WDP.DE vs. INDEX
Compare and contrast key facts about The Walt Disney Company (WDP.DE) and Index Funds S&P 500 Equal Weight (INDEX).
INDEX is managed by Fidelity. It was launched on Mar 9, 2017.
Performance
WDP.DE vs. INDEX - Performance Comparison
Loading graphics...
WDP.DE vs. INDEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WDP.DE The Walt Disney Company | -13.61% | -7.58% | 31.46% | 1.07% | -40.76% | -6.00% | 11.50% | 41.45% | 4.87% | -8.10% |
INDEX Index Funds S&P 500 Equal Weight | -2.86% | 3.80% | 32.97% | 7.26% | -6.37% | 38.75% | 3.46% | 31.89% | -3.50% | 4.11% |
Different Trading Currencies
WDP.DE is traded in EUR, while INDEX is traded in USD. To make them comparable, the INDEX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, WDP.DE achieves a -13.61% return, which is significantly lower than INDEX's -2.86% return. Over the past 10 years, WDP.DE has underperformed INDEX with an annualized return of 0.36%, while INDEX has yielded a comparatively higher 11.53% annualized return.
WDP.DE
- 1D
- 1.86%
- 1M
- -5.43%
- YTD
- -13.61%
- 6M
- -13.61%
- 1Y
- -6.47%
- 3Y*
- -1.98%
- 5Y*
- -11.67%
- 10Y*
- 0.36%
INDEX
- 1D
- 2.09%
- 1M
- -3.92%
- YTD
- -2.86%
- 6M
- -0.62%
- 1Y
- 9.48%
- 3Y*
- 12.22%
- 5Y*
- 9.87%
- 10Y*
- 11.53%
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
WDP.DE vs. INDEX — Risk / Return Rank
WDP.DE
INDEX
WDP.DE vs. INDEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Walt Disney Company (WDP.DE) and Index Funds S&P 500 Equal Weight (INDEX). 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.
| WDP.DE | INDEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.22 | 0.49 | -0.71 |
Sortino ratioReturn per unit of downside risk | -0.10 | 0.81 | -0.92 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.13 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | -0.27 | 0.77 | -1.03 |
Martin ratioReturn relative to average drawdown | -0.64 | 3.25 | -3.89 |
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 graphics...
Sharpe Ratios by Period
| WDP.DE | INDEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.22 | 0.49 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | 0.60 | -1.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.60 | -0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.51 | -0.36 |
Correlation
The correlation between WDP.DE and INDEX is 0.38, 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
WDP.DE vs. INDEX - Dividend Comparison
WDP.DE's dividend yield for the trailing twelve months is around 1.10%, which matches INDEX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
WDP.DE vs. INDEX - Drawdown Comparison
The maximum WDP.DE drawdown since its inception was -69.66%, which is greater than INDEX's maximum drawdown of -38.44%. Use the drawdown chart below to compare losses from any high point for WDP.DE and INDEX.
Loading graphics...
Drawdown Indicators
| WDP.DE | INDEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.66% | -38.82% | -30.84% |
Max Drawdown (1Y)Largest decline over 1 year | -22.68% | -12.10% | -10.58% |
Max Drawdown (5Y)Largest decline over 5 years | -53.23% | -21.52% | -31.71% |
Max Drawdown (10Y)Largest decline over 10 years | -55.09% | -38.82% | -16.27% |
Current DrawdownCurrent decline from peak | -48.40% | -6.26% | -42.14% |
Average DrawdownAverage peak-to-trough decline | -28.80% | -4.69% | -24.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.56% | 2.52% | +7.04% |
Volatility
WDP.DE vs. INDEX - Volatility Comparison
The Walt Disney Company (WDP.DE) has a higher volatility of 5.46% compared to Index Funds S&P 500 Equal Weight (INDEX) at 4.36%. This indicates that WDP.DE's price experiences larger fluctuations and is considered to be riskier than INDEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| WDP.DE | INDEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 4.36% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 20.23% | 9.86% | +10.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.54% | 20.64% | +8.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.43% | 16.61% | +11.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.35% | 19.14% | +9.21% |