^AW06 vs. VGK

In the year-to-date period, ^AW06 achieves a 7.36% return, which is significantly lower than VGK's 21.43% return. Over the past 10 years, ^AW06 has underperformed VGK with an annualized return of 2.79%, while VGK has yielded a comparatively higher 6.41% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for FTSE All World Asia Pacific Index (^AW06) and Vanguard FTSE Europe ETF (VGK). 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.

The current ^AW06 Sharpe Ratio is 0.54, which is lower than the VGK Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of ^AW06 and VGK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^AW06 drawdown since its inception was -59.04%, smaller than the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for ^AW06 and VGK.

FTSE All World Asia Pacific Index (^AW06) and Vanguard FTSE Europe ETF (VGK) have volatilities of 3.12% and 3.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.