^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 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
^AW01 vs. ^AEX - Performance Comparison
Key characteristics
^AW01:
0.44
^AEX:
-0.05
^AW01:
0.68
^AEX:
0.04
^AW01:
1.10
^AEX:
1.01
^AW01:
0.40
^AEX:
-0.04
^AW01:
1.71
^AEX:
-0.13
^AW01:
3.71%
^AEX:
5.16%
^AW01:
14.20%
^AEX:
14.92%
^AW01:
-59.48%
^AEX:
-71.60%
^AW01:
-6.76%
^AEX:
-7.98%
Returns By Period
In the year-to-date period, ^AW01 achieves a -1.70% return, which is significantly lower than ^AEX's -0.66% return. Over the past 10 years, ^AW01 has outperformed ^AEX with an annualized return of 6.20%, while ^AEX has yielded a comparatively lower 5.61% annualized return.
^AW01
-1.70%
-2.45%
-2.20%
9.29%
11.38%
6.20%
^AEX
-0.66%
-4.83%
-2.89%
0.30%
11.38%
5.61%
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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
The current volatility for FTSE All World (^AW01) is 9.90%, while AEX Index (^AEX) has a volatility of 11.09%. This indicates that ^AW01 experiences smaller price fluctuations and is considered to be less risky than ^AEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.