MSFT vs. DHS
MSFT (Microsoft Corporation) is a stock, while DHS (WisdomTree US High Dividend Fund) is Large Cap Value Equities fund tracking the WisdomTree U.S. High Dividend Index. Over the past 10 years, MSFT returned 23.48%/yr vs 9.93%/yr for DHS. At a 0.46 correlation, their price movements are largely independent.
Performance
MSFT vs. DHS - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -26.72% return, which is significantly lower than DHS's 13.65% return. Over the past 10 years, MSFT has outperformed DHS with an annualized return of 23.48%, while DHS has yielded a comparatively lower 9.93% annualized return.
MSFT
- 1D
- -3.46%
- 1M
- -15.19%
- YTD
- -26.72%
- 6M
- -27.38%
- 1Y
- -27.75%
- 3Y*
- 3.20%
- 5Y*
- 6.77%
- 10Y*
- 23.48%
DHS
- 1D
- 1.03%
- 1M
- 1.29%
- YTD
- 13.65%
- 6M
- 12.94%
- 1Y
- 24.36%
- 3Y*
- 17.64%
- 5Y*
- 11.84%
- 10Y*
- 9.93%
MSFT vs. DHS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -26.72% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
DHS WisdomTree US High Dividend Fund | 13.65% | 12.87% | 18.02% | -0.19% | 7.97% | 23.20% | -5.70% | 22.59% | -7.41% | 11.69% |
Correlation
The correlation between MSFT and DHS is -0.10, 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 | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.46 |
The correlation between MSFT and DHS shifts across timeframes, from -0.10 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MSFT vs. DHS — Risk / Return Rank
MSFT
DHS
MSFT vs. DHS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and WisdomTree US High Dividend Fund (DHS). 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 | DHS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.46 | ||
| Sortino ratioReturn per unit of downside risk | -4.98 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.41 | -0.59 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 3.89 | -4.69 |
| Martin ratioReturn relative to average drawdown | -1.60 | 14.08 | -15.68 |
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Drawdowns
MSFT vs. DHS - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, roughly equal to the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for MSFT and DHS.
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Drawdown Indicators
| MSFT | DHS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -67.25% | -2.13% |
Max Drawdown (1Y)Largest decline over 1 year | -34.50% | -6.30% | -28.20% |
Max Drawdown (3Y)Largest decline over 3 years | -34.50% | -11.87% | -22.63% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -15.28% | -21.87% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -37.35% | +0.20% |
Current DrawdownCurrent decline from peak | -34.50% | -0.28% | -34.22% |
Average DrawdownAverage peak-to-trough decline | -21.79% | -9.53% | -12.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.34% | 1.73% | +15.61% |
Volatility
MSFT vs. DHS - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 11.82% compared to WisdomTree US High Dividend Fund (DHS) at 3.62%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than DHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | DHS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.82% | 3.62% | +8.20% |
Volatility (6M)Calculated over the trailing 6-month period | 23.26% | 7.56% | +15.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.24% | 10.24% | +16.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.85% | 13.88% | +12.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.11% | 16.08% | +11.03% |
Dividends
MSFT vs. DHS - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 1.01%, less than DHS's 3.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHS WisdomTree US High Dividend Fund | 3.18% | 3.32% | 3.66% | 4.31% | 3.42% | 3.29% | 4.14% | 3.69% | 3.76% | 3.00% | 3.25% | 3.53% |
MSFT Microsoft Corporation | 1.01% | 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 DHS have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (11.82%) compared to DHS (3.62%). In terms of maximum drawdown, MSFT dropped -69.38% vs DHS's -67.25%.
DHS currently has the higher Sharpe Ratio (2.40 vs -1.06), 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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