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

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

Backtest results
Summary
Performance
Annual returns
Drawdowns
Rolling returns
Risk metrics

In the last 25 years, the FTSE All-World (in GBP) had a compound annual growth rate of 9,71%, a standard deviation of 17,35%, a Sharpe ratio of 0,45, and a maximum drawdown of -40,24%. £10.000 invested in 2001 would be worth about £50.885 today.

Annual rate of return 9,71%
Standard deviation 17,35%
Sharpe ratio 0,45
Max. drawdown -40,24%

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 9,71% in GBP. 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 £50.885 today (GBP), 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 -40,24%. This is the largest peak-to-trough decline over the full period.

Returns
Scale
Display

Returns by Period

PeriodReturn
YTD+9,01%
1 Year+18,33%
3 Years+14,64%
5 Years+9,28%
10 Years+10,13%
Max+6,85%
HICP rates used (GBP, Dec/Dec): 2024: 3,27% | 2023: 6,79% | 2022: 7,92% | 2021: 2,52% | 2020: 0,99% | 2019: 1,74% | 2018: 2,29% | 2017: 2,56% | 2016: 1,01% | 2015: 0,37% | 2014: 1,45% | 2013: 2,29% | 2012: 2,57% | 2011: 3,86% | 2010: 2,49% | 2009: 1,96% | 2008: 3,52% | 2007: 2,39% | 2006: 2,46% | 2005: 2,09% | 2004: 1,39% | 2003: 1,38% | 2002: 1,52% | 2001: 1,53%

Annual Returns Table

Year Nominal Return (%) Real Return (%) Cumulative Return (%) Annualised Return to Date (%)
2026 +9,50% N/A +408,82% +6,85%
2025 +12,72% N/A +364,67% +6,61%
2024 +17,02% +13,31% +312,24% +6,35%
2023 +12,94% +5,76% +252,28% +5,89%
2022 -9,62% -16,25% +211,92% +5,57%
2021 +17,49% +14,60% +245,12% +6,39%
2020 +10,18% +9,10% +193,74% +5,83%
2019 +20,07% +18,02% +166,60% +5,60%
2018 -6,21% -8,31% +122,04% +4,80%
2017 +10,88% +8,11% +136,74% +5,53%
2016 +27,80% +26,52% +113,51% +5,19%
2015 +0,73% +0,36% +67,07% +3,73%
2014 +8,31% +6,76% +65,85% +3,97%
2013 +18,86% +16,20% +53,13% +3,61%
2012 +7,66% +4,96% +28,83% +2,33%
2011 -9,62% -12,98% +19,67% +1,81%
2010 +13,43% +10,67% +32,40% +3,17%
2009 +20,73% +18,41% +16,73% +1,95%
2008 -21,47% -24,14% -3,32% -0,48%
2007 +7,76% +5,25% +23,12% +3,53%
2006 +4,63% +2,12% +14,25% +2,70%
2005 +22,04% +19,54% +9,20% +2,22%
2004 +5,37% +3,93% -10,52% -3,64%
2003 +18,58% +16,97% -15,08% -7,85%
2002 -28,39% -29,46% -28,39% -28,34%
2001 +0,00% -1,51% +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 0,45 Risk-adjusted return relative to risk-free rate
Sortino Ratio 0,55 Like Sharpe but only penalises downside volatility
Calmar Ratio 0,24 Annualised return divided by max drawdown
Standard Deviation 17,35% Total volatility (annualised)
Downside Deviation 14,03% Annualised downside volatility
VaR 95% (Monthly) -6,79% 5th percentile of monthly returns
Max. Drawdown -40,24% Largest peak-to-trough decline
Total Return 408,85% Cumulative return over full period

Data last updated:

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