BTIIX vs. MSFT
BTIIX (DWS Equity 500 Index Fund) is Large Cap Blend Equities fund managed by DWS, while MSFT (Microsoft Corporation) is a stock. Over the past 10 years, BTIIX returned 15.90%/yr vs 24.97%/yr for MSFT. Their 0.67 correlation means they have sometimes moved together and sometimes differently.
Performance
BTIIX vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, BTIIX achieves a 9.19% return, which is significantly higher than MSFT's -3.48% return. Over the past 10 years, BTIIX has underperformed MSFT with an annualized return of 15.90%, while MSFT has yielded a comparatively higher 24.97% annualized return.
BTIIX
- 1D
- 1.66%
- 1M
- -0.57%
- 6M
- 7.19%
- YTD
- 9.19%
- 1Y
- 20.31%
- 3Y*
- 18.79%
- 5Y*
- 12.44%
- 10Y*
- 15.90%
- ALL TIME*
- 10.36%
MSFT
- 1D
- 3.02%
- 1M
- 19.01%
- 6M
- 8.48%
- YTD
- -3.48%
- 1Y
- -10.62%
- 3Y*
- 12.25%
- 5Y*
- 11.19%
- 10Y*
- 24.97%
- ALL TIME*
- 25.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $17.39B | $14.79B | $16.23B |
BTIIX vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTIIX DWS Equity 500 Index Fund | 9.19% | 17.56% | 24.83% | 26.04% | -18.51% | 28.71% | 18.37% | 45.09% | -4.99% | 21.61% |
MSFT Microsoft Corporation | -3.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between BTIIX and MSFT is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 1996 | 0.67 |
Over the past year, the correlation between BTIIX and MSFT has dropped to 0.44 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
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Return for Risk
BTIIX vs. MSFT — Risk / Return Rank
BTIIX
MSFT
BTIIX vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Equity 500 Index Fund (BTIIX) 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.
| BTIIX | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.80 | ||
| Sortino ratioReturn per unit of downside risk | +2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.95 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | -0.35 | +2.38 |
| Martin ratioReturn relative to average drawdown | 8.62 | -0.63 | +9.25 |
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Drawdowns
BTIIX vs. MSFT - Drawdown Comparison
The maximum BTIIX drawdown since its inception was -55.24%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for BTIIX and MSFT.
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Drawdown Indicators
| BTIIX | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.24% | -69.38% | +14.14% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -34.50% | +25.57% |
Max Drawdown (3Y)Largest decline over 3 years | -21.16% | -34.50% | +13.34% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -37.15% | +12.55% |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | -37.15% | +3.32% |
Current DrawdownCurrent decline from peak | -2.19% | -13.73% | +11.54% |
Average DrawdownAverage peak-to-trough decline | -10.05% | -21.80% | +11.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 19.35% | -17.25% |
Volatility
BTIIX vs. MSFT - Volatility Comparison
The current volatility for DWS Equity 500 Index Fund (BTIIX) is 3.44%, while Microsoft Corporation (MSFT) has a volatility of 15.97%. This indicates that BTIIX experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTIIX | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 15.97% | -12.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 26.41% | -16.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 31.93% | -19.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.55% | 28.00% | -5.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.21% | 27.62% | -6.41% |
Dividends
BTIIX vs. MSFT - Dividend Comparison
BTIIX's dividend yield for the trailing twelve months is around 16.09%, more than MSFT's 0.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTIIX DWS Equity 500 Index Fund | 16.09% | 13.18% | 20.02% | 26.57% | 14.49% | 15.07% | 20.31% | 23.22% | 22.74% | 15.17% | 11.11% | 8.32% |
MSFT Microsoft Corporation | 0.77% | 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
BTIIX and MSFT have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (15.97%) compared to BTIIX (3.44%). In terms of maximum drawdown, BTIIX dropped -55.24% vs MSFT's -69.38%.
BTIIX currently has the higher Sharpe Ratio (1.41 vs -0.39), 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.
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