WITS.AS vs. MSFT
Compare and contrast key facts about iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) and Microsoft Corporation (MSFT).
WITS.AS is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Oct 16, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WITS.AS or MSFT.
Performance
WITS.AS vs. MSFT - Performance Comparison
Returns By Period
In the year-to-date period, WITS.AS achieves a 27.23% return, which is significantly higher than MSFT's 11.17% return.
WITS.AS
27.23%
0.63%
10.13%
34.89%
21.69%
N/A
MSFT
11.17%
-0.57%
-2.08%
13.03%
23.81%
26.06%
Key characteristics
| WITS.AS | MSFT | |
|---|---|---|
| Sharpe Ratio | 1.59 | 0.57 |
| Sortino Ratio | 2.15 | 0.85 |
| Omega Ratio | 1.28 | 1.11 |
| Calmar Ratio | 2.06 | 0.72 |
| Martin Ratio | 6.80 | 1.73 |
| Ulcer Index | 4.88% | 6.44% |
| Daily Std Dev | 20.87% | 19.65% |
| Max Drawdown | -39.08% | -69.41% |
| Current Drawdown | -3.10% | -10.92% |
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Correlation
The correlation between WITS.AS and MSFT is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
WITS.AS vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) 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.
Dividends
WITS.AS vs. MSFT - Dividend Comparison
WITS.AS's dividend yield for the trailing twelve months is around 0.37%, less than MSFT's 0.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WITS.AS iShares MSCI World Information Technology Sector ESG UCITS ETF | 0.37% | 0.46% | 0.81% | 0.41% | 0.73% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.54% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
WITS.AS vs. MSFT - Drawdown Comparison
The maximum WITS.AS drawdown since its inception was -39.08%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for WITS.AS and MSFT. For additional features, visit the drawdowns tool.
Volatility
WITS.AS vs. MSFT - Volatility Comparison
The current volatility for iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) is 6.25%, while Microsoft Corporation (MSFT) has a volatility of 8.27%. This indicates that WITS.AS 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.