^AW01 vs. SPY
Compare and contrast key facts about FTSE All World (^AW01) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AW01 or SPY.
Correlation
The correlation between ^AW01 and SPY is 0.81, 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. SPY - Performance Comparison
Key characteristics
^AW01:
0.06
SPY:
-0.09
^AW01:
0.16
SPY:
-0.02
^AW01:
1.02
SPY:
1.00
^AW01:
0.05
SPY:
-0.09
^AW01:
0.29
SPY:
-0.45
^AW01:
2.75%
SPY:
3.31%
^AW01:
12.70%
SPY:
15.87%
^AW01:
-59.48%
SPY:
-55.19%
^AW01:
-14.67%
SPY:
-17.32%
Returns By Period
In the year-to-date period, ^AW01 achieves a -10.05% return, which is significantly higher than SPY's -13.53% return. Over the past 10 years, ^AW01 has underperformed SPY with an annualized return of 5.50%, while SPY has yielded a comparatively higher 11.17% annualized return.
^AW01
-10.05%
-11.32%
-10.83%
-2.67%
10.37%
5.50%
SPY
-13.53%
-12.00%
-11.25%
-1.30%
15.50%
11.17%
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Risk-Adjusted Performance
^AW01 vs. SPY — Risk-Adjusted Performance Rank
^AW01
SPY
^AW01 vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FTSE All World (^AW01) and SPDR S&P 500 ETF (SPY). 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. SPY - Drawdown Comparison
The maximum ^AW01 drawdown since its inception was -59.48%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^AW01 and SPY. For additional features, visit the drawdowns tool.
Volatility
^AW01 vs. SPY - Volatility Comparison
The current volatility for FTSE All World (^AW01) is 7.39%, while SPDR S&P 500 ETF (SPY) has a volatility of 9.23%. This indicates that ^AW01 experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.