FTSE All World (^AW01)
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FTSE All World, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
FTSE All World had a return of 16.67% year-to-date (YTD) and 22.85% in the last 12 months. Over the past 10 years, FTSE All World had an annualized return of 6.89%, while the S&P 500 had an annualized return of 11.16%, indicating that FTSE All World did not perform as well as the benchmark.
^AW01
16.67%
-0.12%
7.67%
22.85%
8.98%
6.89%
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of ^AW01, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.52% | 4.08% | 2.85% | -3.37% | 3.77% | 1.99% | 1.64% | 2.42% | 2.20% | -2.39% | 16.67% | ||
| 2023 | 7.01% | -2.99% | 2.75% | 1.33% | -1.32% | 5.50% | 3.55% | -2.90% | -4.18% | -3.07% | 9.02% | 4.67% | 19.89% |
| 2022 | -4.85% | -2.66% | 1.92% | -8.04% | -0.13% | -8.55% | 6.70% | -3.78% | -9.75% | 5.87% | 7.65% | -3.86% | -19.51% |
| 2021 | -0.50% | 2.23% | 2.57% | 4.18% | 1.41% | 1.09% | 0.53% | 2.34% | -4.23% | 4.92% | -2.62% | 4.01% | 16.67% |
| 2020 | -1.21% | -8.22% | -13.76% | 10.50% | 4.22% | 2.98% | 5.01% | 6.05% | -3.37% | -2.56% | 12.26% | 4.53% | 14.11% |
| 2019 | 7.70% | 2.45% | 1.02% | 3.20% | -6.20% | 6.28% | 0.14% | -2.55% | 1.99% | 2.70% | 2.27% | 3.44% | 24.02% |
| 2018 | 5.55% | -4.32% | -2.40% | 0.77% | -0.26% | -0.76% | 2.91% | 0.52% | 0.30% | -7.55% | 1.30% | -7.14% | -11.31% |
| 2017 | 2.64% | 2.67% | 0.97% | 1.40% | 1.88% | 0.24% | 2.62% | 0.19% | 1.78% | 2.02% | 1.79% | 1.58% | 21.64% |
| 2016 | -6.12% | -0.91% | 7.23% | 1.28% | -0.17% | -0.83% | 4.21% | 0.10% | 0.42% | -1.72% | 0.59% | 2.13% | 5.78% |
| 2015 | -1.56% | 5.36% | -1.76% | 2.74% | -0.34% | -2.53% | 0.73% | -6.98% | -3.80% | 7.72% | -0.98% | -1.87% | -4.05% |
| 2014 | -4.07% | 4.54% | 0.31% | 0.73% | 1.84% | 1.76% | -1.32% | 2.01% | -3.38% | 0.60% | 1.51% | -2.03% | 2.17% |
| 2013 | 4.52% | -0.24% | 1.51% | 2.66% | -0.58% | -3.08% | 4.65% | -2.28% | 5.01% | 3.92% | 1.23% | 1.61% | 20.17% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of ^AW01 is 77, placing it in the top 23% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for FTSE All World (^AW01) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the FTSE All World. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the FTSE All World was 59.48%, occurring on Mar 9, 2009. Recovery took 1365 trading sessions.
The current FTSE All World drawdown is 1.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.48% | Nov 1, 2007 | 352 | Mar 9, 2009 | 1365 | Jun 5, 2014 | 1717 |
| -49.92% | Mar 28, 2000 | 646 | Oct 9, 2002 | 908 | Apr 5, 2006 | 1554 |
| -33.88% | Feb 13, 2020 | 28 | Mar 23, 2020 | 112 | Aug 26, 2020 | 140 |
| -27.32% | Nov 17, 2021 | 236 | Oct 12, 2022 | 355 | Feb 22, 2024 | 591 |
| -21.01% | Jul 21, 1998 | 55 | Oct 5, 1998 | 61 | Dec 29, 1998 | 116 |
Volatility
Volatility Chart
The current FTSE All World volatility is 2.93%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.