^AW01 vs. ^GSPC
Compare and contrast key facts about FTSE All World (^AW01) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AW01 or ^GSPC.
Correlation
The correlation between ^AW01 and ^GSPC is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^AW01 vs. ^GSPC - Performance Comparison
Key characteristics
^AW01:
0.50
^GSPC:
0.67
^AW01:
0.75
^GSPC:
1.05
^AW01:
1.11
^GSPC:
1.16
^AW01:
0.45
^GSPC:
0.68
^AW01:
1.90
^GSPC:
2.70
^AW01:
3.79%
^GSPC:
4.78%
^AW01:
14.21%
^GSPC:
19.41%
^AW01:
-59.48%
^GSPC:
-56.78%
^AW01:
-3.99%
^GSPC:
-7.45%
Returns By Period
In the year-to-date period, ^AW01 achieves a 1.21% return, which is significantly higher than ^GSPC's -3.31% return. Over the past 10 years, ^AW01 has underperformed ^GSPC with an annualized return of 6.68%, while ^GSPC has yielded a comparatively higher 10.56% annualized return.
^AW01
1.21%
1.67%
1.91%
11.75%
11.73%
6.68%
^GSPC
-3.31%
0.28%
-0.74%
12.29%
15.01%
10.56%
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Risk-Adjusted Performance
^AW01 vs. ^GSPC — Risk-Adjusted Performance Rank
^AW01
^GSPC
^AW01 vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FTSE All World (^AW01) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Drawdowns
^AW01 vs. ^GSPC - Drawdown Comparison
The maximum ^AW01 drawdown since its inception was -59.48%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^AW01 and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
^AW01 vs. ^GSPC - Volatility Comparison
The current volatility for FTSE All World (^AW01) is 9.24%, while S&P 500 (^GSPC) has a volatility of 13.17%. This indicates that ^AW01 experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.