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Issuer
Themes
Inception Date
Dec 12, 2023
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
Solactive Natural Monopoly Index - Benchmark TR Gross
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$2M

Share Price Chart


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Performance

CZAR Performance Chart

Themes Natural Monopoly ETF (CZAR) is down 3.3% since the beginning of the year. CZAR is currently trading at $31 per share.


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S&P 500 Index

Returns By Period

Themes Natural Monopoly ETF (CZAR) has returned -3.31% so far this year and 2.33% over the past 12 months.


Themes Natural Monopoly ETF

1D
-0.34%
1M
-3.51%
YTD
-3.31%
6M
-3.54%
1Y
2.33%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CZAR Monthly Returns History

Based on dividend-adjusted daily data since Dec 13, 2023, CZAR's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2024 with a return of +4.7%, while the worst month was Apr 2024 at -5.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 2 months.

On a daily basis, CZAR closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +6.8%, while the worst single day was Apr 4, 2025 at -6.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.69%-0.40%-4.94%4.59%-0.61%-2.43%-3.31%
20253.35%1.56%-2.52%1.48%2.64%4.11%-1.08%1.83%1.70%-1.18%0.05%0.82%13.32%
20240.43%3.55%2.55%-5.10%1.69%2.91%3.05%2.57%1.53%-2.45%4.73%-4.47%10.92%
20233.83%3.83%

Benchmark Metrics

Themes Natural Monopoly ETF has an annualized alpha of -3.54%, beta of 0.69, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since December 13, 2023.

  • This ETF participated in 82.71% of S&P 500 Index downside but only 54.42% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -3.54% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • Beta of 0.69 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-3.54%
Beta
0.69
0.52
Upside Capture
54.42%
Downside Capture
82.71%

Expense Ratio

CZAR has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CZAR ranks 11 for risk / return — in the bottom 11% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


CZAR Risk / Return Rank: 1111
Overall Rank
CZAR Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CZAR Sortino Ratio Rank: 1010
Sortino Ratio Rank
CZAR Omega Ratio Rank: 1010
Omega Ratio Rank
CZAR Calmar Ratio Rank: 1111
Calmar Ratio Rank
CZAR Martin Ratio Rank: 1212
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Themes Natural Monopoly ETF (CZAR) and compare them to S&P 500 Index.

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.


CZARBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.84

Sortino ratioReturn per unit of downside risk

-2.40

Omega ratioGain probability vs. loss probability

1.04

1.37

-0.33

Calmar ratioReturn relative to maximum drawdown

0.25

2.78

-2.54

Martin ratioReturn relative to average drawdown

0.73

12.44

-11.71

Dividends

Dividend History

Themes Natural Monopoly ETF provided a 1.52% dividend yield over the last twelve months, with an annual payout of $0.47 per share.


0.90%1.00%1.10%1.20%1.30%1.40%1.50%$0.00$0.10$0.20$0.30$0.40$0.5020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.47$0.47$0.27

Dividend yield

1.52%1.47%0.94%

Monthly Dividends

The table displays the monthly dividend distributions for Themes Natural Monopoly ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2024$0.27$0.27

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Themes Natural Monopoly ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Themes Natural Monopoly ETF was 13.38%, occurring on Apr 8, 2025. Recovery took 24 trading sessions.

The current Themes Natural Monopoly ETF drawdown is 5.98%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-13.38%Apr 2025
1mo 17d1mo 5d
2mo 22dFeb 2025 - May 2025
2026 pullback2026
-9.54%Mar 2026
1mo 14d
4mo 12dFeb 2026 - now
2024 pullback2024
-6.77%May 2024
1mo 18d2mo 7d
3mo 25dMar 2024 - Jul 2024
2025 pullback2025
-6.09%Jan 2025
1mo 2d1mo 4d
2mo 6dDec 2024 - Feb 2025
2025 pullback2025
-5.78%Nov 2025
23d1mo 23d
2mo 16dOct 2025 - Jan 2026

Drawdown Indicators


CZARBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-13.38%

-56.78%

+43.40%

Max Drawdown (1Y)

Largest decline over 1 year

-9.54%

-9.10%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-5.98%

-1.80%

-4.18%

Average Drawdown

Average peak-to-trough decline

-2.23%

-10.71%

+8.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.03%

+1.17%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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