PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
MSFT vs. IUIT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MSFT vs. IUIT.L

Last updated Jun 13, 2026

MSFT (Microsoft Corporation) is a stock, while IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) is Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Over the past 10 years, MSFT returned 24.39%/yr vs 26.03%/yr for IUIT.L. At a 0.50 correlation, their price movements are largely independent.

Performance

MSFT vs. IUIT.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 (IUIT.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MSFT achieves a -18.85% return, which is significantly lower than IUIT.L's 17.28% return. Over the past 10 years, MSFT has underperformed IUIT.L with an annualized return of 24.39%, while IUIT.L has yielded a comparatively higher 26.03% annualized 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%

IUIT.L

1D
2.98%
1M
0.18%
YTD
17.28%
6M
18.91%
1Y
43.37%
3Y*
31.45%
5Y*
22.66%
10Y*
26.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFT vs. IUIT.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MSFT
Microsoft Corporation		-18.85%15.58%12.93%58.19%-28.02%52.48%42.53%57.56%20.80%40.73%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		17.28%22.93%38.51%59.45%-29.15%34.09%43.14%48.83%-1.41%37.94%

Correlation

The correlation between MSFT and IUIT.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.50

The correlation between MSFT and IUIT.L has been stable across timeframes, ranging from 0.48 to 0.52 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Microsoft Corporation

iShares S&P 500 Information Technology Sector UCITS ETF

Often compared with MSFT:
MSFT vs. AAPLMSFT vs. GOOGMSFT vs. AMZNMSFT vs. NVDAMSFT vs. SPYMSFT vs. METAMSFT vs. QQQ
Often compared with IUIT.L:
IUIT.L vs. VGTIUIT.L vs. QQQIUIT.L vs. QQQMIUIT.L vs. EQQQ.DEIUIT.L vs. VOOIUIT.L vs. VUAA.LIUIT.L vs. WITS.AS

Return for Risk

MSFT vs. IUIT.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MSFT
MSFT Risk / Return Rank: 1717
Overall Rank
MSFT Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MSFT Sortino Ratio Rank: 1515
Sortino Ratio Rank
MSFT Omega Ratio Rank: 1414
Omega Ratio Rank
MSFT Calmar Ratio Rank: 2424
Calmar Ratio Rank
MSFT Martin Ratio Rank: 2020
Martin Ratio Rank
IUIT.L
IUIT.L Risk / Return Rank: 6262
Overall Rank
IUIT.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IUIT.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
IUIT.L Omega Ratio Rank: 6464
Omega Ratio Rank
IUIT.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
IUIT.L Martin Ratio Rank: 4949
Martin Ratio Rank
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. IUIT.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 (IUIT.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.

MSFTIUIT.LDifference
Sharpe ratioReturn per unit of total volatility
-0.70
2.01

-2.71

Sortino ratioReturn per unit of downside risk
-0.84
2.70

-3.54

Omega ratioGain probability vs. loss probability

0.89

1.33

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.53

2.48

-3.01

Martin ratioReturn relative to average drawdown

-1.08

7.17

-8.25

MSFT vs. IUIT.L - Sharpe Ratio Comparison

The current MSFT Sharpe Ratio is -0.70, which is lower than the IUIT.L Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of MSFT and IUIT.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.

Loading charts...

Drawdowns

MSFT vs. IUIT.L - Drawdown Comparison

The maximum MSFT drawdown since its inception was -69.38%, which is greater than IUIT.L's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for MSFT and IUIT.L.

Loading charts...

Drawdown Indicators

MSFTIUIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.38%

-33.46%

-35.92%

Max Drawdown (1Y)

Largest decline over 1 year

-33.91%

-17.03%

-16.88%

Max Drawdown (3Y)

Largest decline over 3 years

-33.91%

-26.40%

-7.51%

Max Drawdown (5Y)

Largest decline over 5 years

-37.15%

-33.46%

-3.69%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

-33.46%

-3.69%

Current Drawdown

Current decline from peak

-27.46%

-7.68%

-19.78%

Average Drawdown

Average peak-to-trough decline

-21.78%

-5.90%

-15.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.48%

5.91%

+10.57%

Volatility

MSFT vs. IUIT.L - Volatility Comparison

Microsoft Corporation (MSFT) has a higher volatility of 10.52% compared to iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) at 8.88%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

MSFTIUIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.52%

8.88%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

22.31%

16.62%

+5.69%

Volatility (1Y)

Calculated over the trailing 1-year period

25.42%

21.07%

+4.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.66%

23.74%

+2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.06%

22.26%

+4.80%

Dividends

MSFT vs. IUIT.L - Dividend Comparison

MSFT's dividend yield for the trailing twelve months is around 0.91%, while IUIT.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IUIT.L
iShares S&P 500 Information Technology Sector 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		0.91%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 IUIT.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for MSFT and IUIT.L

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