^AW01 vs. ^GSPC
Compare and contrast key facts about FTSE All World (^AW01) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AW01 or ^GSPC.
Correlation
The correlation between ^AW01 and ^GSPC is 0.83, 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. ^GSPC - Performance Comparison
Key characteristics
^AW01:
0.44
^GSPC:
0.46
^AW01:
0.68
^GSPC:
0.77
^AW01:
1.10
^GSPC:
1.11
^AW01:
0.40
^GSPC:
0.47
^AW01:
1.71
^GSPC:
1.94
^AW01:
3.71%
^GSPC:
4.61%
^AW01:
14.20%
^GSPC:
19.44%
^AW01:
-59.48%
^GSPC:
-56.78%
^AW01:
-6.76%
^GSPC:
-10.07%
Returns By Period
In the year-to-date period, ^AW01 achieves a -1.70% return, which is significantly higher than ^GSPC's -6.06% return. Over the past 10 years, ^AW01 has underperformed ^GSPC with an annualized return of 6.20%, while ^GSPC has yielded a comparatively higher 10.11% annualized return.
^AW01
-1.70%
-2.45%
-2.20%
9.29%
11.38%
6.20%
^GSPC
-6.06%
-3.27%
-4.87%
9.44%
14.30%
10.11%
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Risk-Adjusted Performance
^AW01 vs. ^GSPC — Risk-Adjusted Performance Rank
^AW01
^GSPC
^AW01 vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FTSE All World (^AW01) and S&P 500 (^GSPC). 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. ^GSPC - Drawdown Comparison
The maximum ^AW01 drawdown since its inception was -59.48%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^AW01 and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
^AW01 vs. ^GSPC - Volatility Comparison
The current volatility for FTSE All World (^AW01) is 9.90%, while S&P 500 (^GSPC) has a volatility of 14.23%. This indicates that ^AW01 experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.