^SPXVTR vs. ^AW01
Compare and contrast key facts about S&P 500 Value Total Return Index (^SPXVTR) and FTSE All World (^AW01).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SPXVTR or ^AW01.
Correlation
The correlation between ^SPXVTR and ^AW01 is 0.85, 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
^SPXVTR vs. ^AW01 - Performance Comparison
Key characteristics
^SPXVTR:
0.25
^AW01:
0.58
^SPXVTR:
0.51
^AW01:
0.71
^SPXVTR:
1.07
^AW01:
1.10
^SPXVTR:
0.25
^AW01:
0.42
^SPXVTR:
0.88
^AW01:
1.74
^SPXVTR:
5.03%
^AW01:
3.84%
^SPXVTR:
15.87%
^AW01:
14.14%
^SPXVTR:
-61.26%
^AW01:
-59.48%
^SPXVTR:
-9.07%
^AW01:
-4.47%
Returns By Period
In the year-to-date period, ^SPXVTR achieves a -2.44% return, which is significantly lower than ^AW01's 0.71% return. Over the past 10 years, ^SPXVTR has outperformed ^AW01 with an annualized return of 9.59%, while ^AW01 has yielded a comparatively lower 6.56% annualized return.
^SPXVTR
-2.44%
10.23%
-6.64%
3.99%
14.48%
9.59%
^AW01
0.71%
13.65%
-1.77%
8.96%
11.11%
6.56%
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Risk-Adjusted Performance
^SPXVTR vs. ^AW01 — Risk-Adjusted Performance Rank
^SPXVTR
^AW01
^SPXVTR vs. ^AW01 - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Value Total Return Index (^SPXVTR) 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
^SPXVTR vs. ^AW01 - Drawdown Comparison
The maximum ^SPXVTR drawdown since its inception was -61.26%, roughly equal to the maximum ^AW01 drawdown of -59.48%. Use the drawdown chart below to compare losses from any high point for ^SPXVTR and ^AW01. For additional features, visit the drawdowns tool.
Volatility
^SPXVTR vs. ^AW01 - Volatility Comparison
S&P 500 Value Total Return Index (^SPXVTR) has a higher volatility of 4.56% compared to FTSE All World (^AW01) at 3.97%. This indicates that ^SPXVTR'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.