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PHSP.L vs. NATO.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHSP.L vs. NATO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Physical Silver (PHSP.L) and HANetf Future of Defence UCITS ETF - Accumulating (NATO.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PHSP.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, PHSP.L achieves a -5.51% return, which is significantly lower than NATO.L's 10.85% return.


PHSP.L

1D
5.15%
1M
-23.06%
YTD
-5.51%
6M
8.99%
1Y
87.72%
3Y*
38.02%
5Y*
19.89%
10Y*
14.58%

NATO.L

1D
0.00%
1M
6.07%
YTD
10.85%
6M
10.66%
1Y
18.95%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
PHSP.L
WisdomTree Physical Silver
-5.51%129.68%22.85%4.06%
NATO.L
HANetf Future of Defence UCITS ETF - Accumulating
10.85%43.80%34.30%16.26%

Correlation

The correlation between PHSP.L and NATO.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2023

0.14

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Return for Risk

PHSP.L vs. NATO.L — Risk / Return Rank

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

PHSP.L
PHSP.L Risk / Return Rank: 4747
Overall Rank
PHSP.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
PHSP.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
PHSP.L Omega Ratio Rank: 5555
Omega Ratio Rank
PHSP.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
PHSP.L Martin Ratio Rank: 3535
Martin Ratio Rank

NATO.L
NATO.L Risk / Return Rank: 2727
Overall Rank
NATO.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
NATO.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
NATO.L Omega Ratio Rank: 2525
Omega Ratio Rank
NATO.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
NATO.L Martin Ratio Rank: 2727
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.

PHSP.L vs. NATO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Silver (PHSP.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.

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.


PHSP.LNATO.LDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.30

1.17

+0.13

Calmar ratioReturn relative to maximum drawdown

2.07

1.65

+0.42

Martin ratioReturn relative to average drawdown

4.66

3.56

+1.10

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

The current PHSP.L Sharpe Ratio is 1.59, which is higher than the NATO.L Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of PHSP.L and NATO.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.


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Drawdowns

PHSP.L vs. NATO.L - Drawdown Comparison

The maximum PHSP.L drawdown since its inception was -70.04%, which is greater than NATO.L's maximum drawdown of -11.45%. Use the drawdown chart below to compare losses from any high point for PHSP.L and NATO.L.


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Drawdown Indicators


PHSP.LNATO.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.04%

-11.45%

-58.59%

Max Drawdown (1Y)

Largest decline over 1 year

-42.16%

-11.45%

-30.71%

Max Drawdown (3Y)

Largest decline over 3 years

-42.16%

Max Drawdown (5Y)

Largest decline over 5 years

-42.16%

Max Drawdown (10Y)

Largest decline over 10 years

-42.16%

Current Drawdown

Current decline from peak

-39.18%

-4.17%

-35.01%

Average Drawdown

Average peak-to-trough decline

-44.03%

-2.41%

-41.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.77%

5.31%

+13.46%

Volatility

PHSP.L vs. NATO.L - Volatility Comparison

WisdomTree Physical Silver (PHSP.L) has a higher volatility of 14.36% compared to HANetf Future of Defence UCITS ETF - Accumulating (NATO.L) at 6.87%. This indicates that PHSP.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


PHSP.LNATO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.36%

6.87%

+7.49%

Volatility (6M)

Calculated over the trailing 6-month period

51.78%

15.77%

+36.01%

Volatility (1Y)

Calculated over the trailing 1-year period

54.77%

20.11%

+34.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.25%

18.64%

+17.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.08%

18.64%

+12.44%

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

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


Dividends

PHSP.L vs. NATO.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


PHSP.L and NATO.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

PHSP.L is categorized as Silver, while NATO.L is Aerospace & Defense. PHSP.L tracks LBMA Silver Price, while NATO.L tracks EQM Future of Defence Index. They also come from different issuers: WisdomTree and HANetf.

Portfolio Optimizer

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

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

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