UL vs. VEA
UL (The Unilever Group) 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 5.33%/yr vs 10.72%/yr for VEA. A 0.56 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 -8.35% return, which is significantly lower than VEA's 14.73% return. Over the past 10 years, UL has underperformed VEA with an annualized return of 5.33%, while VEA has yielded a comparatively higher 10.72% annualized return.
UL
- 1D
- 1.03%
- 1M
- 3.45%
- YTD
- -8.35%
- 6M
- -7.70%
- 1Y
- -14.93%
- 3Y*
- 5.05%
- 5Y*
- 0.66%
- 10Y*
- 5.33%
VEA
- 1D
- 0.34%
- 1M
- 1.30%
- YTD
- 14.73%
- 6M
- 16.65%
- 1Y
- 29.82%
- 3Y*
- 19.03%
- 5Y*
- 9.51%
- 10Y*
- 10.72%
UL vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UL The Unilever Group | -8.35% | 5.96% | 20.90% | -0.17% | -2.82% | -7.61% | 9.04% | 12.88% | -2.34% | 40.15% |
VEA Vanguard FTSE Developed Markets ETF | 14.73% | 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 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2007 | 0.56 |
Over the past year, the correlation between UL and VEA has dropped to 0.22 - well below their long-term average of 0.56, 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 The Unilever Group (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 | -2.51 | ||
| Sortino ratioReturn per unit of downside risk | -3.38 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.33 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 2.58 | -3.17 |
| Martin ratioReturn relative to average drawdown | -1.23 | 9.92 | -11.15 |
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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 | -26.53% | -29.71% | +3.18% |
Max Drawdown (10Y)Largest decline over 10 years | -30.13% | -35.73% | +5.60% |
Current DrawdownCurrent decline from peak | -19.64% | -1.06% | -18.58% |
Average DrawdownAverage peak-to-trough decline | -10.61% | -13.28% | +2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.20% | 3.02% | +9.18% |
Volatility
UL vs. VEA - Volatility Comparison
The current volatility for The Unilever Group (UL) is 6.11%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 6.84%. This indicates that UL experiences smaller price fluctuations and is considered to be less risky 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 | 6.11% | 6.84% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 16.78% | 14.38% | +2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.50% | 16.58% | +4.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.87% | 16.72% | +4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.61% | 17.40% | +4.21% |
Dividends
UL vs. VEA - Dividend Comparison
UL's dividend yield for the trailing twelve months is around 3.87%, more than VEA's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UL The Unilever Group | 3.87% | 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 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VEA has higher volatility (6.84%) compared to UL (6.11%). In terms of maximum drawdown, UL dropped -53.55% vs VEA's -60.68%.
VEA currently has the higher Sharpe Ratio (1.81 vs -0.70), 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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