UNM vs. EWN
UNM (Unum Group) is a stock, while EWN (iShares MSCI Netherlands ETF) is Europe Equities fund tracking the MSCI Netherlands Investable Market Index. Over the past 10 years, UNM returned 12.49%/yr vs 12.79%/yr for EWN. At a 0.42 correlation, their price movements are largely independent.
Performance
UNM vs. EWN - Performance Comparison
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Returns By Period
In the year-to-date period, UNM achieves a 9.05% return, which is significantly lower than EWN's 18.09% return. Both investments have delivered pretty close results over the past 10 years, with UNM having a 12.49% annualized return and EWN not far ahead at 12.79%.
UNM
- 1D
- -0.78%
- 1M
- 4.08%
- YTD
- 9.05%
- 6M
- 14.91%
- 1Y
- 4.12%
- 3Y*
- 26.28%
- 5Y*
- 25.44%
- 10Y*
- 12.49%
EWN
- 1D
- -1.30%
- 1M
- 8.53%
- YTD
- 18.09%
- 6M
- 18.14%
- 1Y
- 33.81%
- 3Y*
- 19.93%
- 5Y*
- 8.69%
- 10Y*
- 12.79%
UNM vs. EWN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UNM Unum Group | 9.05% | 8.56% | 66.31% | 13.72% | 73.56% | 11.87% | -16.22% | 2.63% | -45.22% | 27.19% |
EWN iShares MSCI Netherlands ETF | 18.09% | 34.87% | 1.67% | 22.08% | -24.43% | 22.74% | 23.23% | 32.45% | -15.37% | 33.73% |
Correlation
The correlation between UNM and EWN is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 1996 | 0.42 |
Over the past year, the correlation between UNM and EWN has dropped to 0.12 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.
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Return for Risk
UNM vs. EWN — Risk / Return Rank
UNM
EWN
UNM vs. EWN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Unum Group (UNM) and iShares MSCI Netherlands ETF (EWN). 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.
| UNM | EWN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.56 | ||
| Sortino ratioReturn per unit of downside risk | -2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.30 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.26 | 2.57 | -2.31 |
| Martin ratioReturn relative to average drawdown | 0.56 | 9.70 | -9.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UNM | EWN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 1.73 | -1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.38 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.60 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.31 | -0.08 |
Drawdowns
UNM vs. EWN - Drawdown Comparison
The maximum UNM drawdown since its inception was -89.38%, which is greater than EWN's maximum drawdown of -65.22%. Use the drawdown chart below to compare losses from any high point for UNM and EWN.
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Drawdown Indicators
| UNM | EWN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.38% | -65.22% | -24.16% |
Max Drawdown (1Y)Largest decline over 1 year | -16.04% | -13.24% | -2.80% |
Max Drawdown (3Y)Largest decline over 3 years | -17.94% | -19.77% | +1.83% |
Max Drawdown (5Y)Largest decline over 5 years | -28.28% | -43.57% | +15.29% |
Max Drawdown (10Y)Largest decline over 10 years | -81.06% | -43.57% | -37.49% |
Current DrawdownCurrent decline from peak | -1.19% | -1.30% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -32.69% | -16.35% | -16.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.39% | 3.49% | +3.90% |
Volatility
UNM vs. EWN - Volatility Comparison
The current volatility for Unum Group (UNM) is 4.01%, while iShares MSCI Netherlands ETF (EWN) has a volatility of 7.50%. This indicates that UNM experiences smaller price fluctuations and is considered to be less risky than EWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UNM | EWN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 7.50% | -3.49% |
Volatility (6M)Calculated over the trailing 6-month period | 14.76% | 16.37% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.67% | 19.68% | +4.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.21% | 22.88% | +7.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.62% | 21.36% | +16.26% |
Dividends
UNM vs. EWN - Dividend Comparison
UNM's dividend yield for the trailing twelve months is around 2.20%, less than EWN's 4.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWN iShares MSCI Netherlands ETF | 4.26% | 5.03% | 2.18% | 1.79% | 1.98% | 1.01% | 0.78% | 2.57% | 2.40% | 1.68% | 2.71% | 1.92% |
UNM Unum Group | 2.20% | 2.27% | 2.15% | 3.07% | 3.07% | 4.76% | 4.97% | 3.74% | 3.34% | 1.57% | 1.75% | 2.10% |
Frequently Asked Questions
UNM and EWN have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EWN has higher volatility (7.50%) compared to UNM (4.01%). In terms of maximum drawdown, UNM dropped -89.38% vs EWN's -65.22%.
EWN currently has the higher Sharpe Ratio (1.73 vs 0.17), 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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