MSFT vs. IBTJ
MSFT (Microsoft Corporation) is a stock, while IBTJ (iShares iBonds Dec 2029 Term Treasury ETF) is Government Bonds fund tracking the ICE 2029 Maturity US Treasury Index. Over the past 5 years, MSFT returned 9.56%/yr vs -0.15%/yr for IBTJ. At a 0.01 correlation, their price movements are largely independent.
Performance
MSFT vs. IBTJ - 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 IBTJ's 0.04% return.
MSFT
- 1D
- 0.10%
- 1M
- -7.19%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.07%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
IBTJ
- 1D
- -0.09%
- 1M
- 0.36%
- YTD
- 0.04%
- 6M
- 0.37%
- 1Y
- 3.40%
- 3Y*
- 3.81%
- 5Y*
- -0.15%
- 10Y*
- —
MSFT vs. IBTJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 41.71% |
IBTJ iShares iBonds Dec 2029 Term Treasury ETF | 0.04% | 6.89% | 1.82% | 4.49% | -12.45% | -3.57% | 4.03% |
Correlation
The correlation between MSFT and IBTJ is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2020 | 0.01 |
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Return for Risk
MSFT vs. IBTJ — Risk / Return Rank
MSFT
IBTJ
MSFT vs. IBTJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and iShares iBonds Dec 2029 Term Treasury ETF (IBTJ). 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 | IBTJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.09 | ||
| Sortino ratioReturn per unit of downside risk | -3.01 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.25 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 2.02 | -2.54 |
| Martin ratioReturn relative to average drawdown | -1.08 | 5.49 | -6.57 |
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Drawdowns
MSFT vs. IBTJ - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than IBTJ's maximum drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for MSFT and IBTJ.
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Drawdown Indicators
| MSFT | IBTJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -20.19% | -49.19% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -1.62% | -32.29% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -4.43% | -29.48% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -17.21% | -19.94% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | — | — |
Current DrawdownCurrent decline from peak | -27.46% | -6.17% | -21.29% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -9.71% | -12.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.48% | 0.59% | +15.89% |
Volatility
MSFT vs. IBTJ - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.52% compared to iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) at 0.69%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than IBTJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | IBTJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 0.69% | +9.83% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 1.58% | +20.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 2.36% | +23.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 5.73% | +20.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 5.98% | +21.08% |
Dividends
MSFT vs. IBTJ - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.91%, less than IBTJ's 3.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBTJ iShares iBonds Dec 2029 Term Treasury ETF | 3.80% | 3.78% | 3.95% | 3.48% | 1.86% | 0.74% | 0.61% | 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 IBTJ have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.52%) compared to IBTJ (0.69%). In terms of maximum drawdown, MSFT dropped -69.38% vs IBTJ's -20.19%.
IBTJ currently has the higher Sharpe Ratio (1.39 vs -0.70), 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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