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NATO.L vs. IWDA.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NATO.L vs. IWDA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HANetf Future of Defence UCITS ETF - Accumulating (NATO.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NATO.L is traded in USD, while IWDA.AS is traded in EUR. To make them comparable, the IWDA.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NATO.L achieves a 13.05% return, which is significantly higher than IWDA.AS's 9.77% return.


NATO.L

1D
-0.78%
1M
8.86%
YTD
13.05%
6M
17.53%
1Y
20.56%
3Y*
5Y*
10Y*

IWDA.AS

1D
-0.56%
1M
4.80%
YTD
9.77%
6M
10.97%
1Y
26.41%
3Y*
20.87%
5Y*
11.83%
10Y*
13.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NATO.L vs. IWDA.AS - Yearly Performance Comparison


2026 (YTD)202520242023
NATO.L
HANetf Future of Defence UCITS ETF - Accumulating
13.05%54.83%31.99%16.64%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
9.77%21.46%19.36%7.02%

Correlation

The correlation between NATO.L and IWDA.AS is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2023

0.62

The correlation between NATO.L and IWDA.AS shifts across timeframes, from 0.50 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

NATO.L vs. IWDA.AS — Risk / Return Rank

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

NATO.L
NATO.L Risk / Return Rank: 2828
Overall Rank
NATO.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
NATO.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
NATO.L Omega Ratio Rank: 2626
Omega Ratio Rank
NATO.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
NATO.L Martin Ratio Rank: 2727
Martin Ratio Rank

IWDA.AS
IWDA.AS Risk / Return Rank: 6868
Overall Rank
IWDA.AS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IWDA.AS Sortino Ratio Rank: 6464
Sortino Ratio Rank
IWDA.AS Omega Ratio Rank: 6666
Omega Ratio Rank
IWDA.AS Calmar Ratio Rank: 7272
Calmar Ratio Rank
IWDA.AS 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.

NATO.L vs. IWDA.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf Future of Defence UCITS ETF - Accumulating (NATO.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). 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.


NATO.LIWDA.ASDifference
Sharpe ratioReturn per unit of total volatility

-1.24

Sortino ratioReturn per unit of downside risk

-1.80

Omega ratioGain probability vs. loss probability

1.18

1.41

-0.22

Calmar ratioReturn relative to maximum drawdown

1.60

3.11

-1.51

Martin ratioReturn relative to average drawdown

3.91

13.42

-9.51

NATO.L vs. IWDA.AS - Sharpe Ratio Comparison

The current NATO.L Sharpe Ratio is 1.02, which is lower than the IWDA.AS Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of NATO.L and IWDA.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NATO.LIWDA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

2.27

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

1.46

0.68

+0.78

Drawdowns

NATO.L vs. IWDA.AS - Drawdown Comparison

The maximum NATO.L drawdown since its inception was -21.84%, smaller than the maximum IWDA.AS drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for NATO.L and IWDA.AS.


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Drawdown Indicators


NATO.LIWDA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-21.84%

-34.11%

+12.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-8.39%

-4.40%

Max Drawdown (3Y)

Largest decline over 3 years

-17.83%

Max Drawdown (5Y)

Largest decline over 5 years

-25.94%

Max Drawdown (10Y)

Largest decline over 10 years

-34.11%

Current Drawdown

Current decline from peak

-2.14%

-0.56%

-1.58%

Average Drawdown

Average peak-to-trough decline

-2.63%

-4.64%

+2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.25%

1.95%

+3.30%

Volatility

NATO.L vs. IWDA.AS - Volatility Comparison

HANetf Future of Defence UCITS ETF - Accumulating (NATO.L) has a higher volatility of 6.19% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) at 3.28%. This indicates that NATO.L's price experiences larger fluctuations and is considered to be riskier than IWDA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NATO.LIWDA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

3.28%

+2.91%

Volatility (6M)

Calculated over the trailing 6-month period

15.99%

8.59%

+7.40%

Volatility (1Y)

Calculated over the trailing 1-year period

20.05%

11.52%

+8.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.57%

15.47%

+12.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.57%

15.80%

+11.77%

NATO.L vs. IWDA.AS - Expense Ratio Comparison

NATO.L has a 0.49% expense ratio, which is higher than IWDA.AS's 0.20% expense ratio.


Dividends

NATO.L vs. IWDA.AS - Dividend Comparison

Neither NATO.L nor IWDA.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


NATO.L and IWDA.AS have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWDA.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWDA.AS is cheaper with a 0.20% expense ratio, compared with 0.49% for NATO.L.

NATO.L is categorized as Aerospace & Defense, while IWDA.AS is Global Equities. NATO.L tracks EQM Future of Defence Index, while IWDA.AS tracks MSCI ACWI NR USD. They also come from different issuers: HANetf and iShares. Their fees differ too: 0.49% for NATO.L and 0.20% for IWDA.AS.

Portfolio Optimizer

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