MSFT vs. XEQT.TO
MSFT (Microsoft Corporation) is a stock, while XEQT.TO (iShares Core Equity ETF Portfolio) is Global Equities fund actively managed by iShares. Over the past 5 years, MSFT returned 9.56%/yr vs 10.45%/yr for XEQT.TO. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
MSFT vs. XEQT.TO - Performance Comparison
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Different Trading Currencies
MSFT is traded in USD, while XEQT.TO is traded in CAD. To make them comparable, the XEQT.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MSFT achieves a -18.85% return, which is significantly lower than XEQT.TO's 10.03% 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%
XEQT.TO
- 1D
- 0.45%
- 1M
- 0.15%
- YTD
- 10.03%
- 6M
- 11.14%
- 1Y
- 27.44%
- 3Y*
- 20.01%
- 5Y*
- 10.45%
- 10Y*
- —
MSFT vs. XEQT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | -18.85% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 14.55% |
XEQT.TO iShares Core Equity ETF Portfolio | 10.03% | 26.34% | 14.67% | 20.13% | -16.29% | 19.04% | 14.57% | 9.82% |
Correlation
The correlation between MSFT and XEQT.TO 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 (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2019 | 0.52 |
The correlation between MSFT and XEQT.TO shifts across timeframes, from 0.34 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MSFT vs. XEQT.TO — Risk / Return Rank
MSFT
XEQT.TO
MSFT vs. XEQT.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and iShares Core Equity ETF Portfolio (XEQT.TO). 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 | XEQT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.75 | ||
| Sortino ratioReturn per unit of downside risk | -3.67 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.38 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 2.92 | -3.45 |
| Martin ratioReturn relative to average drawdown | -1.08 | 12.61 | -13.69 |
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Drawdowns
MSFT vs. XEQT.TO - Drawdown Comparison
The maximum MSFT drawdown since its inception was -69.38%, which is greater than XEQT.TO's maximum drawdown of -35.81%. Use the drawdown chart below to compare losses from any high point for MSFT and XEQT.TO.
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Drawdown Indicators
| MSFT | XEQT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.38% | -35.81% | -33.57% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -9.15% | -24.76% |
Max Drawdown (3Y)Largest decline over 3 years | -33.91% | -15.08% | -18.83% |
Max Drawdown (5Y)Largest decline over 5 years | -37.15% | -26.23% | -10.92% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | — | — |
Current DrawdownCurrent decline from peak | -27.46% | -1.53% | -25.93% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -5.77% | -16.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.48% | 2.12% | +14.36% |
Volatility
MSFT vs. XEQT.TO - Volatility Comparison
Microsoft Corporation (MSFT) has a higher volatility of 10.52% compared to iShares Core Equity ETF Portfolio (XEQT.TO) at 5.02%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than XEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFT | XEQT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 5.02% | +5.50% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 10.47% | +11.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.42% | 13.05% | +12.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.66% | 14.58% | +12.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.06% | 16.81% | +10.25% |
Dividends
MSFT vs. XEQT.TO - Dividend Comparison
MSFT's dividend yield for the trailing twelve months is around 0.91%, less than XEQT.TO's 1.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XEQT.TO iShares Core Equity ETF Portfolio | 1.48% | 1.66% | 2.03% | 2.09% | 2.14% | 1.66% | 1.69% | 1.21% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MSFT and XEQT.TO 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.
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