DIS vs. TLT
DIS (The Walt Disney Company) is a stock, while TLT (iShares 20+ Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index. Over the past 10 years, DIS returned 0.99%/yr vs -1.75%/yr for TLT. At a correlation of -0.21, they often move in opposite directions.
Performance
DIS vs. TLT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DIS achieves a -12.07% return, which is significantly lower than TLT's 0.27% return. Over the past 10 years, DIS has outperformed TLT with an annualized return of 0.99%, while TLT has yielded a comparatively lower -1.75% annualized return.
DIS
- 1D
- -0.30%
- 1M
- -2.61%
- YTD
- -12.07%
- 6M
- -9.75%
- 1Y
- -14.24%
- 3Y*
- 2.95%
- 5Y*
- -10.41%
- 10Y*
- 0.99%
TLT
- 1D
- -0.24%
- 1M
- 2.93%
- YTD
- 0.27%
- 6M
- 0.45%
- 1Y
- 3.88%
- 3Y*
- -1.38%
- 5Y*
- -6.53%
- 10Y*
- -1.75%
DIS vs. TLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | -12.07% | 3.30% | 24.44% | 4.26% | -43.91% | -14.51% | 25.27% | 33.51% | 3.61% | 4.76% |
TLT iShares 20+ Year Treasury Bond ETF | 0.27% | 4.25% | -8.05% | 2.77% | -31.23% | -4.60% | 18.15% | 14.12% | -1.61% | 9.18% |
Correlation
The correlation between DIS and TLT is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2002 | -0.21 |
The correlation between DIS and TLT shifts across timeframes, from -0.21 (all time) to 0.21 (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
DIS vs. TLT — Risk / Return Rank
DIS
TLT
DIS vs. TLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Walt Disney Company (DIS) and iShares 20+ Year Treasury Bond ETF (TLT). 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 | TLT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.06 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 0.38 | -0.97 |
| Martin ratioReturn relative to average drawdown | -1.18 | 0.92 | -2.11 |
Loading charts...
Drawdowns
DIS vs. TLT - Drawdown Comparison
The maximum DIS drawdown since its inception was -85.66%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for DIS and TLT.
Loading charts...
Drawdown Indicators
| DIS | TLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.66% | -48.35% | -37.31% |
Max Drawdown (1Y)Largest decline over 1 year | -24.97% | -7.58% | -17.39% |
Max Drawdown (3Y)Largest decline over 3 years | -32.86% | -19.18% | -13.68% |
Max Drawdown (5Y)Largest decline over 5 years | -57.33% | -43.70% | -13.63% |
Max Drawdown (10Y)Largest decline over 10 years | -60.72% | -48.35% | -12.37% |
Current DrawdownCurrent decline from peak | -49.29% | -40.12% | -9.17% |
Average DrawdownAverage peak-to-trough decline | -26.78% | -13.84% | -12.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.47% | 3.14% | +9.33% |
Volatility
DIS vs. TLT - Volatility Comparison
The Walt Disney Company (DIS) has a higher volatility of 5.56% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.83%. This indicates that DIS's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DIS | TLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 2.83% | +2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 19.26% | 6.64% | +12.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.15% | 9.68% | +14.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.33% | 15.85% | +13.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.77% | 14.91% | +13.86% |
Dividends
DIS vs. TLT - Dividend Comparison
DIS's dividend yield for the trailing twelve months is around 1.25%, less than TLT's 4.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | 1.25% | 1.10% | 0.85% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% |
TLT iShares 20+ Year Treasury Bond ETF | 4.56% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
Frequently Asked Questions
DIS and TLT have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIS has higher volatility (5.56%) compared to TLT (2.83%). In terms of maximum drawdown, DIS dropped -85.66% vs TLT's -48.35%.
TLT currently has the higher Sharpe Ratio (0.30 vs -0.61), 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 TLT
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