UL vs. BIV
UL (Unilever PLC) is a stock, while BIV (Vanguard Intermediate-Term Bond Index ETF) is Intermediate Core Bond fund tracking the Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index. Over the past 10 years, UL returned 5.17%/yr vs 1.75%/yr for BIV. At a correlation of -0.02, they often move in opposite directions.
Performance
UL vs. BIV - Performance Comparison
Loading charts...
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%
UL vs. BIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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
UL vs. BIV — Risk / Return Rank
UL
BIV
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.
| UL | BIV | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| UL | BIV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -15.44% | -2.20% | -13.24% |
Average DrawdownAverage peak-to-trough decline | -10.62% | -3.38% | -7.24% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| UL | BIV | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for UL and BIV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer