MSFT vs. IDV
MSFT (Microsoft Corporation) is a stock, while IDV (iShares International Select Dividend ETF) is Global Equities fund tracking the Dow Jones EPAC Select Dividend. Over the past 10 years, MSFT returned 24.64%/yr vs 10.33%/yr for IDV. At a 0.47 correlation, their price movements are largely independent.
Performance
MSFT vs. IDV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MSFT achieves a -14.48% return, which is significantly lower than IDV's 10.84% return. Over the past 10 years, MSFT has outperformed IDV with an annualized return of 24.64%, while IDV has yielded a comparatively lower 10.33% 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%
IDV
- 1D
- 0.23%
- 1M
- -2.36%
- YTD
- 10.84%
- 6M
- 14.01%
- 1Y
- 33.84%
- 3Y*
- 24.24%
- 5Y*
- 11.70%
- 10Y*
- 10.33%
MSFT vs. IDV - 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% |
IDV iShares International Select Dividend ETF | 10.84% | 52.16% | 4.00% | 10.32% | -6.40% | 12.00% | -5.94% | 23.56% | -10.37% | 19.74% |
Correlation
The correlation between MSFT and IDV is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2007 | 0.47 |
Over the past year, the correlation between MSFT and IDV has dropped to 0.18 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MSFT vs. IDV — Risk / Return Rank
MSFT
IDV
MSFT vs. IDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and iShares International Select Dividend ETF (IDV). 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 | IDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.10 | ||
| Sortino ratioReturn per unit of downside risk | -3.91 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.47 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 3.99 | -4.34 |
| Martin ratioReturn relative to average drawdown | -0.73 | 15.00 | -15.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MSFT | IDV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | 2.63 | -3.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.76 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.58 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.21 | +0.53 |
Drawdowns
MSFT vs. IDV - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, roughly equal to the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for MSFT and IDV.
Loading charts...
Drawdown Indicators
| MSFT | IDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -70.14% | +0.76% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -8.52% | -25.39% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -11.86% | -22.05% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -29.19% | -7.96% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -42.50% | +5.35% |
Current DrawdownCurrent decline from peak | -23.56% | -4.08% | -19.48% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -15.39% | -6.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.13% | 2.26% | +13.87% |
Volatility
MSFT vs. IDV - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.25% compared to iShares International Select Dividend ETF (IDV) at 3.91%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MSFT | IDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.25% | 3.91% | +6.34% |
Volatility (6M)Calculated over the trailing 6-month period | 22.36% | 10.71% | +11.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.31% | 12.96% | +12.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.64% | 15.56% | +11.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 17.94% | +9.12% |
Dividends
MSFT vs. IDV - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.86%, less than IDV's 4.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 4.51% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
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 IDV have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.25%) compared to IDV (3.91%). In terms of maximum drawdown, MSFT dropped -69.38% vs IDV's -70.14%.
IDV currently has the higher Sharpe Ratio (2.63 vs -0.47), 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.
Find the right allocation for MSFT and IDV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer