DIS vs. XLV

Last updated Jun 9, 2026

DIS (The Walt Disney Company) is a stock, while XLV (State Street Health Care Select Sector SPDR ETF) is Health & Biotech Equities fund tracking the Health Care Select Sector Index. Over the past 10 years, DIS returned 0.98%/yr vs 9.65%/yr for XLV. A 0.50 correlation means they provide meaningful diversification when combined.

Performance

DIS vs. XLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Walt Disney Company (DIS) and State Street Health Care Select Sector SPDR ETF (XLV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DIS achieves a -13.10% return, which is significantly lower than XLV's -0.98% return. Over the past 10 years, DIS has underperformed XLV with an annualized return of 0.98%, while XLV has yielded a comparatively higher 9.65% 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%

XLV

• 1D: -0.24%
• 1M: 6.38%
• YTD: -0.98%
• 6M: 1.65%
• 1Y: 15.62%
• 3Y*: 7.16%
• 5Y*: 6.05%
• 10Y*: 9.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DIS vs. XLV - 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%
XLV State Street Health Care Select Sector SPDR ETF	-0.98%	14.50%	2.47%	2.07%	-2.08%	26.04%	13.30%	20.45%	6.28%	21.77%

Correlation

The correlation between DIS and XLV 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	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.38
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since Dec 23, 1998	0.50

The correlation between DIS and XLV shifts across timeframes, from 0.32 (3 years) to 0.50 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DIS vs. XLV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DIS

DIS Risk / Return Rank: 21
DIS Sharpe Ratio Rank: 20
DIS Sortino Ratio Rank: 19
DIS Omega Ratio Rank: 19
DIS Calmar Ratio Rank: 25
DIS Martin Ratio Rank: 22

XLV

XLV Risk / Return Rank: 32
XLV Sharpe Ratio Rank: 32
XLV Sortino Ratio Rank: 34
XLV Omega Ratio Rank: 31
XLV Calmar Ratio Rank: 33
XLV Martin Ratio Rank: 28

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DIS vs. XLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Walt Disney Company (DIS) and State Street Health Care Select Sector SPDR ETF (XLV). 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	XLV	Difference
Sharpe ratio: Return per unit of total volatility	-0.51	1.05	-1.55
Sortino ratio: Return per unit of downside risk	-0.57	1.68	-2.25
Omega ratio: Gain probability vs. loss probability	0.93	1.19	-0.26
Calmar ratio: Return relative to maximum drawdown	-0.49	1.50	-1.99
Martin ratio: Return relative to average drawdown	-1.00	3.60	-4.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DIS vs. XLV - Sharpe Ratio Comparison

The current DIS Sharpe Ratio is -0.51, which is lower than the XLV Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of DIS and XLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DIS	XLV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.51	1.05	-1.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.36	0.41	-0.77
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.03	0.58	-0.55
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.46	-0.13

Drawdowns

DIS vs. XLV - Drawdown Comparison

The maximum DIS drawdown since its inception was -85.66%, which is greater than XLV's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for DIS and XLV.

Drawdown Indicators

	DIS	XLV	Difference
Max Drawdown Largest peak-to-trough decline	-85.66%	-39.17%	-46.49%
Max Drawdown (1Y) Largest decline over 1 year	-24.97%	-10.47%	-14.50%
Max Drawdown (3Y) Largest decline over 3 years	-32.86%	-17.11%	-15.75%
Max Drawdown (5Y) Largest decline over 5 years	-57.33%	-17.11%	-40.22%
Max Drawdown (10Y) Largest decline over 10 years	-60.72%	-28.40%	-32.32%
Current Drawdown Current decline from peak	-49.88%	-4.32%	-45.56%
Average Drawdown Average peak-to-trough decline	-26.77%	-7.12%	-19.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.23%	4.35%	+7.88%

Volatility

DIS vs. XLV - Volatility Comparison

The Walt Disney Company (DIS) has a higher volatility of 6.12% compared to State Street Health Care Select Sector SPDR ETF (XLV) at 5.02%. This indicates that DIS's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIS	XLV	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.12%	5.02%	+1.10%
Volatility (6M) Calculated over the trailing 6-month period	19.37%	10.66%	+8.71%
Volatility (1Y) Calculated over the trailing 1-year period	24.33%	14.99%	+9.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.33%	14.76%	+14.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.77%	16.58%	+12.19%

Dividends

DIS vs. XLV - Dividend Comparison

DIS's dividend yield for the trailing twelve months is around 1.26%, less than XLV's 1.64% 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%
XLV State Street Health Care Select Sector SPDR ETF	1.64%	1.60%	1.67%	1.59%	1.47%	1.33%	1.49%	2.17%	1.57%	1.47%	1.60%	1.43%

Frequently Asked Questions

Can I hold both DIS and XLV in my portfolio?

DIS and XLV 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.

Which is riskier, DIS or XLV?

DIS has higher volatility (6.12%) compared to XLV (5.02%). In terms of maximum drawdown, DIS dropped -85.66% vs XLV's -39.17%.

Which has better risk-adjusted returns?

XLV currently has the higher Sharpe Ratio (1.05 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.