UNVB.DE vs. VOO
Compare and contrast key facts about Unilever Plc (UNVB.DE) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UNVB.DE or VOO.
Key characteristics
| UNVB.DE | VOO | |
|---|---|---|
| YTD Return | 28.18% | 27.26% |
| 1Y Return | 25.09% | 37.86% |
| 3Y Return (Ann) | 8.88% | 10.35% |
| Sharpe Ratio | 1.70 | 3.25 |
| Sortino Ratio | 2.73 | 4.31 |
| Omega Ratio | 1.32 | 1.61 |
| Calmar Ratio | 2.05 | 4.74 |
| Martin Ratio | 9.82 | 21.63 |
| Ulcer Index | 2.72% | 1.85% |
| Daily Std Dev | 15.72% | 12.25% |
| Max Drawdown | -26.64% | -33.99% |
| Current Drawdown | -7.87% | 0.00% |
Correlation
The correlation between UNVB.DE and VOO is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
UNVB.DE vs. VOO - Performance Comparison
The year-to-date returns for both stocks are quite close, with UNVB.DE having a 28.18% return and VOO slightly lower at 27.26%. 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
UNVB.DE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Unilever Plc (UNVB.DE) and Vanguard S&P 500 ETF (VOO). 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
UNVB.DE vs. VOO - Dividend Comparison
UNVB.DE's dividend yield for the trailing twelve months is around 3.94%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UNVB.DE Unilever Plc | 3.94% | 3.93% | 3.63% | 3.63% | 3.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
UNVB.DE vs. VOO - Drawdown Comparison
The maximum UNVB.DE drawdown since its inception was -26.64%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for UNVB.DE and VOO. For additional features, visit the drawdowns tool.
Volatility
UNVB.DE vs. VOO - Volatility Comparison
Unilever Plc (UNVB.DE) has a higher volatility of 6.36% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that UNVB.DE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.