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

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

Backtest results
Summary
Performance
Annual returns
Drawdowns
Rolling returns
Risk metrics

In the last 25 years, the FTSE All-World (in EUR) had a compound annual growth rate of 7,70%, a standard deviation of 17,22%, a Sharpe ratio of 0,34, and a maximum drawdown of -53,80%. €10.000 invested in 2001 would be worth about €36.788 today.

Annual rate of return 7,70%
Standard deviation 17,22%
Sharpe ratio 0,34
Max. drawdown -53,80%

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 7,70% in EUR. Past performance is not indicative of future results.

How much would €10.000 invested in 2001 be worth today?

€10.000 invested in the FTSE All-World in 2001 would be worth approximately €36.788 today (EUR), 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 -53,80%. This is the largest peak-to-trough decline over the full period.

Returns
Scale
Display

Returns by Period

PeriodReturn
YTD+9,65%
1 Year+18,37%
3 Years+14,52%
5 Years+9,02%
10 Years+9,73%
Max+5,45%
HICP rates used (EUR, Dec/Dec): 2025: 1,94% | 2024: 2,43% | 2023: 2,93% | 2022: 9,20% | 2021: 4,96% | 2020: -0,27% | 2019: 1,33% | 2018: 1,52% | 2017: 1,34% | 2016: 1,10% | 2015: 0,25% | 2014: -0,17% | 2013: 0,85% | 2012: 2,22% | 2011: 2,76% | 2010: 2,21% | 2009: 0,93% | 2008: 1,58% | 2007: 3,07% | 2006: 1,90% | 2005: 2,25% | 2004: 2,32% | 2003: 1,98% | 2002: 2,32% | 2001: 2,05%

Annual Returns Table

Year Nominal Return (%) Real Return (%) Cumulative Return (%) Annualised Return to Date (%)
2026 +10,13% N/A +267,95% +5,45%
2025 +7,33% +5,28% +234,11% +5,15%
2024 +22,82% +19,90% +211,29% +5,06%
2023 +14,87% +11,60% +153,45% +4,32%
2022 -14,33% -21,54% +120,64% +3,84%
2021 +26,42% +20,44% +157,55% +4,84%
2020 +3,96% +4,24% +103,73% +3,82%
2019 +26,92% +25,26% +95,97% +3,81%
2018 -7,57% -8,96% +54,40% +2,59%
2017 +6,55% +5,14% +67,05% +3,26%
2016 +10,57% +9,37% +56,78% +3,04%
2015 +6,78% +6,51% +41,79% +2,53%
2014 +15,80% +16,00% +32,79% +2,20%
2013 +16,51% +15,53% +14,67% +1,15%
2012 +9,78% +7,40% -1,58% -0,14%
2011 -7,01% -9,50% -10,35% -1,09%
2010 +19,21% +16,63% -3,59% -0,41%
2009 +30,10% +28,90% -19,13% -2,62%
2008 -40,88% -41,80% -37,84% -6,56%
2007 -1,38% -4,32% +5,15% +0,84%
2006 +7,31% +5,31% +6,62% +1,29%
2005 +25,68% +22,91% -0,64% -0,16%
2004 +4,60% +2,23% -20,94% -7,53%
2003 +9,55% +7,42% -24,42% -13,06%
2002 -31,01% -32,57% -31,01% -30,96%
2001 +0,00% -2,01% +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 0,34 Risk-adjusted return relative to risk-free rate
Sortino Ratio 0,39 Like Sharpe but only penalises downside volatility
Calmar Ratio 0,14 Annualised return divided by max drawdown
Standard Deviation 17,22% Total volatility (annualised)
Downside Deviation 14,54% Annualised downside volatility
VaR 95% (Monthly) -7,04% 5th percentile of monthly returns
Max. Drawdown -53,80% Largest peak-to-trough decline
Total Return 267,88% Cumulative return over full period

Data last updated:

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