^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 0.85, 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
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Key characteristics
^AW05:
0.70
^GSPC:
0.60
^AW05:
0.95
^GSPC:
1.01
^AW05:
1.14
^GSPC:
1.15
^AW05:
0.59
^GSPC:
0.66
^AW05:
2.44
^GSPC:
2.52
^AW05:
3.85%
^GSPC:
4.93%
^AW05:
14.28%
^GSPC:
19.63%
^AW05:
-59.47%
^GSPC:
-56.78%
^AW05:
-2.56%
^GSPC:
-5.09%
Returns By Period
In the year-to-date period, ^AW05 achieves a 2.70% return, which is significantly higher than ^GSPC's -0.86% return. Over the past 10 years, ^AW05 has underperformed ^GSPC with an annualized return of 6.74%, while ^GSPC has yielded a comparatively higher 10.67% annualized return.
^AW05
2.70%
9.05%
0.15%
10.35%
11.82%
6.74%
^GSPC
-0.86%
8.72%
-2.74%
11.65%
15.28%
10.67%
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Risk-Adjusted Performance
^AW05 vs. ^GSPC — Risk-Adjusted Performance Rank
^AW05
^GSPC
^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.
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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.
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Volatility
^AW05 vs. ^GSPC - Volatility Comparison
The current volatility for FTSE All World ex South Africa Index (^AW05) is 4.07%, while S&P 500 (^GSPC) has a volatility of 6.20%. 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.
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