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UL vs. BIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UL vs. BIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unilever PLC (UL) and Vanguard Intermediate-Term Bond Index ETF (BIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UL achieves a -3.56% return, which is significantly lower than BIV's -0.40% return. Over the past 10 years, UL has outperformed BIV with an annualized return of 5.17%, while BIV has yielded a comparatively lower 1.75% annualized return.


UL

1D
-0.63%
1M
6.16%
6M
-2.23%
YTD
-3.56%
1Y
-4.56%
3Y*
5.22%
5Y*
2.26%
10Y*
5.17%
ALL TIME*
9.38%

BIV

1D
-0.26%
1M
-0.41%
6M
-0.26%
YTD
-0.40%
1Y
3.43%
3Y*
4.27%
5Y*
-0.08%
10Y*
1.75%
ALL TIME*
3.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UL vs. BIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UL
Unilever PLC
-3.56%5.96%20.90%-0.17%-2.82%-7.61%9.04%12.88%-2.34%40.15%
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.40%8.52%1.57%6.07%-13.21%-2.40%9.67%10.34%-0.19%3.65%

Correlation

The correlation between UL and BIV is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2007

-0.02

The correlation between UL and BIV shifts across timeframes, from -0.02 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UL vs. BIV — Risk / Return Rank

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

UL
UL Risk / Return Rank: 3535
Overall Rank
UL Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
UL Sortino Ratio Rank: 3131
Sortino Ratio Rank
UL Omega Ratio Rank: 3131
Omega Ratio Rank
UL Calmar Ratio Rank: 3939
Calmar Ratio Rank
UL Martin Ratio Rank: 3939
Martin Ratio Rank

BIV
BIV Risk / Return Rank: 2929
Overall Rank
BIV Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 3030
Sortino Ratio Rank
BIV Omega Ratio Rank: 2727
Omega Ratio Rank
BIV Calmar Ratio Rank: 2929
Calmar Ratio Rank
BIV Martin Ratio Rank: 2727
Martin Ratio Rank
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.

UL vs. BIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unilever PLC (UL) and Vanguard Intermediate-Term Bond Index ETF (BIV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ULBIVDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.40

Omega ratioGain probability vs. loss probability

0.98

1.15

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.18

1.09

-1.27

Martin ratioReturn relative to average drawdown

-0.35

2.80

-3.14

UL vs. BIV - Sharpe Ratio Comparison

The current UL Sharpe Ratio is -0.21, which is lower than the BIV Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of UL and BIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UL vs. BIV - Drawdown Comparison

The maximum UL drawdown since its inception was -53.55%, which is greater than BIV's maximum drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for UL and BIV.


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Drawdown Indicators


ULBIVDifference

Max Drawdown

Largest peak-to-trough decline

-53.55%

-18.95%

-34.60%

Max Drawdown (1Y)

Largest decline over 1 year

-25.09%

-3.18%

-21.91%

Max Drawdown (3Y)

Largest decline over 3 years

-25.09%

-5.55%

-19.54%

Max Drawdown (5Y)

Largest decline over 5 years

-25.09%

-18.74%

-6.35%

Max Drawdown (10Y)

Largest decline over 10 years

-30.13%

-18.95%

-11.18%

Current Drawdown

Current decline from peak

-15.44%

-2.20%

-13.24%

Average Drawdown

Average peak-to-trough decline

-10.62%

-3.38%

-7.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.20%

1.23%

+11.97%

Volatility

UL vs. BIV - Volatility Comparison

Unilever PLC (UL) has a higher volatility of 6.50% compared to Vanguard Intermediate-Term Bond Index ETF (BIV) at 1.18%. This indicates that UL's price experiences larger fluctuations and is considered to be riskier than BIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ULBIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

1.18%

+5.32%

Volatility (6M)

Calculated over the trailing 6-month period

17.27%

3.15%

+14.12%

Volatility (1Y)

Calculated over the trailing 1-year period

22.22%

4.04%

+18.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.04%

6.41%

+14.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.52%

5.50%

+16.02%

Dividends

UL vs. BIV - Dividend Comparison

UL's dividend yield for the trailing twelve months is around 3.68%, less than BIV's 4.26% yield.


PositionTTM20252024202320222021202020192018201720162015
BIV
Vanguard Intermediate-Term Bond Index ETF
4.26%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%
UL
Unilever PLC
3.68%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


UL and BIV have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UL has higher volatility (6.50%) compared to BIV (1.18%). In terms of maximum drawdown, UL dropped -53.55% vs BIV's -18.95%.

BIV currently has the higher Sharpe Ratio (0.85 vs -0.21), 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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