ITEP.L vs. NATO.L
Compare and contrast key facts about HAN-GINS Tech Megatrend Equal Weight UCITS ETF - Accumulating (ITEP.L) and HANetf Future of Defence UCITS ETF - Accumulating (NATO.L).
ITEP.L and NATO.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ITEP.L is a passively managed fund by HANetf that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Oct 5, 2018. NATO.L is a passively managed fund by HANetf that tracks the performance of the EQM Future of Defence Index. It was launched on Jul 4, 2023. Both ITEP.L and NATO.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ITEP.L vs. NATO.L - Performance Comparison
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ITEP.L vs. NATO.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ITEP.L HAN-GINS Tech Megatrend Equal Weight UCITS ETF - Accumulating | -5.86% | 10.45% | 14.23% | 9.86% |
NATO.L HANetf Future of Defence UCITS ETF - Accumulating | 8.49% | 43.80% | 34.30% | 16.26% |
Different Trading Currencies
ITEP.L is traded in GBp, while NATO.L is traded in USD. To make them comparable, the NATO.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, ITEP.L achieves a -5.86% return, which is significantly lower than NATO.L's 4.02% return.
ITEP.L
- 1D
- 3.25%
- 1M
- -3.55%
- YTD
- -5.86%
- 6M
- -12.08%
- 1Y
- 19.92%
- 3Y*
- 12.77%
- 5Y*
- 0.81%
- 10Y*
- —
NATO.L
- 1D
- 0.00%
- 1M
- -6.20%
- YTD
- 4.02%
- 6M
- -2.09%
- 1Y
- 27.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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ITEP.L vs. NATO.L - Expense Ratio Comparison
ITEP.L has a 0.59% expense ratio, which is higher than NATO.L's 0.49% expense ratio.
Return for Risk
ITEP.L vs. NATO.L — Risk / Return Rank
ITEP.L
NATO.L
ITEP.L vs. NATO.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HAN-GINS Tech Megatrend Equal Weight UCITS ETF - Accumulating (ITEP.L) and HANetf Future of Defence UCITS ETF - Accumulating (NATO.L). 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.
| ITEP.L | NATO.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.30 | -0.49 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.87 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.24 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 2.48 | -1.61 |
Martin ratioReturn relative to average drawdown | 2.18 | 6.22 | -4.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITEP.L | NATO.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.30 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 1.32 | -0.85 |
Correlation
The correlation between ITEP.L and NATO.L 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.
Dividends
ITEP.L vs. NATO.L - Dividend Comparison
Neither ITEP.L nor NATO.L has paid dividends to shareholders.
Drawdowns
ITEP.L vs. NATO.L - Drawdown Comparison
The maximum ITEP.L drawdown since its inception was -47.84%, which is greater than NATO.L's maximum drawdown of -21.71%. Use the drawdown chart below to compare losses from any high point for ITEP.L and NATO.L.
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Drawdown Indicators
| ITEP.L | NATO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.84% | -21.84% | -26.00% |
Max Drawdown (1Y)Largest decline over 1 year | -21.64% | -12.79% | -8.85% |
Max Drawdown (5Y)Largest decline over 5 years | -47.84% | — | — |
Current DrawdownCurrent decline from peak | -18.24% | -6.04% | -12.20% |
Average DrawdownAverage peak-to-trough decline | -18.86% | -2.45% | -16.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.68% | 4.68% | +4.00% |
Volatility
ITEP.L vs. NATO.L - Volatility Comparison
HAN-GINS Tech Megatrend Equal Weight UCITS ETF - Accumulating (ITEP.L) has a higher volatility of 6.98% compared to HANetf Future of Defence UCITS ETF - Accumulating (NATO.L) at 6.44%. This indicates that ITEP.L's price experiences larger fluctuations and is considered to be riskier than NATO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITEP.L | NATO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.98% | 6.44% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 18.21% | 15.03% | +3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.63% | 21.15% | +3.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.20% | 27.25% | -2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.74% | 27.25% | -0.51% |