Global market index returns

The growing proliferation of indexes from index providers, along with a corresponding growing number of index funds and ETFs, creates a number of issues for investors, since the index returns of the different providers result in a dispersion of both yearly and multi-period returns. These return differences are mainly due to the differing methodologies index providers utilize in constructing their indexes. Different benchmarks cover varying ranges of stocks, have different selection criteria for growth versus value, and are even maintained and rebalanced differently.

Global Market Index Returns
Indexes: Dow Jones Global Index; FTSE All World Index; ; MSCI ACWI Index; Russell Global Index; S&P Global Index

Methodology

 * Dow Jones
 * FTSE
 * Morningstar
 * MSCI
 * Russell
 * S&P

Papers

 * Evaluating global benchmarks Vanguard Research, (September 15, 2010)

Data sources
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Dow Jones

 * DJW Periodic Table 2006-1999
 * DJ Global Index factsheet

FTSE

 * Vanguard Benchmarks 2010-2000

MSCI

 * Asset Class Returns 2009-1970
 * iShares MSCI ACWI Index Fund

Russell

 * Russell Global Broad Market Index Performance 2009-2004

S&P

 * S&P Global BMI factsheet
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