MSFT vs. QDTE
MSFT (Microsoft Corporation) is a stock, while QDTE (Roundhill Innovation-100 0DTE Covered Call Strategy ETF) is Derivative Income fund actively managed by Roundhill. Over the past year, MSFT returned -20.50% vs 24.69% for QDTE. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
MSFT vs. QDTE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MSFT achieves a -16.45% return, which is significantly lower than QDTE's 11.03% return.
MSFT
- 1D
- 2.15%
- 1M
- 6.03%
- 6M
- -12.13%
- YTD
- -16.45%
- 1Y
- -20.50%
- 3Y*
- 6.20%
- 5Y*
- 8.30%
- 10Y*
- 23.18%
- ALL TIME*
- 24.73%
QDTE
- 1D
- 0.31%
- 1M
- -4.51%
- 6M
- 9.76%
- YTD
- 11.03%
- 1Y
- 24.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 20.39%
MSFT vs. QDTE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MSFT Microsoft Corporation | -16.45% | 15.58% | 5.42% |
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 11.03% | 19.32% | 17.13% |
Correlation
The correlation between MSFT and QDTE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2024 | 0.57 |
Over the past year, the correlation between MSFT and QDTE has dropped to 0.34 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MSFT vs. QDTE — Risk / Return Rank
MSFT
QDTE
MSFT vs. QDTE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE). 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 | QDTE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.83 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.25 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 2.43 | -3.03 |
| Martin ratioReturn relative to average drawdown | -1.10 | 8.94 | -10.04 |
Loading charts...
Drawdowns
MSFT vs. QDTE - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than QDTE's maximum drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for MSFT and QDTE.
Loading charts...
Drawdown Indicators
| MSFT | QDTE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -22.86% | -46.52% |
Max Drawdown (1Y)Largest decline over 1 year | -34.50% | -10.20% | -24.30% |
Max Drawdown (3Y)Largest decline over 3 years | -34.50% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | — | — |
Current DrawdownCurrent decline from peak | -25.32% | -4.91% | -20.41% |
Average DrawdownAverage peak-to-trough decline | -21.80% | -3.13% | -18.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.74% | 2.77% | +15.97% |
Volatility
MSFT vs. QDTE - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.25% compared to Roundhill Innovation-100 0DTE Covered Call Strategy ETF (QDTE) at 7.01%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than QDTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MSFT | QDTE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.25% | 7.01% | +3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 24.51% | 14.25% | +10.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.52% | 17.46% | +10.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.07% | 19.06% | +8.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.15% | 19.06% | +8.09% |
Dividends
MSFT vs. QDTE - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.88%, less than QDTE's 45.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.88% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 45.99% | 49.49% | 32.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MSFT and QDTE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.25%) compared to QDTE (7.01%). In terms of maximum drawdown, MSFT dropped -69.38% vs QDTE's -22.86%.
QDTE currently has the higher Sharpe Ratio (1.42 vs -0.75), 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.
Find the right allocation for MSFT and QDTE
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