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IBTH vs. MSFT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTH vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2027 Term Treasury ETF (IBTH) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBTH achieves a 1.03% return, which is significantly higher than MSFT's -18.85% return.


IBTH

1D
-0.02%
1M
0.23%
YTD
1.03%
6M
1.29%
1Y
3.81%
3Y*
4.16%
5Y*
0.42%
10Y*

MSFT

1D
0.10%
1M
-7.19%
YTD
-18.85%
6M
-17.98%
1Y
-17.07%
3Y*
6.16%
5Y*
9.56%
10Y*
24.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTH vs. MSFT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
1.03%5.29%3.22%4.38%-9.75%-3.43%4.20%
MSFT
Microsoft Corporation
-18.85%15.58%12.93%58.19%-28.02%52.48%41.71%

Correlation

The correlation between IBTH and MSFT is -0.00, 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

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2020

0.03

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Return for Risk

IBTH vs. MSFT — Risk / Return Rank

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

IBTH
IBTH Risk / Return Rank: 9797
Overall Rank
IBTH Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IBTH Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBTH Omega Ratio Rank: 9797
Omega Ratio Rank
IBTH Calmar Ratio Rank: 9797
Calmar Ratio Rank
IBTH Martin Ratio Rank: 9797
Martin Ratio Rank

MSFT
MSFT Risk / Return Rank: 1717
Overall Rank
MSFT Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 1515
Sortino Ratio Rank
MSFT Omega Ratio Rank: 1414
Omega Ratio Rank
MSFT Calmar Ratio Rank: 2424
Calmar Ratio Rank
MSFT Martin Ratio Rank: 2020
Martin Ratio Rank
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.

IBTH vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2027 Term Treasury ETF (IBTH) 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.


IBTHMSFTDifference
Sharpe ratioReturn per unit of total volatility

+4.44

Sortino ratioReturn per unit of downside risk

+8.09

Omega ratioGain probability vs. loss probability

1.96

0.89

+1.07

Calmar ratioReturn relative to maximum drawdown

10.03

-0.53

+10.56

Martin ratioReturn relative to average drawdown

41.28

-1.08

+42.36

IBTH vs. MSFT - Sharpe Ratio Comparison

The current IBTH Sharpe Ratio is 3.74, which is higher than the MSFT Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of IBTH 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.


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Drawdowns

IBTH vs. MSFT - Drawdown Comparison

The maximum IBTH drawdown since its inception was -16.16%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for IBTH and MSFT.


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Drawdown Indicators


IBTHMSFTDifference

Max Drawdown

Largest peak-to-trough decline

-16.16%

-69.38%

+53.22%

Max Drawdown (1Y)

Largest decline over 1 year

-0.38%

-33.91%

+33.53%

Max Drawdown (3Y)

Largest decline over 3 years

-2.09%

-33.91%

+31.82%

Max Drawdown (5Y)

Largest decline over 5 years

-14.41%

-37.15%

+22.74%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

Current Drawdown

Current decline from peak

-1.25%

-27.46%

+26.21%

Average Drawdown

Average peak-to-trough decline

-6.69%

-21.78%

+15.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

16.48%

-16.39%

Volatility

IBTH vs. MSFT - Volatility Comparison

The current volatility for iShares iBonds Dec 2027 Term Treasury ETF (IBTH) is 0.20%, while Microsoft Corporation (MSFT) has a volatility of 10.52%. This indicates that IBTH 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


IBTHMSFTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

10.52%

-10.32%

Volatility (6M)

Calculated over the trailing 6-month period

0.54%

22.31%

-21.77%

Volatility (1Y)

Calculated over the trailing 1-year period

1.03%

25.42%

-24.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.19%

26.66%

-22.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.20%

27.06%

-22.86%

Dividends

IBTH vs. MSFT - Dividend Comparison

IBTH's dividend yield for the trailing twelve months is around 3.82%, more than MSFT's 0.91% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
3.82%3.92%4.04%3.61%2.00%0.77%0.50%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.91%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


IBTH and MSFT have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSFT has higher volatility (10.52%) compared to IBTH (0.20%). In terms of maximum drawdown, IBTH dropped -16.16% vs MSFT's -69.38%.

IBTH currently has the higher Sharpe Ratio (3.74 vs -0.70), 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.

Portfolio Optimizer

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