UL vs. VEA
UL (Unilever PLC) is a stock, while VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 10 years, UL returned 5.17%/yr vs 9.92%/yr for VEA. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
UL vs. VEA - Performance Comparison
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Returns By Period
In the year-to-date period, UL achieves a -3.56% return, which is significantly lower than VEA's 11.59% return. Over the past 10 years, UL has underperformed VEA with an annualized return of 5.17%, while VEA has yielded a comparatively higher 9.92% 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%
VEA
- 1D
- -0.67%
- 1M
- -4.26%
- 6M
- 7.02%
- YTD
- 11.59%
- 1Y
- 25.76%
- 3Y*
- 17.14%
- 5Y*
- 9.55%
- 10Y*
- 9.92%
- ALL TIME*
- 5.03%
UL vs. VEA - 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% |
VEA Vanguard FTSE Developed Markets ETF | 11.59% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Correlation
The correlation between UL and VEA is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2007 | 0.55 |
Over the past year, the correlation between UL and VEA has dropped to 0.16 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
UL vs. VEA — Risk / Return Rank
UL
VEA
UL vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Unilever PLC (UL) and Vanguard FTSE Developed Markets ETF (VEA). 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 | VEA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.28 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 2.23 | -2.41 |
| Martin ratioReturn relative to average drawdown | -0.35 | 8.35 | -8.70 |
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Drawdowns
UL vs. VEA - Drawdown Comparison
The maximum UL drawdown since its inception was -53.55%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for UL and VEA.
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Drawdown Indicators
| UL | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.55% | -60.68% | +7.13% |
Max Drawdown (1Y)Largest decline over 1 year | -25.09% | -11.63% | -13.46% |
Max Drawdown (3Y)Largest decline over 3 years | -25.09% | -13.45% | -11.64% |
Max Drawdown (5Y)Largest decline over 5 years | -25.09% | -29.71% | +4.62% |
Max Drawdown (10Y)Largest decline over 10 years | -30.13% | -35.73% | +5.60% |
Current DrawdownCurrent decline from peak | -15.44% | -4.37% | -11.07% |
Average DrawdownAverage peak-to-trough decline | -10.62% | -13.22% | +2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.20% | 3.09% | +10.11% |
Volatility
UL vs. VEA - Volatility Comparison
Unilever PLC (UL) has a higher volatility of 6.50% compared to Vanguard FTSE Developed Markets ETF (VEA) at 5.31%. This indicates that UL's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UL | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 5.31% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 17.27% | 15.14% | +2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.22% | 17.09% | +5.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.04% | 16.78% | +4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.52% | 17.18% | +4.34% |
Dividends
UL vs. VEA - Dividend Comparison
UL's dividend yield for the trailing twelve months is around 3.68%, more than VEA's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VEA Vanguard FTSE Developed Markets ETF | 2.62% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Frequently Asked Questions
UL and VEA have a correlation of 0.16, 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 VEA (5.31%). In terms of maximum drawdown, UL dropped -53.55% vs VEA's -60.68%.
VEA currently has the higher Sharpe Ratio (1.52 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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