ITOT vs. MSFT
ITOT (iShares Core S&P Total U.S. Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Total Market Index, while MSFT (Microsoft Corporation) is a stock. Over the past 10 years, ITOT returned 14.81%/yr vs 24.64%/yr for MSFT. A 0.66 correlation means they provide meaningful diversification when combined.
Performance
ITOT vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, ITOT achieves a 9.09% return, which is significantly higher than MSFT's -14.48% return. Over the past 10 years, ITOT has underperformed MSFT with an annualized return of 14.81%, while MSFT has yielded a comparatively higher 24.64% annualized return.
ITOT
- 1D
- 0.31%
- 1M
- 0.42%
- YTD
- 9.09%
- 6M
- 8.99%
- 1Y
- 24.90%
- 3Y*
- 21.07%
- 5Y*
- 12.25%
- 10Y*
- 14.81%
MSFT
- 1D
- -1.18%
- 1M
- -0.60%
- YTD
- -14.48%
- 6M
- -15.77%
- 1Y
- -11.77%
- 3Y*
- 8.85%
- 5Y*
- 11.09%
- 10Y*
- 24.64%
ITOT vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 9.09% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
MSFT Microsoft Corporation | -14.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between ITOT and MSFT is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2004 | 0.66 |
Over the past year, the correlation between ITOT and MSFT has dropped to 0.44 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
ITOT vs. MSFT — Risk / Return Rank
ITOT
MSFT
ITOT vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market ETF (ITOT) 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.
| ITOT | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.47 | ||
| Sortino ratioReturn per unit of downside risk | +3.20 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.94 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | -0.35 | +3.16 |
| Martin ratioReturn relative to average drawdown | 12.79 | -0.73 | +13.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITOT | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | -0.47 | +2.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.42 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.91 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.74 | -0.17 |
Drawdowns
ITOT vs. MSFT - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.20%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for ITOT and MSFT.
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Drawdown Indicators
| ITOT | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -69.38% | +14.18% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -33.91% | +25.01% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | -33.91% | +14.47% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -37.15% | +11.79% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | -37.15% | +2.15% |
Current DrawdownCurrent decline from peak | -2.65% | -23.56% | +20.91% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -21.78% | +14.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 16.13% | -14.18% |
Volatility
ITOT vs. MSFT - Volatility Comparison
The current volatility for iShares Core S&P Total U.S. Stock Market ETF (ITOT) is 3.91%, while Microsoft Corporation (MSFT) has a volatility of 10.25%. This indicates that ITOT 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
| ITOT | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 10.25% | -6.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 22.36% | -12.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.49% | 25.31% | -12.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 26.64% | -9.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 27.06% | -8.77% |
Dividends
ITOT vs. MSFT - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 1.00%, more than MSFT's 0.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.00% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
MSFT Microsoft Corporation | 0.86% | 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
ITOT 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 (10.25%) compared to ITOT (3.91%). In terms of maximum drawdown, ITOT dropped -55.20% vs MSFT's -69.38%.
ITOT currently has the higher Sharpe Ratio (2.01 vs -0.47), 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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