^AEX vs. ^AW01
Compare and contrast key facts about AEX Index (^AEX) and FTSE All World (^AW01).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AEX or ^AW01.
Correlation
The correlation between ^AEX and ^AW01 is 0.71, 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
^AEX vs. ^AW01 - Performance Comparison
Key characteristics
^AEX:
0.84
^AW01:
1.36
^AEX:
1.23
^AW01:
1.84
^AEX:
1.15
^AW01:
1.25
^AEX:
1.09
^AW01:
1.71
^AEX:
2.37
^AW01:
7.03
^AEX:
4.18%
^AW01:
2.00%
^AEX:
11.80%
^AW01:
10.31%
^AEX:
-71.60%
^AW01:
-59.48%
^AEX:
-1.16%
^AW01:
-1.40%
Returns By Period
In the year-to-date period, ^AEX achieves a 6.71% return, which is significantly higher than ^AW01's 3.95% return. Both investments have delivered pretty close results over the past 10 years, with ^AEX having a 6.82% annualized return and ^AW01 not far ahead at 7.02%.
^AEX
6.71%
2.53%
3.19%
9.34%
8.58%
6.82%
^AW01
3.95%
0.78%
5.08%
14.78%
8.46%
7.02%
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Risk-Adjusted Performance
^AEX vs. ^AW01 — Risk-Adjusted Performance Rank
^AEX
^AW01
^AEX vs. ^AW01 - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AEX Index (^AEX) and FTSE All World (^AW01). 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
^AEX vs. ^AW01 - Drawdown Comparison
The maximum ^AEX drawdown since its inception was -71.60%, which is greater than ^AW01's maximum drawdown of -59.48%. Use the drawdown chart below to compare losses from any high point for ^AEX and ^AW01. For additional features, visit the drawdowns tool.
Volatility
^AEX vs. ^AW01 - Volatility Comparison
AEX Index (^AEX) has a higher volatility of 3.06% compared to FTSE All World (^AW01) at 2.78%. This indicates that ^AEX's price experiences larger fluctuations and is considered to be riskier than ^AW01 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.