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UNM vs. IDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UNM vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unum Group (UNM) and iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UNM achieves a 18.29% return, which is significantly higher than IDV's 10.34% return. Over the past 10 years, UNM has outperformed IDV with an annualized return of 14.63%, while IDV has yielded a comparatively lower 10.77% annualized return.


UNM

1D
0.67%
1M
7.17%
YTD
18.29%
6M
16.50%
1Y
17.00%
3Y*
28.90%
5Y*
30.60%
10Y*
14.63%

IDV

1D
0.26%
1M
-3.63%
YTD
10.34%
6M
10.93%
1Y
33.09%
3Y*
25.00%
5Y*
12.23%
10Y*
10.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNM vs. IDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNM
Unum Group
18.29%8.56%66.31%13.72%73.56%11.87%-16.22%2.63%-45.22%27.19%
IDV
iShares International Select Dividend ETF
10.34%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%19.74%

Correlation

The correlation between UNM and IDV is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2007

0.54

Over the past year, the correlation between UNM and IDV has dropped to 0.20 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

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Return for Risk

UNM vs. IDV — Risk / Return Rank

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

UNM
UNM Risk / Return Rank: 6262
Overall Rank
UNM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
UNM Sortino Ratio Rank: 5656
Sortino Ratio Rank
UNM Omega Ratio Rank: 5959
Omega Ratio Rank
UNM Calmar Ratio Rank: 6464
Calmar Ratio Rank
UNM Martin Ratio Rank: 6464
Martin Ratio Rank

IDV
IDV Risk / Return Rank: 7979
Overall Rank
IDV Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 7979
Sortino Ratio Rank
IDV Omega Ratio Rank: 8181
Omega Ratio Rank
IDV Calmar Ratio Rank: 7878
Calmar Ratio Rank
IDV Martin Ratio Rank: 7676
Martin Ratio Rank
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. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unum Group (UNM) and iShares International Select Dividend ETF (IDV). 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.


UNMIDVDifference
Sharpe ratioReturn per unit of total volatility

-1.85

Sortino ratioReturn per unit of downside risk

-2.30

Omega ratioGain probability vs. loss probability

1.15

1.46

-0.31

Calmar ratioReturn relative to maximum drawdown

1.06

3.90

-2.84

Martin ratioReturn relative to average drawdown

2.33

14.13

-11.80

UNM vs. IDV - Sharpe Ratio Comparison

The current UNM Sharpe Ratio is 0.69, which is lower than the IDV Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of UNM and IDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UNM vs. IDV - Drawdown Comparison

The maximum UNM drawdown since its inception was -89.38%, which is greater than IDV's maximum drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for UNM and IDV.


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Drawdown Indicators


UNMIDVDifference

Max Drawdown

Largest peak-to-trough decline

-89.38%

-70.14%

-19.24%

Max Drawdown (1Y)

Largest decline over 1 year

-16.04%

-8.52%

-7.52%

Max Drawdown (3Y)

Largest decline over 3 years

-17.94%

-11.86%

-6.08%

Max Drawdown (5Y)

Largest decline over 5 years

-21.99%

-29.19%

+7.20%

Max Drawdown (10Y)

Largest decline over 10 years

-81.06%

-42.50%

-38.56%

Current Drawdown

Current decline from peak

-2.32%

-4.52%

+2.20%

Average Drawdown

Average peak-to-trough decline

-32.65%

-15.37%

-17.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.32%

2.35%

+4.97%

Volatility

UNM vs. IDV - Volatility Comparison

Unum Group (UNM) has a higher volatility of 5.52% compared to iShares International Select Dividend ETF (IDV) at 3.97%. This indicates that UNM's price experiences larger fluctuations and is considered to be riskier than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNMIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

3.97%

+1.55%

Volatility (6M)

Calculated over the trailing 6-month period

14.92%

11.04%

+3.88%

Volatility (1Y)

Calculated over the trailing 1-year period

24.84%

13.14%

+11.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.94%

15.58%

+14.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.63%

17.90%

+19.73%

Dividends

UNM vs. IDV - Dividend Comparison

UNM's dividend yield for the trailing twelve months is around 2.03%, less than IDV's 5.39% yield.


PositionTTM20252024202320222021202020192018201720162015
IDV
iShares International Select Dividend ETF
5.39%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%
UNM
Unum Group
2.03%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 IDV have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNM has higher volatility (5.52%) compared to IDV (3.97%). In terms of maximum drawdown, UNM dropped -89.38% vs IDV's -70.14%.

IDV currently has the higher Sharpe Ratio (2.54 vs 0.69), 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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