PortfoliosLab logo
FTSE All World Europe Ex UK Index (^AW12)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FTSE All World Europe Ex UK Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%350.00%400.00%450.00%December2025FebruaryMarchAprilMay
155.96%
394.21%
^AW12 (FTSE All World Europe Ex UK Index)
Benchmark (^GSPC)

Returns By Period

FTSE All World Europe Ex UK Index (^AW12) returned 16.35% year-to-date (YTD) and 9.38% over the past 12 months. Over the past 10 years, ^AW12 returned 3.51% annually, underperforming the S&P 500 benchmark at 10.31%.


^AW12

YTD

16.35%

1M

17.09%

6M

12.41%

1Y

9.38%

5Y*

9.87%

10Y*

3.51%

^GSPC (Benchmark)

YTD

-4.26%

1M

11.24%

6M

-5.02%

1Y

8.55%

5Y*

14.02%

10Y*

10.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^AW12, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20257.22%3.45%-0.58%4.22%1.23%16.35%
20240.14%1.94%3.09%-3.39%4.44%-2.46%1.57%3.82%0.42%-6.08%-2.50%-2.23%-1.80%
20239.08%-0.83%2.60%3.15%-6.26%4.85%3.12%-3.95%-4.82%-3.63%10.82%4.95%18.88%
2022-6.18%-5.16%-1.66%-6.99%-0.50%-10.60%5.20%-6.52%-8.89%7.60%11.60%0.36%-21.83%
2021-1.80%2.05%2.76%4.13%3.92%-1.07%2.06%1.79%-5.27%4.51%-5.41%6.02%13.69%
2020-2.15%-8.63%-14.63%5.99%5.68%4.40%4.37%4.07%-2.99%-6.22%17.37%4.83%8.52%
20196.62%2.99%0.03%3.32%-5.78%7.20%-2.01%-2.08%2.16%3.42%1.26%3.58%21.91%
20186.53%-5.59%-2.00%1.05%-5.14%-0.68%4.24%-2.50%0.05%-8.00%-0.69%-4.89%-17.09%
20172.38%0.67%4.41%3.76%3.87%-0.96%3.22%0.62%2.99%0.31%0.31%0.43%24.15%
2016-6.74%-2.07%7.14%1.42%-1.79%-4.68%4.43%0.33%0.80%-2.45%-3.23%5.92%-1.89%
20150.20%6.34%-1.52%3.15%-1.98%-2.94%3.24%-6.99%-4.74%6.97%-1.77%-2.18%-3.16%
2014-4.04%6.94%-0.16%0.78%0.57%-0.46%-5.17%0.35%-3.26%-2.71%3.05%-5.66%-9.99%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^AW12 is 48, 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 ^AW12 is 4848
Overall Rank
The Sharpe Ratio Rank of ^AW12 is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AW12 is 4444
Sortino Ratio Rank
The Omega Ratio Rank of ^AW12 is 4343
Omega Ratio Rank
The Calmar Ratio Rank of ^AW12 is 6060
Calmar Ratio Rank
The Martin Ratio Rank of ^AW12 is 4747
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 Europe Ex UK Index (^AW12) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current FTSE All World Europe Ex UK Index Sharpe ratio is 0.36. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of FTSE All World Europe Ex UK Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.52
0.44
^AW12 (FTSE All World Europe Ex UK Index)
Benchmark (^GSPC)

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.69%
-8.35%
^AW12 (FTSE All World Europe Ex UK Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the FTSE All World Europe Ex UK 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 Europe Ex UK Index was 64.57%, occurring on Mar 9, 2009. Recovery took 3183 trading sessions.

The current FTSE All World Europe Ex UK Index drawdown is 0.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.57%Nov 1, 2007352Mar 9, 20093183May 28, 20213535
-37.53%Feb 10, 2022166Sep 29, 2022519Sep 26, 2024685
-34.5%Jan 4, 2002307Mar 12, 2003186Nov 27, 2003493
-15.27%May 10, 200624Jun 13, 200686Oct 12, 2006110
-14.94%Mar 19, 202514Apr 7, 202519May 2, 202533

Volatility

Volatility Chart

The current FTSE All World Europe Ex UK Index volatility is 6.81%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
6.81%
11.43%
^AW12 (FTSE All World Europe Ex UK Index)
Benchmark (^GSPC)