WEBS vs. MSFT
WEBS (Daily Dow Jones Internet Bear 3X Shares) is Leveraged Equities fund tracking the Dow Jones Internet Composite Index (300%), while MSFT (Microsoft Corporation) is a stock. Over the past 5 years, WEBS returned -33.73%/yr vs 11.19%/yr for MSFT. Their -0.72 correlation means they have often moved in opposite directions in the past.
Performance
WEBS vs. MSFT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WEBS achieves a -14.38% return, which is significantly lower than MSFT's -3.48% return.
WEBS
- 1D
- -7.56%
- 1M
- -9.28%
- 6M
- -21.86%
- YTD
- -14.38%
- 1Y
- -19.62%
- 3Y*
- -44.46%
- 5Y*
- -33.73%
- 10Y*
- —
- ALL TIME*
- -51.17%
MSFT
- 1D
- 3.02%
- 1M
- 19.01%
- 6M
- 8.48%
- YTD
- -3.48%
- 1Y
- -10.62%
- 3Y*
- 12.25%
- 5Y*
- 11.19%
- 10Y*
- 24.97%
- ALL TIME*
- 25.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.39B | $14.79B | $16.23B | |
| $830.56K | $855.34K | $1.32M |
WEBS vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WEBS Daily Dow Jones Internet Bear 3X Shares | -14.38% | -40.66% | -56.62% | -75.58% | 117.15% | -39.82% | -87.18% | -10.90% |
MSFT Microsoft Corporation | -3.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 9.84% |
Correlation
The correlation between WEBS and MSFT is -0.57, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.57 |
Correlation (3Y) Balances recent behavior with more history. | -0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.70 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2019 | -0.72 |
The correlation between WEBS and MSFT shifts across timeframes, from -0.72 (all time) to -0.57 (1 year), reflecting how their relationship changes across market environments.
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
WEBS vs. MSFT — Risk / Return Rank
WEBS
MSFT
WEBS vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Daily Dow Jones Internet Bear 3X Shares (WEBS) 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.
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.
| WEBS | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.95 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | -0.35 | +0.14 |
| Martin ratioReturn relative to average drawdown | -0.45 | -0.63 | +0.18 |
Loading charts...
Drawdowns
WEBS vs. MSFT - Drawdown Comparison
The maximum WEBS drawdown since its inception was -99.63%, which is greater than MSFT's maximum drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for WEBS and MSFT.
Loading charts...
Drawdown Indicators
| WEBS | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.63% | -69.38% | -30.25% |
Max Drawdown (1Y)Largest decline over 1 year | -53.54% | -34.50% | -19.04% |
Max Drawdown (3Y)Largest decline over 3 years | -90.33% | -34.50% | -55.83% |
Max Drawdown (5Y)Largest decline over 5 years | -97.09% | -37.15% | -59.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.15% | — |
Current DrawdownCurrent decline from peak | -99.58% | -13.73% | -85.85% |
Average DrawdownAverage peak-to-trough decline | -91.24% | -21.80% | -69.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.63% | 19.35% | +6.28% |
Volatility
WEBS vs. MSFT - Volatility Comparison
Daily Dow Jones Internet Bear 3X Shares (WEBS) has a higher volatility of 17.91% compared to Microsoft Corporation (MSFT) at 15.97%. This indicates that WEBS's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WEBS | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.91% | 15.97% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 48.62% | 26.41% | +22.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.75% | 31.93% | +29.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 82.30% | 28.00% | +54.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 89.39% | 27.62% | +61.77% |
Dividends
WEBS vs. MSFT - Dividend Comparison
WEBS's dividend yield for the trailing twelve months is around 3.20%, more than MSFT's 0.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.77% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
WEBS Daily Dow Jones Internet Bear 3X Shares | 3.20% | 3.77% | 8.02% | 8.51% | 0.20% | 0.00% | 1.11% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WEBS and MSFT have a correlation of -0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WEBS has higher volatility (17.91%) compared to MSFT (15.97%). In terms of maximum drawdown, WEBS dropped -99.63% vs MSFT's -69.38%.
WEBS currently has the higher Sharpe Ratio (-0.19 vs -0.39), 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 WEBS and MSFT
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