FTSE All World index: historical returns since 2001 (in Swiss Francs)

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From 30-12-2001 to 23-07-2026 · Index data, in CHF

Backtest results
Summary
Performance
Annual returns
Drawdowns
Rolling returns
Risk metrics

In the last 25 years, the FTSE All-World (in CHF) had a compound annual growth rate of 4,78%, a standard deviation of 18,07%, a Sharpe ratio of 0,16, and a maximum drawdown of -58,87%. CHF10.000 invested in 2001 would be worth about CHF22.700 today.

Annual rate of return 4,78%
Standard deviation 18,07%
Sharpe ratio 0,16
Max. drawdown -58,87%

ETFs tracking the FTSE All-World

Name Ticker Exchange ISIN Backtest
Invesco FTSE All-World UCITS ETF Acc FWRA LSE IE000716YHJ7 View backtest →
Invesco FTSE All-World UCITS ETF Dist FTWG LSE IE0000QLH0G6 View backtest →
Vanguard FTSE All-World UCITS ETF (USD) Accumulating VWRA LSE IE00BK5BQT80 View backtest →
Vanguard FTSE All-World UCITS ETF (USD) Distributing VWRD LSE IE00B3RBWM25 View backtest →

Compare with other indices

S&P 500 → FTSE All-World → Nasdaq-100 → MSCI Emerging Markets → View all indices →

Frequently Asked Questions

What is the average annual return of the FTSE All-World?

Based on data since 2001, the FTSE All-World had a compound annual growth rate (CAGR) of 4,78% in CHF. Past performance is not indicative of future results.

How much would CHF10.000 invested in 2001 be worth today?

CHF10.000 invested in the FTSE All-World in 2001 would be worth approximately CHF22.700 today (CHF), assuming index returns with no dividends reinvested unless stated.

What is the maximum drawdown of the FTSE All-World?

The maximum drawdown of the FTSE All-World since 2001 was -58,87%. This is the largest peak-to-trough decline over the full period.

Returns
Scale
Display

Returns by Period

PeriodReturn
YTD+7,99%
1 Year+16,42%
3 Years+12,73%
5 Years+5,41%
10 Years+7,86%
Max+3,39%
HICP rates used (CHF, Dec/Dec): 2024: 1,06% | 2023: 2,14% | 2022: 2,84% | 2021: 0,58% | 2020: -0,73% | 2019: 0,36% | 2018: 0,94% | 2017: 0,53% | 2016: -0,43% | 2015: -1,14% | 2014: -0,01% | 2013: -0,22% | 2012: -0,69% | 2011: 0,23% | 2010: 0,69% | 2009: -0,48% | 2008: 2,43% | 2007: 0,73% | 2006: 1,06% | 2005: 1,17% | 2004: 0,80% | 2003: 0,64% | 2002: 0,64% | 2001: 0,99%

Annual Returns Table

Year Nominal Return (%) Real Return (%) Cumulative Return (%) Annualised Return to Date (%)
2026 +8,47% N/A +127,03% +3,39%
2025 +5,71% N/A +109,30% +3,12%
2024 +24,58% +23,27% +98,00% +3,01%
2023 +8,59% +6,32% +58,93% +2,13%
2022 -18,66% -20,90% +46,36% +1,83%
2021 +20,67% +19,97% +79,93% +2,98%
2020 +3,83% +4,59% +49,11% +2,12%
2019 +22,33% +21,89% +43,61% +2,03%
2018 -10,92% -11,75% +17,40% +0,95%
2017 +16,39% +15,77% +31,79% +1,74%
2016 +9,55% +10,03% +13,23% +0,83%
2015 -3,99% -2,88% +3,36% +0,24%
2014 +13,62% +13,64% +7,65% +0,57%
2013 +18,22% +18,48% -5,25% -0,45%
2012 +8,84% +9,60% -19,85% -1,99%
2011 -9,16% -9,37% -26,36% -3,01%
2010 -0,05% -0,73% -18,94% -2,31%
2009 +29,36% +29,98% -18,90% -2,58%
2008 -46,54% -47,81% -37,30% -6,45%
2007 +1,62% +0,88% +17,28% +2,69%
2006 +10,56% +9,40% +15,41% +2,91%
2005 +26,86% +25,39% +4,38% +1,08%
2004 +3,57% +2,75% -17,72% -6,29%
2003 +17,42% +16,68% -20,55% -10,86%
2002 -32,34% -32,77% -32,34% -32,29%
2001 +0,00% -0,98% +0,00% +0,00%

Key metrics

MetricValue

Top Drawdowns

RankStart dateBottom dateRecovery date Depth (%)Duration (days)Decline (days)Recovery (days)

Rolling Returns Summary

Metric1 Year3 Years5 Years10 Years

Risk Metrics

MetricValueDescription
Sharpe Ratio 0,16 Risk-adjusted return relative to risk-free rate
Sortino Ratio 0,18 Like Sharpe but only penalises downside volatility
Calmar Ratio 0,08 Annualised return divided by max drawdown
Standard Deviation 18,07% Total volatility (annualised)
Downside Deviation 15,71% Annualised downside volatility
VaR 95% (Monthly) -8,22% 5th percentile of monthly returns
Max. Drawdown -58,87% Largest peak-to-trough decline
Total Return 127,00% Cumulative return over full period

Data last updated:

Past performance is not indicative of future results. Figures are index returns. For informational purposes only.