KXI vs. MSFT
KXI (iShares Global Consumer Staples ETF) is Consumer Staples Equities fund tracking the S&P Global Consumer Staples Index, while MSFT (Microsoft Corporation) is a stock. Over the past 10 years, KXI returned 5.74%/yr vs 23.18%/yr for MSFT. At a 0.46 correlation, their price movements are largely independent.
Performance
KXI vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, KXI achieves a 7.85% return, which is significantly higher than MSFT's -16.45% return. Over the past 10 years, KXI has underperformed MSFT with an annualized return of 5.74%, while MSFT has yielded a comparatively higher 23.18% annualized return.
KXI
- 1D
- -0.52%
- 1M
- 2.91%
- 6M
- 4.44%
- YTD
- 7.85%
- 1Y
- 8.71%
- 3Y*
- 6.22%
- 5Y*
- 4.80%
- 10Y*
- 5.74%
- ALL TIME*
- 7.59%
MSFT
- 1D
- 2.15%
- 1M
- 6.03%
- 6M
- -12.13%
- YTD
- -16.45%
- 1Y
- -20.50%
- 3Y*
- 6.20%
- 5Y*
- 8.30%
- 10Y*
- 23.18%
- ALL TIME*
- 24.73%
KXI vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KXI iShares Global Consumer Staples ETF | 7.85% | 9.68% | 4.20% | 2.41% | -6.02% | 13.71% | 7.69% | 23.40% | -10.71% | 17.60% |
MSFT Microsoft Corporation | -16.45% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between KXI and MSFT is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2006 | 0.46 |
The correlation between KXI and MSFT shifts across timeframes, from -0.15 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
KXI vs. MSFT — Risk / Return Rank
KXI
MSFT
KXI vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Staples ETF (KXI) 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.
| KXI | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.44 | ||
| Sortino ratioReturn per unit of downside risk | +2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.88 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | -0.60 | +1.45 |
| Martin ratioReturn relative to average drawdown | 1.71 | -1.10 | +2.81 |
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Drawdowns
KXI vs. MSFT - Drawdown Comparison
The maximum KXI drawdown since its inception was -42.27%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for KXI and MSFT.
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Drawdown Indicators
| KXI | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.27% | -69.38% | +27.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -34.50% | +24.26% |
Max Drawdown (3Y)Largest decline over 3 years | -11.92% | -34.50% | +22.58% |
Max Drawdown (5Y)Largest decline over 5 years | -17.45% | -37.15% | +19.70% |
Max Drawdown (10Y)Largest decline over 10 years | -24.59% | -37.15% | +12.56% |
Current DrawdownCurrent decline from peak | -5.22% | -25.32% | +20.10% |
Average DrawdownAverage peak-to-trough decline | -5.37% | -21.80% | +16.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.11% | 18.74% | -13.63% |
Volatility
KXI vs. MSFT - Volatility Comparison
The current volatility for iShares Global Consumer Staples ETF (KXI) is 4.91%, while Microsoft Corporation (MSFT) has a volatility of 10.25%. This indicates that KXI 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
| KXI | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 10.25% | -5.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.42% | 24.51% | -14.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 27.52% | -14.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.65% | 27.07% | -14.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.76% | 27.15% | -13.39% |
Dividends
KXI vs. MSFT - Dividend Comparison
KXI's dividend yield for the trailing twelve months is around 2.33%, more than MSFT's 0.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KXI iShares Global Consumer Staples ETF | 2.33% | 2.29% | 2.51% | 2.99% | 1.98% | 2.26% | 2.34% | 2.17% | 2.97% | 2.17% | 2.34% | 2.20% |
MSFT Microsoft Corporation | 0.88% | 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
KXI and MSFT have a correlation of -0.15, 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 KXI (4.91%). In terms of maximum drawdown, KXI dropped -42.27% vs MSFT's -69.38%.
KXI currently has the higher Sharpe Ratio (0.69 vs -0.75), 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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