^AW01 vs. ^AEX
Compare and contrast key facts about FTSE All World (^AW01) and AEX Index (^AEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AW01 or ^AEX.
Correlation
The correlation between ^AW01 and ^AEX 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
^AW01 vs. ^AEX - Performance Comparison
Key characteristics
^AW01:
0.88
^AEX:
0.19
^AW01:
1.22
^AEX:
0.35
^AW01:
1.16
^AEX:
1.04
^AW01:
1.18
^AEX:
0.25
^AW01:
4.07
^AEX:
0.53
^AW01:
2.39%
^AEX:
4.35%
^AW01:
11.03%
^AEX:
11.88%
^AW01:
-59.48%
^AEX:
-71.60%
^AW01:
-6.04%
^AEX:
-4.56%
Returns By Period
In the year-to-date period, ^AW01 achieves a -0.94% return, which is significantly lower than ^AEX's 3.03% return. Over the past 10 years, ^AW01 has outperformed ^AEX with an annualized return of 6.64%, while ^AEX has yielded a comparatively lower 6.19% annualized return.
^AW01
-0.94%
-3.41%
-1.68%
6.63%
13.52%
6.64%
^AEX
3.03%
-1.81%
-0.54%
2.66%
13.41%
6.19%
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Risk-Adjusted Performance
^AW01 vs. ^AEX — Risk-Adjusted Performance Rank
^AW01
^AEX
^AW01 vs. ^AEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FTSE All World (^AW01) and AEX Index (^AEX). 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. ^AEX - Drawdown Comparison
The maximum ^AW01 drawdown since its inception was -59.48%, smaller than the maximum ^AEX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for ^AW01 and ^AEX. For additional features, visit the drawdowns tool.
Volatility
^AW01 vs. ^AEX - Volatility Comparison
FTSE All World (^AW01) has a higher volatility of 4.47% compared to AEX Index (^AEX) at 3.36%. This indicates that ^AW01's price experiences larger fluctuations and is considered to be riskier than ^AEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.