MSFT vs. IGLS.L
MSFT (Microsoft Corporation) is a stock, while IGLS.L (iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)) is European Government Bonds fund tracking the FTSE Act UK Cnvt Gilts All Stocks TR GBP. Over the past 10 years, MSFT returned 24.39%/yr vs 0.39%/yr for IGLS.L. At a 0.14 correlation, their price movements are largely independent.
Performance
MSFT vs. IGLS.L - Performance Comparison
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Different Trading Currencies
MSFT is traded in USD, while IGLS.L is traded in GBP. To make them comparable, the IGLS.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MSFT achieves a -18.85% return, which is significantly lower than IGLS.L's 0.07% return. Over the past 10 years, MSFT has outperformed IGLS.L with an annualized return of 24.39%, while IGLS.L has yielded a comparatively lower 0.39% annualized return.
MSFT
- 1D
- 0.10%
- 1M
- -3.36%
- YTD
- -18.85%
- 6M
- -17.98%
- 1Y
- -17.75%
- 3Y*
- 6.16%
- 5Y*
- 9.56%
- 10Y*
- 24.39%
IGLS.L
- 1D
- 0.05%
- 1M
- -0.16%
- YTD
- 0.07%
- 6M
- 1.24%
- 1Y
- 1.32%
- 3Y*
- 6.74%
- 5Y*
- 0.31%
- 10Y*
- 0.39%
MSFT vs. IGLS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
IGLS.L iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) | 0.07% | 13.20% | 0.94% | 9.69% | -14.66% | -2.57% | 4.59% | 5.11% | -5.53% | 9.10% |
Correlation
The correlation between MSFT and IGLS.L is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2009 | 0.14 |
The correlation between MSFT and IGLS.L shifts across timeframes, from 0.08 (1 year) to 0.20 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MSFT vs. IGLS.L — Risk / Return Rank
MSFT
IGLS.L
MSFT vs. IGLS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.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 | IGLS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.04 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 0.25 | -0.77 |
| Martin ratioReturn relative to average drawdown | -1.08 | 0.58 | -1.66 |
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Drawdowns
MSFT vs. IGLS.L - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than IGLS.L's maximum drawdown of -38.64%. Use the drawdown chart below to compare losses from any high point for MSFT and IGLS.L.
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Drawdown Indicators
| MSFT | IGLS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -38.64% | -30.74% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -5.31% | -28.60% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -9.30% | -24.61% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -30.55% | -6.60% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -32.19% | -4.96% |
Current DrawdownCurrent decline from peak | -27.46% | -10.18% | -17.28% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -13.50% | -8.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.48% | 2.28% | +14.20% |
Volatility
MSFT vs. IGLS.L - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.52% compared to iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) at 2.12%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than IGLS.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 | IGLS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 2.12% | +8.40% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 5.46% | +16.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 7.32% | +18.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 9.34% | +17.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 9.55% | +17.51% |
Dividends
MSFT vs. IGLS.L - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.91%, less than IGLS.L's 3.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGLS.L iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) | 3.97% | 3.88% | 3.67% | 1.62% | 0.30% | 0.25% | 0.53% | 0.46% | 0.33% | 0.53% | 0.88% | 0.48% |
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 IGLS.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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