UNM vs. FLTW

Last updated Jun 4, 2026

UNM (Unum Group) is a stock, while FLTW (Franklin FTSE Taiwan ETF) is Asia Pacific Equities fund tracking the FTSE Taiwan RIC Capped Index. Over the past 5 years, UNM returned 25.44%/yr vs 21.84%/yr for FLTW. At a 0.28 correlation, their price movements are largely independent.

Performance

UNM vs. FLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unum Group (UNM) and Franklin FTSE Taiwan ETF (FLTW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UNM achieves a 9.05% return, which is significantly lower than FLTW's 73.16% return.

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%

FLTW

• 1D: -0.16%
• 1M: 20.90%
• YTD: 73.16%
• 6M: 78.07%
• 1Y: 122.77%
• 3Y*: 43.09%
• 5Y*: 21.84%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

UNM vs. FLTW - 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%	3.43%
FLTW Franklin FTSE Taiwan ETF	73.16%	32.00%	16.68%	30.05%	-27.51%	29.46%	29.77%	31.23%	-9.32%	-1.25%

Correlation

The correlation between UNM and FLTW is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (All Time) Calculated using the full available price history since Nov 7, 2017	0.28

Over the past year, the correlation between UNM and FLTW has dropped to 0.06 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

Return for Risk

UNM vs. FLTW — Risk / Return Rank

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

UNM

UNM Risk / Return Rank: 44
UNM Sharpe Ratio Rank: 47
UNM Sortino Ratio Rank: 39
UNM Omega Ratio Rank: 39
UNM Calmar Ratio Rank: 46
UNM Martin Ratio Rank: 47

FLTW

FLTW Risk / Return Rank: 96
FLTW Sharpe Ratio Rank: 97
FLTW Sortino Ratio Rank: 95
FLTW Omega Ratio Rank: 95
FLTW Calmar Ratio Rank: 97
FLTW Martin Ratio Rank: 96

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.

UNM vs. FLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unum Group (UNM) and Franklin FTSE Taiwan ETF (FLTW). 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	FLTW	Difference
Sharpe ratio: Return per unit of total volatility	0.17	4.75	-4.58
Sortino ratio: Return per unit of downside risk	0.38	5.21	-4.83
Omega ratio: Gain probability vs. loss probability	1.06	1.73	-0.67
Calmar ratio: Return relative to maximum drawdown	0.26	11.36	-11.10
Martin ratio: Return relative to average drawdown	0.56	35.77	-35.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UNM vs. FLTW - Sharpe Ratio Comparison

The current UNM Sharpe Ratio is 0.17, which is lower than the FLTW Sharpe Ratio of 4.75. The chart below compares the historical Sharpe Ratios of UNM and FLTW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	UNM	FLTW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.17	4.75	-4.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	0.98	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.95	-0.72

Drawdowns

UNM vs. FLTW - Drawdown Comparison

The maximum UNM drawdown since its inception was -89.38%, which is greater than FLTW's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for UNM and FLTW.

Drawdown Indicators

	UNM	FLTW	Difference
Max Drawdown Largest peak-to-trough decline	-89.38%	-38.00%	-51.38%
Max Drawdown (1Y) Largest decline over 1 year	-16.04%	-10.87%	-5.17%
Max Drawdown (3Y) Largest decline over 3 years	-17.94%	-26.45%	+8.51%
Max Drawdown (5Y) Largest decline over 5 years	-28.28%	-38.00%	+9.72%
Max Drawdown (10Y) Largest decline over 10 years	-81.06%	—	—
Current Drawdown Current decline from peak	-1.19%	-0.16%	-1.03%
Average Drawdown Average peak-to-trough decline	-32.69%	-8.43%	-24.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.39%	3.45%	+3.94%

Volatility

UNM vs. FLTW - Volatility Comparison

The current volatility for Unum Group (UNM) is 4.01%, while Franklin FTSE Taiwan ETF (FLTW) has a volatility of 11.77%. This indicates that UNM experiences smaller price fluctuations and is considered to be less risky than FLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UNM	FLTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.01%	11.77%	-7.76%
Volatility (6M) Calculated over the trailing 6-month period	14.76%	21.29%	-6.53%
Volatility (1Y) Calculated over the trailing 1-year period	24.67%	26.00%	-1.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.21%	22.44%	+7.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.62%	21.77%	+15.85%

Dividends

UNM vs. FLTW - Dividend Comparison

UNM's dividend yield for the trailing twelve months is around 2.20%, more than FLTW's 1.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLTW Franklin FTSE Taiwan ETF	1.45%	2.51%	1.89%	2.85%	3.16%	2.31%	2.14%	3.00%	1.06%	0.00%	0.00%	0.00%
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

Can I hold both UNM and FLTW in my portfolio?

UNM and FLTW have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, UNM or FLTW?

FLTW has higher volatility (11.77%) compared to UNM (4.01%). In terms of maximum drawdown, UNM dropped -89.38% vs FLTW's -38.00%.

Which has better risk-adjusted returns?

FLTW currently has the higher Sharpe Ratio (4.75 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.