^AW03 vs. SPY
Compare and contrast key facts about FTSE All World ex UK Index (^AW03) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AW03 or SPY.
Correlation
The correlation between ^AW03 and SPY is 0.87, 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
^AW03 vs. SPY - Performance Comparison
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Key characteristics
^AW03:
0.72
SPY:
0.66
^AW03:
0.99
SPY:
1.12
^AW03:
1.15
SPY:
1.17
^AW03:
0.61
SPY:
0.75
^AW03:
2.51
SPY:
2.92
^AW03:
3.94%
SPY:
4.86%
^AW03:
14.57%
SPY:
20.32%
^AW03:
-58.89%
SPY:
-55.19%
^AW03:
-2.36%
SPY:
-4.60%
Returns By Period
In the year-to-date period, ^AW03 achieves a 2.84% return, which is significantly higher than SPY's -0.23% return. Over the past 10 years, ^AW03 has underperformed SPY with an annualized return of 7.07%, while SPY has yielded a comparatively higher 12.59% annualized return.
^AW03
2.84%
9.42%
0.27%
10.87%
12.33%
7.07%
SPY
-0.23%
9.19%
-2.01%
13.36%
17.44%
12.59%
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Risk-Adjusted Performance
^AW03 vs. SPY — Risk-Adjusted Performance Rank
^AW03
SPY
^AW03 vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FTSE All World ex UK Index (^AW03) and SPDR S&P 500 ETF (SPY). 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.
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Drawdowns
^AW03 vs. SPY - Drawdown Comparison
The maximum ^AW03 drawdown since its inception was -58.89%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^AW03 and SPY. For additional features, visit the drawdowns tool.
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Volatility
^AW03 vs. SPY - Volatility Comparison
The current volatility for FTSE All World ex UK Index (^AW03) is 4.32%, while SPDR S&P 500 ETF (SPY) has a volatility of 6.39%. This indicates that ^AW03 experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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