Global market index returns

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Global market index returns chronicles the annual returns of global stocks as measured by stock indexes.

The growing proliferation of indexes from index providers, along with a corresponding growing number of index funds and exchange-traded funds (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. [1]

Global market index returns

Table 1.


(View Google Spreadsheet in browser, then File --> Download as to download the file.)

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

References

  1. The Case For Indexing, Christopher B. Philips and Frank J. Ambrosio, Vanguard Investment Counseling & Research, 2009, pp.12-13.

External links

Methodology

Papers

Data sources