VUSD.L vs. MSFT

Last updated Jun 5, 2026

VUSD.L (Vanguard S&P 500 UCITS ETF) is S&P 500 fund tracking the S&P 500 Index, while MSFT (Microsoft Corporation) is a stock. Over the past 10 years, VUSD.L returned 15.21%/yr vs 24.64%/yr for MSFT. At a 0.38 correlation, their price movements are largely independent.

Performance

VUSD.L vs. MSFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 UCITS ETF (VUSD.L) and Microsoft Corporation (MSFT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VUSD.L achieves a 10.34% return, which is significantly higher than MSFT's -13.46% return. Over the past 10 years, VUSD.L has underperformed MSFT with an annualized return of 15.21%, while MSFT has yielded a comparatively higher 24.64% annualized return.

VUSD.L

• 1D: 0.02%
• 1M: 3.22%
• YTD: 10.34%
• 6M: 10.77%
• 1Y: 27.61%
• 3Y*: 22.17%
• 5Y*: 13.71%
• 10Y*: 15.21%

MSFT

• 1D: -2.66%
• 1M: 0.87%
• YTD: -13.46%
• 6M: -13.38%
• 1Y: -10.20%
• 3Y*: 8.53%
• 5Y*: 11.60%
• 10Y*: 24.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VUSD.L vs. MSFT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VUSD.L Vanguard S&P 500 UCITS ETF	10.34%	17.37%	25.26%	26.78%	-18.74%	29.43%	17.63%	30.53%	-5.54%	21.66%
MSFT Microsoft Corporation	-13.46%	15.58%	12.93%	58.19%	-28.02%	52.48%	42.53%	57.56%	20.80%	40.73%

Correlation

The correlation between VUSD.L and MSFT is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.42
Correlation (10Y) Calculated over the trailing 10-year period	0.41
Correlation (All Time) Calculated using the full available price history since May 24, 2012	0.38

Return for Risk

VUSD.L vs. MSFT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VUSD.L

VUSD.L Risk / Return Rank: 75
VUSD.L Sharpe Ratio Rank: 74
VUSD.L Sortino Ratio Rank: 78
VUSD.L Omega Ratio Rank: 74
VUSD.L Calmar Ratio Rank: 70
VUSD.L Martin Ratio Rank: 77

MSFT

MSFT Risk / Return Rank: 26
MSFT Sharpe Ratio Rank: 24
MSFT Sortino Ratio Rank: 22
MSFT Omega Ratio Rank: 22
MSFT Calmar Ratio Rank: 32
MSFT Martin Ratio Rank: 30

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.

VUSD.L vs. MSFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUSD.L) and Microsoft Corporation (MSFT). 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.

	VUSD.L	MSFT	Difference
Sharpe ratio: Return per unit of total volatility	2.36	-0.41	+2.77
Sortino ratio: Return per unit of downside risk	3.46	-0.40	+3.85
Omega ratio: Gain probability vs. loss probability	1.43	0.95	+0.48
Calmar ratio: Return relative to maximum drawdown	3.39	-0.30	+3.69
Martin ratio: Return relative to average drawdown	14.57	-0.64	+15.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VUSD.L vs. MSFT - Sharpe Ratio Comparison

The current VUSD.L Sharpe Ratio is 2.36, which is higher than the MSFT Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of VUSD.L and MSFT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VUSD.L	MSFT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.36	-0.41	+2.77
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.86	0.44	+0.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.93	0.91	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.98	0.74	+0.24

Drawdowns

VUSD.L vs. MSFT - Drawdown Comparison

The maximum VUSD.L drawdown since its inception was -33.93%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for VUSD.L and MSFT.

Drawdown Indicators

	VUSD.L	MSFT	Difference
Max Drawdown Largest peak-to-trough decline	-33.93%	-69.38%	+35.45%
Max Drawdown (1Y) Largest decline over 1 year	-8.18%	-33.91%	+25.73%
Max Drawdown (3Y) Largest decline over 3 years	-18.44%	-33.91%	+15.47%
Max Drawdown (5Y) Largest decline over 5 years	-24.42%	-37.15%	+12.73%
Max Drawdown (10Y) Largest decline over 10 years	-33.93%	-37.15%	+3.22%
Current Drawdown Current decline from peak	-0.54%	-22.65%	+22.11%
Average Drawdown Average peak-to-trough decline	-3.71%	-21.78%	+18.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	16.07%	-14.16%

Volatility

VUSD.L vs. MSFT - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS ETF (VUSD.L) is 3.19%, while Microsoft Corporation (MSFT) has a volatility of 10.32%. This indicates that VUSD.L experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VUSD.L	MSFT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.19%	10.32%	-7.13%
Volatility (6M) Calculated over the trailing 6-month period	8.59%	22.34%	-13.75%
Volatility (1Y) Calculated over the trailing 1-year period	11.73%	25.25%	-13.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.00%	26.63%	-10.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.25%	27.05%	-10.80%

Dividends

VUSD.L vs. MSFT - Dividend Comparison

VUSD.L's dividend yield for the trailing twelve months is around 0.86%, more than MSFT's 0.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MSFT Microsoft Corporation	0.85%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
VUSD.L Vanguard S&P 500 UCITS ETF	0.86%	0.94%	1.03%	1.22%	1.43%	1.06%	1.34%	1.45%	1.78%	1.54%	1.72%	1.78%

Frequently Asked Questions

Can I hold both VUSD.L and MSFT in my portfolio?

VUSD.L and MSFT have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.