MSFT vs. IITU.L

Last updated Jun 6, 2026

MSFT (Microsoft Corporation) is a stock, while IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) is Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Over the past 10 years, MSFT returned 24.64%/yr vs 25.85%/yr for IITU.L. A 0.52 correlation means they provide meaningful diversification when combined.

Performance

MSFT vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Microsoft Corporation (MSFT) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

MSFT is traded in USD, while IITU.L is traded in GBp. To make them comparable, the IITU.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 -13.46% return, which is significantly lower than IITU.L's 18.75% return. Both investments have delivered pretty close results over the past 10 years, with MSFT having a 24.64% annualized return and IITU.L not far ahead at 25.85%.

MSFT

• 1D: -2.66%
• 1M: 0.87%
• YTD: -13.46%
• 6M: -13.38%
• 1Y: -10.20%
• 3Y*: 8.53%
• 5Y*: 11.60%
• 10Y*: 24.64%

IITU.L

• 1D: -3.42%
• 1M: 6.84%
• YTD: 18.75%
• 6M: 18.13%
• 1Y: 45.51%
• 3Y*: 33.37%
• 5Y*: 23.32%
• 10Y*: 25.85%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFT vs. IITU.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MSFT Microsoft Corporation	-13.46%	15.58%	12.93%	58.19%	-28.02%	52.48%	42.53%	57.56%	20.80%	40.73%
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)	18.75%	23.07%	38.50%	58.65%	-29.11%	34.44%	42.58%	49.99%	-1.62%	37.53%

Correlation

The correlation between MSFT and IITU.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (5Y) Calculated over the trailing 5-year period	0.56
Correlation (10Y) Calculated over the trailing 10-year period	0.53
Correlation (All Time) Calculated using the full available price history since Nov 23, 2015	0.52

The correlation between MSFT and IITU.L has been stable across timeframes, ranging from 0.47 to 0.56 - a consistent structural relationship.

Return for Risk

MSFT vs. IITU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSFT

MSFT Risk / Return Rank: 26
MSFT Sharpe Ratio Rank: 24
MSFT Sortino Ratio Rank: 22
MSFT Omega Ratio Rank: 22
MSFT Calmar Ratio Rank: 32
MSFT Martin Ratio Rank: 30

IITU.L

IITU.L Risk / Return Rank: 68
IITU.L Sharpe Ratio Rank: 80
IITU.L Sortino Ratio Rank: 75
IITU.L Omega Ratio Rank: 73
IITU.L Calmar Ratio Rank: 62
IITU.L Martin Ratio Rank: 47

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MSFT vs. IITU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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.

	MSFT	IITU.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.41	2.23	-2.63
Sortino ratio: Return per unit of downside risk	-0.40	2.95	-3.35
Omega ratio: Gain probability vs. loss probability	0.95	1.36	-0.41
Calmar ratio: Return relative to maximum drawdown	-0.30	2.70	-3.00
Martin ratio: Return relative to average drawdown	-0.64	8.10	-8.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MSFT vs. IITU.L - Sharpe Ratio Comparison

The current MSFT Sharpe Ratio is -0.41, which is lower than the IITU.L Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of MSFT and IITU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MSFT	IITU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.41	2.23	-2.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	0.86	-0.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.91	1.08	-0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.75	-0.01

Drawdowns

MSFT vs. IITU.L - Drawdown Comparison

The maximum MSFT drawdown since its inception was -69.38%, which is greater than IITU.L's maximum drawdown of -43.85%. Use the drawdown chart below to compare losses from any high point for MSFT and IITU.L.

Drawdown Indicators

	MSFT	IITU.L	Difference
Max Drawdown Largest peak-to-trough decline	-69.38%	-43.85%	-25.53%
Max Drawdown (1Y) Largest decline over 1 year	-33.91%	-16.80%	-17.11%
Max Drawdown (3Y) Largest decline over 3 years	-33.91%	-26.42%	-7.49%
Max Drawdown (5Y) Largest decline over 5 years	-37.15%	-34.22%	-2.93%
Max Drawdown (10Y) Largest decline over 10 years	-37.15%	-34.22%	-2.93%
Current Drawdown Current decline from peak	-22.65%	-6.51%	-16.14%
Average Drawdown Average peak-to-trough decline	-21.78%	-10.62%	-11.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.07%	5.60%	+10.47%

Volatility

MSFT vs. IITU.L - Volatility Comparison

Microsoft Corporation (MSFT) has a higher volatility of 10.32% compared to iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) at 7.83%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MSFT	IITU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.32%	7.83%	+2.49%
Volatility (6M) Calculated over the trailing 6-month period	22.34%	15.52%	+6.82%
Volatility (1Y) Calculated over the trailing 1-year period	25.25%	20.37%	+4.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.63%	27.15%	-0.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.05%	24.13%	+2.92%

Dividends

MSFT vs. IITU.L - Dividend Comparison

MSFT's dividend yield for the trailing twelve months is around 0.85%, while IITU.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.85%	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

Can I hold both MSFT and IITU.L in my portfolio?

MSFT and IITU.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.