COFF.L vs. MSFT

Last updated Jun 4, 2026

COFF.L (WisdomTree Coffee) is Agricultural Commodities fund tracking the Bloomberg Coffee, while MSFT (Microsoft Corporation) is a stock. Over the past 10 years, COFF.L returned 5.38%/yr vs 25.03%/yr for MSFT. At a 0.04 correlation, their price movements are largely independent.

Performance

COFF.L vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Coffee (COFF.L) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COFF.L achieves a -24.02% return, which is significantly lower than MSFT's -11.24% return. Over the past 10 years, COFF.L has underperformed MSFT with an annualized return of 5.38%, while MSFT has yielded a comparatively higher 25.03% annualized return.

COFF.L

• 1D: -1.31%
• 1M: -9.77%
• YTD: -24.02%
• 6M: -28.50%
• 1Y: -13.30%
• 3Y*: 26.18%
• 5Y*: 18.19%
• 10Y*: 5.38%

MSFT

• 1D: -3.17%
• 1M: 3.54%
• YTD: -11.24%
• 6M: -10.15%
• 1Y: -6.96%
• 3Y*: 9.26%
• 5Y*: 12.17%
• 10Y*: 25.03%

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

COFF.L vs. MSFT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COFF.L WisdomTree Coffee	-24.02%	29.87%	74.91%	24.52%	-20.98%	63.12%	-12.25%	13.69%	-27.12%	-17.66%
MSFT Microsoft Corporation	-11.24%	15.58%	12.93%	58.19%	-28.02%	52.48%	42.53%	57.56%	20.80%	40.73%

Correlation

The correlation between COFF.L and MSFT is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.05
Correlation (10Y) Calculated over the trailing 10-year period	0.03
Correlation (All Time) Calculated using the full available price history since Mar 19, 2007	0.04

Return for Risk

COFF.L vs. MSFT — Risk / Return Rank

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

COFF.L

COFF.L Risk / Return Rank: 5
COFF.L Sharpe Ratio Rank: 5
COFF.L Sortino Ratio Rank: 5
COFF.L Omega Ratio Rank: 6
COFF.L Calmar Ratio Rank: 5
COFF.L Martin Ratio Rank: 5

MSFT

MSFT Risk / Return Rank: 29
MSFT Sharpe Ratio Rank: 29
MSFT Sortino Ratio Rank: 25
MSFT Omega Ratio Rank: 25
MSFT Calmar Ratio Rank: 33
MSFT Martin Ratio Rank: 33

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.

COFF.L vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Coffee (COFF.L) 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.

	COFF.L	MSFT	Difference
Sharpe ratio: Return per unit of total volatility	-0.38	-0.28	-0.11
Sortino ratio: Return per unit of downside risk	-0.33	-0.21	-0.12
Omega ratio: Gain probability vs. loss probability	0.96	0.97	-0.01
Calmar ratio: Return relative to maximum drawdown	-0.40	-0.21	-0.19
Martin ratio: Return relative to average drawdown	-0.77	-0.44	-0.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COFF.L vs. MSFT - Sharpe Ratio Comparison

The current COFF.L Sharpe Ratio is -0.38, which is lower than the MSFT Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of COFF.L 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.

Sharpe Ratios by Period

	COFF.L	MSFT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.38	-0.28	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.46	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.17	0.93	-0.76
Sharpe Ratio (All Time) Calculated using the full available price history	-0.04	0.75	-0.79

Drawdowns

COFF.L vs. MSFT - Drawdown Comparison

The maximum COFF.L drawdown since its inception was -88.11%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for COFF.L and MSFT.

Drawdown Indicators

	COFF.L	MSFT	Difference
Max Drawdown Largest peak-to-trough decline	-88.11%	-69.38%	-18.73%
Max Drawdown (1Y) Largest decline over 1 year	-33.06%	-33.91%	+0.85%
Max Drawdown (3Y) Largest decline over 3 years	-33.06%	-33.91%	+0.85%
Max Drawdown (5Y) Largest decline over 5 years	-41.94%	-37.15%	-4.79%
Max Drawdown (10Y) Largest decline over 10 years	-64.13%	-37.15%	-26.98%
Current Drawdown Current decline from peak	-58.09%	-20.67%	-37.42%
Average Drawdown Average peak-to-trough decline	-58.91%	-21.78%	-37.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.22%	15.95%	+1.27%

Volatility

COFF.L vs. MSFT - Volatility Comparison

WisdomTree Coffee (COFF.L) and Microsoft Corporation (MSFT) have volatilities of 9.66% and 9.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COFF.L	MSFT	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.66%	9.95%	-0.29%
Volatility (6M) Calculated over the trailing 6-month period	22.08%	22.34%	-0.26%
Volatility (1Y) Calculated over the trailing 1-year period	34.44%	25.12%	+9.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.93%	26.63%	+8.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.51%	27.04%	+4.47%

Dividends

COFF.L vs. MSFT - Dividend Comparison

COFF.L has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.83%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COFF.L WisdomTree Coffee	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.83%	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 COFF.L and MSFT in my portfolio?

COFF.L and MSFT have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.