^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:
1.75
SPY:
2.21
^AW01:
2.34
SPY:
2.93
^AW01:
1.33
SPY:
1.41
^AW01:
2.16
SPY:
3.26
^AW01:
10.02
SPY:
14.43
^AW01:
1.77%
SPY:
1.90%
^AW01:
10.06%
SPY:
12.41%
^AW01:
-59.48%
SPY:
-55.19%
^AW01:
-3.38%
SPY:
-2.74%
Returns By Period
In the year-to-date period, ^AW01 achieves a 15.76% return, which is significantly lower than SPY's 25.54% return. Over the past 10 years, ^AW01 has underperformed SPY with an annualized return of 6.96%, while SPY has yielded a comparatively higher 12.97% annualized return.
^AW01
15.76%
-0.41%
5.31%
16.93%
8.05%
6.96%
SPY
25.54%
-0.42%
8.90%
25.98%
14.66%
12.97%
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Risk-Adjusted Performance
^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 2.77%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.68%. 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.