UNM vs. IDV
UNM (Unum Group) is a stock, while IDV (iShares International Select Dividend ETF) is Global Equities fund tracking the Dow Jones EPAC Select Dividend. Over the past 10 years, UNM returned 14.63%/yr vs 10.77%/yr for IDV. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
UNM vs. IDV - Performance Comparison
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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%
UNM vs. IDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
UNM
IDV
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.
| UNM | IDV | Difference | |
|---|---|---|---|
| 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 |
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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
| UNM | IDV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.32% | -4.52% | +2.20% |
Average DrawdownAverage peak-to-trough decline | -32.65% | -15.37% | -17.28% |
Ulcer IndexDepth 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
| UNM | IDV | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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