^AW01 vs. ACWI

In the year-to-date period, ^AW01 achieves a 0.95% return, which is significantly lower than ACWI's 1.39% return. Over the past 10 years, ^AW01 has underperformed ACWI with an annualized return of 6.61%, while ACWI has yielded a comparatively higher 8.93% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for FTSE All World (^AW01) and iShares MSCI ACWI ETF (ACWI). 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.

The current ^AW01 Sharpe Ratio is 0.60, which is comparable to the ACWI Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of ^AW01 and ACWI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^AW01 drawdown since its inception was -59.48%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for ^AW01 and ACWI. For additional features, visit the drawdowns tool.