UNM vs. IDV
Compare and contrast key facts about Unum Group (UNM) and iShares International Select Dividend ETF (IDV).
IDV is a passively managed fund by iShares that tracks the performance of the Dow Jones EPAC Select Dividend. It was launched on Jun 11, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UNM or IDV.
Key characteristics
| UNM | IDV | |
|---|---|---|
| YTD Return | 46.64% | 8.22% |
| 1Y Return | 35.60% | 23.99% |
| 3Y Return (Ann) | 40.94% | 4.07% |
| 5Y Return (Ann) | 22.61% | 4.50% |
| 10Y Return (Ann) | 10.31% | 3.61% |
| Sharpe Ratio | 1.56 | 1.85 |
| Sortino Ratio | 1.89 | 2.59 |
| Omega Ratio | 1.34 | 1.32 |
| Calmar Ratio | 2.00 | 1.51 |
| Martin Ratio | 6.10 | 9.79 |
| Ulcer Index | 5.90% | 2.43% |
| Daily Std Dev | 22.99% | 12.83% |
| Max Drawdown | -89.38% | -70.14% |
| Current Drawdown | 0.00% | -5.19% |
Correlation
The correlation between UNM and IDV is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
UNM vs. IDV - Performance Comparison
In the year-to-date period, UNM achieves a 46.64% return, which is significantly higher than IDV's 8.22% return. Over the past 10 years, UNM has outperformed IDV with an annualized return of 10.31%, while IDV has yielded a comparatively lower 3.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
UNM vs. IDV - Risk-Adjusted Performance 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.
Dividends
UNM vs. IDV - Dividend Comparison
UNM's dividend yield for the trailing twelve months is around 2.44%, less than IDV's 6.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UNM Unum Group | 2.44% | 3.07% | 3.07% | 4.76% | 4.97% | 3.74% | 3.34% | 1.57% | 1.75% | 2.10% | 1.78% | 1.57% |
IDV iShares International Select Dividend ETF | 6.10% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.53% | 4.70% | 5.08% | 6.03% | 4.48% |
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. For additional features, visit the drawdowns tool.
Volatility
UNM vs. IDV - Volatility Comparison
Unum Group (UNM) has a higher volatility of 6.94% compared to iShares International Select Dividend ETF (IDV) at 2.52%. 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.