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

Index · Currency in USD · Last updated Feb 3, 2023

^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 Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,763 for a total return of roughly 27.63%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%OctoberNovemberDecember2023February
13.84%
5.37%
^AW02 ( FTSE All World ex U.S. Index)
Benchmark (^GSPC)

^AW02Compare to other instruments

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FTSE All World ex U.S. Index

^AW02Returns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M8.14%9.30%
YTD8.86%8.86%
6M7.38%0.67%
1Y-8.87%-8.93%
5Y-0.43%8.33%
10Y1.87%10.45%

^AW02Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20237.82%
2022-3.31%-10.30%2.86%11.49%-0.70%

^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 -0.53. 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.


-1.50-1.00-0.50OctoberNovemberDecember2023February
-0.53
-0.28
^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.


-30.00%-25.00%-20.00%-15.00%OctoberNovemberDecember2023February
-14.37%
-12.86%
^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
-31.67%Jun 16, 2021347Oct 13, 2022
-28.62%May 3, 2011111Oct 4, 2011669May 1, 2014780
-27%Jul 4, 2014419Feb 12, 2016412Sep 12, 2017831
-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 7.01%. 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%OctoberNovemberDecember2023February
7.01%
14.42%
^AW02 ( FTSE All World ex U.S. Index)
Benchmark (^GSPC)