^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:
1.46
^AW01:
1.61
^SIXY:
2.00
^AW01:
2.16
^SIXY:
1.26
^AW01:
1.30
^SIXY:
1.37
^AW01:
1.99
^SIXY:
7.09
^AW01:
9.33
^SIXY:
3.79%
^AW01:
1.75%
^SIXY:
18.39%
^AW01:
10.07%
^SIXY:
-40.25%
^AW01:
-59.48%
^SIXY:
-4.55%
^AW01:
-3.56%
Returns By Period
In the year-to-date period, ^SIXY achieves a 27.63% return, which is significantly higher than ^AW01's 15.54% return. Over the past 10 years, ^SIXY has outperformed ^AW01 with an annualized return of 12.45%, while ^AW01 has yielded a comparatively lower 6.99% annualized return.
^SIXY
27.63%
6.02%
26.51%
25.78%
12.86%
12.45%
^AW01
15.54%
-0.36%
4.63%
16.44%
8.02%
6.99%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^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 6.24% compared to FTSE All World (^AW01) at 2.67%. 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.