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CZAR vs. IVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CZAR vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes Natural Monopoly ETF (CZAR) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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CZAR vs. IVV - Yearly Performance Comparison


2026 (YTD)202520242023
CZAR
Themes Natural Monopoly ETF
-4.66%13.32%10.92%2.34%
IVV
iShares Core S&P 500 ETF
-4.38%17.85%24.93%1.42%

Returns By Period

In the year-to-date period, CZAR achieves a -4.66% return, which is significantly lower than IVV's -4.38% return.


CZAR

1D
1.90%
1M
-4.94%
YTD
-4.66%
6M
-4.96%
1Y
5.58%
3Y*
5Y*
10Y*

IVV

1D
2.88%
1M
-4.99%
YTD
-4.38%
6M
-1.80%
1Y
17.69%
3Y*
18.29%
5Y*
11.76%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CZAR vs. IVV - Expense Ratio Comparison

CZAR has a 0.35% expense ratio, which is higher than IVV's 0.03% expense ratio.


Return for Risk

CZAR vs. IVV — Risk / Return Rank

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

CZAR
CZAR Risk / Return Rank: 2323
Overall Rank
CZAR Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CZAR Sortino Ratio Rank: 2222
Sortino Ratio Rank
CZAR Omega Ratio Rank: 2222
Omega Ratio Rank
CZAR Calmar Ratio Rank: 2424
Calmar Ratio Rank
CZAR Martin Ratio Rank: 2525
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 6565
Overall Rank
IVV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6262
Sortino Ratio Rank
IVV Omega Ratio Rank: 6666
Omega Ratio Rank
IVV Calmar Ratio Rank: 6565
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
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.

CZAR vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes Natural Monopoly ETF (CZAR) and iShares Core S&P 500 ETF (IVV). 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.


CZARIVVDifference

Sharpe ratio

Return per unit of total volatility

0.35

0.97

-0.62

Sortino ratio

Return per unit of downside risk

0.60

1.49

-0.88

Omega ratio

Gain probability vs. loss probability

1.08

1.23

-0.15

Calmar ratio

Return relative to maximum drawdown

0.54

1.53

-0.99

Martin ratio

Return relative to average drawdown

1.93

7.32

-5.39

CZAR vs. IVV - Sharpe Ratio Comparison

The current CZAR Sharpe Ratio is 0.35, which is lower than the IVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of CZAR and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CZARIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.97

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.42

+0.19

Correlation

The correlation between CZAR and IVV is 0.69, 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.


Dividends

CZAR vs. IVV - Dividend Comparison

CZAR's dividend yield for the trailing twelve months is around 1.54%, more than IVV's 1.23% yield.


TTM20252024202320222021202020192018201720162015
CZAR
Themes Natural Monopoly ETF
1.54%1.47%0.94%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.23%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Drawdowns

CZAR vs. IVV - Drawdown Comparison

The maximum CZAR drawdown since its inception was -13.38%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for CZAR and IVV.


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Drawdown Indicators


CZARIVVDifference

Max Drawdown

Largest peak-to-trough decline

-13.38%

-55.25%

+41.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.29%

-12.06%

+1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-7.30%

-6.26%

-1.04%

Average Drawdown

Average peak-to-trough decline

-2.06%

-10.85%

+8.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.53%

+0.34%

Volatility

CZAR vs. IVV - Volatility Comparison

The current volatility for Themes Natural Monopoly ETF (CZAR) is 4.80%, while iShares Core S&P 500 ETF (IVV) has a volatility of 5.30%. This indicates that CZAR experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CZARIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

5.30%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.72%

9.45%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

18.31%

-2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.26%

16.89%

-1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.26%

18.04%

-2.78%