MSFT vs. CW8U.L
MSFT (Microsoft Corporation) is a stock, while CW8U.L (Amundi MSCI World UCITS USD) is Global Equities fund tracking the MSCI ACWI NR USD. Over the past 5 years, MSFT returned 9.56%/yr vs 11.24%/yr for CW8U.L. At a 0.38 correlation, their price movements are largely independent.
Performance
MSFT vs. CW8U.L - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -18.85% return, which is significantly lower than CW8U.L's 8.47% return.
MSFT
- 1D
- 0.10%
- 1M
- -4.36%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.07%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
CW8U.L
- 1D
- 2.31%
- 1M
- -0.09%
- YTD
- 8.47%
- 6M
- 9.69%
- 1Y
- 23.59%
- 3Y*
- 19.24%
- 5Y*
- 11.24%
- 10Y*
- —
MSFT vs. CW8U.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 11.41% |
CW8U.L Amundi MSCI World UCITS USD | 8.47% | 20.32% | 19.03% | 24.06% | -18.23% | 22.09% | 15.78% | 28.00% | -9.23% |
Correlation
The correlation between MSFT and CW8U.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.38 |
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Return for Risk
MSFT vs. CW8U.L — Risk / Return Rank
MSFT
CW8U.L
MSFT vs. CW8U.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Amundi MSCI World UCITS USD (CW8U.L). 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.
| MSFT | CW8U.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.59 | ||
| Sortino ratioReturn per unit of downside risk | -3.70 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.34 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 2.70 | -3.23 |
| Martin ratioReturn relative to average drawdown | -1.08 | 11.32 | -12.40 |
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Drawdowns
MSFT vs. CW8U.L - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than CW8U.L's maximum drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for MSFT and CW8U.L.
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Drawdown Indicators
| MSFT | CW8U.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -34.10% | -35.28% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -8.48% | -25.43% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -17.26% | -16.65% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -25.79% | -11.36% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | — | — |
Current DrawdownCurrent decline from peak | -27.46% | -1.62% | -25.84% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -5.03% | -16.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.48% | 2.03% | +14.45% |
Volatility
MSFT vs. CW8U.L - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.52% compared to Amundi MSCI World UCITS USD (CW8U.L) at 4.07%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than CW8U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | CW8U.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 4.07% | +6.45% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 9.57% | +12.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 12.18% | +13.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 15.68% | +10.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 16.77% | +10.29% |
Dividends
MSFT vs. CW8U.L - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.91%, while CW8U.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CW8U.L Amundi MSCI World UCITS USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.91% | 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
MSFT and CW8U.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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