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FTSE All World (^AW01)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
^AW01 vs. URTH ^AW01 vs. EWY ^AW01 vs. BRK-A ^AW01 vs. VWRL.AS ^AW01 vs. ACWI ^AW01 vs. VOO ^AW01 vs. ^GSPC ^AW01 vs. SPY ^AW01 vs. SOXX ^AW01 vs. CSPX.L
Popular comparisons:
^AW01 vs. URTH ^AW01 vs. EWY ^AW01 vs. BRK-A ^AW01 vs. VWRL.AS ^AW01 vs. ACWI ^AW01 vs. VOO ^AW01 vs. ^GSPC ^AW01 vs. SPY ^AW01 vs. SOXX ^AW01 vs. CSPX.L

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.


400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
492.51%
1,171.49%
^AW01 (FTSE All World)
Benchmark (^GSPC)

Returns By Period

FTSE All World had a return of 15.76% year-to-date (YTD) and 16.93% in the last 12 months. Over the past 10 years, FTSE All World had an annualized return of 6.96%, while the S&P 500 had an annualized return of 11.06%, indicating that FTSE All World did not perform as well as the benchmark.


^AW01

YTD

15.76%

1M

-0.41%

6M

5.31%

1Y

16.93%

5Y*

8.05%

10Y*

6.96%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.52%4.08%2.85%-3.37%3.77%1.99%1.64%2.42%2.20%-2.39%3.49%15.76%
20237.01%-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%
20197.70%2.45%1.02%3.20%-6.20%6.28%0.14%-2.55%1.99%2.70%2.27%3.44%24.02%
20185.55%-4.32%-2.40%0.77%-0.26%-0.76%2.91%0.52%0.30%-7.55%1.30%-7.14%-11.31%
20172.64%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%
20134.52%-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

With an overall rank of 82, ^AW01 is among the top 18% of indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^AW01 is 8282
Overall Rank
The Sharpe Ratio Rank of ^AW01 is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AW01 is 8282
Sortino Ratio Rank
The Omega Ratio Rank of ^AW01 is 8585
Omega Ratio Rank
The Calmar Ratio Rank of ^AW01 is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ^AW01 is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for ^AW01, currently valued at 1.75, compared to the broader market0.001.002.001.752.10
The chart of Sortino ratio for ^AW01, currently valued at 2.34, compared to the broader market-1.000.001.002.003.002.342.80
The chart of Omega ratio for ^AW01, currently valued at 1.33, compared to the broader market0.901.001.101.201.301.401.331.39
The chart of Calmar ratio for ^AW01, currently valued at 2.16, compared to the broader market0.001.002.003.002.163.09
The chart of Martin ratio for ^AW01, currently valued at 10.02, compared to the broader market0.005.0010.0015.0020.0010.0213.49
^AW01
^GSPC

The current FTSE All World Sharpe ratio is 1.75. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of FTSE All World with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.75
2.10
^AW01 (FTSE All World)
Benchmark (^GSPC)

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.38%
-2.62%
^AW01 (FTSE All World)
Benchmark (^GSPC)

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 3.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.48%Nov 1, 2007352Mar 9, 20091365Jun 5, 20141717
-49.92%Mar 28, 2000646Oct 9, 2002908Apr 5, 20061554
-33.88%Feb 13, 202028Mar 23, 2020112Aug 26, 2020140
-27.32%Nov 17, 2021236Oct 12, 2022355Feb 22, 2024591
-21.01%Jul 21, 199855Oct 5, 199861Dec 29, 1998116

Volatility

Volatility Chart

The current FTSE All World volatility is 2.77%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.77%
3.79%
^AW01 (FTSE All World)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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