PortfoliosLab logo

FTSE All World ex UK Index (^AW03)

Index · Currency in USD · Last updated Mar 21, 2023

Share Price Chart

Loading data...


The chart shows the growth of $10,000 invested in FTSE All World ex UK Index in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $21,929 for a total return of roughly 119.29%. All prices are adjusted for splits and dividends.

^AW03 (FTSE All World ex UK Index)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with ^AW03

FTSE All World ex UK Index


FTSE All World ex UK Index had a return of 2.34% year-to-date (YTD) and -11.71% in the last 12 months. Over the past 10 years, FTSE All World ex UK Index had an annualized return of 5.89%, while the S&P 500 had an annualized return of 9.51%, indicating that FTSE All World ex UK Index did not perform as well as the benchmark.

1 month-3.79%-3.13%
6 months3.58%2.02%
1 year-11.71%-11.46%
5 years (annualized)3.80%7.51%
10 years (annualized)5.89%9.51%

Monthly Returns Heatmap


Sharpe 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 UK Index Sharpe ratio is -0.71. 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.

^AW03 (FTSE All World ex UK Index)
Benchmark (^GSPC)

Drawdowns Chart

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

^AW03 (FTSE All World ex UK Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the FTSE All World ex UK 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 UK Index is 58.89%, recorded on Mar 9, 2009. It took 1347 trading sessions for the portfolio to recover.



To Bottom


To Recover



-58.89%Nov 1, 2007352Mar 9, 20091347May 13, 20141699
-45.33%Nov 30, 2001221Oct 9, 2002813Nov 23, 20051034
-33.48%Feb 13, 202028Mar 23, 2020110Aug 24, 2020138
-27.5%Nov 17, 2021236Oct 12, 2022
-20.77%Jan 29, 2018237Dec 25, 2018240Nov 26, 2019477
-19.59%Apr 29, 2015206Feb 11, 2016256Feb 3, 2017462
-12.48%May 10, 200624Jun 13, 200693Oct 23, 2006117
-11.11%Jul 16, 200724Aug 16, 200732Oct 1, 200756
-9.16%Sep 4, 201431Oct 16, 201490Feb 20, 2015121
-7.41%Sep 3, 202016Sep 24, 202032Nov 9, 202048

Volatility Chart

Current FTSE All World ex UK Index volatility is 14.18%. 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.

^AW03 (FTSE All World ex UK Index)
Benchmark (^GSPC)