^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:
1.41
^AW01:
1.44
^SIXY:
1.96
^AW01:
1.94
^SIXY:
1.25
^AW01:
1.27
^SIXY:
1.33
^AW01:
1.80
^SIXY:
6.39
^AW01:
7.41
^SIXY:
4.11%
^AW01:
2.00%
^SIXY:
18.60%
^AW01:
10.31%
^SIXY:
-40.25%
^AW01:
-59.48%
^SIXY:
-6.44%
^AW01:
-0.20%
Returns By Period
In the year-to-date period, ^SIXY achieves a -0.28% return, which is significantly lower than ^AW01's 3.80% return. Over the past 10 years, ^SIXY has outperformed ^AW01 with an annualized return of 11.63%, while ^AW01 has yielded a comparatively lower 7.12% annualized return.
^SIXY
-0.28%
1.26%
25.75%
24.54%
11.17%
11.63%
^AW01
3.80%
4.77%
9.18%
16.55%
8.18%
7.12%
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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 4.73% compared to FTSE All World (^AW01) at 2.87%. 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.