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FTSE All World (^AW01)

Index · Currency in USD · Last updated Feb 4, 2023

^AW01Share Price Chart


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^AW01Performance

The chart shows the growth of $10,000 invested in FTSE All World in Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $21,562 for a total return of roughly 115.62%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%OctoberNovemberDecember2023February
7.94%
4.28%
^AW01 (FTSE All World)
Benchmark (^GSPC)

^AW01Compare to other instruments

Search for stocks, ETFs, and funds to compare with ^AW01

FTSE All World

Popular comparisons: ^AW01 vs. URTH, ^AW01 vs. EWY, ^AW01 vs. ^GSPC, ^AW01 vs. ACWI

^AW01Returns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M8.23%8.17%
YTD8.27%7.73%
6M2.49%-0.37%
1Y-9.89%-9.87%
5Y4.10%8.11%
10Y6.16%10.33%

^AW01Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20237.01%
2022-3.78%-9.75%5.87%7.65%-3.86%

^AW01Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current FTSE All World Sharpe ratio is -0.46. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.40-1.20-1.00-0.80-0.60-0.40-0.20OctoberNovemberDecember2023February
-0.46
-0.32
^AW01 (FTSE All World)
Benchmark (^GSPC)

^AW01Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%OctoberNovemberDecember2023February
-13.30%
-13.76%
^AW01 (FTSE All World)
Benchmark (^GSPC)

^AW01Worst Drawdowns

The table below shows the maximum drawdowns of the FTSE All World. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the FTSE All World is 33.88%, recorded on Mar 23, 2020. It took 112 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.88%Feb 13, 202028Mar 23, 2020112Aug 26, 2020140
-27.32%Nov 17, 2021236Oct 12, 2022
-24.08%May 3, 2011111Oct 4, 2011347Feb 1, 2013458
-20.85%Jan 29, 2018237Dec 25, 2018252Dec 12, 2019489
-20.07%May 22, 2015189Feb 11, 2016264Feb 15, 2017453
-16.25%Apr 16, 201057Jul 5, 201080Oct 25, 2010137
-10.02%Jan 12, 201020Feb 8, 201038Apr 1, 201058
-9.55%Jul 4, 201475Oct 16, 2014125Apr 9, 2015200
-8.76%May 22, 201324Jun 24, 201357Sep 11, 201381
-7.37%Sep 3, 202016Sep 24, 202032Nov 9, 202048

^AW01Volatility Chart

Current FTSE All World volatility is 12.07%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%OctoberNovemberDecember2023February
12.07%
16.33%
^AW01 (FTSE All World)
Benchmark (^GSPC)