MSFT vs. EUNW.DE
MSFT (Microsoft Corporation) is a stock, while EUNW.DE (iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)) is European High Yield Bonds fund tracking the iBoxx® EUR Liquid High Yield. Over the past 10 years, MSFT returned 24.64%/yr vs 3.33%/yr for EUNW.DE. At a 0.17 correlation, their price movements are largely independent.
Performance
MSFT vs. EUNW.DE - Performance Comparison
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Different Trading Currencies
MSFT is traded in USD, while EUNW.DE is traded in EUR. To make them comparable, the EUNW.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MSFT achieves a -14.48% return, which is significantly lower than EUNW.DE's -0.32% return. Over the past 10 years, MSFT has outperformed EUNW.DE with an annualized return of 24.64%, while EUNW.DE has yielded a comparatively lower 3.33% annualized return.
MSFT
- 1D
- -1.18%
- 1M
- -0.60%
- YTD
- -14.48%
- 6M
- -15.77%
- 1Y
- -11.77%
- 3Y*
- 8.85%
- 5Y*
- 11.09%
- 10Y*
- 24.64%
EUNW.DE
- 1D
- 0.15%
- 1M
- -1.00%
- YTD
- -0.32%
- 6M
- 1.24%
- 1Y
- 5.16%
- 3Y*
- 9.22%
- 5Y*
- 1.72%
- 10Y*
- 3.33%
MSFT vs. EUNW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -14.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
EUNW.DE iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) | -0.32% | 18.53% | -0.16% | 14.77% | -14.36% | -5.19% | 10.94% | 7.55% | -8.06% | 19.38% |
Correlation
The correlation between MSFT and EUNW.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2014 | 0.17 |
The correlation between MSFT and EUNW.DE shifts across timeframes, from 0.14 (3 years) to 0.25 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MSFT vs. EUNW.DE — Risk / Return Rank
MSFT
EUNW.DE
MSFT vs. EUNW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.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.
| MSFT | EUNW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.12 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 0.66 | -1.01 |
| Martin ratioReturn relative to average drawdown | -0.73 | 1.96 | -2.69 |
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
| MSFT | EUNW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | 0.65 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.16 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.31 | +0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.22 | +0.52 |
Drawdowns
MSFT vs. EUNW.DE - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than EUNW.DE's maximum drawdown of -31.65%. Use the drawdown chart below to compare losses from any high point for MSFT and EUNW.DE.
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Drawdown Indicators
| MSFT | EUNW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -31.65% | -37.73% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -7.43% | -26.48% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -7.55% | -26.36% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -31.57% | -5.58% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -31.65% | -5.50% |
Current DrawdownCurrent decline from peak | -23.56% | -3.13% | -20.43% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -8.15% | -13.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.13% | 2.52% | +13.61% |
Volatility
MSFT vs. EUNW.DE - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.25% compared to iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE) at 1.73%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than EUNW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | EUNW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.25% | 1.73% | +8.52% |
Volatility (6M)Calculated over the trailing 6-month period | 22.36% | 5.75% | +16.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.31% | 7.57% | +17.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.64% | 10.44% | +16.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 10.65% | +16.41% |
Dividends
MSFT vs. EUNW.DE - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.86%, less than EUNW.DE's 5.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNW.DE iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) | 5.17% | 5.45% | 6.09% | 5.41% | 3.70% | 3.07% | 3.67% | 3.75% | 3.68% | 3.78% | 4.03% | 4.59% |
MSFT Microsoft Corporation | 0.86% | 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 EUNW.DE 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.
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