IAU vs. DIS
IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price, while DIS (The Walt Disney Company) is a stock. Over the past 10 years, IAU returned 12.71%/yr vs 0.98%/yr for DIS. At a 0.00 correlation, their price movements are largely independent.
Performance
IAU vs. DIS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IAU achieves a 0.26% return, which is significantly higher than DIS's -13.10% return. Over the past 10 years, IAU has outperformed DIS with an annualized return of 12.71%, while DIS has yielded a comparatively lower 0.98% annualized return.
IAU
- 1D
- 0.20%
- 1M
- -8.43%
- YTD
- 0.26%
- 6M
- 3.08%
- 1Y
- 30.27%
- 3Y*
- 29.88%
- 5Y*
- 17.71%
- 10Y*
- 12.71%
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%
IAU vs. DIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAU iShares Gold Trust | 0.26% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 25.03% | 17.98% | -1.76% | 12.91% |
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% |
Correlation
The correlation between IAU and DIS is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2005 | 0.00 |
The correlation between IAU and DIS shifts across timeframes, from 0.00 (all time) to 0.13 (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
IAU vs. DIS — Risk / Return Rank
IAU
DIS
IAU vs. DIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) 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.
| IAU | DIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.65 | ||
| Sortino ratioReturn per unit of downside risk | +2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.93 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | -0.49 | +2.01 |
| Martin ratioReturn relative to average drawdown | 3.80 | -1.00 | +4.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IAU | DIS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | -0.51 | +1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | -0.36 | +1.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.03 | +0.77 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.34 | +0.28 |
Drawdowns
IAU vs. DIS - Drawdown Comparison
The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum DIS drawdown of -85.66%. Use the drawdown chart below to compare losses from any high point for IAU and DIS.
Loading charts...
Drawdown Indicators
| IAU | DIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.14% | -85.66% | +40.52% |
Max Drawdown (1Y)Largest decline over 1 year | -20.04% | -24.97% | +4.93% |
Max Drawdown (3Y)Largest decline over 3 years | -20.04% | -32.86% | +12.82% |
Max Drawdown (5Y)Largest decline over 5 years | -20.93% | -57.33% | +36.40% |
Max Drawdown (10Y)Largest decline over 10 years | -21.82% | -60.72% | +38.90% |
Current DrawdownCurrent decline from peak | -19.88% | -49.88% | +30.00% |
Average DrawdownAverage peak-to-trough decline | -15.97% | -26.77% | +10.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.99% | 12.23% | -4.24% |
Volatility
IAU vs. DIS - Volatility Comparison
The current volatility for iShares Gold Trust (IAU) is 5.64%, while The Walt Disney Company (DIS) has a volatility of 6.12%. This indicates that IAU 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.
Loading charts...
Volatility by Period
| IAU | DIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 6.12% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 23.33% | 19.37% | +3.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.68% | 24.33% | +2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.02% | 29.33% | -11.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.94% | 28.77% | -12.83% |
Dividends
IAU vs. DIS - Dividend Comparison
IAU has not paid dividends to shareholders, while DIS's dividend yield for the trailing twelve months is around 1.26%.
| 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% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IAU and DIS have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIS has higher volatility (6.12%) compared to IAU (5.64%). In terms of maximum drawdown, IAU dropped -45.14% vs DIS's -85.66%.
IAU currently has the higher Sharpe Ratio (1.14 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.
Find the right allocation for IAU and DIS
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