^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:
1.61
^GSPC:
2.06
^AW01:
2.18
^GSPC:
2.74
^AW01:
1.30
^GSPC:
1.38
^AW01:
2.03
^GSPC:
3.13
^AW01:
8.37
^GSPC:
12.84
^AW01:
1.99%
^GSPC:
2.07%
^AW01:
10.24%
^GSPC:
12.87%
^AW01:
-59.48%
^GSPC:
-56.78%
^AW01:
-2.15%
^GSPC:
-1.54%
Returns By Period
In the year-to-date period, ^AW01 achieves a 1.58% return, which is significantly lower than ^GSPC's 1.96% return. Over the past 10 years, ^AW01 has underperformed ^GSPC with an annualized return of 7.29%, while ^GSPC has yielded a comparatively higher 11.51% annualized return.
^AW01
1.58%
1.06%
5.30%
18.89%
7.73%
7.29%
^GSPC
1.96%
2.12%
8.93%
25.43%
12.52%
11.51%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 3.06%, while S&P 500 (^GSPC) has a volatility of 4.00%. 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.