MSFT vs. IS0E.DE
MSFT (Microsoft Corporation) is a stock, while IS0E.DE (iShares Gold Producers UCITS ETF) is Precious Metals fund tracking the S&P Commodity Producers Gold. Over the past 10 years, MSFT returned 24.64%/yr vs 14.17%/yr for IS0E.DE. At a 0.05 correlation, their price movements are largely independent.
Performance
MSFT vs. IS0E.DE - Performance Comparison
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Different Trading Currencies
MSFT is traded in USD, while IS0E.DE is traded in EUR. To make them comparable, the IS0E.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 IS0E.DE's -1.22% return. Over the past 10 years, MSFT has outperformed IS0E.DE with an annualized return of 24.64%, while IS0E.DE has yielded a comparatively lower 14.17% 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%
IS0E.DE
- 1D
- 0.99%
- 1M
- -7.66%
- YTD
- -1.22%
- 6M
- 7.09%
- 1Y
- 66.84%
- 3Y*
- 41.90%
- 5Y*
- 18.65%
- 10Y*
- 14.17%
MSFT vs. IS0E.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% |
IS0E.DE iShares Gold Producers UCITS ETF | -1.22% | 159.19% | 11.97% | 9.64% | -9.10% | -10.69% | 24.55% | 41.01% | -8.88% | 7.30% |
Correlation
The correlation between MSFT and IS0E.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2012 | 0.05 |
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Return for Risk
MSFT vs. IS0E.DE — Risk / Return Rank
MSFT
IS0E.DE
MSFT vs. IS0E.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and iShares Gold Producers UCITS ETF (IS0E.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 | IS0E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.21 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.24 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 2.15 | -2.50 |
| Martin ratioReturn relative to average drawdown | -0.73 | 5.42 | -6.15 |
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 | IS0E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | 1.26 | -1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.51 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.41 | +0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.14 | +0.60 |
Drawdowns
MSFT vs. IS0E.DE - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, smaller than the maximum IS0E.DE drawdown of -75.35%. Use the drawdown chart below to compare losses from any high point for MSFT and IS0E.DE.
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Drawdown Indicators
| MSFT | IS0E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -75.35% | +5.97% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -28.77% | -5.14% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -28.77% | -5.14% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -45.16% | +8.01% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -51.30% | +14.15% |
Current DrawdownCurrent decline from peak | -23.56% | -24.28% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -40.13% | +18.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.13% | 11.42% | +4.71% |
Volatility
MSFT vs. IS0E.DE - Volatility Comparison
The current volatility for Microsoft Corporation (MSFT) is 10.25%, while iShares Gold Producers UCITS ETF (IS0E.DE) has a volatility of 13.44%. This indicates that MSFT experiences smaller price fluctuations and is considered to be less risky than IS0E.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 | IS0E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.25% | 13.44% | -3.19% |
Volatility (6M)Calculated over the trailing 6-month period | 22.36% | 34.90% | -12.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.31% | 49.04% | -23.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.64% | 36.08% | -9.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 34.40% | -7.34% |
Dividends
MSFT vs. IS0E.DE - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.86%, while IS0E.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0E.DE iShares Gold Producers UCITS ETF | 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 | 0.86% | 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 IS0E.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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