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NATO vs. MISL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NATO vs. MISL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes Transatlantic Defense ETF (NATO) and First Trust Indxx Aerospace & Defense ETF (MISL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NATO achieves a 1.39% return, which is significantly lower than MISL's 7.59% return.


NATO

1D
-1.87%
1M
2.05%
YTD
1.39%
6M
7.82%
1Y
13.50%
3Y*
5Y*
10Y*

MISL

1D
-2.71%
1M
5.48%
YTD
7.59%
6M
13.84%
1Y
32.38%
3Y*
28.35%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NATO vs. MISL - Yearly Performance Comparison


2026 (YTD)20252024
NATO
Themes Transatlantic Defense ETF
1.39%50.95%0.35%
MISL
First Trust Indxx Aerospace & Defense ETF
7.59%41.24%-5.15%

Correlation

The correlation between NATO and MISL is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.84

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2024

0.80

The correlation between NATO and MISL has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.

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Return for Risk

NATO vs. MISL — Risk / Return Rank

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

NATO
NATO Risk / Return Rank: 1919
Overall Rank
NATO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
NATO Sortino Ratio Rank: 2020
Sortino Ratio Rank
NATO Omega Ratio Rank: 1919
Omega Ratio Rank
NATO Calmar Ratio Rank: 2020
Calmar Ratio Rank
NATO Martin Ratio Rank: 1919
Martin Ratio Rank

MISL
MISL Risk / Return Rank: 3939
Overall Rank
MISL Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
MISL Sortino Ratio Rank: 4141
Sortino Ratio Rank
MISL Omega Ratio Rank: 3535
Omega Ratio Rank
MISL Calmar Ratio Rank: 4242
Calmar Ratio Rank
MISL Martin Ratio Rank: 3535
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. MISL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes Transatlantic Defense ETF (NATO) and First Trust Indxx Aerospace & Defense ETF (MISL). 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.


NATOMISLDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.13

1.24

-0.11

Calmar ratioReturn relative to maximum drawdown

0.85

2.07

-1.23

Martin ratioReturn relative to average drawdown

2.19

5.49

-3.30

NATO vs. MISL - Sharpe Ratio Comparison

The current NATO Sharpe Ratio is 0.65, which is lower than the MISL Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of NATO and MISL, 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


NATOMISLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.44

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

1.35

-0.01

Drawdowns

NATO vs. MISL - Drawdown Comparison

The maximum NATO drawdown since its inception was -15.99%, smaller than the maximum MISL drawdown of -17.91%. Use the drawdown chart below to compare losses from any high point for NATO and MISL.


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Drawdown Indicators


NATOMISLDifference

Max Drawdown

Largest peak-to-trough decline

-15.99%

-17.91%

+1.92%

Max Drawdown (1Y)

Largest decline over 1 year

-15.99%

-15.69%

-0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-17.91%

Current Drawdown

Current decline from peak

-12.30%

-9.75%

-2.55%

Average Drawdown

Average peak-to-trough decline

-3.71%

-3.50%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.17%

5.91%

+0.26%

Volatility

NATO vs. MISL - Volatility Comparison

The current volatility for Themes Transatlantic Defense ETF (NATO) is 7.97%, while First Trust Indxx Aerospace & Defense ETF (MISL) has a volatility of 8.50%. This indicates that NATO experiences smaller price fluctuations and is considered to be less risky than MISL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NATOMISLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

8.50%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

17.65%

19.14%

-1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

20.71%

22.60%

-1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.61%

19.14%

+3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.61%

19.14%

+3.47%

NATO vs. MISL - Expense Ratio Comparison

NATO has a 0.35% expense ratio, which is lower than MISL's 0.60% expense ratio.


Dividends

NATO vs. MISL - Dividend Comparison

NATO's dividend yield for the trailing twelve months is around 0.44%, more than MISL's 0.36% yield.


PositionTTM2025202420232022
MISL
First Trust Indxx Aerospace & Defense ETF
0.36%0.40%0.74%0.63%0.08%
NATO
Themes Transatlantic Defense ETF
0.44%0.45%0.08%0.00%0.00%

Frequently Asked Questions


NATO and MISL have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MISL has higher volatility (8.50%) compared to NATO (7.97%). In terms of maximum drawdown, NATO dropped -15.99% vs MISL's -17.91%.

On 1-year performance, MISL leads with 32.38% vs 13.50% for NATO. On fees, NATO is cheaper at 0.35% per year. On volatility, NATO has been the lower-risk option at 7.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MISL has performed better with a 32.38% return vs 13.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NATO is cheaper with a 0.35% expense ratio, compared with 0.60% for MISL.

NATO has the higher dividend yield at 0.44%, compared with 0.36% for MISL.

NATO is categorized as Aerospace & Defense, while MISL is Industrials Equities. NATO tracks Solactive Transatlantic Aerospace and Defense Index, while MISL tracks Indxx US Aerospace & Defense Index - Benchmark TR Gross. They also come from different issuers: Themes and First Trust. Their fees differ too: 0.35% for NATO and 0.60% for MISL.

MISL currently has the higher Sharpe Ratio (1.44 vs 0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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