INDEX vs. WDP.DE
Compare and contrast key facts about Index Funds S&P 500 Equal Weight (INDEX) and The Walt Disney Company (WDP.DE).
INDEX is managed by Fidelity. It was launched on Mar 9, 2017.
Performance
INDEX vs. WDP.DE - Performance Comparison
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INDEX vs. WDP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INDEX Index Funds S&P 500 Equal Weight | -4.43% | 17.77% | 24.73% | 10.58% | -11.84% | 29.10% | 12.75% | 28.98% | -7.83% | 18.70% |
WDP.DE The Walt Disney Company | -14.74% | 4.34% | 23.95% | 4.27% | -44.03% | -13.41% | 22.39% | 38.46% | -0.06% | 4.90% |
Different Trading Currencies
INDEX is traded in USD, while WDP.DE is traded in EUR. To make them comparable, the WDP.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, INDEX achieves a -4.43% return, which is significantly higher than WDP.DE's -14.74% return. Over the past 10 years, INDEX has outperformed WDP.DE with an annualized return of 11.68%, while WDP.DE has yielded a comparatively lower 0.54% annualized return.
INDEX
- 1D
- 2.93%
- 1M
- -5.02%
- YTD
- -4.43%
- 6M
- -2.12%
- 1Y
- 17.21%
- 3Y*
- 14.62%
- 5Y*
- 9.46%
- 10Y*
- 11.68%
WDP.DE
- 1D
- 2.23%
- 1M
- -6.19%
- YTD
- -14.74%
- 6M
- -14.61%
- 1Y
- 0.49%
- 3Y*
- 0.24%
- 5Y*
- -11.94%
- 10Y*
- 0.54%
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Return for Risk
INDEX vs. WDP.DE — Risk / Return Rank
INDEX
WDP.DE
INDEX vs. WDP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Index Funds S&P 500 Equal Weight (INDEX) and The Walt Disney Company (WDP.DE). 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.
| INDEX | WDP.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.02 | +0.95 |
Sortino ratioReturn per unit of downside risk | 1.49 | 0.22 | +1.27 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.03 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.02 | +1.50 |
Martin ratioReturn relative to average drawdown | 7.28 | 0.04 | +7.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| INDEX | WDP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.02 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | -0.41 | +0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.02 | +0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.22 | +0.33 |
Correlation
The correlation between INDEX and WDP.DE is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
INDEX vs. WDP.DE - Dividend Comparison
INDEX's dividend yield for the trailing twelve months is around 1.09%, which matches WDP.DE's 1.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INDEX Index Funds S&P 500 Equal Weight | 1.09% | 1.04% | 1.97% | 1.56% | 3.25% | 1.81% | 1.53% | 1.61% | 3.09% | 1.15% | 0.00% | 0.00% |
WDP.DE The Walt Disney Company | 1.10% | 0.95% | 1.12% | 0.29% | 0.00% | 0.00% | 0.00% | 1.04% | 1.38% | 1.34% | 1.20% | 1.09% |
Drawdowns
INDEX vs. WDP.DE - Drawdown Comparison
The maximum INDEX drawdown since its inception was -38.82%, smaller than the maximum WDP.DE drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for INDEX and WDP.DE.
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Drawdown Indicators
| INDEX | WDP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.82% | -69.66% | +30.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -22.68% | +10.58% |
Max Drawdown (5Y)Largest decline over 5 years | -21.52% | -53.23% | +31.71% |
Max Drawdown (10Y)Largest decline over 10 years | -38.82% | -55.09% | +16.27% |
Current DrawdownCurrent decline from peak | -6.26% | -48.40% | +42.14% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -28.80% | +24.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 9.56% | -7.04% |
Volatility
INDEX vs. WDP.DE - Volatility Comparison
The current volatility for Index Funds S&P 500 Equal Weight (INDEX) is 5.35%, while The Walt Disney Company (WDP.DE) has a volatility of 5.64%. This indicates that INDEX experiences smaller price fluctuations and is considered to be less risky than WDP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INDEX | WDP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 5.64% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 19.97% | -10.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.28% | 28.41% | -10.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 28.84% | -12.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.65% | 28.40% | -9.75% |