DIS vs. SCHD
DIS (The Walt Disney Company) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, DIS returned 1.13%/yr vs 12.79%/yr for SCHD. Their 0.56 correlation means they have sometimes moved together and sometimes differently.
Performance
DIS vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, DIS achieves a -12.41% return, which is significantly lower than SCHD's 25.59% return. Over the past 10 years, DIS has underperformed SCHD with an annualized return of 1.13%, while SCHD has yielded a comparatively higher 12.79% annualized return.
DIS
- 1D
- 2.32%
- 1M
- 0.87%
- 6M
- -9.91%
- YTD
- -12.41%
- 1Y
- -16.66%
- 3Y*
- 5.80%
- 5Y*
- -10.57%
- 10Y*
- 1.13%
- ALL TIME*
- 10.78%
SCHD
- 1D
- 1.38%
- 1M
- 5.61%
- 6M
- 17.29%
- YTD
- 25.59%
- 1Y
- 29.17%
- 3Y*
- 14.51%
- 5Y*
- 9.75%
- 10Y*
- 12.79%
- ALL TIME*
- 13.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.00B | $1.00B | $1.03B | |
| $688.17M | $674.08M | $669.05M |
DIS vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | -12.41% | 3.30% | 24.44% | 4.26% | -43.91% | -14.51% | 25.27% | 33.51% | 3.61% | 4.76% |
SCHD Schwab U.S. Dividend Equity ETF | 25.59% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between DIS and SCHD is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.53 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.57 |
The correlation between DIS and SCHD shifts across timeframes, from 0.42 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DIS vs. SCHD — Risk / Return Rank
DIS
SCHD
DIS vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Walt Disney Company (DIS) and Schwab U.S. Dividend Equity ETF (SCHD). 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 | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.29 | ||
| Sortino ratioReturn per unit of downside risk | -4.89 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.47 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 6.35 | -7.10 |
| Martin ratioReturn relative to average drawdown | -1.43 | 15.78 | -17.21 |
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Drawdowns
DIS vs. SCHD - Drawdown Comparison
The maximum DIS drawdown since its inception was -85.66%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DIS and SCHD.
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Drawdown Indicators
| DIS | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.66% | -33.37% | -52.29% |
Max Drawdown (1Y)Largest decline over 1 year | -22.40% | -4.61% | -17.79% |
Max Drawdown (3Y)Largest decline over 3 years | -32.86% | -16.13% | -16.73% |
Max Drawdown (5Y)Largest decline over 5 years | -57.33% | -16.85% | -40.48% |
Max Drawdown (10Y)Largest decline over 10 years | -60.72% | -33.37% | -27.35% |
Current DrawdownCurrent decline from peak | -49.49% | 0.00% | -49.49% |
Average DrawdownAverage peak-to-trough decline | -26.82% | -3.30% | -23.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.93% | 1.86% | +10.07% |
Volatility
DIS vs. SCHD - Volatility Comparison
The Walt Disney Company (DIS) has a higher volatility of 8.11% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.98%. This indicates that DIS's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIS | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.11% | 3.98% | +4.13% |
Volatility (6M)Calculated over the trailing 6-month period | 20.37% | 8.01% | +12.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.50% | 11.14% | +14.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.43% | 14.39% | +15.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.90% | 16.73% | +12.17% |
Dividends
DIS vs. SCHD - Dividend Comparison
DIS's dividend yield for the trailing twelve months is around 1.52%, less than SCHD's 3.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | 1.52% | 1.10% | 0.85% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% |
SCHD Schwab U.S. Dividend Equity ETF | 3.09% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
DIS and SCHD have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIS has higher volatility (8.11%) compared to SCHD (3.98%). In terms of maximum drawdown, DIS dropped -85.66% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.63 vs -0.66), 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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