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FTSE All World ex UK Index (^AW03)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Compare to other instruments

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Performance

Performance Chart


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Returns By Period

FTSE All World ex UK Index (^AW03) returned 2.84% year-to-date (YTD) and 10.87% over the past 12 months. Over the past 10 years, ^AW03 returned 7.07% annually, underperforming the S&P 500 benchmark at 10.69%.


^AW03

YTD

2.84%

1M

9.42%

6M

0.27%

1Y

10.87%

5Y*

12.33%

10Y*

7.07%

^GSPC (Benchmark)

YTD

-0.64%

1M

8.97%

6M

-2.62%

1Y

11.90%

5Y*

15.76%

10Y*

10.69%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^AW03, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.19%-0.81%-4.05%0.81%3.88%2.84%
20240.60%4.24%2.81%-3.54%3.79%2.16%1.53%2.42%2.26%-2.29%3.56%-2.39%15.82%
20237.01%-3.11%2.92%1.18%-1.09%5.58%3.55%-2.82%-4.29%-3.02%9.12%4.67%20.27%
2022-5.06%-2.76%2.05%-8.20%-0.19%-8.52%6.83%-3.68%-9.76%5.85%7.54%-4.00%-19.88%
2021-0.51%2.19%2.58%4.19%1.32%1.25%0.53%2.43%-4.29%4.97%-2.49%3.88%16.82%
2020-1.07%-8.00%-13.62%10.72%4.37%3.05%5.15%6.18%-3.30%-2.47%12.11%4.49%15.49%
20197.73%2.43%1.04%3.26%-6.16%6.37%0.25%-2.39%1.88%2.69%2.31%3.35%24.40%
20185.72%-4.15%-2.51%0.55%-0.20%-0.73%3.05%0.85%0.23%-7.59%1.52%-7.32%-10.88%
20172.73%2.76%0.95%1.36%1.75%0.40%2.64%0.31%1.68%2.12%1.92%1.38%21.90%
2016-6.11%-0.87%7.43%1.16%-0.14%-0.57%4.31%0.13%0.39%-1.47%0.64%2.00%6.52%
2015-1.60%5.30%-1.40%2.46%-0.35%-2.44%0.66%-6.91%-3.75%7.78%-0.86%-1.72%-3.61%
2014-4.04%4.35%0.65%0.45%1.97%1.87%-1.31%2.21%-3.23%0.85%1.60%-1.98%3.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^AW03 is 75, 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 ^AW03 is 7575
Overall Rank
The Sharpe Ratio Rank of ^AW03 is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AW03 is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ^AW03 is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ^AW03 is 7272
Calmar Ratio Rank
The Martin Ratio Rank of ^AW03 is 7878
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 UK Index (^AW03) 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 UK Index Sharpe ratios as of May 13, 2025 (values are recalculated daily):

  • 1-Year: 0.72
  • 5-Year: 0.87
  • 10-Year: 0.48
  • All Time: 0.29

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 UK Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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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 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 ex UK Index was 58.89%, occurring on Mar 9, 2009. Recovery took 1347 trading sessions.

The current FTSE All World ex UK Index drawdown is 2.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-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, 2022355Feb 22, 2024591
-20.77%Jan 29, 2018237Dec 25, 2018240Nov 26, 2019477

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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