MSF.DE vs. EUNL.DE
MSF.DE (Microsoft Corporation) is a stock, while EUNL.DE (iShares Core MSCI World UCITS ETF USD (Acc)) is Global Equities fund tracking the MSCI World Index. Over the past 10 years, MSF.DE returned 24.52%/yr vs 12.82%/yr for EUNL.DE. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
MSF.DE vs. EUNL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MSF.DE achieves a -10.06% return, which is significantly lower than EUNL.DE's 10.86% return. Over the past 10 years, MSF.DE has outperformed EUNL.DE with an annualized return of 24.52%, while EUNL.DE has yielded a comparatively lower 12.82% annualized return.
MSF.DE
- 1D
- 0.67%
- 1M
- 5.68%
- YTD
- -10.06%
- 6M
- -9.40%
- 1Y
- -8.36%
- 3Y*
- 6.21%
- 5Y*
- 13.21%
- 10Y*
- 24.52%
EUNL.DE
- 1D
- 0.02%
- 1M
- 4.80%
- YTD
- 10.86%
- 6M
- 11.29%
- 1Y
- 23.80%
- 3Y*
- 17.55%
- 5Y*
- 12.89%
- 10Y*
- 12.82%
MSF.DE vs. EUNL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSF.DE Microsoft Corporation | -10.06% | 1.93% | 20.82% | 53.28% | -25.50% | 66.54% | 29.95% | 61.98% | 25.81% | 21.87% |
EUNL.DE iShares Core MSCI World UCITS ETF USD (Acc) | 10.86% | 7.90% | 25.93% | 20.13% | -13.59% | 32.71% | 5.48% | 31.34% | -5.13% | 7.71% |
Correlation
The correlation between MSF.DE and EUNL.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2009 | 0.64 |
Over the past year, the correlation between MSF.DE and EUNL.DE has dropped to 0.43 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
MSF.DE vs. EUNL.DE — Risk / Return Rank
MSF.DE
EUNL.DE
MSF.DE vs. EUNL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSF.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE). 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.
| MSF.DE | EUNL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.44 | ||
| Sortino ratioReturn per unit of downside risk | -3.23 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.40 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 3.64 | -3.90 |
| Martin ratioReturn relative to average drawdown | -0.50 | 14.52 | -15.02 |
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
| MSF.DE | EUNL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 2.12 | -2.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.90 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.00 | 0.84 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.82 | -0.36 |
Drawdowns
MSF.DE vs. EUNL.DE - Drawdown Comparison
The maximum MSF.DE drawdown since its inception was -79.08%, which is greater than EUNL.DE's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for MSF.DE and EUNL.DE.
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Drawdown Indicators
| MSF.DE | EUNL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.08% | -33.63% | -45.45% |
Max Drawdown (1Y)Largest decline over 1 year | -33.02% | -6.50% | -26.52% |
Max Drawdown (3Y)Largest decline over 3 years | -33.02% | -21.73% | -11.29% |
Max Drawdown (5Y)Largest decline over 5 years | -33.02% | -21.73% | -11.29% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | -33.63% | +0.61% |
Current DrawdownCurrent decline from peak | -20.49% | -0.31% | -20.18% |
Average DrawdownAverage peak-to-trough decline | -32.93% | -4.25% | -28.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.65% | 1.64% | +15.01% |
Volatility
MSF.DE vs. EUNL.DE - Volatility Comparison
Microsoft Corporation (MSF.DE) has a higher volatility of 11.02% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 2.62%. This indicates that MSF.DE's price experiences larger fluctuations and is considered to be riskier than EUNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSF.DE | EUNL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.02% | 2.62% | +8.40% |
Volatility (6M)Calculated over the trailing 6-month period | 23.79% | 7.72% | +16.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.59% | 11.16% | +15.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.28% | 14.17% | +11.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.38% | 15.17% | +9.21% |
Dividends
MSF.DE vs. EUNL.DE - Dividend Comparison
MSF.DE's dividend yield for the trailing twelve months is around 0.71%, while EUNL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNL.DE iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSF.DE Microsoft Corporation | 0.71% | 0.63% | 0.60% | 0.65% | 0.92% | 0.55% | 0.87% | 1.02% | 1.42% | 1.69% | 1.90% | 1.93% |
Frequently Asked Questions
MSF.DE and EUNL.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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