IXUS vs. MSFT
IXUS (iShares Core MSCI Total International Stock ETF) is Foreign Large Cap Equities fund tracking the MSCI ACWI ex USA IMI Index (Net), while MSFT (Microsoft Corporation) is a stock. Over the past 10 years, IXUS returned 9.38%/yr vs 22.49%/yr for MSFT. Their 0.51 correlation means they have sometimes moved together and sometimes differently.
Performance
IXUS vs. MSFT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IXUS achieves a 11.53% return, which is significantly higher than MSFT's -20.72% return. Over the past 10 years, IXUS has underperformed MSFT with an annualized return of 9.38%, while MSFT has yielded a comparatively higher 22.49% annualized return.
IXUS
- 1D
- -0.19%
- 1M
- -1.75%
- 6M
- 5.78%
- YTD
- 11.53%
- 1Y
- 21.86%
- 3Y*
- 16.72%
- 5Y*
- 8.41%
- 10Y*
- 9.38%
- ALL TIME*
- 7.79%
MSFT
- 1D
- 0.03%
- 1M
- 8.18%
- 6M
- -17.72%
- YTD
- -20.72%
- 1Y
- -25.10%
- 3Y*
- 3.64%
- 5Y*
- 6.55%
- 10Y*
- 22.49%
- ALL TIME*
- 24.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $117.94M | $164.49M | $177.55M | |
| $11.81B | $16.07B | $15.66B |
IXUS vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IXUS iShares Core MSCI Total International Stock ETF | 11.53% | 32.40% | 5.19% | 15.83% | -16.47% | 8.86% | 10.80% | 21.71% | -14.41% | 28.12% |
MSFT Microsoft Corporation | -20.72% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between IXUS and MSFT is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.51 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2012 | 0.51 |
Over the past year, the correlation between IXUS and MSFT has dropped to 0.20 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IXUS vs. MSFT — Risk / Return Rank
IXUS
MSFT
IXUS vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Total International Stock ETF (IXUS) 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.
| IXUS | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.19 | ||
| Sortino ratioReturn per unit of downside risk | +3.01 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.86 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | -0.72 | +2.64 |
| Martin ratioReturn relative to average drawdown | 7.13 | -1.30 | +8.43 |
Loading charts...
Drawdowns
IXUS vs. MSFT - Drawdown Comparison
The maximum IXUS drawdown since its inception was -36.22%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for IXUS and MSFT.
Loading charts...
Drawdown Indicators
| IXUS | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.22% | -69.38% | +33.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -34.50% | +23.14% |
Max Drawdown (3Y)Largest decline over 3 years | -13.75% | -34.50% | +20.75% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -37.15% | +7.12% |
Max Drawdown (10Y)Largest decline over 10 years | -36.22% | -37.15% | +0.93% |
Current DrawdownCurrent decline from peak | -4.12% | -29.14% | +25.02% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -21.80% | +14.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 19.07% | -16.01% |
Volatility
IXUS vs. MSFT - Volatility Comparison
The current volatility for iShares Core MSCI Total International Stock ETF (IXUS) is 4.62%, while Microsoft Corporation (MSFT) has a volatility of 9.82%. This indicates that IXUS 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.
Loading charts...
Volatility by Period
| IXUS | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 9.82% | -5.20% |
Volatility (6M)Calculated over the trailing 6-month period | 15.04% | 24.50% | -9.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.88% | 27.61% | -10.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 27.08% | -10.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 27.16% | -10.22% |
Dividends
IXUS vs. MSFT - Dividend Comparison
IXUS's dividend yield for the trailing twelve months is around 3.01%, more than MSFT's 0.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXUS iShares Core MSCI Total International Stock ETF | 3.01% | 3.24% | 3.33% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.41% | 2.58% | 2.81% |
MSFT Microsoft Corporation | 0.93% | 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
IXUS and MSFT have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (9.82%) compared to IXUS (4.62%). In terms of maximum drawdown, IXUS dropped -36.22% vs MSFT's -69.38%.
IXUS currently has the higher Sharpe Ratio (1.29 vs -0.90), 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.
Find the right allocation for IXUS and MSFT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer