DIS vs. IWM
DIS (The Walt Disney Company) is a stock, while IWM (iShares Russell 2000 ETF) is Small Cap Blend Equities fund tracking the Russell 2000 Index. Over the past 10 years, DIS returned 0.69%/yr vs 10.65%/yr for IWM. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
DIS vs. IWM - Performance Comparison
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Returns By Period
In the year-to-date period, DIS achieves a -14.61% return, which is significantly lower than IWM's 19.24% return. Over the past 10 years, DIS has underperformed IWM with an annualized return of 0.69%, while IWM has yielded a comparatively higher 10.65% annualized return.
DIS
- 1D
- -1.29%
- 1M
- -6.49%
- 6M
- -12.64%
- YTD
- -14.61%
- 1Y
- -19.45%
- 3Y*
- 4.48%
- 5Y*
- -10.88%
- 10Y*
- 0.69%
- ALL TIME*
- 10.74%
IWM
- 1D
- -0.59%
- 1M
- -1.11%
- 6M
- 10.45%
- YTD
- 19.24%
- 1Y
- 32.84%
- 3Y*
- 15.91%
- 5Y*
- 6.97%
- 10Y*
- 10.65%
- ALL TIME*
- 8.76%
DIS vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | -14.61% | 3.30% | 24.44% | 4.26% | -43.91% | -14.51% | 25.27% | 33.51% | 3.61% | 4.76% |
IWM iShares Russell 2000 ETF | 19.24% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
Correlation
The correlation between DIS and IWM is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 26, 2000 | 0.58 |
Over the past year, the correlation between DIS and IWM has dropped to 0.36 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
DIS vs. IWM — Risk / Return Rank
DIS
IWM
DIS vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Walt Disney Company (DIS) and iShares Russell 2000 ETF (IWM). 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.
| DIS | IWM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.48 | ||
| Sortino ratioReturn per unit of downside risk | -3.45 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.29 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 2.99 | -3.79 |
| Martin ratioReturn relative to average drawdown | -1.48 | 10.54 | -12.02 |
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Drawdowns
DIS vs. IWM - Drawdown Comparison
The maximum DIS drawdown since its inception was -85.66%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for DIS and IWM.
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Drawdown Indicators
| DIS | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.66% | -59.05% | -26.61% |
Max Drawdown (1Y)Largest decline over 1 year | -24.32% | -11.03% | -13.29% |
Max Drawdown (3Y)Largest decline over 3 years | -32.86% | -27.50% | -5.36% |
Max Drawdown (5Y)Largest decline over 5 years | -57.33% | -31.91% | -25.42% |
Max Drawdown (10Y)Largest decline over 10 years | -60.72% | -41.13% | -19.59% |
Current DrawdownCurrent decline from peak | -50.75% | -2.71% | -48.04% |
Average DrawdownAverage peak-to-trough decline | -26.81% | -10.72% | -16.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.18% | 3.12% | +10.06% |
Volatility
DIS vs. IWM - Volatility Comparison
The Walt Disney Company (DIS) has a higher volatility of 8.29% compared to iShares Russell 2000 ETF (IWM) at 3.62%. This indicates that DIS's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIS | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.29% | 3.62% | +4.67% |
Volatility (6M)Calculated over the trailing 6-month period | 20.12% | 14.17% | +5.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.14% | 19.38% | +5.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.36% | 22.49% | +6.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.86% | 23.00% | +5.86% |
Dividends
DIS vs. IWM - Dividend Comparison
DIS's dividend yield for the trailing twelve months is around 1.56%, more than IWM's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | 1.56% | 1.10% | 0.85% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% |
IWM iShares Russell 2000 ETF | 0.91% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
Frequently Asked Questions
DIS and IWM have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIS has higher volatility (8.29%) compared to IWM (3.62%). In terms of maximum drawdown, DIS dropped -85.66% vs IWM's -59.05%.
IWM currently has the higher Sharpe Ratio (1.71 vs -0.78), 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.
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