^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 0.82, 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:
1.75
^GSPC:
2.10
^AW01:
2.34
^GSPC:
2.80
^AW01:
1.33
^GSPC:
1.39
^AW01:
2.16
^GSPC:
3.09
^AW01:
10.02
^GSPC:
13.49
^AW01:
1.77%
^GSPC:
1.94%
^AW01:
10.06%
^GSPC:
12.52%
^AW01:
-59.48%
^GSPC:
-56.78%
^AW01:
-3.38%
^GSPC:
-2.62%
Returns By Period
In the year-to-date period, ^AW01 achieves a 15.76% return, which is significantly lower than ^GSPC's 24.34% return. Over the past 10 years, ^AW01 has underperformed ^GSPC with an annualized return of 6.96%, while ^GSPC has yielded a comparatively higher 11.06% annualized return.
^AW01
15.76%
-0.41%
5.31%
16.93%
8.05%
6.96%
^GSPC
24.34%
0.23%
8.53%
24.95%
13.01%
11.06%
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Risk-Adjusted Performance
^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 2.77%, while S&P 500 (^GSPC) has a volatility of 3.75%. 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.