^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:
1.36
^GSPC:
1.62
^AW01:
1.84
^GSPC:
2.20
^AW01:
1.25
^GSPC:
1.30
^AW01:
1.71
^GSPC:
2.46
^AW01:
7.03
^GSPC:
10.01
^AW01:
2.00%
^GSPC:
2.08%
^AW01:
10.31%
^GSPC:
12.88%
^AW01:
-59.48%
^GSPC:
-56.78%
^AW01:
-1.40%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, ^AW01 achieves a 3.95% return, which is significantly higher than ^GSPC's 2.24% return. Over the past 10 years, ^AW01 has underperformed ^GSPC with an annualized return of 7.02%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.
^AW01
3.95%
0.78%
5.08%
14.78%
8.46%
7.02%
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
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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 2.78%, while S&P 500 (^GSPC) has a volatility of 3.37%. 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.