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

Performance

NATO vs. IPRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes Transatlantic Defense ETF (NATO) and iShares European Property Yield UCITS ETF (IPRP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, NATO achieves a 4.09% return, which is significantly higher than IPRP.L's 0.02% return.


NATO

1D
-0.90%
1M
5.95%
YTD
4.09%
6M
7.29%
1Y
17.50%
3Y*
5Y*
10Y*

IPRP.L

1D
1.44%
1M
1.04%
YTD
0.02%
6M
2.90%
1Y
1.07%
3Y*
13.77%
5Y*
-5.25%
10Y*
1.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NATO vs. IPRP.L - Yearly Performance Comparison


2026 (YTD)20252024
NATO
Themes Transatlantic Defense ETF
4.09%50.95%0.51%
IPRP.L
iShares European Property Yield UCITS ETF
0.02%22.21%-11.79%

Correlation

The correlation between NATO and IPRP.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2024

0.19

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 vs. IPRP.L — Risk / Return Rank

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

NATO
NATO Risk / Return Rank: 2626
Overall Rank
NATO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
NATO Sortino Ratio Rank: 2828
Sortino Ratio Rank
NATO Omega Ratio Rank: 2626
Omega Ratio Rank
NATO Calmar Ratio Rank: 2727
Calmar Ratio Rank
NATO Martin Ratio Rank: 2424
Martin Ratio Rank

IPRP.L
IPRP.L Risk / Return Rank: 1010
Overall Rank
IPRP.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IPRP.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
IPRP.L Omega Ratio Rank: 1010
Omega Ratio Rank
IPRP.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
IPRP.L Martin Ratio Rank: 1010
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 vs. IPRP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes Transatlantic Defense ETF (NATO) and iShares European Property Yield UCITS ETF (IPRP.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.

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.


NATOIPRP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.26

Omega ratioGain probability vs. loss probability

1.16

1.01

+0.15

Calmar ratioReturn relative to maximum drawdown

1.13

-0.02

+1.15

Martin ratioReturn relative to average drawdown

2.81

-0.05

+2.85

NATO vs. IPRP.L - Sharpe Ratio Comparison

The current NATO Sharpe Ratio is 0.85, which is higher than the IPRP.L Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of NATO and IPRP.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...

Drawdowns

NATO vs. IPRP.L - Drawdown Comparison

The maximum NATO drawdown since its inception was -15.99%, smaller than the maximum IPRP.L drawdown of -73.26%. Use the drawdown chart below to compare losses from any high point for NATO and IPRP.L.


Loading charts...

Drawdown Indicators


NATOIPRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.99%

-73.26%

+57.27%

Max Drawdown (1Y)

Largest decline over 1 year

-15.99%

-17.54%

+1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-20.80%

Max Drawdown (5Y)

Largest decline over 5 years

-58.02%

Max Drawdown (10Y)

Largest decline over 10 years

-58.02%

Current Drawdown

Current decline from peak

-9.97%

-26.11%

+16.14%

Average Drawdown

Average peak-to-trough decline

-3.83%

-20.10%

+16.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.44%

7.11%

-0.67%

Volatility

NATO vs. IPRP.L - Volatility Comparison

Themes Transatlantic Defense ETF (NATO) has a higher volatility of 8.57% compared to iShares European Property Yield UCITS ETF (IPRP.L) at 4.94%. This indicates that NATO's price experiences larger fluctuations and is considered to be riskier than IPRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NATOIPRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.57%

4.94%

+3.63%

Volatility (6M)

Calculated over the trailing 6-month period

18.32%

14.03%

+4.29%

Volatility (1Y)

Calculated over the trailing 1-year period

21.36%

16.94%

+4.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.81%

24.17%

-1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.81%

21.42%

+1.39%

NATO vs. IPRP.L - Expense Ratio Comparison

NATO has a 0.35% expense ratio, which is lower than IPRP.L's 0.40% expense ratio.


Dividends

NATO vs. IPRP.L - Dividend Comparison

NATO's dividend yield for the trailing twelve months is around 0.43%, less than IPRP.L's 0.50% yield.


PositionTTM20252024202320222021202020192018201720162015
IPRP.L
iShares European Property Yield UCITS ETF
0.50%2.83%2.79%2.62%4.20%2.11%2.68%3.07%3.24%2.81%2.49%2.59%
NATO
Themes Transatlantic Defense ETF
0.43%0.45%0.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NATO and IPRP.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NATO is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NATO is cheaper with a 0.35% expense ratio, compared with 0.40% for IPRP.L.

NATO is categorized as Aerospace & Defense, while IPRP.L is REIT. NATO tracks Solactive Transatlantic Aerospace and Defense Index, while IPRP.L tracks FTSE EPRA Nareit Developed Europe TR EUR. They also come from different issuers: Themes and iShares. Their fees differ too: 0.35% for NATO and 0.40% for IPRP.L.

Portfolio Optimizer

Find the right allocation for NATO and IPRP.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