ITOT vs. DIS
ITOT (iShares Core S&P Total U.S. Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Total Market Index, while DIS (The Walt Disney Company) is a stock. Over the past 10 years, ITOT returned 14.81%/yr vs 0.98%/yr for DIS. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
ITOT vs. DIS - Performance Comparison
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Returns By Period
In the year-to-date period, ITOT achieves a 9.09% return, which is significantly higher than DIS's -13.10% return. Over the past 10 years, ITOT has outperformed DIS with an annualized return of 14.81%, while DIS has yielded a comparatively lower 0.98% annualized return.
ITOT
- 1D
- 0.31%
- 1M
- 0.42%
- YTD
- 9.09%
- 6M
- 8.99%
- 1Y
- 24.90%
- 3Y*
- 21.07%
- 5Y*
- 12.25%
- 10Y*
- 14.81%
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%
ITOT vs. DIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 9.09% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
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 ITOT and DIS is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2004 | 0.64 |
Over the past year, the correlation between ITOT and DIS has dropped to 0.38 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
ITOT vs. DIS — Risk / Return Rank
ITOT
DIS
ITOT vs. DIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market ETF (ITOT) 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.
| ITOT | DIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.51 | ||
| Sortino ratioReturn per unit of downside risk | +3.29 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.93 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | -0.49 | +3.30 |
| Martin ratioReturn relative to average drawdown | 12.79 | -1.00 | +13.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITOT | DIS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | -0.51 | +2.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | -0.36 | +1.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.03 | +0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.34 | +0.23 |
Drawdowns
ITOT vs. DIS - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.20%, smaller than the maximum DIS drawdown of -85.66%. Use the drawdown chart below to compare losses from any high point for ITOT and DIS.
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Drawdown Indicators
| ITOT | DIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -85.66% | +30.46% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -24.97% | +16.07% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | -32.86% | +13.42% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -57.33% | +31.97% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | -60.72% | +25.72% |
Current DrawdownCurrent decline from peak | -2.65% | -49.88% | +47.23% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -26.77% | +19.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 12.23% | -10.28% |
Volatility
ITOT vs. DIS - Volatility Comparison
The current volatility for iShares Core S&P Total U.S. Stock Market ETF (ITOT) is 3.91%, while The Walt Disney Company (DIS) has a volatility of 6.12%. This indicates that ITOT 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.
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Volatility by Period
| ITOT | DIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 6.12% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 19.37% | -9.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.49% | 24.33% | -11.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 29.33% | -11.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 28.77% | -10.48% |
Dividends
ITOT vs. DIS - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 1.00%, less than DIS's 1.26% 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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.00% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Frequently Asked Questions
ITOT and DIS have a correlation of 0.38, 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 ITOT (3.91%). In terms of maximum drawdown, ITOT dropped -55.20% vs DIS's -85.66%.
ITOT currently has the higher Sharpe Ratio (2.01 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.
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