MSF.DE vs. EUNY.DE
MSF.DE (Microsoft Corporation) is a stock, while EUNY.DE (iShares Emerging Markets Dividend UCITS ETF) is Emerging Markets Equities fund tracking the Dow Jones Emerging Markets Select Dividend. Over the past 10 years, MSF.DE returned 24.52%/yr vs 7.14%/yr for EUNY.DE. At a 0.38 correlation, their price movements are largely independent.
Performance
MSF.DE vs. EUNY.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 EUNY.DE's 11.46% return. Over the past 10 years, MSF.DE has outperformed EUNY.DE with an annualized return of 24.52%, while EUNY.DE has yielded a comparatively lower 7.14% 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%
EUNY.DE
- 1D
- -0.55%
- 1M
- -1.57%
- YTD
- 11.46%
- 6M
- 10.81%
- 1Y
- 25.49%
- 3Y*
- 17.26%
- 5Y*
- 5.28%
- 10Y*
- 7.14%
MSF.DE vs. EUNY.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% |
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 11.46% | 13.97% | 12.39% | 15.37% | -26.13% | 19.99% | -11.70% | 18.31% | -1.55% | 10.49% |
Correlation
The correlation between MSF.DE and EUNY.DE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2012 | 0.38 |
Over the past year, the correlation between MSF.DE and EUNY.DE has dropped to 0.07 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
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Return for Risk
MSF.DE vs. EUNY.DE — Risk / Return Rank
MSF.DE
EUNY.DE
MSF.DE vs. EUNY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSF.DE) and iShares Emerging Markets Dividend UCITS ETF (EUNY.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 | EUNY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.45 | ||
| Sortino ratioReturn per unit of downside risk | -3.23 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.38 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 6.17 | -6.43 |
| Martin ratioReturn relative to average drawdown | -0.50 | 16.86 | -17.36 |
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 | EUNY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 2.13 | -2.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.34 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.00 | 0.42 | +0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.22 | +0.23 |
Drawdowns
MSF.DE vs. EUNY.DE - Drawdown Comparison
The maximum MSF.DE drawdown since its inception was -79.08%, which is greater than EUNY.DE's maximum drawdown of -40.65%. Use the drawdown chart below to compare losses from any high point for MSF.DE and EUNY.DE.
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Drawdown Indicators
| MSF.DE | EUNY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.08% | -40.65% | -38.43% |
Max Drawdown (1Y)Largest decline over 1 year | -33.02% | -4.11% | -28.91% |
Max Drawdown (3Y)Largest decline over 3 years | -33.02% | -15.70% | -17.32% |
Max Drawdown (5Y)Largest decline over 5 years | -33.02% | -31.43% | -1.59% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | -36.29% | +3.27% |
Current DrawdownCurrent decline from peak | -20.49% | -2.82% | -17.67% |
Average DrawdownAverage peak-to-trough decline | -32.93% | -12.34% | -20.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.65% | 1.51% | +15.14% |
Volatility
MSF.DE vs. EUNY.DE - Volatility Comparison
Microsoft Corporation (MSF.DE) has a higher volatility of 11.02% compared to iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) at 4.52%. This indicates that MSF.DE's price experiences larger fluctuations and is considered to be riskier than EUNY.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 | EUNY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.02% | 4.52% | +6.50% |
Volatility (6M)Calculated over the trailing 6-month period | 23.79% | 9.70% | +14.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.59% | 11.90% | +14.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.28% | 15.58% | +9.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.38% | 16.73% | +7.65% |
Dividends
MSF.DE vs. EUNY.DE - Dividend Comparison
MSF.DE's dividend yield for the trailing twelve months is around 0.71%, less than EUNY.DE's 5.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 5.32% | 5.82% | 7.72% | 8.04% | 9.56% | 6.35% | 5.09% | 5.57% | 5.65% | 4.09% | 4.35% | 6.37% |
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 EUNY.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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