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FTSE All World ex U.S. Index (^AW02)

Index · Currency in USD · Last updated Sep 17, 2022

^AW02Share Price Chart


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^AW02Performance

The chart shows the growth of $10,000 invested in FTSE All World ex U.S. Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,095 for a total return of roughly 10.95%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-16.46%
-13.18%
^AW02 ( FTSE All World ex U.S. Index)
Benchmark (^GSPC)

^AW02Returns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-8.06%-10.03%
6M-16.29%-12.20%
YTD-22.32%-18.73%
1Y-23.98%-13.56%
5Y-1.48%8.82%
10Y1.11%9.89%

^AW02Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-3.68%-1.96%-0.20%-6.43%0.14%-8.82%3.22%-3.31%-3.34%
20210.17%1.92%1.04%2.73%2.82%-0.84%-1.69%1.76%-3.38%2.08%-4.58%4.11%
2020-2.78%-8.09%-14.89%7.43%3.32%4.18%4.09%4.25%-2.55%-2.22%13.38%5.35%
20197.38%1.72%0.18%2.32%-5.73%5.59%-1.34%-3.23%2.32%3.48%0.79%4.17%
20185.43%-4.82%-2.14%1.29%-2.82%-2.17%2.30%-2.29%0.23%-8.24%0.78%-4.67%
20173.38%1.54%2.07%1.91%2.70%-0.05%3.36%0.24%1.63%1.87%0.77%2.18%
2016-6.90%-1.47%7.83%2.27%-2.06%-1.84%4.88%0.30%0.94%-1.43%-2.47%2.56%
2015-0.03%5.13%-1.91%4.75%-1.76%-2.98%-0.42%-7.77%-4.81%7.35%-2.11%-1.86%
2014-4.61%4.68%0.00%0.93%1.54%1.56%-1.09%0.33%-4.96%-1.03%0.60%-3.61%
20133.99%-1.29%-0.27%3.35%-2.76%-4.52%4.21%-1.60%6.73%3.57%-0.03%0.77%
20126.94%5.42%-1.80%-1.98%-11.91%5.54%1.31%1.86%3.50%0.36%1.72%3.51%
20110.90%2.33%-0.35%4.57%-3.47%-1.58%-1.53%-8.84%-11.58%10.52%-5.42%-1.26%
2010-6.70%-0.28%6.60%-1.07%-11.12%-1.31%8.93%-3.00%9.89%3.25%-4.11%7.87%

^AW02Sharpe 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 ex U.S. Index Sharpe ratio is -1.19. 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.


-1.00-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-1.19
-0.52
^AW02 ( FTSE All World ex U.S. Index)
Benchmark (^GSPC)

^AW02Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-25.56%
-19.25%
^AW02 ( FTSE All World ex U.S. Index)
Benchmark (^GSPC)

^AW02Worst Drawdowns

The table below shows the maximum drawdowns of the FTSE All World ex U.S. Index. 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 ex U.S. Index is 38.68%, recorded on Mar 23, 2020. It took 201 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.68%Jan 29, 2018561Mar 23, 2020201Dec 29, 2020762
-28.62%May 3, 2011111Oct 4, 2011669May 1, 2014780
-27%Jul 4, 2014419Feb 12, 2016412Sep 12, 2017831
-25.56%Jun 16, 2021328Sep 16, 2022
-19.43%Apr 16, 201028May 25, 201096Oct 6, 2010124
-11.81%Jan 12, 201019Feb 5, 201048Apr 14, 201067
-7.53%Nov 5, 201018Nov 30, 201024Jan 3, 201142
-7.1%Mar 7, 20117Mar 15, 201114Apr 4, 201121
-5.06%Feb 17, 202114Mar 8, 202144May 7, 202158
-4.39%Jan 22, 20216Jan 29, 20217Feb 9, 202113

^AW02Volatility Chart

Current FTSE All World ex U.S. Index volatility is 20.11%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%AprilMayJuneJulyAugustSeptember
20.11%
30.01%
^AW02 ( FTSE All World ex U.S. Index)
Benchmark (^GSPC)