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FTSE All World ex South Africa Index (^AW05)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart


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S&P 500

Returns By Period

FTSE All World ex South Africa Index (^AW05) returned 4.73% year-to-date (YTD) and 12.68% over the past 12 months. Over the past 10 years, ^AW05 returned 7.33% annually, underperforming the S&P 500 benchmark at 10.85%.


^AW05

YTD

4.73%

1M

5.45%

6M

2.22%

1Y

12.68%

3Y*

10.45%

5Y*

11.53%

10Y*

7.33%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^AW05, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.25%-0.69%-3.97%0.85%5.45%4.73%
20240.54%4.11%2.85%-3.39%3.78%1.97%1.63%2.42%2.19%-2.39%3.52%-2.40%15.45%
20237.02%-2.97%2.75%1.34%-1.27%5.49%3.52%-2.87%-4.18%-3.08%9.02%4.67%19.99%
2022-4.90%-2.69%1.89%-8.01%-0.13%-8.53%6.73%-3.78%-9.75%5.88%7.61%-3.86%-19.56%
2021-0.52%2.23%2.55%4.20%1.38%1.13%0.54%2.35%-4.22%4.94%-2.62%4.01%16.73%
2020-1.16%-8.19%-13.70%10.50%4.23%2.95%5.00%6.09%-3.38%-2.57%12.26%4.51%14.23%
20197.67%2.51%1.04%3.17%-6.19%6.28%0.17%-2.50%2.01%2.69%2.28%3.41%24.13%
20185.57%-4.36%-2.36%0.79%-0.21%-0.73%2.89%0.60%0.32%-7.54%1.25%-7.18%-11.17%
20172.64%2.68%0.99%1.38%1.88%0.27%2.59%0.16%1.86%2.02%1.74%1.51%21.55%
2016-6.13%-0.93%7.16%1.25%-0.10%-0.90%4.17%0.16%0.38%-1.72%0.67%2.10%5.70%
2015-1.60%5.40%-1.75%2.72%-0.27%-2.57%0.79%-6.98%-3.77%7.72%-0.93%-1.80%-3.84%
2014-4.02%4.50%0.26%0.74%1.84%1.75%-1.34%2.01%-3.33%0.55%1.53%-2.02%2.16%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^AW05 is 72, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^AW05 is 7272
Overall Rank
The Sharpe Ratio Rank of ^AW05 is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AW05 is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ^AW05 is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ^AW05 is 6767
Calmar Ratio Rank
The Martin Ratio Rank of ^AW05 is 7676
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 ex South Africa Index (^AW05) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

FTSE All World ex South Africa Index Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 0.85
  • 5-Year: 0.80
  • 10-Year: 0.49
  • All Time: 0.36

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of FTSE All World ex South Africa Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the FTSE All World ex South Africa Index. 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 ex South Africa Index was 59.47%, occurring on Mar 9, 2009. Recovery took 1364 trading sessions.

The current FTSE All World ex South Africa Index drawdown is 0.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.47%Nov 1, 2007352Mar 9, 20091364Jun 5, 20141716
-33.81%Feb 13, 202028Mar 23, 2020112Aug 26, 2020140
-30.95%Mar 20, 2002146Oct 9, 2002313Dec 23, 2003459
-27.34%Nov 17, 2021236Oct 12, 2022355Feb 22, 2024591
-20.74%Jan 29, 2018237Dec 25, 2018252Dec 12, 2019489
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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