^AW05 vs. ^GSPC
Compare and contrast key facts about FTSE All World ex South Africa Index (^AW05) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AW05 or ^GSPC.
Correlation
The correlation between ^AW05 and ^GSPC is 0.84, 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
^AW05 vs. ^GSPC - Performance Comparison
Key characteristics
^AW05:
1.89
^GSPC:
2.16
^AW05:
2.52
^GSPC:
2.87
^AW05:
1.35
^GSPC:
1.40
^AW05:
2.34
^GSPC:
3.19
^AW05:
10.78
^GSPC:
13.87
^AW05:
1.79%
^GSPC:
1.95%
^AW05:
10.09%
^GSPC:
12.54%
^AW05:
-59.47%
^GSPC:
-56.78%
^AW05:
-2.00%
^GSPC:
-0.82%
Returns By Period
In the year-to-date period, ^AW05 achieves a 17.43% return, which is significantly lower than ^GSPC's 26.63% return. Over the past 10 years, ^AW05 has underperformed ^GSPC with an annualized return of 7.14%, while ^GSPC has yielded a comparatively higher 11.23% annualized return.
^AW05
17.43%
0.30%
6.45%
18.41%
8.32%
7.14%
^GSPC
26.63%
1.18%
10.44%
27.03%
13.30%
11.23%
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Risk-Adjusted Performance
^AW05 vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FTSE All World ex South Africa Index (^AW05) 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
^AW05 vs. ^GSPC - Drawdown Comparison
The maximum ^AW05 drawdown since its inception was -59.47%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^AW05 and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
^AW05 vs. ^GSPC - Volatility Comparison
The current volatility for FTSE All World ex South Africa Index (^AW05) is 2.91%, while S&P 500 (^GSPC) has a volatility of 3.95%. This indicates that ^AW05 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.