DIS vs. VBIL
DIS (The Walt Disney Company) is a stock, while VBIL (Vanguard 0-3 Month Treasury Bill ETF) is Ultrashort Bond fund tracking the Bloomberg US Treasury Bills 0-3 Months Index. Over the past year, DIS returned -11.10% vs 3.91% for VBIL. At a 0.00 correlation, their price movements are largely independent.
Performance
DIS vs. VBIL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DIS achieves a -9.00% return, which is significantly lower than VBIL's 1.71% return.
DIS
- 1D
- 1.05%
- 1M
- 0.51%
- YTD
- -9.00%
- 6M
- -8.56%
- 1Y
- -11.10%
- 3Y*
- 6.35%
- 5Y*
- -9.85%
- 10Y*
- 1.61%
VBIL
- 1D
- 0.01%
- 1M
- 0.30%
- YTD
- 1.71%
- 6M
- 1.81%
- 1Y
- 3.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DIS vs. VBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DIS The Walt Disney Company | -9.00% | 5.26% |
VBIL Vanguard 0-3 Month Treasury Bill ETF | 1.71% | 3.73% |
Correlation
The correlation between DIS and VBIL is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2025 | 0.00 |
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. VBIL — Risk / Return Rank
DIS
VBIL
DIS vs. VBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Walt Disney Company (DIS) and Vanguard 0-3 Month Treasury Bill ETF (VBIL). 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 | VBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -18.53 | ||
| Sortino ratioReturn per unit of downside risk | -112.31 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 39.66 | -38.72 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 296.41 | -296.86 |
| Martin ratioReturn relative to average drawdown | -0.87 | 1,960.46 | -1,961.34 |
Loading charts...
Drawdowns
DIS vs. VBIL - Drawdown Comparison
The maximum DIS drawdown since its inception was -85.66%, which is greater than VBIL's maximum drawdown of -0.09%. Use the drawdown chart below to compare losses from any high point for DIS and VBIL.
Loading charts...
Drawdown Indicators
| DIS | VBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.66% | -0.09% | -85.57% |
Max Drawdown (1Y)Largest decline over 1 year | -24.97% | -0.01% | -24.96% |
Max Drawdown (3Y)Largest decline over 3 years | -32.86% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -57.33% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -60.72% | — | — |
Current DrawdownCurrent decline from peak | -47.52% | 0.00% | -47.52% |
Average DrawdownAverage peak-to-trough decline | -26.79% | -0.00% | -26.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.74% | 0.00% | +12.74% |
Volatility
DIS vs. VBIL - Volatility Comparison
The Walt Disney Company (DIS) has a higher volatility of 5.73% compared to Vanguard 0-3 Month Treasury Bill ETF (VBIL) at 0.05%. This indicates that DIS's price experiences larger fluctuations and is considered to be riskier than VBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DIS | VBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 0.05% | +5.68% |
Volatility (6M)Calculated over the trailing 6-month period | 19.42% | 0.16% | +19.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.39% | 0.22% | +24.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.38% | 0.30% | +29.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.79% | 0.30% | +28.49% |
Dividends
DIS vs. VBIL - Dividend Comparison
DIS's dividend yield for the trailing twelve months is around 1.21%, less than VBIL's 3.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | 1.21% | 1.10% | 0.85% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% |
VBIL Vanguard 0-3 Month Treasury Bill ETF | 3.65% | 3.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DIS and VBIL have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIS has higher volatility (5.73%) compared to VBIL (0.05%). In terms of maximum drawdown, DIS dropped -85.66% vs VBIL's -0.09%.
VBIL currently has the higher Sharpe Ratio (18.07 vs -0.46), 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 VBIL
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