^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 0.87, 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:
0.46
^AW01:
0.42
^SIXY:
0.82
^AW01:
0.65
^SIXY:
1.11
^AW01:
1.10
^SIXY:
0.44
^AW01:
0.38
^SIXY:
1.30
^AW01:
1.59
^SIXY:
8.83%
^AW01:
3.83%
^SIXY:
24.79%
^AW01:
14.14%
^SIXY:
-40.25%
^AW01:
-59.48%
^SIXY:
-16.74%
^AW01:
-4.70%
Returns By Period
In the year-to-date period, ^SIXY achieves a -11.26% return, which is significantly lower than ^AW01's 0.46% return. Over the past 10 years, ^SIXY has outperformed ^AW01 with an annualized return of 10.08%, while ^AW01 has yielded a comparatively lower 6.51% annualized return.
^SIXY
-11.26%
10.09%
-4.95%
11.53%
11.16%
10.08%
^AW01
0.46%
13.12%
-1.10%
8.48%
11.07%
6.51%
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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 7.85% compared to FTSE All World (^AW01) at 4.09%. 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.