FTSE All World ex South Africa Index (^AW05)
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Performance
Performance Chart
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Returns By Period
FTSE All World ex South Africa Index (^AW05) returned 0.90% year-to-date (YTD) and 8.41% over the past 12 months. Over the past 10 years, ^AW05 returned 6.63% annually, underperforming the S&P 500 benchmark at 10.46%.
^AW05
0.90%
8.64%
-1.61%
8.41%
11.18%
6.63%
^GSPC (Benchmark)
-3.77%
7.44%
-5.60%
8.37%
14.12%
10.46%
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.25% | -0.69% | -3.97% | 0.85% | 1.59% | 0.90% | |||||||
| 2024 | 0.54% | 4.11% | 2.85% | -3.39% | 3.78% | 1.97% | 1.63% | 2.42% | 2.19% | -2.39% | 3.52% | -2.40% | 15.45% |
| 2023 | 7.02% | -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% |
| 2019 | 7.67% | 2.51% | 1.04% | 3.17% | -6.19% | 6.28% | 0.17% | -2.50% | 2.01% | 2.69% | 2.28% | 3.41% | 24.13% |
| 2018 | 5.57% | -4.36% | -2.36% | 0.79% | -0.21% | -0.73% | 2.89% | 0.60% | 0.32% | -7.54% | 1.25% | -7.18% | -11.17% |
| 2017 | 2.64% | 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% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^AW05 is 66, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.
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.
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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 4.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.47% | Nov 1, 2007 | 352 | Mar 9, 2009 | 1364 | Jun 5, 2014 | 1716 |
| -33.81% | Feb 13, 2020 | 28 | Mar 23, 2020 | 112 | Aug 26, 2020 | 140 |
| -30.95% | Mar 20, 2002 | 146 | Oct 9, 2002 | 313 | Dec 23, 2003 | 459 |
| -27.34% | Nov 17, 2021 | 236 | Oct 12, 2022 | 355 | Feb 22, 2024 | 591 |
| -20.74% | Jan 29, 2018 | 237 | Dec 25, 2018 | 252 | Dec 12, 2019 | 489 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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