^SIXR vs. ^AW01
Compare and contrast key facts about Consumer Staples Select Sector Index (^SIXR) and FTSE All World (^AW01).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SIXR or ^AW01.
Correlation
The correlation between ^SIXR and ^AW01 is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
^SIXR vs. ^AW01 - Performance Comparison
Key characteristics
^SIXR:
0.72
^AW01:
1.61
^SIXR:
1.10
^AW01:
2.18
^SIXR:
1.12
^AW01:
1.30
^SIXR:
0.64
^AW01:
2.03
^SIXR:
2.61
^AW01:
8.37
^SIXR:
2.71%
^AW01:
1.99%
^SIXR:
9.75%
^AW01:
10.24%
^SIXR:
-24.93%
^AW01:
-59.48%
^SIXR:
-7.83%
^AW01:
-2.15%
Returns By Period
In the year-to-date period, ^SIXR achieves a -1.75% return, which is significantly lower than ^AW01's 1.58% return. Over the past 10 years, ^SIXR has underperformed ^AW01 with an annualized return of 4.64%, while ^AW01 has yielded a comparatively higher 7.23% annualized return.
^SIXR
-1.75%
-2.54%
-1.02%
7.61%
4.01%
4.64%
^AW01
1.58%
1.83%
5.30%
17.71%
7.75%
7.23%
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Risk-Adjusted Performance
^SIXR vs. ^AW01 — Risk-Adjusted Performance Rank
^SIXR
^AW01
^SIXR vs. ^AW01 - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Consumer Staples Select Sector Index (^SIXR) and FTSE All World (^AW01). 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
^SIXR vs. ^AW01 - Drawdown Comparison
The maximum ^SIXR drawdown since its inception was -24.93%, smaller than the maximum ^AW01 drawdown of -59.48%. Use the drawdown chart below to compare losses from any high point for ^SIXR and ^AW01. For additional features, visit the drawdowns tool.
Volatility
^SIXR vs. ^AW01 - Volatility Comparison
The current volatility for Consumer Staples Select Sector Index (^SIXR) is 2.58%, while FTSE All World (^AW01) has a volatility of 3.06%. This indicates that ^SIXR experiences smaller price fluctuations and is considered to be less risky than ^AW01 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.