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Weekly bond yields from FRED, plotted against subsequent 12-year annualised returns on the matching bond ETF (IEF for Treasuries, LQD for investment-grade corporates, IGLT for UK gilts). The red line on each scatter plot is a linear fit used for the Forecasts page.

US Treasuries (7-10Y) — IEF

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Weekly 10-year Treasury yield from FRED DGS10

Scatter of Treasury yield versus subsequent 12-year IEF annualised return

US Investment-Grade Corporate Bonds — LQD

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Weekly Moody's Baa corporate bond yield from FRED DBAA

Scatter of corporate bond yield versus subsequent 12-year LQD annualised return

UK Gilts (~7Y) — IGLT

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Weekly 10-year UK government bond yield from FRED IRLTLT01GBM156N

Scatter of UK gilt yield versus subsequent 12-year IGLT annualised return