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MSFT vs. XUT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MSFT vs. XUT.TO

Last updated Jun 13, 2026

MSFT (Microsoft Corporation) is a stock, while XUT.TO (iShares S&P/TSX Capped Utilities Index ETF) is Utilities Equities fund tracking the Morningstar Gbl GR CAD. Over the past 10 years, MSFT returned 24.39%/yr vs 8.02%/yr for XUT.TO. At a 0.19 correlation, their price movements are largely independent.

Performance

MSFT vs. XUT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Microsoft Corporation (MSFT) and iShares S&P/TSX Capped Utilities Index ETF (XUT.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MSFT is traded in USD, while XUT.TO is traded in CAD. To make them comparable, the XUT.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 XUT.TO's 13.90% return. Over the past 10 years, MSFT has outperformed XUT.TO with an annualized return of 24.39%, while XUT.TO has yielded a comparatively lower 8.02% annualized return.

MSFT

1D
0.10%
1M
-3.36%
YTD
-18.85%
6M
-17.98%
1Y
-17.75%
3Y*
6.16%
5Y*
9.56%
10Y*
24.39%

XUT.TO

1D
-0.23%
1M
1.21%
YTD
13.90%
6M
11.67%
1Y
18.77%
3Y*
10.45%
5Y*
3.71%
10Y*
8.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFT vs. XUT.TO - 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%
XUT.TO
iShares S&P/TSX Capped Utilities Index ETF		13.90%20.23%4.26%1.98%-16.32%8.97%17.53%42.50%-15.41%18.16%

Correlation

The correlation between MSFT and XUT.TO is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.06

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

0.06

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

0.15

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

0.17

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2011

0.19

The correlation between MSFT and XUT.TO shifts across timeframes, from -0.06 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Microsoft Corporation

iShares S&P/TSX Capped Utilities Index ETF

Often compared with MSFT:
MSFT vs. AAPLMSFT vs. GOOGMSFT vs. AMZNMSFT vs. NVDAMSFT vs. SPYMSFT vs. METAMSFT vs. QQQ
Often compared with XUT.TO:
XUT.TO vs. ZUT.TOXUT.TO vs. XEI.TOXUT.TO vs. ZLB.TOXUT.TO vs. XIU.TOXUT.TO vs. XLUXUT.TO vs. UTES.TOXUT.TO vs. VPU

Return for Risk

MSFT vs. XUT.TO — 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
XUT.TO
XUT.TO Risk / Return Rank: 7575
Overall Rank
XUT.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XUT.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
XUT.TO Omega Ratio Rank: 8989
Omega Ratio Rank
XUT.TO Calmar Ratio Rank: 6565
Calmar Ratio Rank
XUT.TO Martin Ratio Rank: 5353
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. XUT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSFT) and iShares S&P/TSX Capped Utilities Index ETF (XUT.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.

MSFTXUT.TODifference
Sharpe ratioReturn per unit of total volatility
-0.70
1.95

-2.66

Sortino ratioReturn per unit of downside risk
-0.84
2.51

-3.36

Omega ratioGain probability vs. loss probability

0.89

1.37

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.53

2.79

-3.31

Martin ratioReturn relative to average drawdown

-1.08

8.89

-9.97

MSFT vs. XUT.TO - Sharpe Ratio Comparison

The current MSFT Sharpe Ratio is -0.70, which is lower than the XUT.TO Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of MSFT and XUT.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

MSFT vs. XUT.TO - Drawdown Comparison

The maximum MSFT drawdown since its inception was -69.38%, which is greater than XUT.TO's maximum drawdown of -42.99%. Use the drawdown chart below to compare losses from any high point for MSFT and XUT.TO.

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Drawdown Indicators

MSFTXUT.TODifference

Max Drawdown

Largest peak-to-trough decline

-69.38%

-42.99%

-26.39%

Max Drawdown (1Y)

Largest decline over 1 year

-33.91%

-6.76%

-27.15%

Max Drawdown (3Y)

Largest decline over 3 years

-33.91%

-21.13%

-12.78%

Max Drawdown (5Y)

Largest decline over 5 years

-37.15%

-34.82%

-2.33%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

-42.99%

+5.84%

Current Drawdown

Current decline from peak

-27.46%

-1.28%

-26.18%

Average Drawdown

Average peak-to-trough decline

-21.78%

-10.40%

-11.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.48%

2.12%

+14.36%

Volatility

MSFT vs. XUT.TO - Volatility Comparison

Microsoft Corporation (MSFT) has a higher volatility of 10.52% compared to iShares S&P/TSX Capped Utilities Index ETF (XUT.TO) at 2.64%. This indicates that MSFT's price experiences larger fluctuations and is considered to be riskier than XUT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MSFTXUT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.52%

2.64%

+7.88%

Volatility (6M)

Calculated over the trailing 6-month period

22.31%

8.25%

+14.06%

Volatility (1Y)

Calculated over the trailing 1-year period

25.42%

9.67%

+15.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.66%

14.40%

+12.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.06%

17.43%

+9.63%

Dividends

MSFT vs. XUT.TO - Dividend Comparison

MSFT's dividend yield for the trailing twelve months is around 0.91%, less than XUT.TO's 3.25% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
XUT.TO
iShares S&P/TSX Capped Utilities Index ETF		3.25%3.91%4.00%3.90%3.80%3.04%4.51%3.57%4.52%3.57%3.74%4.05%

Frequently Asked Questions

MSFT and XUT.TO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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