UNM vs. FLTW
UNM (Unum Group) is a stock, while FLTW (Franklin FTSE Taiwan ETF) is Taiwan Equities fund tracking the FTSE Taiwan RIC Capped Index. Over the past 5 years, UNM returned 33.36%/yr vs 18.74%/yr for FLTW. Their 0.26 correlation means their historical movements had little consistent relationship.
Performance
UNM vs. FLTW - Performance Comparison
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Returns By Period
In the year-to-date period, UNM achieves a 18.36% return, which is significantly lower than FLTW's 55.54% return.
UNM
- 1D
- 4.65%
- 1M
- -1.84%
- 6M
- 19.23%
- YTD
- 18.36%
- 1Y
- 32.35%
- 3Y*
- 24.61%
- 5Y*
- 33.36%
- 10Y*
- 13.83%
- ALL TIME*
- 8.95%
FLTW
- 1D
- 1.61%
- 1M
- -6.62%
- 6M
- 42.26%
- YTD
- 55.54%
- 1Y
- 81.51%
- 3Y*
- 38.34%
- 5Y*
- 18.74%
- 10Y*
- —
- ALL TIME*
- 18.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $56.06M | $60.11M | $68.33M | |
UNM Unum Group | $156.60M | $141.20M | $125.50M |
UNM vs. FLTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UNM Unum Group | 18.36% | 8.56% | 66.31% | 13.72% | 73.56% | 11.87% | -16.22% | 2.63% | -45.22% | 4.63% |
FLTW Franklin FTSE Taiwan ETF | 55.54% | 32.00% | 16.68% | 30.05% | -27.51% | 29.46% | 29.77% | 31.23% | -9.32% | -1.28% |
Correlation
The correlation between UNM and FLTW is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.08 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017 | 0.26 |
The correlation between UNM and FLTW shifts across timeframes, from -0.01 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UNM vs. FLTW — Risk / Return Rank
UNM
FLTW
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.
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.
| UNM | FLTW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.41 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 3.84 | -1.03 |
| Martin ratioReturn relative to average drawdown | 7.04 | 15.64 | -8.59 |
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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.
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Drawdown Indicators
| UNM | FLTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.38% | -38.00% | -51.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.55% | -21.34% | +9.79% |
Max Drawdown (3Y)Largest decline over 3 years | -17.94% | -26.45% | +8.51% |
Max Drawdown (5Y)Largest decline over 5 years | -20.95% | -38.00% | +17.05% |
Max Drawdown (10Y)Largest decline over 10 years | -81.06% | — | — |
Current DrawdownCurrent decline from peak | -2.25% | -13.45% | +11.20% |
Average DrawdownAverage peak-to-trough decline | -32.57% | -8.43% | -24.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 5.23% | -0.62% |
Volatility
UNM vs. FLTW - Volatility Comparison
The current volatility for Unum Group (UNM) is 9.57%, while Franklin FTSE Taiwan ETF (FLTW) has a volatility of 13.73%. 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.
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Volatility by Period
| UNM | FLTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.57% | 13.73% | -4.16% |
Volatility (6M)Calculated over the trailing 6-month period | 17.13% | 28.64% | -11.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.66% | 32.09% | -9.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.88% | 24.06% | +5.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.49% | 22.61% | +14.88% |
Dividends
UNM vs. FLTW - Dividend Comparison
UNM's dividend yield for the trailing twelve months is around 2.09%, more than FLTW's 1.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLTW Franklin FTSE Taiwan ETF | 1.74% | 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 | 2.09% | 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 FLTW have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLTW has higher volatility (13.73%) compared to UNM (9.57%). In terms of maximum drawdown, UNM dropped -89.38% vs FLTW's -38.00%.
FLTW currently has the higher Sharpe Ratio (2.56 vs 1.44), 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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