DIS vs. ITOT
DIS (The Walt Disney Company) is a stock, while ITOT (iShares Core S&P Total U.S. Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Total Market Index. Over the past 10 years, DIS returned 0.98%/yr vs 14.81%/yr for ITOT. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
DIS vs. ITOT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DIS achieves a -13.10% return, which is significantly lower than ITOT's 9.09% return. Over the past 10 years, DIS has underperformed ITOT with an annualized return of 0.98%, while ITOT has yielded a comparatively higher 14.81% annualized return.
DIS
- 1D
- -0.84%
- 1M
- -8.47%
- YTD
- -13.10%
- 6M
- -7.52%
- 1Y
- -12.24%
- 3Y*
- 3.25%
- 5Y*
- -10.48%
- 10Y*
- 0.98%
ITOT
- 1D
- 0.31%
- 1M
- 0.42%
- YTD
- 9.09%
- 6M
- 8.99%
- 1Y
- 24.90%
- 3Y*
- 21.07%
- 5Y*
- 12.25%
- 10Y*
- 14.81%
DIS vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | -13.10% | 3.30% | 24.44% | 4.26% | -43.91% | -14.51% | 25.27% | 33.51% | 3.61% | 4.76% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 9.09% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Correlation
The correlation between DIS and ITOT is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2004 | 0.64 |
Over the past year, the correlation between DIS and ITOT has dropped to 0.38 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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
DIS vs. ITOT — Risk / Return Rank
DIS
ITOT
DIS vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Walt Disney Company (DIS) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
| DIS | ITOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.51 | ||
| Sortino ratioReturn per unit of downside risk | -3.29 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.36 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 2.81 | -3.30 |
| Martin ratioReturn relative to average drawdown | -1.00 | 12.79 | -13.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DIS | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.51 | 2.01 | -2.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | 0.71 | -1.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | 0.81 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.57 | -0.23 |
Drawdowns
DIS vs. ITOT - Drawdown Comparison
The maximum DIS drawdown since its inception was -85.66%, which is greater than ITOT's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for DIS and ITOT.
Loading charts...
Drawdown Indicators
| DIS | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.66% | -55.20% | -30.46% |
Max Drawdown (1Y)Largest decline over 1 year | -24.97% | -8.90% | -16.07% |
Max Drawdown (3Y)Largest decline over 3 years | -32.86% | -19.44% | -13.42% |
Max Drawdown (5Y)Largest decline over 5 years | -57.33% | -25.36% | -31.97% |
Max Drawdown (10Y)Largest decline over 10 years | -60.72% | -35.00% | -25.72% |
Current DrawdownCurrent decline from peak | -49.88% | -2.65% | -47.23% |
Average DrawdownAverage peak-to-trough decline | -26.77% | -6.97% | -19.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.23% | 1.95% | +10.28% |
Volatility
DIS vs. ITOT - Volatility Comparison
The Walt Disney Company (DIS) has a higher volatility of 6.12% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 3.91%. This indicates that DIS's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DIS | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.12% | 3.91% | +2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 19.37% | 9.56% | +9.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.33% | 12.49% | +11.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.33% | 17.40% | +11.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.77% | 18.29% | +10.48% |
Dividends
DIS vs. ITOT - Dividend Comparison
DIS's dividend yield for the trailing twelve months is around 1.26%, more than ITOT's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | 1.26% | 1.10% | 0.85% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.00% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Frequently Asked Questions
DIS and ITOT have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIS has higher volatility (6.12%) compared to ITOT (3.91%). In terms of maximum drawdown, DIS dropped -85.66% vs ITOT's -55.20%.
ITOT currently has the higher Sharpe Ratio (2.01 vs -0.51), 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 DIS and ITOT
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