AIQ vs. MSFT

Last updated Jul 21, 2026

AIQ (Global X Artificial Intelligence & Technology ETF) is Technology Equities fund tracking the Indxx Artificial Intelligence & Big Data Index, while MSFT (Microsoft Corporation) is a stock. Over the past 5 years, AIQ returned 14.38%/yr vs 8.30%/yr for MSFT. A 0.69 correlation means they provide meaningful diversification when combined.

Performance

AIQ vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Artificial Intelligence & Technology ETF (AIQ) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIQ achieves a 16.28% return, which is significantly higher than MSFT's -16.45% return.

AIQ

• 1D: 0.75%
• 1M: -11.47%
• 6M: 12.99%
• YTD: 16.28%
• 1Y: 33.44%
• 3Y*: 27.54%
• 5Y*: 14.38%
• 10Y*: —
• ALL TIME*: 18.64%

MSFT

• 1D: 2.15%
• 1M: 6.03%
• 6M: -12.13%
• YTD: -16.45%
• 1Y: -20.50%
• 3Y*: 6.20%
• 5Y*: 8.30%
• 10Y*: 23.18%
• ALL TIME*: 24.73%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AIQ vs. MSFT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
AIQ Global X Artificial Intelligence & Technology ETF	16.28%	31.89%	24.11%	55.39%	-36.44%	17.09%	52.88%	39.94%	-14.05%
MSFT Microsoft Corporation	-16.45%	15.58%	12.93%	58.19%	-28.02%	52.48%	42.53%	57.56%	5.68%

Correlation

The correlation between AIQ and MSFT is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (All Time) Calculated using the full available price history since May 16, 2018	0.69

Over the past year, the correlation between AIQ and MSFT has dropped to 0.32 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

Return for Risk

AIQ vs. MSFT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AIQ

AIQ Risk / Return Rank: 46
AIQ Sharpe Ratio Rank: 45
AIQ Sortino Ratio Rank: 41
AIQ Omega Ratio Rank: 43
AIQ Calmar Ratio Rank: 54
AIQ Martin Ratio Rank: 46

MSFT

MSFT Risk / Return Rank: 17
MSFT Sharpe Ratio Rank: 12
MSFT Sortino Ratio Rank: 15
MSFT Omega Ratio Rank: 15
MSFT Calmar Ratio Rank: 23
MSFT Martin Ratio Rank: 20

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AIQ vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Artificial Intelligence & Technology ETF (AIQ) and Microsoft Corporation (MSFT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AIQ	MSFT	Difference
Sharpe ratio: Return per unit of total volatility	1.21	-0.75	+1.96
Sortino ratio: Return per unit of downside risk	1.66	-0.93	+2.59
Omega ratio: Gain probability vs. loss probability	1.22	0.88	+0.34
Calmar ratio: Return relative to maximum drawdown	2.04	-0.60	+2.64
Martin ratio: Return relative to average drawdown	5.64	-1.10	+6.74

AIQ vs. MSFT - Sharpe Ratio Comparison

The current AIQ Sharpe Ratio is 1.21, which is higher than the MSFT Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of AIQ and MSFT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AIQ vs. MSFT - Drawdown Comparison

The maximum AIQ drawdown since its inception was -44.66%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for AIQ and MSFT.

Drawdown Indicators

	AIQ	MSFT	Difference
Max Drawdown Largest peak-to-trough decline	-44.66%	-69.38%	+24.72%
Max Drawdown (1Y) Largest decline over 1 year	-16.47%	-34.50%	+18.03%
Max Drawdown (3Y) Largest decline over 3 years	-26.35%	-34.50%	+8.15%
Max Drawdown (5Y) Largest decline over 5 years	-44.66%	-37.15%	-7.51%
Max Drawdown (10Y) Largest decline over 10 years	—	-37.15%	—
Current Drawdown Current decline from peak	-15.68%	-25.32%	+9.64%
Average Drawdown Average peak-to-trough decline	-9.79%	-21.80%	+12.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.94%	18.74%	-12.80%

Volatility

AIQ vs. MSFT - Volatility Comparison

Global X Artificial Intelligence & Technology ETF (AIQ) has a higher volatility of 11.28% compared to Microsoft Corporation (MSFT) at 10.25%. This indicates that AIQ's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIQ	MSFT	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.28%	10.25%	+1.03%
Volatility (6M) Calculated over the trailing 6-month period	24.13%	24.51%	-0.38%
Volatility (1Y) Calculated over the trailing 1-year period	27.77%	27.52%	+0.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.26%	27.07%	-0.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.92%	27.15%	-1.23%

Dividends

AIQ vs. MSFT - Dividend Comparison

AIQ's dividend yield for the trailing twelve months is around 0.08%, less than MSFT's 0.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIQ Global X Artificial Intelligence & Technology ETF	0.08%	0.18%	0.14%	0.16%	0.56%	0.15%	0.50%	0.51%	0.51%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.88%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%

Frequently Asked Questions

Can I hold both AIQ and MSFT in my portfolio?

AIQ and MSFT have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AIQ or MSFT?

AIQ has higher volatility (11.28%) compared to MSFT (10.25%). In terms of maximum drawdown, AIQ dropped -44.66% vs MSFT's -69.38%.

Which has better risk-adjusted returns?

AIQ currently has the higher Sharpe Ratio (1.21 vs -0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.