FLV vs. UL

Last updated Jun 4, 2026

FLV (American Century Focused Large Cap Value ETF) is Large Cap Value Equities fund actively managed by American Century, while UL (The Unilever Group) is a stock. Over the past 5 years, FLV returned 8.47%/yr vs -0.68%/yr for UL. At a 0.45 correlation, their price movements are largely independent.

Performance

FLV vs. UL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Focused Large Cap Value ETF (FLV) and The Unilever Group (UL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FLV achieves a 5.79% return, which is significantly higher than UL's -13.97% return.

FLV

• 1D: -0.26%
• 1M: 1.00%
• YTD: 5.79%
• 6M: 6.27%
• 1Y: 18.84%
• 3Y*: 13.48%
• 5Y*: 8.47%
• 10Y*: —

UL

• 1D: -0.40%
• 1M: -4.89%
• YTD: -13.97%
• 6M: -15.83%
• 1Y: -18.94%
• 3Y*: 2.44%
• 5Y*: -0.68%
• 10Y*: 3.99%

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

FLV vs. UL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
FLV American Century Focused Large Cap Value ETF	5.79%	15.80%	11.51%	6.23%	0.94%	17.30%	39.27%
UL The Unilever Group	-13.97%	5.96%	20.90%	-0.17%	-2.82%	-7.61%	21.86%

Correlation

The correlation between FLV and UL is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.45
Correlation (All Time) Calculated using the full available price history since Apr 3, 2020	0.45

Return for Risk

FLV vs. UL — Risk / Return Rank

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

FLV

FLV Risk / Return Rank: 53
FLV Sharpe Ratio Rank: 55
FLV Sortino Ratio Rank: 59
FLV Omega Ratio Rank: 53
FLV Calmar Ratio Rank: 51
FLV Martin Ratio Rank: 47

UL

UL Risk / Return Rank: 8
UL Sharpe Ratio Rank: 6
UL Sortino Ratio Rank: 9
UL Omega Ratio Rank: 10
UL Calmar Ratio Rank: 12
UL Martin Ratio Rank: 3

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.

FLV vs. UL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Focused Large Cap Value ETF (FLV) and The Unilever Group (UL). 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.

	FLV	UL	Difference
Sharpe ratio: Return per unit of total volatility	1.89	-0.91	+2.79
Sortino ratio: Return per unit of downside risk	2.81	-1.19	+3.99
Omega ratio: Gain probability vs. loss probability	1.33	0.86	+0.48
Calmar ratio: Return relative to maximum drawdown	2.51	-0.76	+3.27
Martin ratio: Return relative to average drawdown	7.88	-1.63	+9.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLV vs. UL - Sharpe Ratio Comparison

The current FLV Sharpe Ratio is 1.89, which is higher than the UL Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of FLV and UL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FLV	UL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.89	-0.91	+2.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	-0.03	+0.70
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.19	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.07	0.39	+0.68

Drawdowns

FLV vs. UL - Drawdown Comparison

The maximum FLV drawdown since its inception was -15.06%, smaller than the maximum UL drawdown of -53.55%. Use the drawdown chart below to compare losses from any high point for FLV and UL.

Drawdown Indicators

	FLV	UL	Difference
Max Drawdown Largest peak-to-trough decline	-15.06%	-53.55%	+38.49%
Max Drawdown (1Y) Largest decline over 1 year	-7.53%	-25.09%	+17.56%
Max Drawdown (3Y) Largest decline over 3 years	-12.42%	-25.09%	+12.67%
Max Drawdown (5Y) Largest decline over 5 years	-15.06%	-26.53%	+11.47%
Max Drawdown (10Y) Largest decline over 10 years	—	-30.13%	—
Current Drawdown Current decline from peak	-2.32%	-24.57%	+22.25%
Average Drawdown Average peak-to-trough decline	-2.73%	-10.60%	+7.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.40%	11.65%	-9.25%

Volatility

FLV vs. UL - Volatility Comparison

The current volatility for American Century Focused Large Cap Value ETF (FLV) is 2.45%, while The Unilever Group (UL) has a volatility of 5.31%. This indicates that FLV experiences smaller price fluctuations and is considered to be less risky than UL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLV	UL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.45%	5.31%	-2.86%
Volatility (6M) Calculated over the trailing 6-month period	7.25%	17.91%	-10.66%
Volatility (1Y) Calculated over the trailing 1-year period	10.03%	21.00%	-10.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.70%	20.78%	-8.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.25%	21.59%	-7.34%

Dividends

FLV vs. UL - Dividend Comparison

FLV's dividend yield for the trailing twelve months is around 1.67%, less than UL's 4.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLV American Century Focused Large Cap Value ETF	1.67%	1.90%	2.07%	2.07%	4.98%	4.05%	0.87%	0.00%	0.00%	0.00%	0.00%	0.00%
UL The Unilever Group	4.12%	3.51%	3.29%	3.83%	3.57%	3.77%	3.07%	3.18%	3.49%	2.80%	3.42%	3.02%

Frequently Asked Questions

Can I hold both FLV and UL in my portfolio?

FLV and UL have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FLV or UL?

UL has higher volatility (5.31%) compared to FLV (2.45%). In terms of maximum drawdown, FLV dropped -15.06% vs UL's -53.55%.

Which has better risk-adjusted returns?

FLV currently has the higher Sharpe Ratio (1.89 vs -0.91), 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.