^AW01 vs. URTH
Compare and contrast key facts about FTSE All World (^AW01) and iShares MSCI World ETF (URTH).
URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AW01 or URTH.
Performance
^AW01 vs. URTH - Performance Comparison
Returns By Period
In the year-to-date period, ^AW01 achieves a 16.15% return, which is significantly lower than URTH's 19.28% return. Over the past 10 years, ^AW01 has underperformed URTH with an annualized return of 6.87%, while URTH has yielded a comparatively higher 10.07% annualized return.
^AW01
16.15%
-1.22%
6.25%
23.11%
8.87%
6.87%
URTH
19.28%
-0.64%
8.10%
26.66%
12.31%
10.07%
Key characteristics
| ^AW01 | URTH | |
|---|---|---|
| Sharpe Ratio | 2.10 | 2.33 |
| Sortino Ratio | 2.81 | 3.17 |
| Omega Ratio | 1.39 | 1.42 |
| Calmar Ratio | 2.49 | 3.32 |
| Martin Ratio | 12.11 | 14.74 |
| Ulcer Index | 1.74% | 1.85% |
| Daily Std Dev | 9.89% | 11.72% |
| Max Drawdown | -59.48% | -34.01% |
| Current Drawdown | -1.89% | -1.78% |
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Correlation
The correlation between ^AW01 and URTH is 0.82, 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.
Risk-Adjusted Performance
^AW01 vs. URTH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FTSE All World (^AW01) and iShares MSCI World ETF (URTH). 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. URTH - Drawdown Comparison
The maximum ^AW01 drawdown since its inception was -59.48%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for ^AW01 and URTH. For additional features, visit the drawdowns tool.
Volatility
^AW01 vs. URTH - Volatility Comparison
The current volatility for FTSE All World (^AW01) is 3.00%, while iShares MSCI World ETF (URTH) has a volatility of 3.40%. This indicates that ^AW01 experiences smaller price fluctuations and is considered to be less risky than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.