IS3S.DE vs. MSFT
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) is Global Equities fund tracking the MSCI World Enhanced Value, while MSFT (Microsoft Corporation) is a stock. Over the past 10 years, IS3S.DE returned 12.98%/yr vs 23.99%/yr for MSFT. At a 0.30 correlation, their price movements are largely independent.
Performance
IS3S.DE vs. MSFT - Performance Comparison
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Different Trading Currencies
IS3S.DE is traded in EUR, while MSFT is traded in USD. To make them comparable, the MSFT values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IS3S.DE achieves a 34.68% return, which is significantly higher than MSFT's -17.60% return. Over the past 10 years, IS3S.DE has underperformed MSFT with an annualized return of 12.98%, while MSFT has yielded a comparatively higher 23.99% annualized return.
IS3S.DE
- 1D
- 2.88%
- 1M
- 5.58%
- YTD
- 34.68%
- 6M
- 37.30%
- 1Y
- 63.13%
- 3Y*
- 25.47%
- 5Y*
- 17.18%
- 10Y*
- 12.98%
MSFT
- 1D
- 0.18%
- 1M
- -3.51%
- YTD
- -17.60%
- 6M
- -16.77%
- 1Y
- -17.20%
- 3Y*
- 3.72%
- 5Y*
- 10.57%
- 10Y*
- 23.99%
IS3S.DE vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 34.68% | 25.13% | 11.36% | 15.62% | -4.81% | 30.35% | -12.53% | 22.01% | -10.32% | 7.66% |
MSFT Microsoft Corporation | -17.60% | 1.87% | 20.38% | 53.45% | -23.56% | 63.88% | 30.79% | 61.12% | 26.47% | 23.44% |
Correlation
The correlation between IS3S.DE and MSFT is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.30 |
The correlation between IS3S.DE and MSFT shifts across timeframes, from 0.14 (3 years) to 0.30 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS3S.DE vs. MSFT — Risk / Return Rank
IS3S.DE
MSFT
IS3S.DE vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) 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.
| IS3S.DE | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.98 | ||
| Sortino ratioReturn per unit of downside risk | +6.63 | ||
| Omega ratioGain probability vs. loss probability | 1.77 | 0.89 | +0.88 |
| Calmar ratioReturn relative to maximum drawdown | 10.20 | -0.53 | +10.73 |
| Martin ratioReturn relative to average drawdown | 37.08 | -1.04 | +38.13 |
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Drawdowns
IS3S.DE vs. MSFT - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.19%, smaller than the maximum MSFT drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and MSFT.
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Drawdown Indicators
| IS3S.DE | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.19% | -51.87% | +16.68% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -33.31% | +27.22% |
Max Drawdown (3Y)Largest decline over 3 years | -17.78% | -33.31% | +15.53% |
Max Drawdown (5Y)Largest decline over 5 years | -17.78% | -33.31% | +15.53% |
Max Drawdown (10Y)Largest decline over 10 years | -35.19% | -33.31% | -1.88% |
Current DrawdownCurrent decline from peak | -1.26% | -27.18% | +25.92% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -10.44% | +3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 16.92% | -15.24% |
Volatility
IS3S.DE vs. MSFT - Volatility Comparison
The current volatility for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) is 5.87%, while Microsoft Corporation (MSFT) has a volatility of 10.41%. This indicates that IS3S.DE 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
| IS3S.DE | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 10.41% | -4.54% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 22.07% | -10.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 25.82% | -11.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 26.51% | -12.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 27.45% | -10.79% |
Dividends
IS3S.DE vs. MSFT - Dividend Comparison
IS3S.DE has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 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 | 0.91% | 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
IS3S.DE and MSFT have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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