^SIXY vs. ^AW01
Compare and contrast key facts about Consumer Discretionary Select Sector Index (^SIXY) and FTSE All World (^AW01).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SIXY or ^AW01.
Correlation
The correlation between ^SIXY and ^AW01 is 0.76, 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
^SIXY vs. ^AW01 - Performance Comparison
Key characteristics
^SIXY:
1.66
^AW01:
1.43
^SIXY:
2.25
^AW01:
1.94
^SIXY:
1.29
^AW01:
1.27
^SIXY:
1.59
^AW01:
1.79
^SIXY:
7.91
^AW01:
7.43
^SIXY:
3.97%
^AW01:
1.98%
^SIXY:
18.68%
^AW01:
10.26%
^SIXY:
-40.25%
^AW01:
-59.48%
^SIXY:
-4.93%
^AW01:
-2.89%
Returns By Period
In the year-to-date period, ^SIXY achieves a 1.33% return, which is significantly higher than ^AW01's 0.80% return. Over the past 10 years, ^SIXY has outperformed ^AW01 with an annualized return of 12.61%, while ^AW01 has yielded a comparatively lower 7.27% annualized return.
^SIXY
1.33%
-4.61%
18.70%
30.81%
12.17%
12.61%
^AW01
0.80%
-2.22%
2.87%
17.61%
7.58%
7.27%
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Risk-Adjusted Performance
^SIXY vs. ^AW01 — Risk-Adjusted Performance Rank
^SIXY
^AW01
^SIXY vs. ^AW01 - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Consumer Discretionary Select Sector Index (^SIXY) 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
^SIXY vs. ^AW01 - Drawdown Comparison
The maximum ^SIXY drawdown since its inception was -40.25%, smaller than the maximum ^AW01 drawdown of -59.48%. Use the drawdown chart below to compare losses from any high point for ^SIXY and ^AW01. For additional features, visit the drawdowns tool.
Volatility
^SIXY vs. ^AW01 - Volatility Comparison
Consumer Discretionary Select Sector Index (^SIXY) has a higher volatility of 5.56% compared to FTSE All World (^AW01) at 3.08%. This indicates that ^SIXY's price experiences larger fluctuations and is considered to be riskier than ^AW01 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.