
Jan 1970 - Dec 1982
+6.37% +17.26%
Aug 1984 - Jul 1997
6.18%
31 out of 502
+1.26%
Apr 2006 - Mar 2020
+8.76% +20.81%
Aug 1984 - Jul 1998
0.00%
0 out of 490
-0.94%
Mar 1970 - Feb 1984
+5.88% +18.16%
Aug 1984 - Jul 1998
2.86%
14 out of 490
+0.05%
Oct 2007 - Sep 2022
+8.92% +19.56%
Jan 1985 - Dec 1999
0.00%
0 out of 478
-1.89%
Oct 2007 - Sep 2022
+5.91% +17.04%
Jan 1985 - Dec 1999
2.09%
10 out of 478
+1.08%
Nov 2007 - Oct 2023
+9.14% +20.00%
Aug 1982 - Jul 1998
0.00%
0 out of 466
-0.99%
Nov 2007 - Oct 2023
+5.73% +17.32%
Aug 1982 - Jul 1998
1.50%
7 out of 466
+2.42%
Oct 2005 - Sep 2022
+9.10% +18.49%
Aug 1982 - Jul 1999
0.00%
0 out of 454
+0.30%
Nov 2006 - Oct 2023
+5.99% +15.93%
Aug 1982 - Jul 1999
0.00%
0 out of 454
+2.91%
Jul 1998 - Jun 2016
+9.23% +17.99%
Aug 1982 - Jul 2000
0.00%
0 out of 442
+1.16%
Jul 1998 - Jun 2016
+6.04% +15.45%
Aug 1982 - Jul 2000
0.00%
0 out of 442
+2.41%
Jan 2000 - Dec 2018
+9.18% +15.52%
Aug 1982 - Jul 2001
0.00%
0 out of 430
+0.67%
Jan 2000 - Dec 2018
+6.02% +13.01%
Aug 1982 - Jul 2001
0.00%
0 out of 430
+1.79%
Apr 2000 - Mar 2020
+9.10% +14.80%
Apr 1980 - Mar 2000
0.00%
0 out of 418
+0.14%
Apr 2000 - Mar 2020
+5.91% +11.96%
Jan 1985 - Dec 2004
0.00%
0 out of 418
+3.44%
Oct 1997 - Sep 2022
+9.84% +14.83%
Aug 1982 - Jul 2007
0.00%
0 out of 358
+1.44%
Oct 1997 - Sep 2022
+6.66% +12.37%
Aug 1982 - Jul 2007
0.00%
0 out of 358
+5.95%
Oct 1992 - Sep 2022
+9.47% +12.26%
Jun 1977 - May 2007
0.00%
0 out of 298
+3.81%
Nov 1993 - Oct 2023
+6.73% +9.46%
Jun 1984 - May 2014
0.00%
0 out of 298
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