DISO vs. DIS

Last updated Apr 1, 2026

Compare and contrast key facts about YieldMax DIS Option Income Strategy ETF (DISO) and The Walt Disney Company (DIS).

DISO is an actively managed fund by YieldMax. It was launched on Aug 24, 2023.

Performance

DISO vs. DIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax DIS Option Income Strategy ETF (DISO) and The Walt Disney Company (DIS). The values are adjusted to include any dividend payments, if applicable.

DISO vs. DIS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DISO YieldMax DIS Option Income Strategy ETF	-12.82%	2.12%	14.56%	9.09%
DIS The Walt Disney Company	-15.29%	3.30%	24.44%	8.67%

Returns By Period

In the year-to-date period, DISO achieves a -12.82% return, which is significantly higher than DIS's -15.29% return.

DISO

• 1D: 1.76%
• 1M: -8.06%
• YTD: -12.82%
• 6M: -10.16%
• 1Y: -1.33%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DIS

• 1D: 2.18%
• 1M: -9.11%
• YTD: -15.29%
• 6M: -15.26%
• 1Y: -1.27%
• 3Y*: -0.50%
• 5Y*: -12.19%
• 10Y*: 0.54%

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

Return for Risk

DISO vs. DIS — Risk / Return Rank

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

DISO

DISO Risk / Return Rank: 11
DISO Sharpe Ratio Rank: 11
DISO Sortino Ratio Rank: 11
DISO Omega Ratio Rank: 11
DISO Calmar Ratio Rank: 11
DISO Martin Ratio Rank: 10

DIS

DIS Risk / Return Rank: 38
DIS Sharpe Ratio Rank: 40
DIS Sortino Ratio Rank: 35
DIS Omega Ratio Rank: 35
DIS Calmar Ratio Rank: 41
DIS Martin Ratio Rank: 41

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.

DISO vs. DIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax DIS Option Income Strategy ETF (DISO) and The Walt Disney Company (DIS). 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.

	DISO	DIS	Difference
Sharpe ratio Return per unit of total volatility	-0.05	-0.04	-0.01
Sortino ratio Return per unit of downside risk	0.09	0.16	-0.07
Omega ratio Gain probability vs. loss probability	1.01	1.02	-0.01
Calmar ratio Return relative to maximum drawdown	-0.08	-0.03	-0.06
Martin ratio Return relative to average drawdown	-0.22	-0.06	-0.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DISO vs. DIS - Sharpe Ratio Comparison

The current DISO Sharpe Ratio is -0.05, which is lower than the DIS Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of DISO and DIS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DISO	DIS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.05	-0.04	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.42	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.34	-0.14

Correlation

The correlation between DISO and DIS is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

DISO vs. DIS - Dividend Comparison

DISO's dividend yield for the trailing twelve months is around 45.61%, more than DIS's 1.30% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DISO YieldMax DIS Option Income Strategy ETF	45.61%	38.87%	37.33%	6.87%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DIS The Walt Disney Company	1.30%	1.10%	0.85%	0.33%	0.00%	0.00%	0.00%	1.22%	1.57%	1.51%	1.43%	1.30%

Drawdowns

DISO vs. DIS - Drawdown Comparison

The maximum DISO drawdown since its inception was -26.62%, smaller than the maximum DIS drawdown of -85.66%. Use the drawdown chart below to compare losses from any high point for DISO and DIS.

Drawdown Indicators

	DISO	DIS	Difference
Max Drawdown Largest peak-to-trough decline	-26.62%	-85.66%	+59.04%
Max Drawdown (1Y) Largest decline over 1 year	-18.08%	-24.97%	+6.89%
Max Drawdown (5Y) Largest decline over 5 years	—	-58.19%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-60.72%	—
Current Drawdown Current decline from peak	-15.25%	-51.14%	+35.89%
Average Drawdown Average peak-to-trough decline	-7.43%	-26.71%	+19.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.10%	10.43%	-3.33%

Volatility

DISO vs. DIS - Volatility Comparison

The current volatility for YieldMax DIS Option Income Strategy ETF (DISO) is 4.49%, while The Walt Disney Company (DIS) has a volatility of 5.38%. This indicates that DISO experiences smaller price fluctuations and is considered to be less risky than DIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DISO	DIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.49%	5.38%	-0.89%
Volatility (6M) Calculated over the trailing 6-month period	15.69%	19.15%	-3.46%
Volatility (1Y) Calculated over the trailing 1-year period	24.49%	31.09%	-6.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.31%	29.02%	-7.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.31%	28.62%	-7.31%