PortfoliosLab logoPortfoliosLab logo
NATO.L vs. NATP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NATO.L vs. NATP.L - 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 HANetf Future of Defence UCITS ETF Acc GBP (NATP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with NATO.L having a 13.05% return and NATP.L slightly lower at 12.88%.


NATO.L

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

NATP.L

1D
-0.95%
1M
9.03%
YTD
12.88%
6M
17.18%
1Y
20.19%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NATO.L vs. NATP.L - Yearly Performance Comparison


2026 (YTD)202520242023
NATO.L
HANetf Future of Defence UCITS ETF - Accumulating
13.05%54.83%31.99%16.08%
NATP.L
HANetf Future of Defence UCITS ETF Acc GBP
12.88%54.58%32.42%16.01%

Correlation

The correlation between NATO.L and NATP.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2023

0.94

The correlation between NATO.L and NATP.L has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

NATO.L vs. NATP.L — 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

NATP.L
NATP.L Risk / Return Rank: 3030
Overall Rank
NATP.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
NATP.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
NATP.L Omega Ratio Rank: 2929
Omega Ratio Rank
NATP.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
NATP.L Martin Ratio Rank: 2828
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. NATP.L - 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 HANetf Future of Defence UCITS ETF Acc GBP (NATP.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.


NATO.LNATP.LDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.02

0.00

Sortino ratio

Return per unit of downside risk

1.53

1.54

-0.01

Omega ratio

Gain probability vs. loss probability

1.18

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

1.60

1.58

+0.03

Martin ratio

Return relative to average drawdown

3.91

3.80

+0.11

NATO.L vs. NATP.L - Sharpe Ratio Comparison

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


Loading charts...

Sharpe Ratios by Period


NATO.LNATP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.02

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

1.46

2.11

-0.65

Drawdowns

NATO.L vs. NATP.L - Drawdown Comparison

The maximum NATO.L drawdown since its inception was -21.84%, which is greater than NATP.L's maximum drawdown of -13.60%. Use the drawdown chart below to compare losses from any high point for NATO.L and NATP.L.


Loading charts...

Drawdown Indicators


NATO.LNATP.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.84%

-13.60%

-8.24%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-12.76%

-0.03%

Current Drawdown

Current decline from peak

-2.14%

-2.20%

+0.06%

Average Drawdown

Average peak-to-trough decline

-2.63%

-2.62%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.25%

5.30%

-0.05%

Volatility

NATO.L vs. NATP.L - Volatility Comparison

HANetf Future of Defence UCITS ETF - Accumulating (NATO.L) has a higher volatility of 6.19% compared to HANetf Future of Defence UCITS ETF Acc GBP (NATP.L) at 5.80%. This indicates that NATO.L's price experiences larger fluctuations and is considered to be riskier than NATP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NATO.LNATP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

5.80%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

15.99%

15.74%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

20.05%

19.79%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.57%

19.23%

+8.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.57%

19.23%

+8.34%

NATO.L vs. NATP.L - Expense Ratio Comparison

Both NATO.L and NATP.L have an expense ratio of 0.49%.


Dividends

NATO.L vs. NATP.L - Dividend Comparison

Neither NATO.L nor NATP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, NATO.L and NATP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

NATO.L and NATP.L have the same expense ratio: 0.49% per year.

Both ETFs track EQM Future of Defence Index.

Portfolio Optimizer

Find the right allocation for NATO.L and NATP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer