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

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

Backtest results
Summary
Performance
Annual returns
Drawdowns
Rolling returns
Risk metrics

In the last 25 years, the FTSE All-World (in USD) had a compound annual growth rate of 9.26%, a standard deviation of 15.35%, a Sharpe ratio of 0.49, and a maximum drawdown of -58.99%. $10,000 invested in 2001 would be worth about $47,365 today.

Annual rate of return 9.26%
Standard deviation 15.35%
Sharpe ratio 0.49
Max. drawdown -58.99%

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 9.26% in USD. 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 $47,365 today (USD), 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 -58.99%. This is the largest peak-to-trough decline over the full period.

Returns
Scale
Display

Returns by Period

PeriodReturn
YTD+8.53%
1 Year+17.47%
3 Years+16.35%
5 Years+8.76%
10 Years+10.34%
Max+6.54%
HICP rates used (USD, Dec/Dec): 2024: 2.95% | 2023: 4.12% | 2022: 8.00% | 2021: 4.70% | 2020: 1.23% | 2019: 1.81% | 2018: 2.44% | 2017: 2.13% | 2016: 1.26% | 2015: 0.12% | 2014: 1.62% | 2013: 1.46% | 2012: 2.07% | 2011: 3.16% | 2010: 1.64% | 2009: -0.36% | 2008: 3.84% | 2007: 2.85% | 2006: 3.23% | 2005: 3.39% | 2004: 2.68% | 2003: 2.27% | 2002: 1.59% | 2001: 2.83%

Annual Returns Table

Year Nominal Return (%) Real Return (%) Cumulative Return (%) Annualised Return to Date (%)
2026 +9.01% N/A +373.66% +6.54%
2025 +20.82% N/A +334.51% +6.31%
2024 +15.42% +12.11% +259.64% +5.72%
2023 +19.89% +15.15% +211.59% +5.30%
2022 -19.51% -25.47% +159.90% +4.65%
2021 +16.67% +11.43% +222.89% +6.04%
2020 +14.11% +12.72% +176.76% +5.50%
2019 +24.83% +22.61% +142.53% +5.04%
2018 -11.88% -13.98% +94.29% +3.98%
2017 +21.64% +19.10% +120.49% +5.06%
2016 +5.78% +4.46% +81.26% +4.04%
2015 -4.05% -4.16% +71.36% +3.92%
2014 +2.16% +0.53% +78.59% +4.56%
2013 +21.05% +19.30% +74.81% +4.76%
2012 +12.99% +10.70% +44.41% +3.40%
2011 -9.75% -12.51% +27.81% +2.48%
2010 +10.41% +8.63% +41.62% +3.94%
2009 +32.32% +32.79% +28.27% +3.16%
2008 -43.39% -45.48% -3.06% -0.44%
2007 +10.21% +7.15% +71.24% +9.38%
2006 +19.54% +15.80% +55.37% +9.21%
2005 +9.24% +5.66% +29.98% +6.77%
2004 +13.87% +10.90% +18.98% +5.96%
2003 +31.35% +28.43% +4.49% +2.22%
2002 -20.45% -21.69% -20.45% -20.41%
2001 +0.00% -2.75% +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 0.49 Risk-adjusted return relative to risk-free rate
Sortino Ratio 0.53 Like Sharpe but only penalises downside volatility
Calmar Ratio 0.16 Annualised return divided by max drawdown
Standard Deviation 15.35% Total volatility (annualised)
Downside Deviation 13.77% Annualised downside volatility
VaR 95% (Monthly) -8.17% 5th percentile of monthly returns
Max. Drawdown -58.99% Largest peak-to-trough decline
Total Return 373.65% Cumulative return over full period

Data last updated:

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