MSFT vs. IXUS
MSFT (Microsoft Corporation) is a stock, while IXUS (iShares Core MSCI Total International Stock ETF) is Foreign Large Cap Equities fund tracking the MSCI ACWI ex USA IMI Index (Net). Over the past 10 years, MSFT returned 22.49%/yr vs 9.38%/yr for IXUS. Their 0.51 correlation means they have sometimes moved together and sometimes differently.
Performance
MSFT vs. IXUS - Performance Comparison
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Returns By Period
In the year-to-date period, MSFT achieves a -20.72% return, which is significantly lower than IXUS's 11.53% return. Over the past 10 years, MSFT has outperformed IXUS with an annualized return of 22.49%, while IXUS has yielded a comparatively lower 9.38% annualized return.
MSFT
- 1D
- 0.03%
- 1M
- 8.18%
- 6M
- -17.72%
- YTD
- -20.72%
- 1Y
- -25.10%
- 3Y*
- 3.64%
- 5Y*
- 6.55%
- 10Y*
- 22.49%
- ALL TIME*
- 24.56%
IXUS
- 1D
- -0.19%
- 1M
- -1.75%
- 6M
- 5.78%
- YTD
- 11.53%
- 1Y
- 21.86%
- 3Y*
- 16.72%
- 5Y*
- 8.41%
- 10Y*
- 9.38%
- ALL TIME*
- 7.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $117.94M | $164.49M | $177.55M | |
| $11.81B | $16.07B | $15.66B |
MSFT vs. IXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -20.72% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
IXUS iShares Core MSCI Total International Stock ETF | 11.53% | 32.40% | 5.19% | 15.83% | -16.47% | 8.86% | 10.80% | 21.71% | -14.41% | 28.12% |
Correlation
The correlation between MSFT and IXUS is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.51 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2012 | 0.51 |
Over the past year, the correlation between MSFT and IXUS has dropped to 0.20 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
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Return for Risk
MSFT vs. IXUS — Risk / Return Rank
MSFT
IXUS
MSFT vs. IXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and iShares Core MSCI Total International Stock ETF (IXUS). 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 | IXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.19 | ||
| Sortino ratioReturn per unit of downside risk | -3.01 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.24 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 1.92 | -2.64 |
| Martin ratioReturn relative to average drawdown | -1.30 | 7.13 | -8.43 |
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Drawdowns
MSFT vs. IXUS - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than IXUS's maximum drawdown of -36.22%. Use the drawdown chart below to compare losses from any high point for MSFT and IXUS.
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Drawdown Indicators
| MSFT | IXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -36.22% | -33.16% |
Max Drawdown (1Y)Largest decline over 1 year | -34.50% | -11.36% | -23.14% |
Max Drawdown (3Y)Largest decline over 3 years | -34.50% | -13.75% | -20.75% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -30.03% | -7.12% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | -36.22% | -0.93% |
Current DrawdownCurrent decline from peak | -29.14% | -4.12% | -25.02% |
Average DrawdownAverage peak-to-trough decline | -21.80% | -7.45% | -14.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.07% | 3.06% | +16.01% |
Volatility
MSFT vs. IXUS - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 9.82% compared to iShares Core MSCI Total International Stock ETF (IXUS) at 4.62%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than IXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | IXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.82% | 4.62% | +5.20% |
Volatility (6M)Calculated over the trailing 6-month period | 24.50% | 15.04% | +9.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.61% | 16.88% | +10.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.08% | 16.48% | +10.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.16% | 16.94% | +10.22% |
Dividends
MSFT vs. IXUS - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.93%, less than IXUS's 3.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXUS iShares Core MSCI Total International Stock ETF | 3.01% | 3.24% | 3.33% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.41% | 2.58% | 2.81% |
MSFT Microsoft Corporation | 0.93% | 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 IXUS have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (9.82%) compared to IXUS (4.62%). In terms of maximum drawdown, MSFT dropped -69.38% vs IXUS's -36.22%.
IXUS currently has the higher Sharpe Ratio (1.29 vs -0.90), 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.
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